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        <city>New York</city>
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      <nameOfPersonDescExpensePay>BNY Mellon Investment Adviser, Inc. The fund is waiving 7 points of expenses. (595,374.55)</nameOfPersonDescExpensePay>
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      <sevenDayNetYield>0.0014</sevenDayNetYield>
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      <nameOfPersonDescExpensePay>BNY Mellon Investment Adviser, Inc. The fund is waiving 9 points of expenses. (5,857.50)</nameOfPersonDescExpensePay>
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      <nameOfIssuer>ALPINE SECURITIZATION LLC</nameOfIssuer>
      <titleOfIssuer>ALPINE SECURITIZATION LLC</titleOfIssuer>
      <CUSIPMember>02088WH78</CUSIPMember>
      <investmentCategory>Asset Backed Commercial Paper</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>NR</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
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      <investmentMaturityDateWAL>2020-08-07</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2020-08-07</finalLegalInvestmentMaturityDate>
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      <securityEnhancementsFlag>Y</securityEnhancementsFlag>
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        <amountProvidedByEnhancement>1.0000</amountProvidedByEnhancement>
        <enhancementRatingOrNRSRO>
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          <rating>F1</rating>
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        <enhancementRatingOrNRSRO>
          <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
          <rating>P-1</rating>
        </enhancementRatingOrNRSRO>
        <enhancementRatingOrNRSRO>
          <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
          <rating>A-1</rating>
        </enhancementRatingOrNRSRO>
      </enhancementProvider>
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      <excludingValueOfAnySponsorSupport>99997764.00</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0147</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
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      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>ALPINE SECURITIZATION LLC</nameOfIssuer>
      <titleOfIssuer>ALPINE SECURITIZATION LLC</titleOfIssuer>
      <CUSIPMember>02088WHB9</CUSIPMember>
      <investmentCategory>Asset Backed Commercial Paper</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>NR</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2020-08-11</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2020-08-11</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2020-08-11</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>Y</securityEnhancementsFlag>
      <enhancementProvider>
        <identityOfTheEnhancementProvider>CREDIT SUISSE AG</identityOfTheEnhancementProvider>
        <typeOfEnhancement>Fully Supported</typeOfEnhancement>
        <amountProvidedByEnhancement>1.0000</amountProvidedByEnhancement>
        <enhancementRatingOrNRSRO>
          <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
          <rating>F1</rating>
        </enhancementRatingOrNRSRO>
        <enhancementRatingOrNRSRO>
          <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
          <rating>P-1</rating>
        </enhancementRatingOrNRSRO>
        <enhancementRatingOrNRSRO>
          <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
          <rating>A-1</rating>
        </enhancementRatingOrNRSRO>
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      <yieldOfTheSecurityAsOfReportingDate>0.0031</yieldOfTheSecurityAsOfReportingDate>
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      <excludingValueOfAnySponsorSupport>74997112.50</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0110</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>N</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>ANTALIS S.A.</nameOfIssuer>
      <titleOfIssuer>ANTALIS S.A.</titleOfIssuer>
      <CUSIPMember>03664AHA9</CUSIPMember>
      <investmentCategory>Asset Backed Commercial Paper</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2020-08-10</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2020-08-10</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2020-08-10</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>Y</securityEnhancementsFlag>
      <enhancementProvider>
        <identityOfTheEnhancementProvider>SOCIETE GENERALE</identityOfTheEnhancementProvider>
        <typeOfEnhancement>Fully Supported</typeOfEnhancement>
        <amountProvidedByEnhancement>1.0000</amountProvidedByEnhancement>
        <enhancementRatingOrNRSRO>
          <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
          <rating>F1</rating>
        </enhancementRatingOrNRSRO>
        <enhancementRatingOrNRSRO>
          <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
          <rating>P-1</rating>
        </enhancementRatingOrNRSRO>
        <enhancementRatingOrNRSRO>
          <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
          <rating>A-1</rating>
        </enhancementRatingOrNRSRO>
      </enhancementProvider>
      <yieldOfTheSecurityAsOfReportingDate>0.0032</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>24998840.25</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>24998840.25</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0037</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>N</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>ANZ NEW ZEALAND INTL/LDN</nameOfIssuer>
      <titleOfIssuer>ANZ NEW ZEALAND INTL/LDN</titleOfIssuer>
      <CUSIPMember>00182HHJ4</CUSIPMember>
      <investmentCategory>Financial Company Commercial Paper</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>NR</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2020-08-14</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2020-08-14</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2020-08-14</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>Y</securityGuaranteeFlag>
      <guarantor>
        <identityOfTheGuarantor>ANZ BANK NEW ZEALAND LTD</identityOfTheGuarantor>
        <amountProvidedByGuarantor>1.0000</amountProvidedByGuarantor>
        <guarantorRatingOrNRSRO>
          <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
          <rating>F1</rating>
        </guarantorRatingOrNRSRO>
        <guarantorRatingOrNRSRO>
          <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
          <rating>P-1</rating>
        </guarantorRatingOrNRSRO>
        <guarantorRatingOrNRSRO>
          <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
          <rating>A-1+</rating>
        </guarantorRatingOrNRSRO>
      </guarantor>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0024</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>30001373.70</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>30001373.70</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0044</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>N</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>BEDFORD ROW FUNDING CORP</nameOfIssuer>
      <titleOfIssuer>BEDFORD ROW FUNDING CORP</titleOfIssuer>
      <CUSIPMember>07644DJX7</CUSIPMember>
      <investmentCategory>Asset Backed Commercial Paper</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>NR</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1+</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2020-08-11</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2020-08-11</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2020-08-11</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>Y</securityGuaranteeFlag>
      <guarantor>
        <identityOfTheGuarantor>ROYAL BANK OF CANADA</identityOfTheGuarantor>
        <amountProvidedByGuarantor>1.0000</amountProvidedByGuarantor>
        <guarantorRatingOrNRSRO>
          <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
          <rating>F1+</rating>
        </guarantorRatingOrNRSRO>
        <guarantorRatingOrNRSRO>
          <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
          <rating>P-1</rating>
        </guarantorRatingOrNRSRO>
        <guarantorRatingOrNRSRO>
          <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
          <rating>A-1+</rating>
        </guarantorRatingOrNRSRO>
      </guarantor>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0030</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>50001602.50</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>50001602.50</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0074</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>N</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>BEDFORD ROW FUNDING CORP</nameOfIssuer>
      <titleOfIssuer>BEDFORD ROW FUNDING CORP</titleOfIssuer>
      <CUSIPMember>07646KEU0</CUSIPMember>
      <investmentCategory>Asset Backed Commercial Paper</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>NR</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1+</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2020-08-03</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2020-11-02</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2020-11-02</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>Y</securityGuaranteeFlag>
      <guarantor>
        <identityOfTheGuarantor>ROYAL BANK OF CANADA</identityOfTheGuarantor>
        <amountProvidedByGuarantor>1.0000</amountProvidedByGuarantor>
        <guarantorRatingOrNRSRO>
          <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
          <rating>F1+</rating>
        </guarantorRatingOrNRSRO>
        <guarantorRatingOrNRSRO>
          <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
          <rating>P-1</rating>
        </guarantorRatingOrNRSRO>
        <guarantorRatingOrNRSRO>
          <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
          <rating>A-1+</rating>
        </guarantorRatingOrNRSRO>
      </guarantor>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0069</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>150054342.00</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>150054342.00</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0221</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>N</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>BMO ASSET MANAGEMENT LTD</nameOfIssuer>
      <titleOfIssuer>BMO ASSET MANAGEMENT LTD</titleOfIssuer>
      <LEIID/>
      <ISINId>15993</ISINId>
      <cik>0000927971</cik>
      <investmentCategory>Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash</investmentCategory>
      <fundAcqstnUndrlyngSecurityFlag>Y</fundAcqstnUndrlyngSecurityFlag>
      <repurchaseAgreement>
        <repurchaseAgreementOpenFlag>N</repurchaseAgreementOpenFlag>
        <collateralIssuers>
          <nameOfCollateralIssuer>BANK NOVA SCOTIA B C EXTND GLBL 22-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2022-04-26</date>
          </maturityDate>
          <couponOrYield>1.875</couponOrYield>
          <principalAmountToTheNearestCent>180000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>182964.22</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>BALTIMORE GAS &amp; ELEC CO GLBL NT 2.9%50-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2050-06-15</date>
          </maturityDate>
          <couponOrYield>2.899</couponOrYield>
          <principalAmountToTheNearestCent>298285.79</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>331175.12</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>TOYOTA MOTOR CORP SR GLBL NT 21-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2021-07-20</date>
          </maturityDate>
          <couponOrYield>3.182</couponOrYield>
          <principalAmountToTheNearestCent>136.79</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>140.80</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>EXXON MOBIL CORP SR GLBL NT 40-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2040-03-19</date>
          </maturityDate>
          <couponOrYield>4.227</couponOrYield>
          <principalAmountToTheNearestCent>116130.59</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>152057.80</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>ROYAL BK CDA SR SEC GLBL 21-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2021-10-22</date>
          </maturityDate>
          <couponOrYield>3.350</couponOrYield>
          <principalAmountToTheNearestCent>138486573.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>144675884.16</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>COOF SECURITIZATION TR 2014-3 PTC 20380625 FLT-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2038-06-25</date>
          </maturityDate>
          <couponOrYield>0.000</couponOrYield>
          <principalAmountToTheNearestCent>25886377.80</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>766236.78</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>HOWMET AEROSPACE INC GLBL NT 6.875%25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2025-05-01</date>
          </maturityDate>
          <couponOrYield>6.875</couponOrYield>
          <principalAmountToTheNearestCent>816321.59</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>939508.04</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>ONTARIO PROV CDA GLBL BD 2.2%22-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2022-10-03</date>
          </maturityDate>
          <couponOrYield>2.200</couponOrYield>
          <principalAmountToTheNearestCent>1.79</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1.88</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>COLLEGIATE FDG LN TR 2005-A A-4 20350328 FLT-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2035-03-28</date>
          </maturityDate>
          <couponOrYield>0.506</couponOrYield>
          <principalAmountToTheNearestCent>0.60</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>0.56</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>DUKE ENERGY INDIANA INC 1M BD-LLL6.35%38-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2038-08-15</date>
          </maturityDate>
          <couponOrYield>6.349</couponOrYield>
          <principalAmountToTheNearestCent>1399800.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>2278035.29</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>Government National Mortgage Association-Agency Collateralized Mortgage Obligation</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2049-06-20</date>
          </maturityDate>
          <couponOrYield>5.913</couponOrYield>
          <principalAmountToTheNearestCent>5838852.59</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>698022.72</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>Government National Mortgage Association-Agency Collateralized Mortgage Obligation</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2039-12-20</date>
          </maturityDate>
          <couponOrYield>4.500</couponOrYield>
          <principalAmountToTheNearestCent>352134.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>0.00</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2050-08-25</date>
          </maturityDate>
          <couponOrYield>6.049</couponOrYield>
          <principalAmountToTheNearestCent>1193203.20</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>291867.44</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>WOLVERINE WORLD WIDE INC SR GLBL 144A 25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2025-05-15</date>
          </maturityDate>
          <couponOrYield>6.375</couponOrYield>
          <principalAmountToTheNearestCent>1245000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1326443.74</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CREDIT ACCP AUTO LN TR 20-1 B 20290415 2.39000-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2029-04-15</date>
          </maturityDate>
          <couponOrYield>2.390</couponOrYield>
          <principalAmountToTheNearestCent>1329000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1343765.48</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>NAVIENT PRIV ED LN TR 2019-F B 20680815 3.12000-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2068-08-15</date>
          </maturityDate>
          <couponOrYield>3.120</couponOrYield>
          <principalAmountToTheNearestCent>62995.79</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>64111.30</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>Federal National Mortgage Association-Agency Collateralized Mortgage Obligation</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2044-04-25</date>
          </maturityDate>
          <couponOrYield>4.500</couponOrYield>
          <principalAmountToTheNearestCent>6.59</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>0.25</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>Government National Mortgage Association-Agency Collateralized Mortgage Obligation</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2050-05-20</date>
          </maturityDate>
          <couponOrYield>4.000</couponOrYield>
          <principalAmountToTheNearestCent>4962124.79</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>663070.04</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2047-11-15</date>
          </maturityDate>
          <couponOrYield>6.809</couponOrYield>
          <principalAmountToTheNearestCent>70260.59</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>73465.28</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>UNITED STATES STL CORP NEW SR SEC GLBL 25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2025-06-01</date>
          </maturityDate>
          <couponOrYield>12.000</couponOrYield>
          <principalAmountToTheNearestCent>1308000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1393617.31</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>NUSTAR LOGISTICS L P GTD SR NT 4.8%20-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2020-09-01</date>
          </maturityDate>
          <couponOrYield>4.799</couponOrYield>
          <principalAmountToTheNearestCent>1137000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1154055.00</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>DUKE ENERGY FLA LLC 1MTG 6.4%38-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2038-06-15</date>
          </maturityDate>
          <couponOrYield>6.400</couponOrYield>
          <principalAmountToTheNearestCent>661800.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1079963.47</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>Government National Mortgage Association-Agency Collateralized Mortgage Obligation</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2070-05-20</date>
          </maturityDate>
          <couponOrYield>0.608</couponOrYield>
          <principalAmountToTheNearestCent>10538190.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>218093.73</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>MANITOBA PROV CDA SR GLBL GX DB 24-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2024-04-16</date>
          </maturityDate>
          <couponOrYield>2.600</couponOrYield>
          <principalAmountToTheNearestCent>150730.79</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>163400.22</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
      </repurchaseAgreement>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1+</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2020-08-03</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2020-08-03</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2020-08-03</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0024</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>150000000.00</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>150000000.00</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0221</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>Y</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>Y</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>BNP PARIBAS NEW YORK</nameOfIssuer>
      <titleOfIssuer>BNP PARIBAS NEW YORK</titleOfIssuer>
      <CUSIPMember>05586FM79</CUSIPMember>
