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      <invstOrSec>
        <name>UBS AG LONDN BRANCH</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MIZUHO BANK LTD NY BRANCH</name>
        <lei>RB0PEZSDGCO3JS6CEU02</lei>
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        <cusip>60689FET1</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ATLANTIC ASSET SECURITZTN LLC</name>
        <lei>549300BUNY5BIX4CVW20</lei>
        <title>ATLANTIC ASSET SECURITZTN LLC CP .0195 04/02/2020</title>
        <cusip>04821TD28</cusip>
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          <ticker value="ATLASS"/>
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          <maturityDt>2020-04-02</maturityDt>
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        <name>SHEFFILED RECEIVABLES CORP IAM COML PAPER 4/2</name>
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        <title>SHEFFIELD RECVBLES 4/2 CP CORP YCP .02 04/02/2020</title>
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          <ticker value="SRCPP"/>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-04-02</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>THE BANK OF NOVA SCOTIA</name>
        <lei>L3I9ZG2KFGXZ61BMYR72</lei>
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        <cusip>06417LNW3</cusip>
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          <isin value="US06417LNW36"/>
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        <invCountry>CA</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-08-13</maturityDt>
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      <invstOrSec>
        <name>SOCIETE GENERALE</name>
        <lei>O2RNE8IBXP4R0TD8PU41</lei>
        <title>SOCIETE GENERALE FRANCE YCP .0024 04/07/2020</title>
        <cusip>83369BD78</cusip>
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          <ticker value="SOCGEN"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-04-07</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>TOYOTA MOTOR CREDIT CORP</name>
        <lei>Z2VZBHUMB7PWWJ63I008</lei>
        <title>TOYOTA MOTOR CREDIT CORP VCP 3ML+5 07/02/2020</title>
        <cusip>89233A6K0</cusip>
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          <isin value="US89233A6K02"/>
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        <balance>5000000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-07-02</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.01959380</annualizedRt>
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      <invstOrSec>
        <name>SUMITOMO MITSUI TRUST BANK LTD SINGAPORE BRANCH</name>
        <lei>5493006GGLR4BTEL8O61</lei>
        <title>SUMITOMO MITSUI TR BK LTD SING YCP .0189 04/08/2020</title>
        <cusip>86564YD82</cusip>
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          <ticker value="SUMTSG"/>
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        <balance>30000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>29997687.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01890000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>BARCLAYS BANK PLC / BARCLAYS US CCP FUNDING LLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
        <title>BARCLAYS BANK PLC (CCP FDG) YCP .0171 05/04/2020</title>
        <cusip>06742VDC2</cusip>
        <identifiers>
          <ticker value="BARCCP"/>
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        <balance>45000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>44935825.50000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-05-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01710000</annualizedRt>
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      <invstOrSec>
        <name>PSP CAP INC</name>
        <lei>549300B456N0WEIC5249</lei>
        <title>PSP CAP INC YCP .0179 04/07/2020</title>
        <cusip>69370AD76</cusip>
        <identifiers>
          <ticker value="PSPCPI"/>
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        <balance>45000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>44995801.50000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-04-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01790000</annualizedRt>
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      <invstOrSec>
        <name>THE TORONTO DOMINION BANK</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>TORONTO DOMINION BANK VCP 1ML+28 07/23/2020</title>
        <cusip>89120DPQ6</cusip>
        <identifiers>
          <isin value="US89120DPQ69"/>
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        <balance>39000000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-07-23</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.01203630</annualizedRt>
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      <invstOrSec>
        <name>TOYOTA MOTOR CREDIT CORP</name>
        <lei>Z2VZBHUMB7PWWJ63I008</lei>
        <title>TOYOTA MOTOR CREDIT CORP CP .0195 04/15/2020</title>
        <cusip>89233GDF0</cusip>
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          <ticker value="TOYCC"/>
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        <balance>40000000.00000000</balance>
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        <valUSD>39981668.00000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01950000</annualizedRt>
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        <name>MITSUBISHI UFJ TR and BK SING BRH</name>
        <lei>JBONEPAGQXF4QP29B387</lei>
        <title>MITSUBISHI UFJ TR and BK SING BRH YCP .0173 05/20/2020</title>
        <cusip>60682YEL4</cusip>
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          <ticker value="MITTSG"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>THE BANK OF NOVA SCOTIA</name>
        <lei>L3I9ZG2KFGXZ61BMYR72</lei>
        <title>BANK OF NOVA SCOTIA VCP 1ML+28 07/21/2020</title>
        <cusip>06417LNK9</cusip>
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        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <annualizedRt>0.01203630</annualizedRt>
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        <name>ROYAL BANK OF CANADA</name>
        <lei>ES7IP3U3RHIGC71XBU11</lei>
        <title>ROYAL BANK OF CANADA VCP 1ML+18 04/15/2020</title>
        <cusip>78014XDF1</cusip>
        <identifiers>
          <isin value="US78014XDF15"/>
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        <balance>40000000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-04-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.00884630</annualizedRt>
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      <invstOrSec>
        <name>NATIONAL BANK OF CANADA</name>
        <lei>BSGEFEIOM18Y80CKCV46</lei>
        <title>NATIONAL BANK OF CANADA VCP 1ML+23 04/03/2020</title>
        <cusip>63307NEQ6</cusip>
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        <balance>40000000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-03</maturityDt>
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          <annualizedRt>0.01745250</annualizedRt>
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      <invstOrSec>
        <name>ROYAL BANK OF CANADA</name>
        <lei>ES7IP3U3RHIGC71XBU11</lei>
        <title>ROYAL BANK OF CANADA CP .0091 08/31/2020</title>
        <cusip>78013VHX3</cusip>
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          <ticker value="RYCP"/>
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        <balance>15000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>14912025.00000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CREDIT AGRICOLE CIB NY BRH</name>
        <lei>1VUV7VQFKUOQSJ21A208</lei>
        <title>CREDIT AGRICOLE CIB NY BRH YCP .01685 05/18/2020</title>
        <cusip>22533TEJ1</cusip>
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          <ticker value="CACPNY"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-05-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01685000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS BANK PLC / BARCLAYS US CCP FUNDING LLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
        <title>BARCLAYS BANK PLC (CCP FDG) YCP .025 04/01/2020</title>
        <cusip>06742VHL8</cusip>
        <identifiers>
          <ticker value="BARCCP"/>