      <investmentCategory>Certificate of Deposit</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1+</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2020-08-03</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2021-02-16</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2021-02-16</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0031</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>60002308.80</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>60002308.80</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0088</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>N</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>BNP PARIBAS NEW YORK</nameOfIssuer>
      <titleOfIssuer>BNP PARIBAS NEW YORK</titleOfIssuer>
      <CUSIPMember>05586FK30</CUSIPMember>
      <investmentCategory>Certificate of Deposit</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1+</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2020-08-03</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2020-12-08</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2020-12-08</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0031</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>100029917.00</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>100029917.00</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0147</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>N</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>BNP PARIBAS SA</nameOfIssuer>
      <titleOfIssuer>BNP PARIBAS SA</titleOfIssuer>
      <LEIID/>
      <ISINId>3487</ISINId>
      <cik>0000872786</cik>
      <investmentCategory>Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash</investmentCategory>
      <fundAcqstnUndrlyngSecurityFlag>Y</fundAcqstnUndrlyngSecurityFlag>
      <repurchaseAgreement>
        <repurchaseAgreementOpenFlag>N</repurchaseAgreementOpenFlag>
        <collateralIssuers>
          <nameOfCollateralIssuer>FLAGSHIP CLO VIII 2014-8RR D-R 20260116 FLT-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2026-01-16</date>
          </maturityDate>
          <couponOrYield>3.320</couponOrYield>
          <principalAmountToTheNearestCent>3687133.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>3502900.60</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>FOCUS BRANDS FDG LLC 2018-1 A-2 20481030 5.18400-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2048-10-30</date>
          </maturityDate>
          <couponOrYield>5.184</couponOrYield>
          <principalAmountToTheNearestCent>8758194.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>7114466.44</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CITIGROUP MTG LN TR 2019-RP1 B-3 20660125 FLT-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2066-01-25</date>
          </maturityDate>
          <couponOrYield>4.000</couponOrYield>
          <principalAmountToTheNearestCent>1241.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>940.12</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CITIGROUP MTG LN TR 2019-RP1 B-4 20660125 FLT-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2066-01-25</date>
          </maturityDate>
          <couponOrYield>4.000</couponOrYield>
          <principalAmountToTheNearestCent>51586.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>32541.03</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>ENTERTAINMENT PROPERTIES TRUST SR GLBL NT 26-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2026-12-15</date>
          </maturityDate>
          <couponOrYield>4.750</couponOrYield>
          <principalAmountToTheNearestCent>230000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>223716.27</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>DEEPHAVEN RES MTG TR 2018-3 M-1 20580825 FLT-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2058-08-25</date>
          </maturityDate>
          <couponOrYield>4.357</couponOrYield>
          <principalAmountToTheNearestCent>108949.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>110767.55</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>BELLEMEADE RE LTD 2018-2 B-1 20280825 FLT-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2028-08-25</date>
          </maturityDate>
          <couponOrYield>2.821</couponOrYield>
          <principalAmountToTheNearestCent>12874.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>12060.53</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>WAMU MTG CERT 2005-AR6 B-1 20450425 FLT-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2045-04-25</date>
          </maturityDate>
          <couponOrYield>1.071</couponOrYield>
          <principalAmountToTheNearestCent>13969781.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>4640653.70</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CFG INVTS LTD 2019-1 A 20290815 5.56000-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2029-08-15</date>
          </maturityDate>
          <couponOrYield>5.559</couponOrYield>
          <principalAmountToTheNearestCent>2716059.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>2701957.52</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>WAMU MTG CERT 2005-AR8 B-1 20450725 FLT-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2045-07-25</date>
          </maturityDate>
          <couponOrYield>1.176</couponOrYield>
          <principalAmountToTheNearestCent>41580000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>9648502.84</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>DRIVE AUTO RECV TR 2018-2 D 20240815 4.14000-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2024-08-15</date>
          </maturityDate>
          <couponOrYield>4.139</couponOrYield>
          <principalAmountToTheNearestCent>27252.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>28309.35</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CWALT INC 2007-8CB A-1 20370525 5.50000-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2037-05-25</date>
          </maturityDate>
          <couponOrYield>5.500</couponOrYield>
          <principalAmountToTheNearestCent>4224538.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>439344.04</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>TOWD PT MTG TR 2019-SJ2 M2 20581125 FLT-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2058-11-25</date>
          </maturityDate>
          <couponOrYield>4.750</couponOrYield>
          <principalAmountToTheNearestCent>188734.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>197782.34</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>FIVE GUYS FDG 2017-1 A-2 20470725 4.60000-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2047-07-25</date>
          </maturityDate>
          <couponOrYield>4.599</couponOrYield>
          <principalAmountToTheNearestCent>3449051.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>3455144.23</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>BPCE S A VR 053117-053122-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2022-05-31</date>
          </maturityDate>
          <couponOrYield>1.242</couponOrYield>
          <principalAmountToTheNearestCent>2798715.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>2819605.65</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>TRICON AMER HOMES TR 2018-SFR1 C 20370519 4.04400-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2037-05-19</date>
          </maturityDate>
          <couponOrYield>4.043</couponOrYield>
          <principalAmountToTheNearestCent>13101367.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>13975647.42</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>HARDEES FUND LLC 2018-1 A-2-I 20480620 4.25000-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2048-06-20</date>
          </maturityDate>
          <couponOrYield>4.250</couponOrYield>
          <principalAmountToTheNearestCent>670611.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>665536.71</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CWALT INC 2006-OA11 A-4 20460925 FLT-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2046-09-25</date>
          </maturityDate>
          <couponOrYield>0.361</couponOrYield>
          <principalAmountToTheNearestCent>56.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>6.55</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>TOWD PT MTG TR 2017-3 B2 20570725 FLT-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2057-07-25</date>
          </maturityDate>
          <couponOrYield>3.992</couponOrYield>
          <principalAmountToTheNearestCent>681046.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>665015.32</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>APEX CREDIT CLO 2015-2R LTD C-R 20261019 FLT-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2026-10-19</date>
          </maturityDate>
          <couponOrYield>2.172</couponOrYield>
          <principalAmountToTheNearestCent>16000000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>15347440.14</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>TRIANGLE RE 2019-1 LTD M-2 20291126 FLT-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2029-11-26</date>
          </maturityDate>
          <couponOrYield>3.071</couponOrYield>
          <principalAmountToTheNearestCent>162998.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>137251.53</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>INVITATION HOMES TR 2018-SFR3 E 20370717 FLT-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2037-07-17</date>
          </maturityDate>
          <couponOrYield>2.180</couponOrYield>
          <principalAmountToTheNearestCent>2328.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>2221.88</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>ADAMS OUTDOOR LP 2018-1 A 20481115 4.81000-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2048-11-15</date>
          </maturityDate>
          <couponOrYield>4.809</couponOrYield>
          <principalAmountToTheNearestCent>5297491.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>5315832.44</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>STRUCTURED ASSET MTG 2006-AR6 II-A-1 20360725 FLT-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2036-07-25</date>
          </maturityDate>
          <couponOrYield>0.361</couponOrYield>
          <principalAmountToTheNearestCent>3.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>0.51</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>HARDEES FUND LLC 2018-1 A2-III 20480620 5.71000-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2048-06-20</date>
          </maturityDate>
          <couponOrYield>5.710</couponOrYield>
          <principalAmountToTheNearestCent>4356235.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>4425961.99</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>STARWOOD WAYPOINT HOMES 2017-1 D 20350122 FLT-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2035-01-22</date>
          </maturityDate>
          <couponOrYield>2.124</couponOrYield>
          <principalAmountToTheNearestCent>2449.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>2448.04</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>NEW RESI MTG TR 2017-4 B-6 20570525 FLT-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2057-05-25</date>
          </maturityDate>
          <couponOrYield>5.296</couponOrYield>
          <principalAmountToTheNearestCent>949430.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>471488.09</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>JP MRGN CHASE COM TR 2020-NNN E-FL 20370116 FLT-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2037-01-16</date>
          </maturityDate>
          <couponOrYield>2.026</couponOrYield>
          <principalAmountToTheNearestCent>53409.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>48547.25</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>SANTANDER CONS AUTO 2020-A D 20260415 5.49000-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2026-04-15</date>
          </maturityDate>
          <couponOrYield>5.490</couponOrYield>
          <principalAmountToTheNearestCent>1612422.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1729930.47</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>STRUCTURED ASSET INV 2003-BC6 M4 20330725 FLT-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2033-07-25</date>
          </maturityDate>
          <couponOrYield>4.296</couponOrYield>
          <principalAmountToTheNearestCent>12.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>0.70</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>STRUCTURED ASSET SECS 2004-4 B1 20340425 FLT-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2034-04-25</date>
          </maturityDate>
          <couponOrYield>3.774</couponOrYield>
          <principalAmountToTheNearestCent>29373720.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>9833978.97</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
      </repurchaseAgreement>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1+</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2020-08-03</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2020-08-03</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2020-08-03</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0022</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>85000000.00</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>85000000.00</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0125</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>Y</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>Y</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>CANADIAN IMPERIAL BANK</nameOfIssuer>
      <titleOfIssuer>CANADIAN IMPERIAL BANK</titleOfIssuer>
      <CUSIPMember>13608CHR6</CUSIPMember>
      <investmentCategory>Financial Company Commercial Paper</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1+</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2020-08-07</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2020-08-07</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2020-08-07</finalLegalInvestmentMaturityDate>
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      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>CASH MGMT BILL</nameOfIssuer>
      <titleOfIssuer>CASH MGMT BILL</titleOfIssuer>
      <CUSIPMember>9127964S5</CUSIPMember>
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      <securityEligibilityFlag>Y</securityEligibilityFlag>
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        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1+</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
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      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
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      <investmentMaturityDateWAM>2020-11-17</investmentMaturityDateWAM>
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      <finalLegalInvestmentMaturityDate>2020-11-17</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0018</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>24686365.14</includingValueOfAnySponsorSupport>
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      <percentageOfMoneyMarketFundNetAssets>0.0036</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>Y</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>Y</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>CASH MGMT BILL</nameOfIssuer>
      <titleOfIssuer>CASH MGMT BILL</titleOfIssuer>
      <CUSIPMember>9127965B1</CUSIPMember>
      <investmentCategory>U.S. Treasury Debt</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1+</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
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      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
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      <investmentMaturityDateWAL>2020-12-08</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2020-12-08</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
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      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0011</yieldOfTheSecurityAsOfReportingDate>
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      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>CITIGROUP GLOBAL MARKETS INC</nameOfIssuer>
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      <repurchaseAgreement>
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      </NRSRO>
      <investmentMaturityDateWAM>2021-01-08</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2021-01-08</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2021-01-08</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>Y</securityEnhancementsFlag>
      <enhancementProvider>
        <identityOfTheEnhancementProvider>JP MORGAN SECURITIES LLC</identityOfTheEnhancementProvider>
        <typeOfEnhancement>Fully Supported</typeOfEnhancement>
        <amountProvidedByEnhancement>1.0000</amountProvidedByEnhancement>
        <enhancementRatingOrNRSRO>
          <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
          <rating>F1+</rating>
        </enhancementRatingOrNRSRO>
        <enhancementRatingOrNRSRO>
          <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
          <rating>P-1</rating>
        </enhancementRatingOrNRSRO>
        <enhancementRatingOrNRSRO>
          <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
          <rating>A-1</rating>
        </enhancementRatingOrNRSRO>
      </enhancementProvider>
      <yieldOfTheSecurityAsOfReportingDate>0.0030</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>49938283.50</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>49938283.50</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0074</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>N</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>COLLATERALIZED COMMERCIAL PAPER FLEX</nameOfIssuer>
      <titleOfIssuer>COLLATERALIZED COMMERCIAL PAPER FLEX</titleOfIssuer>
      <CUSIPMember>19423MBQ2</CUSIPMember>
      <investmentCategory>Asset Backed Commercial Paper</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1+</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2020-10-05</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2021-01-04</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2021-01-04</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>Y</securityGuaranteeFlag>
      <guarantor>
        <identityOfTheGuarantor>JP MORGAN SECURITIES LLC</identityOfTheGuarantor>
        <amountProvidedByGuarantor>1.0000</amountProvidedByGuarantor>
        <guarantorRatingOrNRSRO>
          <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
          <rating>F1+</rating>
        </guarantorRatingOrNRSRO>
        <guarantorRatingOrNRSRO>
          <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
          <rating>P-1</rating>
        </guarantorRatingOrNRSRO>
        <guarantorRatingOrNRSRO>
          <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
          <rating>A-1</rating>
        </guarantorRatingOrNRSRO>
      </guarantor>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0042</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>70010394.30</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>70010394.30</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0103</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>N</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>COLLATERALIZED COMMERCIAL PAPER V CO</nameOfIssuer>
      <titleOfIssuer>COLLATERALIZED COMMERCIAL PAPER V CO</titleOfIssuer>
      <CUSIPMember>19424HMJ6</CUSIPMember>
      <investmentCategory>Financial Company Commercial Paper</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1+</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2020-12-18</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2020-12-18</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2020-12-18</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>Y</securityGuaranteeFlag>
      <guarantor>
        <identityOfTheGuarantor>JP MORGAN SECURITIES LLC</identityOfTheGuarantor>
        <amountProvidedByGuarantor>1.0000</amountProvidedByGuarantor>
        <guarantorRatingOrNRSRO>
          <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
          <rating>F1+</rating>
        </guarantorRatingOrNRSRO>
        <guarantorRatingOrNRSRO>
          <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
          <rating>P-1</rating>
        </guarantorRatingOrNRSRO>
        <guarantorRatingOrNRSRO>
          <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
          <rating>A-1</rating>
        </guarantorRatingOrNRSRO>
      </guarantor>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0028</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>69929766.90</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>69929766.90</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0103</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>N</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>COLLATERALIZED COMMERCIAL PAPER V CO</nameOfIssuer>
      <titleOfIssuer>COLLATERALIZED COMMERCIAL PAPER V CO</titleOfIssuer>
      <CUSIPMember>19424G2H4</CUSIPMember>
      <investmentCategory>Asset Backed Commercial Paper</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1+</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2020-08-13</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2020-08-13</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2020-08-13</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>Y</securityGuaranteeFlag>
      <guarantor>
        <identityOfTheGuarantor>JP MORGAN SECURITIES LLC</identityOfTheGuarantor>
        <amountProvidedByGuarantor>1.0000</amountProvidedByGuarantor>
        <guarantorRatingOrNRSRO>
          <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
          <rating>F1+</rating>
        </guarantorRatingOrNRSRO>
        <guarantorRatingOrNRSRO>
          <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
          <rating>P-1</rating>
        </guarantorRatingOrNRSRO>
        <guarantorRatingOrNRSRO>
          <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
          <rating>A-1</rating>
        </guarantorRatingOrNRSRO>
      </guarantor>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0054</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>136006498.08</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>136006498.08</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0200</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>N</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>COOPERAT RABOBANK UA/NY</nameOfIssuer>
      <titleOfIssuer>COOPERAT RABOBANK UA/NY</titleOfIssuer>
      <ISINId>1190</ISINId>
      <cik>0001098062</cik>
      <investmentCategory>Non-Negotiable Time Deposit</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1+</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2020-08-03</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2020-08-03</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2020-08-03</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0008</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>124000000.00</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>124000000.00</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0183</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>Y</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>Y</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>DEXIA CREDIT LOCAL</nameOfIssuer>
      <titleOfIssuer>DEXIA CREDIT LOCAL</titleOfIssuer>
      <CUSIPMember>25215VLR8</CUSIPMember>
      <investmentCategory>Financial Company Commercial Paper</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1+</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1+</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2020-11-25</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2020-11-25</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2020-11-25</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>Y</securityGuaranteeFlag>
      <guarantor>
        <identityOfTheGuarantor>FRENCH REPUBLIC</identityOfTheGuarantor>
        <amountProvidedByGuarantor>0.4560</amountProvidedByGuarantor>
        <guarantorRatingOrNRSRO>
          <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
          <rating>F1+</rating>
        </guarantorRatingOrNRSRO>
        <guarantorRatingOrNRSRO>
          <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
          <rating>P-1</rating>
        </guarantorRatingOrNRSRO>
        <guarantorRatingOrNRSRO>
          <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
          <rating>A-1+</rating>
        </guarantorRatingOrNRSRO>
      </guarantor>
      <guarantor>
        <identityOfTheGuarantor>GRAND DUCHY OF LUXEMBOURG</identityOfTheGuarantor>
        <amountProvidedByGuarantor>0.0300</amountProvidedByGuarantor>
        <guarantorRatingOrNRSRO>
          <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
          <rating>F1+</rating>
        </guarantorRatingOrNRSRO>
        <guarantorRatingOrNRSRO>
          <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
          <rating>P-1</rating>
        </guarantorRatingOrNRSRO>
        <guarantorRatingOrNRSRO>
          <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
          <rating>A-1+</rating>
        </guarantorRatingOrNRSRO>
      </guarantor>
      <guarantor>
        <identityOfTheGuarantor>KINGDOM OF BELGIUM</identityOfTheGuarantor>
        <amountProvidedByGuarantor>0.5140</amountProvidedByGuarantor>
        <guarantorRatingOrNRSRO>
          <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
          <rating>F1+</rating>
        </guarantorRatingOrNRSRO>
        <guarantorRatingOrNRSRO>
          <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
          <rating>P-1</rating>
        </guarantorRatingOrNRSRO>
        <guarantorRatingOrNRSRO>
          <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
          <rating>A-1+</rating>
        </guarantorRatingOrNRSRO>
      </guarantor>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0022</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>84949446.25</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>84949446.25</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0125</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>N</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>DEXIA CREDIT LOCAL</nameOfIssuer>
      <titleOfIssuer>DEXIA CREDIT LOCAL</titleOfIssuer>
      <CUSIPMember>25215VH51</CUSIPMember>
      <investmentCategory>Financial Company Commercial Paper</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1+</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1+</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2020-08-05</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2020-08-05</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2020-08-05</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>Y</securityGuaranteeFlag>
      <guarantor>
        <identityOfTheGuarantor>FRENCH REPUBLIC</identityOfTheGuarantor>
        <amountProvidedByGuarantor>0.4560</amountProvidedByGuarantor>
        <guarantorRatingOrNRSRO>
          <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
          <rating>F1+</rating>
        </guarantorRatingOrNRSRO>
        <guarantorRatingOrNRSRO>
          <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
          <rating>P-1</rating>
        </guarantorRatingOrNRSRO>
        <guarantorRatingOrNRSRO>
          <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
          <rating>A-1+</rating>
        </guarantorRatingOrNRSRO>
      </guarantor>
      <guarantor>
        <identityOfTheGuarantor>GRAND DUCHY OF LUXEMBOURG</identityOfTheGuarantor>
        <amountProvidedByGuarantor>0.0300</amountProvidedByGuarantor>
        <guarantorRatingOrNRSRO>
          <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
          <rating>F1+</rating>
        </guarantorRatingOrNRSRO>
        <guarantorRatingOrNRSRO>
          <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
          <rating>P-1</rating>
        </guarantorRatingOrNRSRO>
        <guarantorRatingOrNRSRO>
          <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
          <rating>A-1+</rating>
        </guarantorRatingOrNRSRO>
      </guarantor>
      <guarantor>
        <identityOfTheGuarantor>KINGDOM OF BELGIUM</identityOfTheGuarantor>
        <amountProvidedByGuarantor>0.5140</amountProvidedByGuarantor>
        <guarantorRatingOrNRSRO>
          <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
          <rating>F1+</rating>
        </guarantorRatingOrNRSRO>
        <guarantorRatingOrNRSRO>
          <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
          <rating>P-1</rating>
        </guarantorRatingOrNRSRO>
        <guarantorRatingOrNRSRO>
          <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
          <rating>A-1+</rating>
        </guarantorRatingOrNRSRO>
      </guarantor>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0055</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>41567509.08</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>41567509.08</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0061</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>Y</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>DEXIA CREDIT LOCAL</nameOfIssuer>
      <titleOfIssuer>DEXIA CREDIT LOCAL</titleOfIssuer>
      <CUSIPMember>25215VM22</CUSIPMember>
      <investmentCategory>Financial Company Commercial Paper</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1+</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1+</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2020-12-02</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2020-12-02</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2020-12-02</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>Y</securityGuaranteeFlag>
      <guarantor>
        <identityOfTheGuarantor>FRENCH REPUBLIC</identityOfTheGuarantor>
        <amountProvidedByGuarantor>0.4560</amountProvidedByGuarantor>
        <guarantorRatingOrNRSRO>
          <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
          <rating>F1+</rating>
        </guarantorRatingOrNRSRO>
        <guarantorRatingOrNRSRO>
          <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
          <rating>P-1</rating>
        </guarantorRatingOrNRSRO>
        <guarantorRatingOrNRSRO>
          <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
          <rating>A-1+</rating>
        </guarantorRatingOrNRSRO>
      </guarantor>
      <guarantor>
        <identityOfTheGuarantor>GRAND DUCHY OF LUXEMBOURG</identityOfTheGuarantor>
        <amountProvidedByGuarantor>0.0300</amountProvidedByGuarantor>
        <guarantorRatingOrNRSRO>
          <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
          <rating>F1+</rating>
        </guarantorRatingOrNRSRO>
        <guarantorRatingOrNRSRO>
          <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
          <rating>P-1</rating>
        </guarantorRatingOrNRSRO>
        <guarantorRatingOrNRSRO>
          <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
          <rating>A-1+</rating>
        </guarantorRatingOrNRSRO>
      </guarantor>
      <guarantor>
        <identityOfTheGuarantor>KINGDOM OF BELGIUM</identityOfTheGuarantor>
        <amountProvidedByGuarantor>0.5140</amountProvidedByGuarantor>
        <guarantorRatingOrNRSRO>
          <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
          <rating>F1+</rating>
        </guarantorRatingOrNRSRO>
        <guarantorRatingOrNRSRO>
          <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
          <rating>P-1</rating>
        </guarantorRatingOrNRSRO>
        <guarantorRatingOrNRSRO>
          <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
          <rating>A-1+</rating>
        </guarantorRatingOrNRSRO>
      </guarantor>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0023</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>99935589.00</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>99935589.00</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0147</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>N</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>DNB Bank ASA (Cayman) DTD</nameOfIssuer>
      <titleOfIssuer>DNB Bank ASA (Cayman) DTD</titleOfIssuer>
      <cik>0001245233</cik>
      <investmentCategory>Non-Negotiable Time Deposit</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>NR</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1+</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2020-08-03</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2020-08-03</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2020-08-03</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0008</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>330000000.00</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>330000000.00</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0486</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>Y</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>Y</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>HSBC BANK USA NA</nameOfIssuer>
      <titleOfIssuer>HSBC BANK USA NA</titleOfIssuer>
      <CUSIPMember>40435RJM4</CUSIPMember>
      <investmentCategory>Certificate of Deposit</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1+</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2020-08-10</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2020-11-10</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2020-11-10</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0031</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>71999826.48</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>71999826.48</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0106</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>N</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>ING (US) FUNDING LLC</nameOfIssuer>
      <titleOfIssuer>ING (US) FUNDING LLC</titleOfIssuer>
      <LEIID>3TK20IVIUJ8J3ZU0QE75</LEIID>
      <ISINId>36685</ISINId>
      <cik>0001017255</cik>
      <investmentCategory>Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash</investmentCategory>
      <fundAcqstnUndrlyngSecurityFlag>Y</fundAcqstnUndrlyngSecurityFlag>
      <repurchaseAgreement>
        <repurchaseAgreementOpenFlag>N</repurchaseAgreementOpenFlag>
        <collateralIssuers>
          <nameOfCollateralIssuer>CSN ISLANDS XII CORP. PERP SR REGS NT-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>3TK20IVIUJ8J3ZU0QE75</LEIID>
          <maturityDate>
            <date>2499-01-01</date>
          </maturityDate>
          <couponOrYield>7.000</couponOrYield>
          <principalAmountToTheNearestCent>25000000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>20567611.11</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>NEWELL BRANDS INC CR SEN SR GLBL36-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>3TK20IVIUJ8J3ZU0QE75</LEIID>
          <maturityDate>
            <date>2036-04-01</date>
          </maturityDate>
          <couponOrYield>5.875</couponOrYield>
          <principalAmountToTheNearestCent>3000000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>3418749.99</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CONSOLIDATED EDISON CO N Y INC -2018 E 4.65%48-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>3TK20IVIUJ8J3ZU0QE75</LEIID>
          <maturityDate>
            <date>2048-12-01</date>
          </maturityDate>
          <couponOrYield>4.650</couponOrYield>
          <principalAmountToTheNearestCent>87452.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>124089.14</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>PETROBRAS GLOBAL FINANCE BV SR GLBL NT5.6%31-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>3TK20IVIUJ8J3ZU0QE75</LEIID>
          <maturityDate>
            <date>2031-01-03</date>
          </maturityDate>
          <couponOrYield>5.599</couponOrYield>
          <principalAmountToTheNearestCent>8000000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>8402933.33</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>KRAFT HEINZ FOODS CO SR NT 4.375%46-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>3TK20IVIUJ8J3ZU0QE75</LEIID>
          <maturityDate>
            <date>2046-06-01</date>
          </maturityDate>
          <couponOrYield>4.375</couponOrYield>
          <principalAmountToTheNearestCent>2237000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>2335879.12</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>PETROBRAS GLOBAL FINANCE BV SR GLBL NT 24-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>3TK20IVIUJ8J3ZU0QE75</LEIID>
          <maturityDate>
            <date>2024-03-17</date>
          </maturityDate>
          <couponOrYield>6.250</couponOrYield>
          <principalAmountToTheNearestCent>28954000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>32296457.80</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>PETROBRAS GLOBAL FINANCE BV SR GLBL NT 25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>3TK20IVIUJ8J3ZU0QE75</LEIID>
          <maturityDate>
            <date>2025-01-27</date>
          </maturityDate>
          <couponOrYield>5.299</couponOrYield>
          <principalAmountToTheNearestCent>49886893.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>53750212.98</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>JPMORGAN CHASE &amp; CO SR NT 5.4%42-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>3TK20IVIUJ8J3ZU0QE75</LEIID>
          <maturityDate>
            <date>2042-01-06</date>
          </maturityDate>
          <couponOrYield>5.400</couponOrYield>
          <principalAmountToTheNearestCent>12000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>17995.43</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>ANHEUSER-BUSCH INBEV WLDW INC SR GLBL NT3.5%30-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>3TK20IVIUJ8J3ZU0QE75</LEIID>
          <maturityDate>
            <date>2030-06-01</date>
          </maturityDate>
          <couponOrYield>3.500</couponOrYield>
          <principalAmountToTheNearestCent>65883.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>76182.63</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
      </repurchaseAgreement>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1+</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2020-08-03</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2020-08-03</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2020-08-03</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0025</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>110000000.00</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>110000000.00</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0162</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>Y</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>Y</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>MERRILL LYNCH PIERCE FENNER &amp; SMITH</nameOfIssuer>
      <titleOfIssuer>MERRILL LYNCH PIERCE FENNER &amp; SMITH</titleOfIssuer>
      <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
      <ISINId>36022</ISINId>
      <cik>0000914246</cik>
      <investmentCategory>Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash</investmentCategory>
      <fundAcqstnUndrlyngSecurityFlag>Y</fundAcqstnUndrlyngSecurityFlag>
      <repurchaseAgreement>
        <repurchaseAgreementOpenFlag>N</repurchaseAgreementOpenFlag>
        <collateralIssuers>
          <nameOfCollateralIssuer>ADTRAN INC COM-Equities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2499-01-01</date>
          </maturityDate>
          <couponOrYield>0.000</couponOrYield>
          <principalAmountToTheNearestCent>30111.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>368859.75</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Equities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CARRIAGE SVCS INC COM-Equities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2499-01-01</date>
          </maturityDate>
          <couponOrYield>0.000</couponOrYield>
          <principalAmountToTheNearestCent>16220.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>374682.00</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Equities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>ESSEX PPTY TR INC COM-Equities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2499-01-01</date>
          </maturityDate>
          <couponOrYield>0.000</couponOrYield>
          <principalAmountToTheNearestCent>32861.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>7249793.82</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Equities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>IDT CORP CL B NEW-Equities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2499-01-01</date>
          </maturityDate>
          <couponOrYield>0.000</couponOrYield>