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        <balance>12000000.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02500000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>DZ BANK AG DEUTSCHE ZENTRAL GE NOSSENSCHAFTSBANK - NEW YORK BRANCH</name>
        <lei>529900HNOAA1KXQJUQ27</lei>
        <title>DZ BANK NY BRANCH CP .0172 04/16/2020</title>
        <cusip>26820RDG5</cusip>
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          <ticker value="DZBK"/>
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        <balance>14000000.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-04-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01720000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ROYAL BANK OF CANADA</name>
        <lei>ES7IP3U3RHIGC71XBU11</lei>
        <title>ROYAL BANK OF CANADA VCP 3ML+8 08/26/2020</title>
        <cusip>78014XEY9</cusip>
        <identifiers>
          <isin value="US78014XEY94"/>
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        <balance>3000000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-08-26</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.01726630</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>NATIONAL BANK OF CANADA</name>
        <lei>BSGEFEIOM18Y80CKCV46</lei>
        <title>NATIONAL BANK OF CANADA VCP 3ML+3 07/08/2020</title>
        <cusip>63307NEU7</cusip>
        <identifiers>
          <isin value="US63307NEU72"/>
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        <balance>50000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>49930995.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-07-08</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.01902250</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>MANHATTAN ASSET FDG CO LLC IAM COML PAPER 4/2</name>
        <lei>549300S0NSJYSOB32S63</lei>
        <title>MANHATTAN ASSET FDG CO LLC CP .021 04/02/2020</title>
        <cusip>56274LD27</cusip>
        <identifiers>
          <ticker value="MANASF"/>
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        <balance>46000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>45999728.60000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02100000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>LIBERTY STREET FUNDING LLC</name>
        <lei>549300F33VRHM10B9391</lei>
        <title>LIBERTY STREET FUNDING LLC CP .0205 04/02/2020</title>
        <cusip>53127TD26</cusip>
        <identifiers>
          <ticker value="LIBST"/>
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        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1999909.00000000</valUSD>
        <pctVal>0.045676269167</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02050000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PSP CAP INC</name>
        <lei>549300B456N0WEIC5249</lei>
        <title>PSP CAP INC YCP .0134 06/05/2020</title>
        <cusip>69370AF58</cusip>
        <identifiers>
          <ticker value="PSPCPI"/>
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        <balance>50000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>49881750.00000000</valUSD>
        <pctVal>1.139257956013</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-06-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01340000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FEDERATION DES CAISSES DESJARD INS DU QUEBEC</name>
        <lei>549300B2Q47IR0CR5B54</lei>
        <title>FEDERATION DES CAISE DESJARDIN YCP .01585 08/28/2020</title>
        <cusip>31428FHU2</cusip>
        <identifiers>
          <ticker value="CCDJFQ"/>
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        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1987916.60000000</valUSD>
        <pctVal>0.045402372660</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-08-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01585000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CANADIAN IMPERIAL BANK OF COMMERCE</name>
        <lei>2IGI19DL77OX0HC3ZE78</lei>
        <title>CANADIAN IMPERIAL BK OF COMM YCP .004 04/03/2020</title>
        <cusip>13608AD37</cusip>
        <identifiers>
          <ticker value="CIBCCP"/>
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        <balance>45000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>44999865.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00400000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ATLANTIC ASSET SECURITZTN LLC</name>
        <lei>549300BUNY5BIX4CVW20</lei>
        <title>ATLANTIC ASSET SECURITZTN LLC CP .016 06/17/2020</title>
        <cusip>04821TFH3</cusip>
        <identifiers>
          <ticker value="ATLASS"/>
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        <balance>20000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19935000.00000000</valUSD>
        <pctVal>0.455298929029</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-06-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01600000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LIBERTY STREET FUNDING LLC</name>
        <lei>549300F33VRHM10B9391</lei>
        <title>LIBERTY STREET FUNDING LLC CP .0205 04/02/2020</title>
        <cusip>53127TD26</cusip>
        <identifiers>
          <ticker value="LIBST"/>
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        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1999909.00000000</valUSD>
        <pctVal>0.045676269167</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02050000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MUFG BANK LTD NY BR</name>
        <lei>C3GTMMZIHMY46P4OIX74</lei>
        <title>MUFG BANK LTD NY BR CP .0175 05/18/2020</title>
        <cusip>62479LEJ0</cusip>
        <identifiers>
          <ticker value="MUFGBK"/>
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        <balance>50000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>49908000.00000000</valUSD>
        <pctVal>1.139857484324</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-05-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01750000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FEDERATION DES CAISSES DESJARD INS DU QUEBEC</name>
        <lei>549300B2Q47IR0CR5B54</lei>
        <title>FEDERATION DES CAISE DESJARDIN YCP .0174 04/28/2020</title>
        <cusip>31428FDU6</cusip>
        <identifiers>
          <ticker value="CCDJFQ"/>
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        <balance>25000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>24976802.50000000</valUSD>
        <pctVal>0.570449532422</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01740000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>THE TORONTO DOMINION BANK</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>TORONTO DOMINION BANK VCP VCP 3ML+2 11/10/2020</title>
        <cusip>89120DRK7</cusip>
        <identifiers>
          <isin value="US89120DRK71"/>
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        <balance>16000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>15924422.40000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-11-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.01754130</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SHEFFILED RECEIVABLES CORP IAM COML PAPER 4/2</name>
        <lei>549300MYF6MOTU9T3G29</lei>
        <title>SHEFFIELD RECVBLES 4/2 CP CORP YCP .0168 05/12/2020</title>
        <cusip>82124LEC2</cusip>
        <identifiers>
          <ticker value="SRCPP"/>
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        <balance>5000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4989325.00000000</valUSD>
        <pctVal>0.113952060651</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-05-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01680000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MITSUBISHI UFJ TR and BK SING BRH</name>
        <lei>JBONEPAGQXF4QP29B387</lei>
        <title>MITSUBISHI UFJ TR and BK SING BRH YCP .0168 05/18/2020</title>
        <cusip>60682YEJ9</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CITIGROUP GLOBAL MARKETS INC</name>
        <lei>MBNUM2BPBDO7JBLYG310</lei>
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        <cusip>17327AH59</cusip>
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          <ticker value="CGMICP"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>NATIONWIDE BUILDING SOCIETY</name>