          <principalAmountToTheNearestCent>100.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>651.00</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Equities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>MOVADO GROUP INC COM-Equities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2499-01-01</date>
          </maturityDate>
          <couponOrYield>0.000</couponOrYield>
          <principalAmountToTheNearestCent>48993.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>476211.96</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Equities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>SYSTEMAX INC COM-Equities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2499-01-01</date>
          </maturityDate>
          <couponOrYield>0.000</couponOrYield>
          <principalAmountToTheNearestCent>19192.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>428941.20</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Equities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>ALEXANDERS INC COM-Equities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2499-01-01</date>
          </maturityDate>
          <couponOrYield>0.000</couponOrYield>
          <principalAmountToTheNearestCent>812.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>208675.88</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Equities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CEVA INC COM-Equities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2499-01-01</date>
          </maturityDate>
          <couponOrYield>0.000</couponOrYield>
          <principalAmountToTheNearestCent>6655.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>265734.14</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Equities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>EVERGY INC COM-Equities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2499-01-01</date>
          </maturityDate>
          <couponOrYield>0.000</couponOrYield>
          <principalAmountToTheNearestCent>112455.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>7249973.84</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Equities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>IMMERSION CORP COM-Equities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2499-01-01</date>
          </maturityDate>
          <couponOrYield>0.000</couponOrYield>
          <principalAmountToTheNearestCent>61368.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>413620.32</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Equities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>NATURAL GROCERS BY VITAMIN COT COM-Equities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2499-01-01</date>
          </maturityDate>
          <couponOrYield>0.000</couponOrYield>
          <principalAmountToTheNearestCent>2291.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>36747.63</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Equities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>UNITIL CORP COM-Equities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2499-01-01</date>
          </maturityDate>
          <couponOrYield>0.000</couponOrYield>
          <principalAmountToTheNearestCent>4620.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>204296.39</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Equities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>AMERICAN AXLE &amp; MFG HLDGS INC COM-Equities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2499-01-01</date>
          </maturityDate>
          <couponOrYield>0.000</couponOrYield>
          <principalAmountToTheNearestCent>4.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>28.35</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Equities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CLEARWATER PAPER CORP COM-Equities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2499-01-01</date>
          </maturityDate>
          <couponOrYield>0.000</couponOrYield>
          <principalAmountToTheNearestCent>15568.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>590182.88</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Equities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>FUTUREFUEL CORP COM-Equities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2499-01-01</date>
          </maturityDate>
          <couponOrYield>0.000</couponOrYield>
          <principalAmountToTheNearestCent>302.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>4040.76</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Equities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>INTUIT COM-Equities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2499-01-01</date>
          </maturityDate>
          <couponOrYield>0.000</couponOrYield>
          <principalAmountToTheNearestCent>8868.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>2695339.91</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Equities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>OMEGA FLEX INC COM-Equities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2499-01-01</date>
          </maturityDate>
          <couponOrYield>0.000</couponOrYield>
          <principalAmountToTheNearestCent>1708.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>204106.00</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Equities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>VOXX INTL CORP CL A-Equities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
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        <collateralIssuers>
          <nameOfCollateralIssuer>FRONT YD RESIDENTIAL CORP COM-Equities</nameOfCollateralIssuer>
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        <collateralIssuers>
          <nameOfCollateralIssuer>INTRA CELLULAR THERAPIES INC COM-Equities</nameOfCollateralIssuer>
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        <collateralIssuers>
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      <securityEligibilityFlag>Y</securityEligibilityFlag>
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        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1+</rating>
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      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>NR</rating>
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        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
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      <securityEnhancementsFlag>N</securityEnhancementsFlag>
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      <includingValueOfAnySponsorSupport>145000000.00</includingValueOfAnySponsorSupport>
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      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
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      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
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      <fundAcqstnUndrlyngSecurityFlag>Y</fundAcqstnUndrlyngSecurityFlag>
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        <repurchaseAgreementOpenFlag>N</repurchaseAgreementOpenFlag>
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        <collateralIssuers>
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          <nameOfCollateralIssuer>CHENIERE ENERGY PARTNERS L P SR GLBL NT 26-Corporate Debt Securities</nameOfCollateralIssuer>
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        <collateralIssuers>
          <nameOfCollateralIssuer>DANA HLDG CORP SR NT 5.5%24-Corporate Debt Securities</nameOfCollateralIssuer>
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        <collateralIssuers>
          <nameOfCollateralIssuer>ENLINK MIDSTREAM PARTNERS LP SR NT 4.15%25-Corporate Debt Securities</nameOfCollateralIssuer>
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          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
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        <collateralIssuers>
          <nameOfCollateralIssuer>GMAC INC SR NT 8%31-Corporate Debt Securities</nameOfCollateralIssuer>
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          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
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        <collateralIssuers>
          <nameOfCollateralIssuer>HOWMET AEROSPACE INC GLBL NT 6.875%25-Corporate Debt Securities</nameOfCollateralIssuer>
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          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
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        <collateralIssuers>
          <nameOfCollateralIssuer>KRAFT HEINZ FOODS CO SR GLBL NT 39-Corporate Debt Securities</nameOfCollateralIssuer>
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          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
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        <collateralIssuers>
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        <collateralIssuers>
          <nameOfCollateralIssuer>NOBLE HLDG INTL LTD SR NT 3.95%22-Corporate Debt Securities</nameOfCollateralIssuer>
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        <collateralIssuers>
          <nameOfCollateralIssuer>ELEMENT SOLUTIONS INC SR GLBL 144A 25-Corporate Debt Securities</nameOfCollateralIssuer>
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          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
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        <collateralIssuers>
          <nameOfCollateralIssuer>SCOTTS CO/O M SCOTT &amp; SONS CO SR GLBL NT4.5%29-Corporate Debt Securities</nameOfCollateralIssuer>
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          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
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        <collateralIssuers>
          <nameOfCollateralIssuer>SUMMIT MIDSTREAM HLDGS LLC / SR NT 5.75%25-Corporate Debt Securities</nameOfCollateralIssuer>
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          <maturityDate>
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        <collateralIssuers>
          <nameOfCollateralIssuer>TRONOX FIN PLC SR 144A NT 25-Corporate Debt Securities</nameOfCollateralIssuer>
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          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
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        <collateralIssuers>
          <nameOfCollateralIssuer>WESTERN GAS PARTNERS L P CR SEN SR GLBL50-Corporate Debt Securities</nameOfCollateralIssuer>
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        <collateralIssuers>
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        <collateralIssuers>
          <nameOfCollateralIssuer>BANCO MERCANTILE DEL NORTE SA ALT TIER I PERP-Corporate Debt Securities</nameOfCollateralIssuer>
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          <nameOfCollateralIssuer>PROVINCIA DE CORDOBA GLBL REGS NT 24-Corporate Debt Securities</nameOfCollateralIssuer>
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          <couponOrYield>5.250</couponOrYield>
          <principalAmountToTheNearestCent>295000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>304931.66</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>SPRINGLEAF FINANCE CORPORATION SR NT 7.75%21-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2021-10-01</date>
          </maturityDate>
          <couponOrYield>7.750</couponOrYield>
          <principalAmountToTheNearestCent>814000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>879798.33</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>TENET HEALTHCARE CORP SR NT 8.125%22-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2022-04-01</date>
          </maturityDate>
          <couponOrYield>8.125</couponOrYield>
          <principalAmountToTheNearestCent>385000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>423339.58</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>VALEANT PHARMACEUTICALS INTL SR GLBL 144A 27-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2027-01-31</date>
          </maturityDate>
          <couponOrYield>8.500</couponOrYield>
          <principalAmountToTheNearestCent>341000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>381885.90</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>BANCO BRADESCO SA GRAND CAYMAN SB REGS NT5.9%21-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2021-01-16</date>
          </maturityDate>
          <couponOrYield>5.900</couponOrYield>
          <principalAmountToTheNearestCent>210000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>214053.93</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>BRASKEM NETH FIN B V SR GLBL REGS 23-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2023-01-10</date>
          </maturityDate>
          <couponOrYield>3.500</couponOrYield>
          <principalAmountToTheNearestCent>1077000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1089864.16</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>PROVINCIA DE ENTRE RIOS SR GLBL REGS 25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2025-02-08</date>
          </maturityDate>
          <couponOrYield>8.750</couponOrYield>
          <principalAmountToTheNearestCent>250000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>131701.38</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>UNIFIN FIN S A B DE C V SOFOM SR GLBL REGS 28-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2028-01-27</date>
          </maturityDate>
          <couponOrYield>8.375</couponOrYield>
          <principalAmountToTheNearestCent>405000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>306057.65</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>THE ADT CORPORATION SR NT 4.125%23-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2023-06-15</date>
          </maturityDate>
          <couponOrYield>4.125</couponOrYield>
          <principalAmountToTheNearestCent>328000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>346128.83</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>ARCELORMITTAL SA LUXEMBOURG SR GLBL NT 26-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2026-03-11</date>
          </maturityDate>
          <couponOrYield>4.549</couponOrYield>
          <principalAmountToTheNearestCent>252000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>272987.67</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>BLUE RACER MIDSTREAM LLC/ BLUE SR GLBL 144A 26-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2026-07-15</date>
          </maturityDate>
          <couponOrYield>6.625</couponOrYield>
          <principalAmountToTheNearestCent>9000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>7747.41</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CENTENE CORP DEL SR GLBL NT 22-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2022-05-15</date>
          </maturityDate>
          <couponOrYield>4.750</couponOrYield>
          <principalAmountToTheNearestCent>100000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>102342.77</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>COMMSCOPE HLDG CO INC 5.5%24-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2024-03-01</date>
          </maturityDate>
          <couponOrYield>5.500</couponOrYield>
          <principalAmountToTheNearestCent>880000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>935225.86</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>DIGICEL GROUP 0.5 LIMITED SR GLBL PIK 25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2025-04-01</date>
          </maturityDate>
          <couponOrYield>8.000</couponOrYield>
          <principalAmountToTheNearestCent>93759.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>32648.96</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>FORD MOTOR CREDIT CO LLC SR GLBL NT 26-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2026-01-08</date>
          </maturityDate>
          <couponOrYield>4.389</couponOrYield>
          <principalAmountToTheNearestCent>434000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>441726.97</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>GULFPORT ENERGY CORP SR GLBL NT 26-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2026-01-15</date>
          </maturityDate>
          <couponOrYield>6.375</couponOrYield>
          <principalAmountToTheNearestCent>2000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>945.66</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>RACKSPACE HOSTING INC SR GLBL 144A 24-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2024-11-15</date>
          </maturityDate>
          <couponOrYield>8.625</couponOrYield>
          <principalAmountToTheNearestCent>291000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>310854.44</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>LEVEL 3 FING INC SR GLBL NT 23-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2023-02-01</date>
          </maturityDate>
          <couponOrYield>5.625</couponOrYield>
          <principalAmountToTheNearestCent>155000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>156117.16</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>NAVIENT CORPORATION SR GLBL NT 24-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2024-10-25</date>
          </maturityDate>
          <couponOrYield>5.875</couponOrYield>
          <principalAmountToTheNearestCent>35000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>36073.33</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>OPEN TEXT CORP SR 144A NT 26-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2026-06-01</date>
          </maturityDate>
          <couponOrYield>5.875</couponOrYield>
          <principalAmountToTheNearestCent>175000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>187651.04</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>AMBAC LSNI LLC SR SEC GLBL 23-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2023-02-12</date>
          </maturityDate>
          <couponOrYield>6.000</couponOrYield>
          <principalAmountToTheNearestCent>204829.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>157779.10</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>BANISTMO SA SR GLBL 144A 22-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2022-09-19</date>
          </maturityDate>
          <couponOrYield>3.649</couponOrYield>
          <principalAmountToTheNearestCent>1034000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1053430.87</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CALPINE CORPORATION SR NT 5.75%25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2025-01-15</date>
          </maturityDate>
          <couponOrYield>5.750</couponOrYield>
          <principalAmountToTheNearestCent>234000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>244689.24</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CITIGROUP INC FR 9.5%122934-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2034-12-29</date>
          </maturityDate>
          <couponOrYield>1.708</couponOrYield>
          <principalAmountToTheNearestCent>847000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>696164.73</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>DELTA AIR LINES INC SR GLBL NT3.8%23-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2023-04-19</date>
          </maturityDate>
          <couponOrYield>3.799</couponOrYield>
          <principalAmountToTheNearestCent>1109000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1051771.90</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>FMG RESOURCES AUGUST 2006 PTY SR GLBL 144A 23-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2023-03-15</date>
          </maturityDate>
          <couponOrYield>5.125</couponOrYield>
          <principalAmountToTheNearestCent>343000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>368457.03</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>GARDA WORLD SECURITY CORP SR SEC GLBL 27-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2027-02-15</date>
          </maturityDate>
          <couponOrYield>4.625</couponOrYield>
          <principalAmountToTheNearestCent>46000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>47811.25</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>HUNT OIL CO PERU LLC SUCURSA 6.375%28-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2028-06-01</date>