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          <ticker value="ANGLPP"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SUMITOMO MITSUI TRUST BANK LTD SINGAPORE BRANCH</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-04-24</maturityDt>
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          <annualizedRt>0.01640000</annualizedRt>
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        <name>BNP PARIBAS FORTIS NY BRH</name>
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        <cusip>09659JD34</cusip>
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          <ticker value="BNPFNY"/>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-04-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00500000</annualizedRt>
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        <name>MANHATTAN ASSET FDG CO LLC IAM COML PAPER 4/2</name>
        <lei>549300S0NSJYSOB32S63</lei>
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        <cusip>56274LDP6</cusip>
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          <ticker value="MANASF"/>
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        <balance>8000000.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>WESTPAC BANKING CORPORATION</name>
        <lei>EN5TNI6CI43VEPAMHL14</lei>
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          <ticker value="WSTPAC"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-06-04</maturityDt>
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      <invstOrSec>
        <name>THE TORONTO DOMINION BANK</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>TORONTO DOMINION BANK YCP .02055 05/05/2020</title>
        <cusip>89119AE53</cusip>
        <identifiers>
          <ticker value="TDBANK"/>
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        <balance>20000000.00000000</balance>
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        <valUSD>19975344.00000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-05-05</maturityDt>
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      <invstOrSec>
        <name>AUTOBAHN FUNDING</name>
        <lei>N/A</lei>
        <title>AUTOBAHN FUNDING CP .01 04/02/2020</title>
        <cusip>0527M0D20</cusip>
        <identifiers>
          <ticker value="AUTOBN"/>
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        <balance>61000000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-04-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01000000</annualizedRt>
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        <name>ROYAL BANK OF CANADA</name>
        <lei>ES7IP3U3RHIGC71XBU11</lei>
        <title>ROYAL BANK OF CANADA VCP 3ML+8 08/27/2020</title>
        <cusip>78014XEZ6</cusip>
        <identifiers>
          <isin value="US78014XEZ69"/>
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        <balance>16000000.00000000</balance>
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        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-08-27</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.01717630</annualizedRt>
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      <invstOrSec>
        <name>ATLANTIC ASSET SECURITZTN LLC</name>
        <lei>549300BUNY5BIX4CVW20</lei>
        <title>ATLANTIC ASSET SECURITZTN LLC CP .0165 06/23/2020</title>
        <cusip>04821TFP5</cusip>
        <identifiers>
          <ticker value="ATLASS"/>
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        <balance>40000000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-06-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01650000</annualizedRt>
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      <invstOrSec>
        <name>AUTOBAHN FUNDING</name>
        <lei>N/A</lei>
        <title>AUTOBAHN FUNDING CP .006 04/03/2020</title>
        <cusip>0527M0D38</cusip>
        <identifiers>
          <ticker value="AUTOBN"/>
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        <balance>32000000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-04-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00600000</annualizedRt>
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        <name>ONTARIO TEACHERS' FINANCE TRUST</name>
        <lei>635400ZZE5J8OXXBBY26</lei>
        <title>ONTARIO TEACHERS' FINANCE TRUST YCP .0196 05/01/2020</title>
        <cusip>68328GE10</cusip>
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          <ticker value="ONTTEA"/>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <name>NATIONWIDE BUILDING SOCIETY</name>
        <lei>549300XFX12G42QIKN82</lei>
        <title>NATIONWIDE BUILDING SOC(UNGTD) YCP .007 04/01/2020</title>
        <cusip>6385E0D18</cusip>
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          <ticker value="ANGLPP"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00700000</annualizedRt>
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      <invstOrSec>
        <name>BARCLAYS BANK PLC / BARCLAYS US CCP FUNDING LLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
        <title>BARCLAYS BANK PLC (CCP FDG) YCP .0215 04/02/2020</title>
        <cusip>06742VJX0</cusip>
        <identifiers>
          <ticker value="BARCCP"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02150000</annualizedRt>
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      <invstOrSec>
        <name>THE TORONTO DOMINION BANK</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>TORONTO DOMINION BANK VCP 3ML+9 08/17/2020</title>
        <cusip>89120DQT9</cusip>
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          <isin value="US89120DQT99"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-08-17</maturityDt>
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          <annualizedRt>0.01781750</annualizedRt>
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        <name>LANDESBANK HESSEN-THURINGEN (UNGTD)</name>
        <lei>DIZES5CFO5K3I5R58746</lei>
        <title>LANDESBANK HESS-THURNGN(UNGTD) YCP .0158 05/21/2020</title>
        <cusip>51489GEM5</cusip>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-05-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01580000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ATLANTIC ASSET SECURITZTN LLC</name>
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      <invstOrSec>
        <name>ROYAL BANK OF CANADA</name>
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      <invstOrSec>
        <name>CANADIAN IMPERIAL BANK OF COMMERCE</name>
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      <invstOrSec>
        <name>SVENSKA HANDELSBANKEN AB</name>
        <lei>NHBDILHZTYCNBV5UYZ31</lei>
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        <cusip>86960JJ48</cusip>
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      <invstOrSec>
        <name>ABN AMRO FDG USA LLC</name>
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        <title>ABN AMRO FDG USA LLC CP .0185 04/06/2020</title>
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          <ticker value="ABNFUN"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>THE TORONTO DOMINION BANK</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>TORONTO DOMINION BANK VCP 3ML+10 09/16/2020</title>
        <cusip>89120DR43</cusip>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-09-16</maturityDt>
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      <invstOrSec>
        <name>FEDERATION DES CAISSES DESJARD INS DU QUEBEC</name>
        <lei>549300B2Q47IR0CR5B54</lei>
        <title>FEDERATION DES CAISE DESJARDIN YCP .0191 04/24/2020</title>
        <cusip>31428FDQ5</cusip>
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          <ticker value="CCDJFQ"/>
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        <balance>40000000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-04-24</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>ASB FINANCE LTD (LONDON)</name>
        <lei>549300A8V0FZJN79NH08</lei>
        <title>ASB FINANCE LTD (LONDON) YCP .0192 04/06/2020</title>
        <cusip>0020P2D60</cusip>
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          <ticker value="ASBFIN"/>
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        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-04-06</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>ATLANTIC ASSET SECURITZTN LLC</name>
        <lei>549300BUNY5BIX4CVW20</lei>
        <title>ATLANTIC ASSET SECURITZTN LLC CP .0165 05/12/2020</title>
        <cusip>04821TEC5</cusip>
        <identifiers>
          <ticker value="ATLASS"/>
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        <balance>22500000.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>NATIXIS NY BRH</name>
        <lei>KX1WK48MPD4Y2NCUIZ63</lei>
        <title>NATIXIS NY BRH YCP .0171 05/04/2020</title>
        <cusip>63873JE48</cusip>
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          <ticker value="NATXNY"/>
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        <fairValLevel>2</fairValLevel>
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        <name>NATIONAL AUSTRALIA BANK LTD</name>
        <lei>F8SB4JFBSYQFRQEH3Z21</lei>
        <title>NATIONAL AUSTRALIA BANK LTD VCP 1ML+19 05/06/2020</title>
        <cusip>63254GLP8</cusip>
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          <isin value="US63254GLP80"/>
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        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-05-06</maturityDt>
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        <name>MANHATTAN ASSET FDG CO LLC IAM COML PAPER 4/2</name>
        <lei>549300S0NSJYSOB32S63</lei>
        <title>MANHATTAN ASSET FDG CO LLC CP .0169 05/08/2020</title>
        <cusip>56274LE83</cusip>
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          <ticker value="MANASF"/>
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          <annualizedRt>0.01690000</annualizedRt>
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        <name>CREDIT SUISSE AG NY BRNCH</name>
        <lei>ANGGYXNX0JLX3X63JN86</lei>
        <title>CREDIT SUISSE AG NY BRNCH YCP .0202 04/21/2020</title>
        <cusip>2254EADM2</cusip>
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          <ticker value="CSFBNY"/>
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        <name>SOCIETE GENERALE</name>
        <lei>O2RNE8IBXP4R0TD8PU41</lei>
        <title>SOCIETE GENERALE FRANCE YCP .0049 04/03/2020</title>
        <cusip>83369BD37</cusip>
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          <ticker value="SOCGEN"/>
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        <invCountry>FR</invCountry>
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      <invstOrSec>
        <name>FEDERATION DES CAISSES DESJARD INS DU QUEBEC</name>
        <lei>549300B2Q47IR0CR5B54</lei>
        <title>FEDERATION DES CAISE DESJARDIN YCP .0204 04/01/2020</title>
        <cusip>31428FD10</cusip>
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          <ticker value="CCDJFQ"/>
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        <balance>40000000.00000000</balance>
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        <invCountry>CA</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-04-01</maturityDt>
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          <annualizedRt>0.02040000</annualizedRt>
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        <name>MANHATTAN ASSET FDG CO LLC IAM COML PAPER 4/2</name>
        <lei>549300S0NSJYSOB32S63</lei>
        <title>MANHATTAN ASSET FDG CO LLC CP .0015 04/01/2020</title>
        <cusip>56274LD19</cusip>
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          <ticker value="MANASF"/>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>BNP PARIBAS NY BRANCH</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>BNP PARIBAS NY BRANCH YCP .0004 04/01/2020</title>
        <cusip>09659BD15</cusip>
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          <ticker value="BNPPNY"/>
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        <balance>17000000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00040000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>THE BANK OF NOVA SCOTIA</name>
        <lei>L3I9ZG2KFGXZ61BMYR72</lei>
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        <cusip>06417LPR2</cusip>
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          <isin value="US06417LPR23"/>
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        <balance>15000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>14999974.50000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-11-13</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.01727250</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CANADIAN IMPERIAL BANK OF COMMERCE</name>
        <lei>2IGI19DL77OX0HC3ZE78</lei>
        <title>CANADIAN IMPERIAL BK OF COMM VCP 3ML+9 09/08/2020</title>
        <cusip>13608CJK9</cusip>
        <identifiers>
          <isin value="US13608CJK99"/>
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        <balance>30000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>29927196.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-09-08</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.01088880</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SVENSKA HANDELSBANKEN AB</name>
        <lei>NHBDILHZTYCNBV5UYZ31</lei>
        <title>SVENSKA HANDELSBANKEN AB VCP 1ML+19 06/05/2020</title>
        <cusip>86960LAC4</cusip>
        <identifiers>
          <isin value="US86960LAC46"/>
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        <balance>50000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>50008605.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-06-05</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.01566750</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMORGAN SECURITIES LLC</name>
        <lei>ZBUT11V806EZRVTWT807</lei>
        <title>JPMORGAN SECS LLC CP .0188 04/27/2020</title>
        <cusip>46590DDT4</cusip>
        <identifiers>
          <ticker value="JPMSCP"/>
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        <balance>13000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12988397.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01880000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SHEFFILED RECEIVABLES CORP IAM COML PAPER 4/2</name>
        <lei>549300MYF6MOTU9T3G29</lei>
        <title>SHEFFIELD RECVBLES 4/2 CP CORP YCP .0168 05/11/2020</title>
        <cusip>82124LEB4</cusip>
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          <ticker value="SRCPP"/>
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        <balance>3000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2993781.60000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-05-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01680000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>DNB BANK ASA</name>
        <lei>549300GKFG0RYRRQ1414</lei>
        <title>DNB BANK ASA YCP .0008 04/07/2020</title>
        <cusip>2332K0D74</cusip>
        <identifiers>
          <ticker value="DNBNBK"/>
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        <balance>16513000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>16512779.88000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00080000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CANADIAN IMPERIAL BANK OF COMMERCE</name>
        <lei>2IGI19DL77OX0HC3ZE78</lei>
        <title>CANADIAN IMPERIAL BK OF COMM YCP .0085 09/14/2020</title>
        <cusip>13608AJE7</cusip>
        <identifiers>
          <ticker value="CIBCCP"/>
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        <balance>25000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>24824882.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-09-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00850000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DZ BANK AG DEUTSCHE ZENTRAL GE NOSSENSCHAFTSBANK - NEW YORK BRANCH</name>
        <lei>529900HNOAA1KXQJUQ27</lei>
        <title>DZ BANK NY BRANCH CP .0172 04/16/2020</title>
        <cusip>26820RDG5</cusip>
        <identifiers>
          <ticker value="DZBK"/>
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        <balance>42300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>42278697.72000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01720000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FEDERATION DES CAISSES DESJARD INS DU QUEBEC</name>
        <lei>549300B2Q47IR0CR5B54</lei>
        <title>FEDERATION DES CAISE DESJARDIN YCP .01935 04/15/2020</title>
        <cusip>31428FDF9</cusip>
        <identifiers>
          <ticker value="CCDJFQ"/>