          </maturityDate>
          <couponOrYield>6.375</couponOrYield>
          <principalAmountToTheNearestCent>1300000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1294732.29</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>KRAFT HEINZ FOODS CO SR GLBL 144A 39-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2039-10-01</date>
          </maturityDate>
          <couponOrYield>4.625</couponOrYield>
          <principalAmountToTheNearestCent>850000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>905425.66</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>MATTEL INC MTN BE SR NT 3.15%23-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2023-03-15</date>
          </maturityDate>
          <couponOrYield>3.149</couponOrYield>
          <principalAmountToTheNearestCent>554000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>548243.93</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>NORBORD INC SR SEC 144A NT23-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2023-04-15</date>
          </maturityDate>
          <couponOrYield>6.250</couponOrYield>
          <principalAmountToTheNearestCent>150000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>161010.41</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>PRECISION DRILLING CORP SR NT 5.25%24-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2024-11-15</date>
          </maturityDate>
          <couponOrYield>5.250</couponOrYield>
          <principalAmountToTheNearestCent>105000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>74663.74</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>SEALED AIR CORPORATION SR 144A NT 24-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2024-12-01</date>
          </maturityDate>
          <couponOrYield>5.125</couponOrYield>
          <principalAmountToTheNearestCent>175000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>192682.29</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>T MOBILE USA INC SR NT 6%23-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2023-03-01</date>
          </maturityDate>
          <couponOrYield>6.000</couponOrYield>
          <principalAmountToTheNearestCent>730000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>752870.90</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>UNITED RENTALS NORTH AMER INC SR GLBL NT 28-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2028-01-15</date>
          </maturityDate>
          <couponOrYield>4.875</couponOrYield>
          <principalAmountToTheNearestCent>30000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>32023.99</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>WILLIAM CARTER CO SR GLBL 144A 25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2025-05-15</date>
          </maturityDate>
          <couponOrYield>5.500</couponOrYield>
          <principalAmountToTheNearestCent>835000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>897393.05</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>VALARIS PLC SR NT 5.85%44-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2044-01-15</date>
          </maturityDate>
          <couponOrYield>5.849</couponOrYield>
          <principalAmountToTheNearestCent>1975000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>192760.00</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>BRF SA SR GLBL REGS 30-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2030-01-24</date>
          </maturityDate>
          <couponOrYield>4.875</couponOrYield>
          <principalAmountToTheNearestCent>200000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>199462.50</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>PRUMO PARTICIPACOES E INVEST SR SEC REGS NT31-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2031-12-31</date>
          </maturityDate>
          <couponOrYield>7.500</couponOrYield>
          <principalAmountToTheNearestCent>50000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>46313.72</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>REVLON CONSUMER PRODUCTS CORP SR GLBL NT 24-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2024-08-01</date>
          </maturityDate>
          <couponOrYield>6.250</couponOrYield>
          <principalAmountToTheNearestCent>6756000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1276613.76</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>SIRIUS XM HOLDINGS INC SR GLBL 144A 24-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2024-07-15</date>
          </maturityDate>
          <couponOrYield>4.625</couponOrYield>
          <principalAmountToTheNearestCent>50000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>52627.77</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>TALLGRASS ENERGY PARTNERS LP/ SR GLBL 144A 23-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2023-10-01</date>
          </maturityDate>
          <couponOrYield>4.750</couponOrYield>
          <principalAmountToTheNearestCent>306000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>298604.99</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>BAUSCH HEALTH COS INC SR 144A NT 25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2025-04-15</date>
          </maturityDate>
          <couponOrYield>6.125</couponOrYield>
          <principalAmountToTheNearestCent>865000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>906532.73</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>ELDORADO INTL FIN GMBH SR GLBL REGS 21-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2021-06-16</date>
          </maturityDate>
          <couponOrYield>8.625</couponOrYield>
          <principalAmountToTheNearestCent>400000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>408720.66</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>GOL FINANCE SR REGS NT 7%25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2025-01-31</date>
          </maturityDate>
          <couponOrYield>7.000</couponOrYield>
          <principalAmountToTheNearestCent>1400000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>738500.00</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>PROVINCIA DEL CHUBUT SR SEC GLBL 26-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2026-07-26</date>
          </maturityDate>
          <couponOrYield>7.750</couponOrYield>
          <principalAmountToTheNearestCent>150000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>74754.16</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>TELECOMMUNICATIONS SERVICES SR SEC GLBL 29-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2029-10-18</date>
          </maturityDate>
          <couponOrYield>8.875</couponOrYield>
          <principalAmountToTheNearestCent>1000000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1025145.83</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>AMSTED INDS INC SR GLBL 144A 27-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2027-07-01</date>
          </maturityDate>
          <couponOrYield>5.625</couponOrYield>
          <principalAmountToTheNearestCent>555000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>588126.56</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>BECTON DICKINSON &amp; CO SR GLBL FL NT 22-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2022-06-06</date>
          </maturityDate>
          <couponOrYield>1.347</couponOrYield>
          <principalAmountToTheNearestCent>175000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>176090.05</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CARRIZO OIL &amp; GAS INC SR NT 8.25%25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2025-07-15</date>
          </maturityDate>
          <couponOrYield>8.250</couponOrYield>
          <principalAmountToTheNearestCent>2697000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>818988.99</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>COGENT COMM HOLDINGS INC SR SEC 144A NT22-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2022-03-01</date>
          </maturityDate>
          <couponOrYield>5.375</couponOrYield>
          <principalAmountToTheNearestCent>190000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>202330.20</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>DEVON ENERGY CORP NEW SR GLBL NT 25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2025-12-15</date>
          </maturityDate>
          <couponOrYield>5.849</couponOrYield>
          <principalAmountToTheNearestCent>314000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>353377.16</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>FLY LEASING LTD SR GLBL NT 21-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2021-10-15</date>
          </maturityDate>
          <couponOrYield>6.375</couponOrYield>
          <principalAmountToTheNearestCent>425000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>400763.84</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>GRAY TELEVISION INC SR 144A NT 24-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2024-10-15</date>
          </maturityDate>
          <couponOrYield>5.125</couponOrYield>
          <principalAmountToTheNearestCent>250000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>261272.56</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>ISTAR FINANCIAL INC SR GLBL NT 25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2025-08-01</date>
          </maturityDate>
          <couponOrYield>4.250</couponOrYield>
          <principalAmountToTheNearestCent>110000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>107937.50</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>LIMITED BRANDS INC SR GLBL NT 28-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2028-02-01</date>
          </maturityDate>
          <couponOrYield>5.250</couponOrYield>
          <principalAmountToTheNearestCent>6000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>5739.72</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>MOSS CREEK RES HLDGS INC 10.5%27-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2027-05-15</date>
          </maturityDate>
          <couponOrYield>10.500</couponOrYield>
          <principalAmountToTheNearestCent>747000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>464758.49</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>OASIS PETROLEUM INC SR NT 6.875%23-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2023-01-15</date>
          </maturityDate>
          <couponOrYield>6.875</couponOrYield>
          <principalAmountToTheNearestCent>336000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>65706.66</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>ALTICE FRANCE HLDG S A SR 144A NT 6%28-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2028-02-15</date>
          </maturityDate>
          <couponOrYield>6.000</couponOrYield>
          <principalAmountToTheNearestCent>168000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>172458.72</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>BANCO BTG PACTU SA FR 5.5%013123-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2023-01-31</date>
          </maturityDate>
          <couponOrYield>5.500</couponOrYield>
          <principalAmountToTheNearestCent>463000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>478052.13</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CALLON PETE CO DEL SR GLBL NT 26-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2026-07-01</date>
          </maturityDate>
          <couponOrYield>6.375</couponOrYield>
          <principalAmountToTheNearestCent>252000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>79458.75</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CITGO HOLDING INC SR SEC GLBL 24-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2024-08-01</date>
          </maturityDate>
          <couponOrYield>9.250</couponOrYield>
          <principalAmountToTheNearestCent>6000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>6292.50</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>DELTA AIR LINES INC 3.4%21-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2021-04-19</date>
          </maturityDate>
          <couponOrYield>3.399</couponOrYield>
          <principalAmountToTheNearestCent>610000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>615949.53</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>FMG RESOURCES AUGUST 2006 PTY SR GLBL 144A 24-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2024-05-15</date>
          </maturityDate>
          <couponOrYield>5.125</couponOrYield>
          <principalAmountToTheNearestCent>15000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>16172.65</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>GAP INC SR SEC GLBL 27-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2027-05-15</date>
          </maturityDate>
          <couponOrYield>8.875</couponOrYield>
          <principalAmountToTheNearestCent>200000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>228141.66</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>HUGHES SATELLITE S SR NT 7.625%21-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2021-06-15</date>
          </maturityDate>
          <couponOrYield>7.625</couponOrYield>
          <principalAmountToTheNearestCent>250000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>265820.76</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>KRAFT HEINZ FOODS CO SR GLBL 144A 30-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2030-04-01</date>
          </maturityDate>
          <couponOrYield>3.750</couponOrYield>
          <principalAmountToTheNearestCent>255000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>279383.09</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>MATADOR RES CO SR GLBL NT 26-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2026-09-15</date>
          </maturityDate>
          <couponOrYield>5.875</couponOrYield>
          <principalAmountToTheNearestCent>66000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>51700.07</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>NOBLE HLDG INTL LTD SR GLBL 144A 26-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2026-02-01</date>
          </maturityDate>
          <couponOrYield>7.875</couponOrYield>
          <principalAmountToTheNearestCent>4268000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1170098.87</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>PRECISION DRILLING CORP SR NT 6.5%21-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2021-12-15</date>
          </maturityDate>
          <couponOrYield>6.500</couponOrYield>
          <principalAmountToTheNearestCent>128000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>32787.95</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>SEAGATE HDD CAYMAN SR NT 5.75%34-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2034-12-01</date>
          </maturityDate>
          <couponOrYield>5.750</couponOrYield>
          <principalAmountToTheNearestCent>362000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>409470.26</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>TMX FIN LLC/TITLEMAX FIN CORP SR SEC GLBL 23-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2023-04-01</date>
          </maturityDate>
          <couponOrYield>11.125</couponOrYield>
          <principalAmountToTheNearestCent>500000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>453541.66</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>UNITED AIRLS HLDGS INC SR NT 4.25%22-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2022-10-01</date>
          </maturityDate>
          <couponOrYield>4.250</couponOrYield>
          <principalAmountToTheNearestCent>363000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>327294.10</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>WABTEC CORP CR SEN SR GLBL25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2025-06-15</date>
          </maturityDate>
          <couponOrYield>3.200</couponOrYield>
          <principalAmountToTheNearestCent>41000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>42922.26</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>VALARIS PLC SR GLBL NT 25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2025-06-15</date>
          </maturityDate>
          <couponOrYield>7.375</couponOrYield>
          <principalAmountToTheNearestCent>1373000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>129362.34</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>BANISTMO SA SR GLBL REGS 27-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2027-07-31</date>
          </maturityDate>
          <couponOrYield>4.250</couponOrYield>
          <principalAmountToTheNearestCent>1180000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1166430.00</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>PROMERICA FINL CORP SR SEC GLBL 24-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2024-05-14</date>
          </maturityDate>
          <couponOrYield>9.699</couponOrYield>
          <principalAmountToTheNearestCent>30000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>29714.33</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>AMERICAN AXLE &amp; MFG INC SR GLBL NT 28-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2028-07-01</date>
          </maturityDate>
          <couponOrYield>6.875</couponOrYield>
          <principalAmountToTheNearestCent>455000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>467220.22</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>BAUSCH HEALTH COS INC SR GLBL 144A 28-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2028-01-30</date>
          </maturityDate>
          <couponOrYield>5.000</couponOrYield>
          <principalAmountToTheNearestCent>134000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>134000.00</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CALPINE CORPORATION SR SEC GLBL 26-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2026-06-01</date>
          </maturityDate>
          <couponOrYield>5.250</couponOrYield>
          <principalAmountToTheNearestCent>73000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>76558.75</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CLEARWATER SEAFOODS INCOME FD SR 144A NT 25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2025-05-01</date>
          </maturityDate>
          <couponOrYield>6.875</couponOrYield>
          <principalAmountToTheNearestCent>230000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>237403.12</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>DENBURY RES INC DEL SR SEC GLBL 22-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2022-03-31</date>
          </maturityDate>
          <couponOrYield>9.250</couponOrYield>
          <principalAmountToTheNearestCent>1274000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>574361.66</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2050-03-01</date>
          </maturityDate>
          <couponOrYield>2.500</couponOrYield>
          <principalAmountToTheNearestCent>10567425.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>10640076.34</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>GENESIS ENERGY LP SR GLBL NT 26-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2026-05-15</date>
          </maturityDate>
          <couponOrYield>6.250</couponOrYield>
          <principalAmountToTheNearestCent>328000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>310305.85</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>IHS MARKIT LTD SR 144A NT 4%26-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2026-03-01</date>
          </maturityDate>
          <couponOrYield>4.000</couponOrYield>
          <principalAmountToTheNearestCent>10000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>11314.55</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>KRAFT HEINZ FOODS CO SR GLBL 144A 31-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2031-03-01</date>
          </maturityDate>
          <couponOrYield>4.250</couponOrYield>
          <principalAmountToTheNearestCent>100000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>110979.80</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>MERCER INTL INC SR NT 6.5%24-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2024-02-01</date>
          </maturityDate>
          <couponOrYield>6.500</couponOrYield>