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        <balance>40000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>39980832.00000000</valUSD>
        <pctVal>0.913129169366</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01935000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NATIXIS NY BRH</name>
        <lei>KX1WK48MPD4Y2NCUIZ63</lei>
        <title>NATIXIS NY BRH YCP .016 06/24/2020</title>
        <cusip>63873JFQ8</cusip>
        <identifiers>
          <ticker value="NATXNY"/>
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        <balance>13000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12960558.00000000</valUSD>
        <pctVal>0.296008436269</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-06-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01600000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>AUSTRALIA and NEW ZEALAND BANKING GROUP LIMITED</name>
        <lei>JHE42UYNWWTJB8YTTU19</lei>
        <title>AUSTRALIA and N ZEAL BKG GRP LTD VCP 1ML+22 04/09/2020</title>
        <cusip>05253MMK7</cusip>
        <identifiers>
          <ticker value="ANZ"/>
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        <balance>40000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>40006276.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-09</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.01225130</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ATLANTIC ASSET SECURITZTN LLC</name>
        <lei>549300BUNY5BIX4CVW20</lei>
        <title>ATLANTIC ASSET SECURITZTN LLC CP .0189 04/03/2020</title>
        <cusip>04821TD36</cusip>
        <identifiers>
          <ticker value="ATLASS"/>
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        <balance>8000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7999766.40000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01890000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>THE TORONTO DOMINION BANK</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>TORONTO DOMINION BANK VCP 3ML+9 08/26/2020</title>
        <cusip>89120DQW2</cusip>
        <identifiers>
          <isin value="US89120DQW29"/>
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        <balance>45000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>44908704.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-08-26</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.01736630</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>FEDERATION DES CAISSES DESJARD INS DU QUEBEC</name>
        <lei>549300B2Q47IR0CR5B54</lei>
        <title>FEDERATION DES CAISE DESJARDIN YCP .0155 05/26/2020</title>
        <cusip>31428FES0</cusip>
        <identifiers>
          <ticker value="CCDJFQ"/>
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        <balance>16000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>15967968.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-05-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01550000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MUFG BANK LTD NY BR</name>
        <lei>C3GTMMZIHMY46P4OIX74</lei>
        <title>MUFG BANK LTD NY BR CP .005 04/02/2020</title>
        <cusip>62479LD28</cusip>
        <identifiers>
          <ticker value="MUFGBK"/>
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        <balance>45000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>45000045.00000000</valUSD>
        <pctVal>1.027763847242</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00500000</annualizedRt>
          <isDefault>N</isDefault>
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      </invstOrSec>
      <invstOrSec>
        <name>AUTOBAHN FUNDING</name>
        <lei>N/A</lei>
        <title>AUTOBAHN FUNDING CP .016 04/01/2020</title>
        <cusip>0527M0D12</cusip>
        <identifiers>
          <ticker value="AUTOBN"/>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>999978.80000000</valUSD>
        <pctVal>0.022838689575</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01600000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOTHAM FUNDING CORP</name>
        <lei>549300Z2ZR7VTUMRPR17</lei>
        <title>GOTHAM FUNDING CORP YCP .02 04/03/2020</title>
        <cusip>38346LD37</cusip>
        <identifiers>
          <ticker value="GOTFUN"/>
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        <balance>3000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3000001.20000000</valUSD>
        <pctVal>0.068517548705</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>SUMITOMO MITSUI TRUST BANK LTD SINGAPORE BRANCH</name>
        <lei>5493006GGLR4BTEL8O61</lei>
        <title>SUMITOMO MITSUI TR BK LTD SING YCP .0189 04/02/2020</title>
        <cusip>86564YD25</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-04-02</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>AUTOBAHN FUNDING</name>
        <lei>N/A</lei>
        <title>AUTOBAHN FUNDING CP .006 04/03/2020</title>
        <cusip>0527M0D38</cusip>
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          <ticker value="AUTOBN"/>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-04-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00600000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>MITSUBISHI UFJ TR and BK SING BRH</name>
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        <cusip>60682YEK6</cusip>
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          <ticker value="MITTSG"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>JPMORGAN SECURITIES LLC</name>
        <lei>ZBUT11V806EZRVTWT807</lei>
        <title>JPMORGAN SECS LLC CP .0105 06/03/2020</title>
        <cusip>46640PF32</cusip>
        <identifiers>
          <ticker value="JPMSCC"/>
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        <balance>50000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>49870490.00000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-06-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01050000</annualizedRt>
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      <invstOrSec>
        <name>BARCLAYS BANK PLC / BARCLAYS US CCP FUNDING LLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
        <title>BARCLAYS BANK PLC (CCP FDG) YCP .0168 05/28/2020</title>
        <cusip>06742VEZ0</cusip>
        <identifiers>
          <ticker value="BARCCP"/>
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        <balance>10000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>9973997.00000000</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-05-28</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CANADIAN IMPERIAL BANK OF COMMERCE</name>
        <lei>2IGI19DL77OX0HC3ZE78</lei>
        <title>CANADIAN IMPERIAL BK OF COMM YCP .0085 09/10/2020</title>
        <cusip>13608AJA5</cusip>
        <identifiers>
          <ticker value="CIBCCP"/>
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        <balance>22000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>21849588.20000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-09-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00850000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BARCLAYS BANK PLC / BARCLAYS US CCP FUNDING LLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
        <title>BARCLAYS BANK PLC (CCP FDG) YCP .0165 05/04/2020</title>
        <cusip>06742QSL7</cusip>
        <identifiers>
          <ticker value="BARCCP"/>
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        <balance>6000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5993018.40000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-05-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01650000</annualizedRt>
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      <invstOrSec>
        <name>MITSUBISHI UFJ TR and BK SING BRH</name>
        <lei>JBONEPAGQXF4QP29B387</lei>
        <title>MITSUBISHI UFJ TR and BK SING BRH YCP .017 05/11/2020</title>
        <cusip>60682YEB6</cusip>
        <identifiers>
          <ticker value="MITTSG"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>SG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-05-11</maturityDt>
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          <annualizedRt>0.01700000</annualizedRt>
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      <invstOrSec>
        <name>OMERS FINANCE TRUST</name>
        <lei>529900M039WCPES03P17</lei>
        <title>OMERS FINANCE TRUST CP .0176 04/07/2020</title>
        <cusip>68217XD75</cusip>
        <identifiers>
          <ticker value="OMERTR"/>
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        <balance>29309000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>29306151.17000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01760000</annualizedRt>
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      <invstOrSec>
        <name>MANHATTAN ASSET FDG CO LLC IAM COML PAPER 4/2</name>
        <lei>549300S0NSJYSOB32S63</lei>
        <title>MANHATTAN ASSET FDG CO LLC CP .016 05/07/2020</title>
        <cusip>56274LE75</cusip>
        <identifiers>
          <ticker value="MANASF"/>
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        <balance>2000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1996896.20000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-05-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01600000</annualizedRt>
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      <invstOrSec>
        <name>CREDIT SUISSE AG NY BRNCH</name>
        <lei>ANGGYXNX0JLX3X63JN86</lei>
        <title>CREDIT SUISSE AG NY BRNCH YCP .0202 04/22/2020</title>
        <cusip>2254EADN0</cusip>
        <identifiers>
          <ticker value="CSFBNY"/>
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        <balance>33000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>32984288.70000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-04-22</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>SOCIETE GENERALE</name>
        <lei>O2RNE8IBXP4R0TD8PU41</lei>
        <title>SOCIETE GENERALE FRANCE YCP .0029 04/07/2020</title>
        <cusip>83369BD78</cusip>
        <identifiers>
          <ticker value="SOCGEN"/>
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        <balance>31000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>30999035.90000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-04-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00290000</annualizedRt>
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      <invstOrSec>
        <name>WESTPAC BANKING CORPORATION</name>
        <lei>EN5TNI6CI43VEPAMHL14</lei>
        <title>WESTPAC BANKING CORP VCP 1ML+20 04/23/2020</title>
        <cusip>9612C4H20</cusip>
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          <ticker value="WSTPAC"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CANADIAN IMPERIAL BANK OF COMMERCE</name>
        <lei>2IGI19DL77OX0HC3ZE78</lei>
        <title>CANADIAN IMPERIAL BK OF COMM VCP 1ML+28 07/20/2020</title>
        <cusip>13608CJB9</cusip>
        <identifiers>
          <isin value="US13608CJB90"/>
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        <balance>17000000.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-07-20</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>THE TORONTO DOMINION BANK</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>TORONTO DOMINION BANK YCP .0185 04/06/2020</title>
        <cusip>89119AD62</cusip>
        <identifiers>
          <ticker value="TDBANK"/>
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        <balance>30000000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-04-06</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>UST BILLS</name>
        <lei>N/A</lei>
        <title>UST BILLS 0% 05/07/2020</title>
        <cusip>912796TT6</cusip>
        <identifiers>
          <isin value="US912796TT67"/>
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        <balance>75000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>74994637.50000000</valUSD>
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        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-05-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PSP CAP INC</name>
        <lei>549300B456N0WEIC5249</lei>
        <title>PSP CAP INC YCP .004 04/02/2020</title>
        <cusip>69370AD27</cusip>
        <identifiers>
          <ticker value="PSPCPI"/>
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        <balance>50000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>49999710.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>THE BANK OF NOVA SCOTIA</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CREDIT SUISSE AG NY BRNCH</name>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-06-11</maturityDt>
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      <invstOrSec>
        <name>BANK OF MONTREAL CHICAG BRH IL</name>
        <lei>NQQ6HPCNCCU6TUTQYE16</lei>
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        <cusip>06366GJE0</cusip>
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          <ticker value="BMOCHI"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-09-14</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FEDERATION DES CAISSES DESJARD INS DU QUEBEC</name>
        <lei>549300B2Q47IR0CR5B54</lei>
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        <identifiers>
          <ticker value="CCDJFQ"/>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-05-08</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>LIBERTY STREET FUNDING LLC</name>
        <lei>549300F33VRHM10B9391</lei>
        <title>LIBERTY STREET FUNDING LLC CP .0205 04/03/2020</title>
        <cusip>53127TD34</cusip>
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          <ticker value="LIBST"/>
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        <balance>3000000.00000000</balance>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-04-03</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>ONTARIO TEACHERS' FINANCE TRUST</name>
        <lei>635400ZZE5J8OXXBBY26</lei>
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          <ticker value="ONTTEA"/>
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        <curCd>USD</curCd>
        <valUSD>34857084.50000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-07-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01840000</annualizedRt>
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      <invstOrSec>
        <name>SUMITOMO MITSUI TRUST BANK LTD SINGAPORE BRANCH</name>
        <lei>5493006GGLR4BTEL8O61</lei>
        <title>SUMITOMO MITSUI TR BK LTD SING YCP .01655 06/19/2020</title>
        <cusip>86564YFK3</cusip>
        <identifiers>
          <ticker value="SUMTSG"/>
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        <balance>50000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>49867445.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-06-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01655000</annualizedRt>
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      <invstOrSec>
        <name>WESTPAC BANKING CORPORATION</name>
        <lei>EN5TNI6CI43VEPAMHL14</lei>
        <title>WESTPAC BANKING CORP VCP 3ML+6 06/05/2020</title>
        <cusip>9612C4J44</cusip>
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          <ticker value="WSTPAC"/>
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        <balance>50000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>49960820.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-06-05</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.01374250</annualizedRt>
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      <invstOrSec>
        <name>ROYAL BANK OF CANADA</name>
        <lei>ES7IP3U3RHIGC71XBU11</lei>
        <title>ROYAL BANK OF CANADA CP .0091 09/04/2020</title>
        <cusip>78013VJ45</cusip>
        <identifiers>
          <ticker value="RYCP"/>
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        <balance>28000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>27831487.60000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-09-04</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>TOYOTA MOTOR CREDIT CORP</name>
        <lei>Z2VZBHUMB7PWWJ63I008</lei>
        <title>TOYOTA MOTOR CREDIT CORP CP .0189 04/06/2020</title>
        <cusip>89233GD60</cusip>
        <identifiers>
          <ticker value="TOYCC"/>
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        <balance>40000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>39996412.00000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01890000</annualizedRt>
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      <invstOrSec>