          <principalAmountToTheNearestCent>224000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>227967.04</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>NUSTAR LOGISTICS L P SR NT 6.75%21-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2021-02-01</date>
          </maturityDate>
          <couponOrYield>6.750</couponOrYield>
          <principalAmountToTheNearestCent>586000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>608707.50</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>QEP RESOURCES INC SR GLBL NT 26-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2026-03-01</date>
          </maturityDate>
          <couponOrYield>5.625</couponOrYield>
          <principalAmountToTheNearestCent>180000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>109518.75</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>SIRIUS XM RADIO INC SR GLBL 144A 22-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2022-08-01</date>
          </maturityDate>
          <couponOrYield>3.875</couponOrYield>
          <principalAmountToTheNearestCent>340000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>353387.50</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>T MOBILE USA INC SR GLBL NT 6%24-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2024-04-15</date>
          </maturityDate>
          <couponOrYield>6.000</couponOrYield>
          <principalAmountToTheNearestCent>29000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>30150.33</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>UNITED STATES STL CORP SR GLBL NT 26-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2026-03-15</date>
          </maturityDate>
          <couponOrYield>6.250</couponOrYield>
          <principalAmountToTheNearestCent>362959.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>246217.27</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>WYNDHAM DESTINATIONS INC SR SEC GLBL 26-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2026-07-31</date>
          </maturityDate>
          <couponOrYield>6.625</couponOrYield>
          <principalAmountToTheNearestCent>1015000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1046757.51</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>ANDRADE GUTIERREZ INTL S A SR SEC GLBL 24-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2024-12-30</date>
          </maturityDate>
          <couponOrYield>9.500</couponOrYield>
          <principalAmountToTheNearestCent>1214000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>847282.97</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CEMEX SAB DE CV SR SEC GLBL 27-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2027-06-05</date>
          </maturityDate>
          <couponOrYield>7.375</couponOrYield>
          <principalAmountToTheNearestCent>257000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>274855.68</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>PROVINCE OF SANTA FE SR GLBL REGS 23-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2023-03-23</date>
          </maturityDate>
          <couponOrYield>7.000</couponOrYield>
          <principalAmountToTheNearestCent>400000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>285881.77</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>AERCAP HOLDINGS NV JR SB GLBL NT 79-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2079-10-10</date>
          </maturityDate>
          <couponOrYield>5.875</couponOrYield>
          <principalAmountToTheNearestCent>1144000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>887303.08</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>AVIS BUDGET CAR RENT LLC /AVIS SR SEC GLBL 25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2025-05-15</date>
          </maturityDate>
          <couponOrYield>10.500</couponOrYield>
          <principalAmountToTheNearestCent>1000000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1172691.66</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CHC GROUP LLC / CHC FIN LTD SR NT 5% 2024-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2024-04-01</date>
          </maturityDate>
          <couponOrYield>5.000</couponOrYield>
          <principalAmountToTheNearestCent>9013449.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>450672.45</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CHARTER COMMUNICATIONS OPER SR SEC NT5.05%29-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2029-03-30</date>
          </maturityDate>
          <couponOrYield>5.049</couponOrYield>
          <principalAmountToTheNearestCent>297000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>365530.76</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>DCP MIDSTREAM OPERATING PL SR GLBL NT 23-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2023-03-15</date>
          </maturityDate>
          <couponOrYield>3.875</couponOrYield>
          <principalAmountToTheNearestCent>1036000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1051165.88</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>EMBRAER NETHERLANDS FIN SR GLBL NT 25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2025-06-15</date>
          </maturityDate>
          <couponOrYield>5.049</couponOrYield>
          <principalAmountToTheNearestCent>216000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>200355.66</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>FRONTERA ENERGY CORP SR 144A NT9.7%23-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2023-06-25</date>
          </maturityDate>
          <couponOrYield>9.699</couponOrYield>
          <principalAmountToTheNearestCent>114000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>91420.08</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>HESS MIDSTREAM OPERATIONS LP SR GLBL 144A 28-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2028-06-15</date>
          </maturityDate>
          <couponOrYield>5.125</couponOrYield>
          <principalAmountToTheNearestCent>70000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>71802.40</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>JOHNSON CTLS INC MTNS BK ENT SR GLBL NT 64-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2064-07-02</date>
          </maturityDate>
          <couponOrYield>4.950</couponOrYield>
          <principalAmountToTheNearestCent>480000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>613962.00</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>MACYS RETAIL HLDGS INC SR GLBL NT 21-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2021-01-15</date>
          </maturityDate>
          <couponOrYield>3.450</couponOrYield>
          <principalAmountToTheNearestCent>1175000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1159059.16</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>NEXTERA ENERGY OPER PARTNER LP SR GLBL 144A 24-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2024-07-15</date>
          </maturityDate>
          <couponOrYield>4.250</couponOrYield>
          <principalAmountToTheNearestCent>150000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>160183.33</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>PACIFIC DRILLING SECOND LIEN E SR SEC GLBL 24-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2024-04-01</date>
          </maturityDate>
          <couponOrYield>11.000</couponOrYield>
          <principalAmountToTheNearestCent>244634.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>11341.50</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>PETROBRAS GLOBAL FINANCE BV SR GLBL NT 21-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2021-05-23</date>
          </maturityDate>
          <couponOrYield>8.375</couponOrYield>
          <principalAmountToTheNearestCent>743000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>793588.49</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CB SANDRIDGE ENERGY IN 08 125 ESCROW CONTRA-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2022-10-16</date>
          </maturityDate>
          <couponOrYield>0.000</couponOrYield>
          <principalAmountToTheNearestCent>360000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>3152.52</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>STATION CASINOS LLC SR GLBL 144A 25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2025-10-01</date>
          </maturityDate>
          <couponOrYield>5.000</couponOrYield>
          <principalAmountToTheNearestCent>340000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>325691.66</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>TRANSOCEAN INC SR GLBL NT6.8%38-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2038-03-15</date>
          </maturityDate>
          <couponOrYield>6.799</couponOrYield>
          <principalAmountToTheNearestCent>1376000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>386227.91</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>WESCO DISTR INC SR GLBL NT 21-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2021-12-15</date>
          </maturityDate>
          <couponOrYield>5.375</couponOrYield>
          <principalAmountToTheNearestCent>425000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>427918.92</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>ODEBRECHT OFFSHORE DRILLING FR 6.72%120126-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2026-12-01</date>
          </maturityDate>
          <couponOrYield>7.719</couponOrYield>
          <principalAmountToTheNearestCent>13182554.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1320262.07</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>BANCO BTG PACTUAL SA CAYMAN IS 7.75%29-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2029-02-15</date>
          </maturityDate>
          <couponOrYield>7.750</couponOrYield>
          <principalAmountToTheNearestCent>500000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>538390.41</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>ORAZUL ENGY EGNOR S EN C POR A SR GLBL REGS 27-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2027-04-28</date>
          </maturityDate>
          <couponOrYield>5.625</couponOrYield>
          <principalAmountToTheNearestCent>1100000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1126812.50</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>RIO OIL FIN TR SR SEC GLBL 28-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2028-04-06</date>
          </maturityDate>
          <couponOrYield>8.199</couponOrYield>
          <principalAmountToTheNearestCent>250000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>256280.47</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>PERFORMANCE FOOD GROUP CO SR GLBL 144A 24-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2024-06-01</date>
          </maturityDate>
          <couponOrYield>5.500</couponOrYield>
          <principalAmountToTheNearestCent>285000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>290106.24</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>SM ENERGY CO SR GLBL NT 26-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2026-09-15</date>
          </maturityDate>
          <couponOrYield>6.750</couponOrYield>
          <principalAmountToTheNearestCent>1592000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>848536.00</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>T-MOBILE US INC SR GLBL NT 24-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2024-06-15</date>
          </maturityDate>
          <couponOrYield>7.125</couponOrYield>
          <principalAmountToTheNearestCent>233000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>273517.34</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>TRANSOCEAN INC NT 7.45%27-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2027-04-15</date>
          </maturityDate>
          <couponOrYield>7.450</couponOrYield>
          <principalAmountToTheNearestCent>124000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>35890.07</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>WEATHERFORD INTL LTD BERMUDA SR GLBL 144A 24-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2024-12-01</date>
          </maturityDate>
          <couponOrYield>11.000</couponOrYield>
          <principalAmountToTheNearestCent>153000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>113300.74</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>GRUPO AVAL LTD SR GLBL REGS 22-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2022-09-26</date>
          </maturityDate>
          <couponOrYield>4.750</couponOrYield>
          <principalAmountToTheNearestCent>611000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>635660.63</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>AUTOMOTORES GILDEMEISTER S A SR SEC PIK 21-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2021-05-23</date>
          </maturityDate>
          <couponOrYield>7.500</couponOrYield>
          <principalAmountToTheNearestCent>129000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>60611.06</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>IRSA PROPIEDADES C SR REGS NT 23-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2023-03-23</date>
          </maturityDate>
          <couponOrYield>8.750</couponOrYield>
          <principalAmountToTheNearestCent>815000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>699569.96</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>LAND O LAKES INC PERP SUB REGS BD-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2499-01-01</date>
          </maturityDate>
          <couponOrYield>8.000</couponOrYield>
          <principalAmountToTheNearestCent>10000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>9800.00</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>ACADIA HEALTHCARE COMPANY INC SR GLBL NT 23-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2023-02-15</date>
          </maturityDate>
          <couponOrYield>5.625</couponOrYield>
          <principalAmountToTheNearestCent>135000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>140498.21</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>AVIS BUDGET CAR RENT LLC /AVIS SR NT 5.5%23-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2023-04-01</date>
          </maturityDate>
          <couponOrYield>5.500</couponOrYield>
          <principalAmountToTheNearestCent>652000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>637873.33</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CCO HLDGS LLC / CCO HLDGS CAP SR GLBL 144A 28-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2028-02-01</date>
          </maturityDate>
          <couponOrYield>5.000</couponOrYield>
          <principalAmountToTheNearestCent>1160000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1252800.00</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CHARTER COMMUNICATIONS OPER SR SEC NT 25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2025-07-23</date>
          </maturityDate>
          <couponOrYield>4.908</couponOrYield>
          <principalAmountToTheNearestCent>19000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>22012.08</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>DCP MIDSTREAM LP PERP SUB GLBL -A-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2099-12-31</date>
          </maturityDate>
          <couponOrYield>7.375</couponOrYield>
          <principalAmountToTheNearestCent>425000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>313507.03</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>EQM MIDSTREAM PARTNERS LP SR GLBL NT 23-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2023-07-15</date>
          </maturityDate>
          <couponOrYield>4.750</couponOrYield>
          <principalAmountToTheNearestCent>373000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>377442.84</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>FREEPORT-MCMORAN COPPER &amp; GOLD SR GLBL NT 5%27-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2027-09-01</date>
          </maturityDate>
          <couponOrYield>5.000</couponOrYield>
          <principalAmountToTheNearestCent>200000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>216416.66</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>HERC HLDGS INC SR GLBL 144A 27-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2027-07-15</date>
          </maturityDate>
          <couponOrYield>5.500</couponOrYield>
          <principalAmountToTheNearestCent>181000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>192302.44</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>JBS USA LUX S A / JBS USA FOOD SR GLBL 144A 30-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2030-01-15</date>
          </maturityDate>
          <couponOrYield>5.500</couponOrYield>
          <principalAmountToTheNearestCent>222000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>245263.74</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>LITHIA MTRS INC SR GLBL 144A 27-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2027-12-15</date>
          </maturityDate>
          <couponOrYield>4.625</couponOrYield>
          <principalAmountToTheNearestCent>196000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>206284.06</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>NEWFIELD EXPL CO SR NT 5.75%22-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2022-01-30</date>
          </maturityDate>
          <couponOrYield>5.750</couponOrYield>
          <principalAmountToTheNearestCent>104000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>105553.75</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>TALEN ENERGY SUPPLY LLC SR NT 6%36-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2036-12-15</date>
          </maturityDate>
          <couponOrYield>6.000</couponOrYield>
          <principalAmountToTheNearestCent>431000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>174635.45</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>AMERICAN WOODMARK CORP SR GLBL 144A 26-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2026-03-15</date>
          </maturityDate>
          <couponOrYield>4.875</couponOrYield>
          <principalAmountToTheNearestCent>250000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>258174.16</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>BEACON ROOFING SUPPLY SR GLBL 144A 25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2025-11-01</date>
          </maturityDate>
          <couponOrYield>4.875</couponOrYield>
          <principalAmountToTheNearestCent>244000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>242093.75</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CARNIVAL CORP MTN BE SR SEC GLBL 23-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2023-04-01</date>
          </maturityDate>
          <couponOrYield>11.500</couponOrYield>
          <principalAmountToTheNearestCent>480000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>539226.13</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>TAPESTRY INC CR SEN SR GLBL22-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2022-07-15</date>
          </maturityDate>
          <couponOrYield>3.000</couponOrYield>
          <principalAmountToTheNearestCent>735000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>729673.69</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>DENBURY RES INC DEL SR SEC GLBL 24-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2024-02-15</date>
          </maturityDate>
          <couponOrYield>7.750</couponOrYield>
          <principalAmountToTheNearestCent>1391000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>640883.93</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>FERRELLGAS L P / FERRELLGAS SR GLBL NT 22-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2022-01-15</date>
          </maturityDate>
          <couponOrYield>6.750</couponOrYield>
          <principalAmountToTheNearestCent>2699000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>2329237.00</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>GEOPARK LTD SR GLBL 144A 27-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2027-01-17</date>
          </maturityDate>
          <couponOrYield>5.500</couponOrYield>
          <principalAmountToTheNearestCent>108000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>94984.49</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>ILFC E-CAPITAL TR I 5.9%65-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2065-12-21</date>