        <name>ROYAL BANK OF CANADA</name>
        <lei>ES7IP3U3RHIGC71XBU11</lei>
        <title>ROYAL BANK OF CANADA YCP .01 09/14/2020</title>
        <cusip>78013VJE3</cusip>
        <identifiers>
          <ticker value="RYCP"/>
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        <balance>32650000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-09-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01000000</annualizedRt>
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      <invstOrSec>
        <name>MIZUHO BANK LTD NY BRANCH</name>
        <lei>RB0PEZSDGCO3JS6CEU02</lei>
        <title>MIZUHO BANK LTD NY BRANCH CP .01445 07/01/2020</title>
        <cusip>60689FG10</cusip>
        <identifiers>
          <ticker value="MIZUNY"/>
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        <balance>50000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>49845005.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01445000</annualizedRt>
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      <invstOrSec>
        <name>BARCLAYS BANK PLC / BARCLAYS US CCP FUNDING LLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
        <title>BARCLAYS BANK PLC (CCP FDG) YCP .02 04/29/2020</title>
        <cusip>06742VKS9</cusip>
        <identifiers>
          <ticker value="BARCCP"/>
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        <balance>45000000.00000000</balance>
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        <valUSD>44945118.00000000</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-04-29</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>NATIXIS NY BRH</name>
        <lei>KX1WK48MPD4Y2NCUIZ63</lei>
        <title>NATIXIS NY BRH YCP .0106 06/05/2020</title>
        <cusip>63873JF54</cusip>
        <identifiers>
          <ticker value="NATXNY"/>
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        <balance>20000000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CITIGROUP GLOBAL MARKETS INC</name>
        <lei>MBNUM2BPBDO7JBLYG310</lei>
        <title>CITIGROUP GLOBAL MARKETS INC CP .0086 08/03/2020</title>
        <cusip>17327AH34</cusip>
        <identifiers>
          <ticker value="CGMICP"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-08-03</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>NATIONAL BANK OF CANADA</name>
        <lei>BSGEFEIOM18Y80CKCV46</lei>
        <title>NATIONAL BANK OF CANADA YCP .0188 05/08/2020</title>
        <cusip>63307LE80</cusip>
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          <ticker value="NABKCN"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>MANHATTAN ASSET FDG CO LLC IAM COML PAPER 4/2</name>
        <lei>549300S0NSJYSOB32S63</lei>
        <title>MANHATTAN ASSET FDG CO LLC CP .0169 05/06/2020</title>
        <cusip>56274LE67</cusip>
        <identifiers>
          <ticker value="MANASF"/>
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        <balance>46000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>45930540.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>SHEFFILED RECEIVABLES CORP IAM COML PAPER 4/2</name>
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        <cusip>82124LD17</cusip>
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          <ticker value="SRCPP"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02500000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>SUMITOMO MITSUI TRUST BANK LTD SINGAPORE BRANCH</name>
        <lei>5493006GGLR4BTEL8O61</lei>
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        <cusip>86564YF80</cusip>
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          <ticker value="SUMTSG"/>
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        <curCd>USD</curCd>
        <valUSD>25941445.40000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-06-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01600000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>NATIONAL AUSTRALIA BANK LTD</name>
        <lei>F8SB4JFBSYQFRQEH3Z21</lei>
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        <cusip>63254ED15</cusip>
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          <ticker value="NABLTD"/>
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        <balance>10000000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02030000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>UBS AG LONDN BRANCH</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
        <title>UBS AG LON BRANCH YCP .02 05/05/2020</title>
        <cusip>90351WE50</cusip>
        <identifiers>
          <ticker value="UBSUK"/>
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        <balance>50000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>49943270.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-05-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC BANK PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>HSBC BANK PLC VCP 3ML+7 07/08/2020</title>
        <cusip>40433FQS1</cusip>
        <identifiers>
          <isin value="US40433FQS10"/>
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        <balance>50000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>49936300.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-07-08</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.01942250</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>COMMONWEALTH BANK OF AUSTRALIA</name>
        <lei>MSFSBD3QN1GSN7Q6C537</lei>
        <title>COMMONWEALTH BANK AUSTRALIA VCP 3ML+5 06/10/2020</title>
        <cusip>20272AP59</cusip>
        <identifiers>
          <isin value="US20272AP595"/>
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        <balance>50000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>49956855.00000000</valUSD>
        <pctVal>1.140973292158</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-06-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.00946000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AUTOBAHN FUNDING</name>
        <lei>N/A</lei>
        <title>AUTOBAHN FUNDING CP .01 04/02/2020</title>
        <cusip>0527M0D20</cusip>
        <identifiers>
          <ticker value="AUTOBN"/>
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        <balance>45000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>44997952.50000000</valUSD>
        <pctVal>1.027716056271</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BARCLAYS BANK PLC / BARCLAYS US CCP FUNDING LLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
        <title>BARCLAYS BANK PLC (CCP FDG) YCP .02 04/21/2020</title>
        <cusip>06742VBB6</cusip>
        <identifiers>
          <ticker value="BARCCP"/>
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        <balance>50000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>49954791.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ROYAL BANK OF CANADA</name>
        <lei>ES7IP3U3RHIGC71XBU11</lei>
        <title>ROYAL BANK OF CANADA VCP 3ML+9 09/04/2020</title>
        <cusip>78014XFA0</cusip>
        <identifiers>
          <ticker value="RYCP"/>
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        <balance>40000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>39905372.00000000</valUSD>
        <pctVal>0.911405725313</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-09-04</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.01343750</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CREDIT AGRICOLE CIB NY BRH</name>
        <lei>1VUV7VQFKUOQSJ21A208</lei>
        <title>CREDIT AGRICOLE CIB NY BRH YCP .0006 04/01/2020</title>
        <cusip>22533TD11</cusip>
        <identifiers>
          <ticker value="CACPNY"/>
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        <balance>152000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>152000261.44000000</valUSD>
        <pctVal>3.471560383539</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00060000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SUMITOMO MITSUI TRUST BANK LTD SINGAPORE BRANCH</name>
        <lei>5493006GGLR4BTEL8O61</lei>
        <title>SUMITOMO MITSUI TR BK LTD SING YCP .015 04/13/2020</title>
        <cusip>86564YDD1</cusip>
        <identifiers>
          <ticker value="SUMTSG"/>
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        <balance>14500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14497214.55000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MANHATTAN ASSET FDG CO LLC IAM COML PAPER 4/2</name>
        <lei>549300S0NSJYSOB32S63</lei>
        <title>MANHATTAN ASSET FDG CO LLC CP .0175 04/22/2020</title>
        <cusip>56274LDN1</cusip>
        <identifiers>
          <ticker value="MANASF"/>
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        <balance>35000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>34967509.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01750000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MITSUBISHI UFJ TR and BK SING BRH</name>
        <lei>JBONEPAGQXF4QP29B387</lei>
        <title>MITSUBISHI UFJ TR and BK SING BRH YCP .017 05/14/2020</title>
        <cusip>60682YEE0</cusip>
        <identifiers>
          <ticker value="MITTSG"/>
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        <balance>5000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4992605.50000000</valUSD>
        <pctVal>0.114026984560</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-05-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01700000</annualizedRt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TOYOTA MOTOR CREDIT CORP</name>
        <lei>Z2VZBHUMB7PWWJ63I008</lei>
        <title>TOYOTA MOTOR CREDIT CORP VCP 3ML+5 06/12/2020</title>
        <cusip>89233A6D6</cusip>
        <identifiers>
          <isin value="US89233A6D68"/>
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        <balance>45000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>44931361.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-06-12</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.00893130</annualizedRt>
          <isDefault>N</isDefault>
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      <invstOrSec>
        <name>OMERS FINANCE TRUST</name>
        <lei>529900M039WCPES03P17</lei>
        <title>OMERS FINANCE TRUST CP .0136 06/01/2020</title>
        <cusip>68217XF16</cusip>
        <identifiers>
          <ticker value="OMERTR"/>
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        <balance>36115000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>36031032.63000000</valUSD>
        <pctVal>0.822919015212</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01360000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SUMITOMO MITSUI TRUST BANK LTD SINGAPORE BRANCH</name>
        <lei>5493006GGLR4BTEL8O61</lei>
        <title>SUMITOMO MITSUI TR BK LTD SING YCP .015 04/02/2020</title>
        <cusip>86564YD25</cusip>
        <identifiers>
          <ticker value="SUMTSG"/>
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        <balance>24000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>23999834.40000000</valUSD>
        <pctVal>0.548136388222</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NATIONAL BANK OF CANADA</name>
        <lei>BSGEFEIOM18Y80CKCV46</lei>
        <title>NATIONAL BANK OF CANADA YCP .02 04/22/2020</title>
        <cusip>63307LDN8</cusip>
        <identifiers>
          <ticker value="NABKCN"/>
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        <balance>45000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>44967744.00000000</valUSD>
        <pctVal>1.027026119090</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ATLANTIC ASSET SECURITZTN LLC</name>
        <lei>549300BUNY5BIX4CVW20</lei>
        <title>ATLANTIC ASSET SECURITZTN LLC CP .0007 04/01/2020</title>
        <cusip>04821TD10</cusip>
        <identifiers>
          <ticker value="ATLASS"/>
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        <balance>3000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3000000.00000000</valUSD>
        <pctVal>0.068517521298</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00070000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP GLOBAL MARKETS INC</name>
        <lei>MBNUM2BPBDO7JBLYG310</lei>
        <title>CITIGROUP GLOBAL MARKETS INC CP .0196 04/14/2020</title>
        <cusip>17327ADE4</cusip>
        <identifiers>
          <ticker value="CGMICP"/>
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        <balance>7000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6997090.10000000</valUSD>
        <pctVal>0.159807756651</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01960000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BPCE SA</name>
        <lei>9695005MSX1OYEMGDF46</lei>
        <title>BPCE SA YCP .016 06/24/2020</title>
        <cusip>05571BFQ1</cusip>
        <identifiers>
          <ticker value="BPCEGP"/>
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        <balance>10000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9975397.00000000</valUSD>
        <pctVal>0.227829825470</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-06-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01600000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FEDERATION DES CAISSES DESJARD INS DU QUEBEC</name>
        <lei>549300B2Q47IR0CR5B54</lei>
        <title>FEDERATION DES CAISE DESJARDIN YCP .016 05/29/2020</title>
        <cusip>31428FEV3</cusip>
        <identifiers>
          <ticker value="CCDJFQ"/>
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        <balance>3000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2993623.20000000</valUSD>
        <pctVal>0.068371880455</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-05-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01600000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FEDERATION DES CAISSES DESJARD INS DU QUEBEC</name>
        <lei>549300B2Q47IR0CR5B54</lei>
        <title>FEDERATION DES CAISE DESJARDIN YCP .0007 04/01/2020</title>
        <cusip>31428FD10</cusip>
        <identifiers>
          <ticker value="CCDJFQ"/>
        </identifiers>
        <balance>4000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4000000.00000000</valUSD>
        <pctVal>0.091356695064</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00070000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LIBERTY STREET FUNDING LLC</name>
        <lei>549300F33VRHM10B9391</lei>
        <title>LIBERTY STREET FUNDING LLC CP .02 04/02/2020</title>
        <cusip>53127TD26</cusip>
        <identifiers>
          <ticker value="LIBST"/>
        </identifiers>
        <balance>31000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>30998589.50000000</valUSD>
        <pctVal>0.707982172098</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BNP PARIBAS NY BRANCH</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>BNP PARIBAS NY BRANCH YCP .005 04/03/2020</title>
        <cusip>09659BD31</cusip>
        <identifiers>
          <ticker value="BNPPNY"/>
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        <balance>8000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7999992.00000000</valUSD>
        <pctVal>0.182713207416</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AUSTRALIA and NEW ZEALAND BANKING GROUP LIMITED</name>
        <lei>JHE42UYNWWTJB8YTTU19</lei>
        <title>AUSTRALIA and N ZEAL BKG GRP LTD YCP .0193 04/20/2020</title>
        <cusip>05253ADL1</cusip>
        <identifiers>
          <ticker value="ANZ"/>
        </identifiers>
        <balance>24000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23991453.60000000</valUSD>
        <pctVal>0.547944977674</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01930000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MANHATTAN ASSET FDG CO LLC IAM COML PAPER 4/2</name>
        <lei>549300S0NSJYSOB32S63</lei>
        <title>MANHATTAN ASSET FDG CO LLC CP .0169 05/11/2020</title>
        <cusip>56274LEB6</cusip>
        <identifiers>
          <ticker value="MANASF"/>
        </identifiers>
        <balance>23000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22960446.90000000</valUSD>
        <pctVal>0.524397636499</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-05-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01690000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <signature>
      <ncom:dateSigned>2020-04-30</ncom:dateSigned>
      <ncom:nameOfApplicant>Stephanie Dorsey</ncom:nameOfApplicant>
      <ncom:signature>Stephanie Dorsey</ncom:signature>
      <ncom:signerName>Stephanie Dorsey</ncom:signerName>
      <ncom:title>President and Treasurer</ncom:title>
    </signature>
  </formData>
  <documents>XXXX</documents>
</edgarSubmission>