          </maturityDate>
          <couponOrYield>3.020</couponOrYield>
          <principalAmountToTheNearestCent>1150000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>577623.91</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>LIMITED BRANDS INC SR GLBL NT 35-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2035-11-01</date>
          </maturityDate>
          <couponOrYield>6.875</couponOrYield>
          <principalAmountToTheNearestCent>69000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>67512.18</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>MORGAN STANLEY ALT TIER I PERP-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2499-01-01</date>
          </maturityDate>
          <couponOrYield>4.085</couponOrYield>
          <principalAmountToTheNearestCent>155000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>151060.76</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>OASIS PETROLEUM INC SR NT 6.5%21-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2021-11-01</date>
          </maturityDate>
          <couponOrYield>6.500</couponOrYield>
          <principalAmountToTheNearestCent>274000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>57882.50</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>RBS GLOBAL INC SR 144A NT 25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2025-12-15</date>
          </maturityDate>
          <couponOrYield>4.875</couponOrYield>
          <principalAmountToTheNearestCent>55000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>56992.60</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>SIRIUS XM RADIO INC SR GLBL 144A 27-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2027-08-01</date>
          </maturityDate>
          <couponOrYield>5.000</couponOrYield>
          <principalAmountToTheNearestCent>700000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>763000.00</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>TALEN ENERGY SUPPLY LLC 10.5%26-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2026-01-15</date>
          </maturityDate>
          <couponOrYield>10.500</couponOrYield>
          <principalAmountToTheNearestCent>258000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>201128.19</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>USIS MERGER SUB INC SR GLBL 144A 25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2025-05-01</date>
          </maturityDate>
          <couponOrYield>6.875</couponOrYield>
          <principalAmountToTheNearestCent>437000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>458713.43</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>XPO LOGISTICS INC SR 144A NT 23-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2023-09-01</date>
          </maturityDate>
          <couponOrYield>6.125</couponOrYield>
          <principalAmountToTheNearestCent>515000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>538443.22</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CONSTELLATION OIL SVCS HLDG S A-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2030-11-09</date>
          </maturityDate>
          <couponOrYield>0.000</couponOrYield>
          <principalAmountToTheNearestCent>1766402.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>135885.77</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CHACO (PROVINCIA DEL) SR AMZ REGS NT24-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2024-08-18</date>
          </maturityDate>
          <couponOrYield>9.375</couponOrYield>
          <principalAmountToTheNearestCent>450000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>195609.37</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>TELECOM ARGENTINA S A SR GLBL REGS 26-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2026-07-18</date>
          </maturityDate>
          <couponOrYield>8.000</couponOrYield>
          <principalAmountToTheNearestCent>523000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>495472.76</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>ADVANCED DRAIN SYS INC DEL SR GLBL 144A 27-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2027-09-30</date>
          </maturityDate>
          <couponOrYield>5.000</couponOrYield>
          <principalAmountToTheNearestCent>13000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>13606.66</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>B &amp; G FOODS INC SR GLBL NT 25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2025-04-01</date>
          </maturityDate>
          <couponOrYield>5.250</couponOrYield>
          <principalAmountToTheNearestCent>105000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>111457.50</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CSVC ACQUISITION CORP SR SEC GLBL 25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2025-06-15</date>
          </maturityDate>
          <couponOrYield>7.750</couponOrYield>
          <principalAmountToTheNearestCent>100000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>42490.27</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CHARTER COMMUNICATIONS OPER SR SEC NT 4.8%50-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2050-03-01</date>
          </maturityDate>
          <couponOrYield>4.799</couponOrYield>
          <principalAmountToTheNearestCent>96000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>116700.48</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>DCP MIDSTREAM OPERATING PL SR GLBL NT 29-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2029-05-15</date>
          </maturityDate>
          <couponOrYield>5.125</couponOrYield>
          <principalAmountToTheNearestCent>341000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>345241.85</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>EMBRAER NETHERLANDS FIN SR GLBL NT5.4%27-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2027-02-01</date>
          </maturityDate>
          <couponOrYield>5.400</couponOrYield>
          <principalAmountToTheNearestCent>2000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1878.09</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>GFL ENVIRONMENTAL INC SR SEC GLBL 26-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2026-12-15</date>
          </maturityDate>
          <couponOrYield>5.125</couponOrYield>
          <principalAmountToTheNearestCent>158000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>168663.20</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>HILCORP ENERGY I L P / HILCORP SR 144A NT 25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2025-10-01</date>
          </maturityDate>
          <couponOrYield>5.750</couponOrYield>
          <principalAmountToTheNearestCent>730000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>706126.56</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>KB HOME SR NT 7.5%22-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2022-09-15</date>
          </maturityDate>
          <couponOrYield>7.500</couponOrYield>
          <principalAmountToTheNearestCent>120000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>134799.99</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>MALLINCKRODT INTL FIN SA SR 144A NT5.5%25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2025-04-15</date>
          </maturityDate>
          <couponOrYield>5.500</couponOrYield>
          <principalAmountToTheNearestCent>1338000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>195403.74</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>NOBLE HLDG INTL LTD SR NT 6.2%40-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2040-08-01</date>
          </maturityDate>
          <couponOrYield>6.200</couponOrYield>
          <principalAmountToTheNearestCent>6413000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>262933.00</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>PARTY CITY HLDGS INC SR GLBL 144A 26-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2026-08-01</date>
          </maturityDate>
          <couponOrYield>6.625</couponOrYield>
          <principalAmountToTheNearestCent>273000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>49993.12</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>PILGRIMS PRIDE CORP SR GLBL 144A 25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2025-03-15</date>
          </maturityDate>
          <couponOrYield>5.750</couponOrYield>
          <principalAmountToTheNearestCent>263000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>275287.94</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CB SANDRIDGE ENERGY IN 8.125 ESCROW CONTRA-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2022-10-15</date>
          </maturityDate>
          <couponOrYield>0.000</couponOrYield>
          <principalAmountToTheNearestCent>27599000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>262328.49</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>SUBURBAN PROPANE PARTNERS L P SR NT 5.75%25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2025-03-01</date>
          </maturityDate>
          <couponOrYield>5.750</couponOrYield>
          <principalAmountToTheNearestCent>83000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>86596.25</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>TRANSOCEAN INC SR GLBL 144A 26-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2026-01-15</date>
          </maturityDate>
          <couponOrYield>7.500</couponOrYield>
          <principalAmountToTheNearestCent>170000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>83457.25</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>WESCO DISTR INC SR GLBL 144A 25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2025-06-15</date>
          </maturityDate>
          <couponOrYield>7.125</couponOrYield>
          <principalAmountToTheNearestCent>119000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>130864.05</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>ODEBRECHT OIL &amp; GAS FIN LTD PERP ZERO REGS-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2099-12-31</date>
          </maturityDate>
          <couponOrYield>0.000</couponOrYield>
          <principalAmountToTheNearestCent>6524253.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>6524.25</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>ALPHA HLDG S A DE C V SR GLBL REGS 22-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2022-12-19</date>
          </maturityDate>
          <couponOrYield>10.000</couponOrYield>
          <principalAmountToTheNearestCent>685000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>605470.73</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>PAMPA ENERGIA SA SR GLBL REGS 29-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2029-04-15</date>
          </maturityDate>
          <couponOrYield>9.125</couponOrYield>
          <principalAmountToTheNearestCent>2000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1773.22</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>SESI L L C SR GLBL REGS 21-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2021-12-15</date>
          </maturityDate>
          <couponOrYield>7.125</couponOrYield>
          <principalAmountToTheNearestCent>300000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>119731.24</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>POWDR CORPORATION SR SEC GLBL 25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2025-08-01</date>
          </maturityDate>
          <couponOrYield>6.000</couponOrYield>
          <principalAmountToTheNearestCent>155000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>159055.83</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>SEADRILL NEW FIN LTD SR SEC GLBL 25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2025-07-15</date>
          </maturityDate>
          <couponOrYield>12.000</couponOrYield>
          <principalAmountToTheNearestCent>1882469.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>705925.87</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>SUNOCO LP/SUNOCO FIN CORP SR GLBL NT5.5%26-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2026-02-15</date>
          </maturityDate>
          <couponOrYield>5.500</couponOrYield>
          <principalAmountToTheNearestCent>210000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>221625.83</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>UBER TECHNOLOGIES INC 7.5%23-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2023-11-01</date>
          </maturityDate>
          <couponOrYield>7.500</couponOrYield>
          <principalAmountToTheNearestCent>125000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>132187.50</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>WESTINGHOUSE AIR BRAKE TECHNOL SR GLBL NT 26-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2026-11-15</date>
          </maturityDate>
          <couponOrYield>3.450</couponOrYield>
          <principalAmountToTheNearestCent>100000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>105936.33</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>VALARIS PLC SR GLBL NT 22-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2022-06-01</date>
          </maturityDate>
          <couponOrYield>4.875</couponOrYield>
          <principalAmountToTheNearestCent>92000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>8555.04</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>BANCO MERCANTILE DEL NORTE SA ALT TIER I PERP-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2499-01-01</date>
          </maturityDate>
          <couponOrYield>7.625</couponOrYield>
          <principalAmountToTheNearestCent>1125000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1060406.24</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>RIO NEGRO (PROVINCE OF) GLBL AMZ REGS 25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2025-12-07</date>
          </maturityDate>
          <couponOrYield>7.750</couponOrYield>
          <principalAmountToTheNearestCent>1549000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>703106.15</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>ALTICE FINANCING S.A. SR SEC GLBL 28-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2028-01-15</date>
          </maturityDate>
          <couponOrYield>5.000</couponOrYield>
          <principalAmountToTheNearestCent>650000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>668611.66</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>BANCOLOMBIA S A SUB NT 5.125%22-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2022-09-11</date>
          </maturityDate>
          <couponOrYield>5.125</couponOrYield>
          <principalAmountToTheNearestCent>103000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>109519.71</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CVR ENERGY INC SR GLBL 144A 25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2025-02-15</date>
          </maturityDate>
          <couponOrYield>5.250</couponOrYield>
          <principalAmountToTheNearestCent>57000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>54961.29</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CHOBANI LLC / CHOBANI FIN CORP SR GLBL 144A 25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2025-04-15</date>
          </maturityDate>
          <couponOrYield>7.500</couponOrYield>
          <principalAmountToTheNearestCent>24000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>25668.31</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>DAVITA INC SR GLBL NT 5%25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2025-05-01</date>
          </maturityDate>
          <couponOrYield>5.000</couponOrYield>
          <principalAmountToTheNearestCent>123000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>127920.00</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>ENLINK MIDSTREAM PARTNERS LP SR GLBL NT 26-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2026-07-15</date>
          </maturityDate>
          <couponOrYield>4.849</couponOrYield>
          <principalAmountToTheNearestCent>176000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>134579.37</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>GTT COMMUNICATIONS INC SR GLBL 144A 24-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2024-12-31</date>
          </maturityDate>
          <couponOrYield>7.875</couponOrYield>
          <principalAmountToTheNearestCent>300000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>171468.75</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>HUDBAY MINERALS INC SR GLBL 144A 25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2025-01-15</date>
          </maturityDate>
          <couponOrYield>7.625</couponOrYield>
          <principalAmountToTheNearestCent>5000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>5104.44</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>KRAFT HEINZ FOODS CO SR NT 4.375%46-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2046-06-01</date>
          </maturityDate>
          <couponOrYield>4.375</couponOrYield>
          <principalAmountToTheNearestCent>1155000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1206052.92</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>MASONITE INTL CORP SR GLBL 144A 28-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2028-02-01</date>
          </maturityDate>
          <couponOrYield>5.375</couponOrYield>
          <principalAmountToTheNearestCent>1225000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1337546.87</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>NOBLE HLDG INTL LTD SR GLBL NT 24-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2024-01-15</date>
          </maturityDate>
          <couponOrYield>7.750</couponOrYield>
          <principalAmountToTheNearestCent>149000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>2003.22</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>PETROBRAS GLOBAL FINANCE BV SR GLBL NT 15-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2115-06-05</date>
          </maturityDate>
          <couponOrYield>6.849</couponOrYield>
          <principalAmountToTheNearestCent>1174000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1235418.13</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>SM ENERGY COMPANY SR GLBL NT 27-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2027-01-15</date>
          </maturityDate>
          <couponOrYield>6.625</couponOrYield>
          <principalAmountToTheNearestCent>102000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>51300.33</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>STANDARD INDS INC SR GLBL 144A 27-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2027-02-15</date>
          </maturityDate>
          <couponOrYield>5.000</couponOrYield>
          <principalAmountToTheNearestCent>80000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>87427.64</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>TRANSOCEAN INC SR DEB 8%27-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2027-04-15</date>
          </maturityDate>
          <couponOrYield>8.000</couponOrYield>
          <principalAmountToTheNearestCent>2220000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>657243.33</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>WW INTL INC SR 144A NT 25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2025-12-01</date>
          </maturityDate>
          <couponOrYield>8.625</couponOrYield>
          <principalAmountToTheNearestCent>295000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>315465.62</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>ODEBRECHT DRILLING NORBE VIII/ FR 7.35%120126-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2026-12-01</date>
          </maturityDate>
          <couponOrYield>7.349</couponOrYield>
          <principalAmountToTheNearestCent>6370085.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1828506.35</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>AXTEL SAB DE CV 6.375%24-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2024-11-14</date>
          </maturityDate>
          <couponOrYield>6.375</couponOrYield>
          <principalAmountToTheNearestCent>395000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>419078.54</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>NEUQUEN PROV ARGENTINA FR 8.625%051228-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2028-05-12</date>
          </maturityDate>
          <couponOrYield>8.625</couponOrYield>
          <principalAmountToTheNearestCent>350000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>276671.28</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>LIBERTY MUT GROUP INC EXT JR SB GLBL87-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2087-03-07</date>
          </maturityDate>
          <couponOrYield>7.799</couponOrYield>
          <principalAmountToTheNearestCent>851000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1048207.90</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>ACRISURE LLC / ACRISURE FIN SR GLBL 144A 26-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2026-08-01</date>
          </maturityDate>
          <couponOrYield>10.125</couponOrYield>
          <principalAmountToTheNearestCent>700000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>805437.50</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>AVIS BUDGET CAR RENT LLC /AVIS SR GLBL 144A 27-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2027-07-15</date>
          </maturityDate>
          <couponOrYield>5.750</couponOrYield>
          <principalAmountToTheNearestCent>1319000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1236635.77</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CBL &amp; ASSOCIATES LP SR GLBL NT4.6%24-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2024-10-15</date>
          </maturityDate>
          <couponOrYield>4.599</couponOrYield>
          <principalAmountToTheNearestCent>777000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>197004.03</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CHARTER COMMUNICATIONS OPER SR SEC NT5.75%48-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2048-04-01</date>
          </maturityDate>
          <couponOrYield>5.750</couponOrYield>
          <principalAmountToTheNearestCent>200000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>264393.33</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>DCP MIDSTREAM LLC SR GLBL 144A 21-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2021-09-30</date>
          </maturityDate>
          <couponOrYield>4.750</couponOrYield>
          <principalAmountToTheNearestCent>1231000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1273572.08</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>ESH HOSPITALITY INC SR GLBL 144A 27-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2027-10-01</date>
          </maturityDate>
          <couponOrYield>4.625</couponOrYield>
          <principalAmountToTheNearestCent>1302000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1272987.09</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>FREEPORT-MCMORAN COPPER &amp; GOLD SR GLBL NT 28-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2028-03-01</date>
          </maturityDate>
          <couponOrYield>4.125</couponOrYield>
          <principalAmountToTheNearestCent>338000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>357213.18</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>HESS CORP SR NT 6%40-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2040-01-15</date>
          </maturityDate>
          <couponOrYield>6.000</couponOrYield>
          <principalAmountToTheNearestCent>100000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>115298.66</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>JOHNSON CTLS INC MTNS BK ENT SR NT 5.7%41-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2041-03-01</date>
          </maturityDate>
          <couponOrYield>5.700</couponOrYield>
          <principalAmountToTheNearestCent>555000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>705094.19</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>MGM RESORTS INTERNATIONAL SR GLBL NT 25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2025-05-01</date>
          </maturityDate>
          <couponOrYield>6.750</couponOrYield>
          <principalAmountToTheNearestCent>1092000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1150053.45</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>NEWFIELD EXPL CO SR NT 5.375%26-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2026-01-01</date>
          </maturityDate>
          <couponOrYield>5.375</couponOrYield>
          <principalAmountToTheNearestCent>407000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>393259.34</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>PACIFIC DRILLING FIRST LIEN ES SR SEC GLBL 23-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2023-10-01</date>
          </maturityDate>
          <couponOrYield>8.375</couponOrYield>
          <principalAmountToTheNearestCent>596000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>143906.60</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>PENSKE AUTOMOTIVE GRP INC SR SB GLBL NT 20-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2020-08-15</date>
          </maturityDate>
          <couponOrYield>3.750</couponOrYield>
          <principalAmountToTheNearestCent>1050000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1068156.24</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>SM ENERGY CO SR GLBL NT 22-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2022-11-15</date>
          </maturityDate>
          <couponOrYield>6.125</couponOrYield>
          <principalAmountToTheNearestCent>824000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>628654.77</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>T-MOBILE US INC SR GLBL NT 23-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2023-09-15</date>
          </maturityDate>
          <couponOrYield>7.875</couponOrYield>
          <principalAmountToTheNearestCent>680000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>809737.19</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>TOWNSQUARE MEDIA INC SR 144A NT6.5%23-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2023-04-01</date>
          </maturityDate>
          <couponOrYield>6.500</couponOrYield>
          <principalAmountToTheNearestCent>277000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>253916.66</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>VISTRA OPERATIONS CO LLC SR GLBL 144A 27-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2027-07-31</date>
          </maturityDate>
          <couponOrYield>5.000</couponOrYield>
          <principalAmountToTheNearestCent>13000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>13845.00</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>GOL FINANCE PERP SR GLBL-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2499-01-01</date>
          </maturityDate>
          <couponOrYield>8.750</couponOrYield>
          <principalAmountToTheNearestCent>1042000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>553381.59</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>AUTOMOTORES GILDEMEISTER S A GLBL REGS NT 21-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2021-05-24</date>
          </maturityDate>
          <couponOrYield>8.250</couponOrYield>
          <principalAmountToTheNearestCent>100000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>26512.50</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>INRETAIL SHOPPING MALLS SR GLBL REGS 28-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2028-04-03</date>
          </maturityDate>
          <couponOrYield>5.750</couponOrYield>
          <principalAmountToTheNearestCent>195000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>200106.56</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CANACOL ENERGY LTD SR GLBL REGS 25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2025-05-03</date>
          </maturityDate>
          <couponOrYield>7.250</couponOrYield>
          <principalAmountToTheNearestCent>920000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>943028.36</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>ARD FIN S A SR SEC GLBL 27-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2027-06-30</date>
          </maturityDate>
          <couponOrYield>6.500</couponOrYield>
          <principalAmountToTheNearestCent>883918.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>906384.24</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>AVANTOR INC SR SEC GLBL 24-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2024-10-01</date>
          </maturityDate>
          <couponOrYield>6.000</couponOrYield>
          <principalAmountToTheNearestCent>270000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>289575.00</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>ENTERCOM MEDIA CORP SR GLBL 144A 24-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2024-11-01</date>
          </maturityDate>
          <couponOrYield>7.250</couponOrYield>
          <principalAmountToTheNearestCent>490000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>415581.25</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CHAPARRAL ENERGY INC SR GLBL 144A 23-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2023-07-15</date>
          </maturityDate>
          <couponOrYield>8.750</couponOrYield>
          <principalAmountToTheNearestCent>890000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>74661.11</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CROWNROCK LP SR 144A NT 25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2025-10-15</date>
          </maturityDate>
          <couponOrYield>5.625</couponOrYield>
          <principalAmountToTheNearestCent>13000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>12985.08</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>EQM MIDSTREAM PARTNERS LP SR GLBL NT 26-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2026-12-01</date>
          </maturityDate>
          <couponOrYield>4.125</couponOrYield>
          <principalAmountToTheNearestCent>335000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>328083.92</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>FORTERRA FIN LLC / FRTA FIN CO SR SEC GLBL 25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2025-07-15</date>
          </maturityDate>
          <couponOrYield>6.500</couponOrYield>
          <principalAmountToTheNearestCent>969000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1032080.28</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>ENCOMPASS HEALTH CORP SR NT 5.75%24-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2024-11-01</date>
          </maturityDate>
          <couponOrYield>5.750</couponOrYield>
          <principalAmountToTheNearestCent>155000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>158584.37</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>ITAU UNIBANCO HLDG SA CY FR 4.5%112129-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2029-11-21</date>
          </maturityDate>
          <couponOrYield>4.500</couponOrYield>
          <principalAmountToTheNearestCent>1000000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>980825.00</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>LITHIA MTRS INC SR GLBL 144A 25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2025-08-01</date>
          </maturityDate>
          <couponOrYield>5.250</couponOrYield>
          <principalAmountToTheNearestCent>210000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>223912.50</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>NEW ENTERPRISE STONE &amp; LIME CO SR GLBL 144A 28-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2028-07-15</date>
          </maturityDate>
          <couponOrYield>9.750</couponOrYield>
          <principalAmountToTheNearestCent>190000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>199848.33</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>PG&amp;E CORP SR SEC GLBL NT28-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2028-07-01</date>
          </maturityDate>
          <couponOrYield>5.000</couponOrYield>
          <principalAmountToTheNearestCent>149000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>154256.38</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>RITCHIE BROS AUCTIONEERS INC SR GLBL 144A 25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2025-01-15</date>
          </maturityDate>
          <couponOrYield>5.375</couponOrYield>
          <principalAmountToTheNearestCent>100000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>103717.88</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>SPECTRUM BRANDS INC SR GLBL NT 24-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2024-12-15</date>
          </maturityDate>
          <couponOrYield>6.125</couponOrYield>
          <principalAmountToTheNearestCent>267000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>276432.14</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>TEMPUR PEDIC INTL SR GLBL NT 23-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2023-10-15</date>
          </maturityDate>
          <couponOrYield>5.625</couponOrYield>
          <principalAmountToTheNearestCent>9000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>9369.56</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>VALE OVERSEAS LTD SR GLBL NT 34-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2034-01-17</date>
          </maturityDate>
          <couponOrYield>8.250</couponOrYield>
          <principalAmountToTheNearestCent>114000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>165639.62</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>AI CANDELARIA SPAIN S L U SR SEC GLBL 28-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2028-12-15</date>
          </maturityDate>
          <couponOrYield>7.500</couponOrYield>
          <principalAmountToTheNearestCent>100000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>107687.50</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>AJECORP BV SR GLBL REGS 22-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2022-05-14</date>
          </maturityDate>
          <couponOrYield>6.500</couponOrYield>
          <principalAmountToTheNearestCent>584000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>584258.25</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>EMPRESA ELECTRICA COCHRANE SPA SR SEC GLBL 27-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2027-05-14</date>
          </maturityDate>
          <couponOrYield>5.500</couponOrYield>
          <principalAmountToTheNearestCent>561000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>559012.86</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>UNIFIN FIN S A B DE C V SOFOM SR GLBL REGS 25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2025-01-15</date>
          </maturityDate>
          <couponOrYield>7.000</couponOrYield>
          <principalAmountToTheNearestCent>652000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>499377.66</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>THE ADT CORPORATION SR NT 3.5%22-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2022-07-15</date>
          </maturityDate>
          <couponOrYield>3.500</couponOrYield>
          <principalAmountToTheNearestCent>100000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>103055.55</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>ARCELORMITTAL SA LUXEMBOURG SR GLBL NT 25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2025-06-01</date>
          </maturityDate>
          <couponOrYield>6.125</couponOrYield>
          <principalAmountToTheNearestCent>149000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>171279.72</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>BERRY GLOBAL ESCROW CORP SR SEC GLBL 27-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2027-07-15</date>
          </maturityDate>
          <couponOrYield>5.625</couponOrYield>
          <principalAmountToTheNearestCent>822000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>878463.18</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CEDAR FAIR L P / MAGNUM MGMT/ SR NT 5.375%24-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2024-06-01</date>
          </maturityDate>
          <couponOrYield>5.375</couponOrYield>
          <principalAmountToTheNearestCent>200000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>197197.66</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>COMMSCOPE TECHNOLOGIES LLC SR 144A NT 6%25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2025-06-15</date>
          </maturityDate>
          <couponOrYield>6.000</couponOrYield>
          <principalAmountToTheNearestCent>275000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>282608.33</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>DIAMONDBACK ENERGY INC SR GLBL NT 24-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2024-12-01</date>
          </maturityDate>
          <couponOrYield>2.875</couponOrYield>
          <principalAmountToTheNearestCent>41000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>41849.99</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>FORD MTR CO DEL SR GLBL NT8.5%23-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2023-04-21</date>
          </maturityDate>
          <couponOrYield>8.500</couponOrYield>
          <principalAmountToTheNearestCent>19000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>21268.88</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>GULFPORT ENERGY CORP SR NT 6%24-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2024-10-15</date>
          </maturityDate>
          <couponOrYield>6.000</couponOrYield>
          <principalAmountToTheNearestCent>1468000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>794608.82</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>INCO LTD SR DEB 7.2%32-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2032-09-15</date>
          </maturityDate>
          <couponOrYield>7.200</couponOrYield>
          <principalAmountToTheNearestCent>500000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>653500.00</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>LENNAR CORP SR GLBL NT 21-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2021-01-15</date>
          </maturityDate>
          <couponOrYield>8.375</couponOrYield>
          <principalAmountToTheNearestCent>125000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>129215.27</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>NGL ENERGY PARTNERS LP SR GLBL NT 25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2025-03-01</date>
          </maturityDate>
          <couponOrYield>6.125</couponOrYield>
          <principalAmountToTheNearestCent>1648000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1162698.33</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>1011778 B.C. UNLIMITED LIABILI SR SEC GLBL 25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2025-10-15</date>
          </maturityDate>
          <couponOrYield>5.000</couponOrYield>
          <principalAmountToTheNearestCent>60000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>62404.93</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>AHERN RENTALS INC SR SEC 144A NT23-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2023-05-15</date>
          </maturityDate>
          <couponOrYield>7.375</couponOrYield>
          <principalAmountToTheNearestCent>2189000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1008186.51</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>BMC EAST LLC SR SEC 144A NT24-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2024-10-01</date>
          </maturityDate>
          <couponOrYield>5.500</couponOrYield>
          <principalAmountToTheNearestCent>125000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>130104.16</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CSC HLDGS LLC SR NT 6.75%21-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2021-11-15</date>
          </maturityDate>
          <couponOrYield>6.750</couponOrYield>
          <principalAmountToTheNearestCent>125000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>134281.25</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CHEMOURS CO SR GLBL NT 23-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2023-05-15</date>
          </maturityDate>
          <couponOrYield>6.625</couponOrYield>
          <principalAmountToTheNearestCent>85000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>87038.81</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>DAE FDG LLC SR 144A NT4.5%22-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2022-08-01</date>
          </maturityDate>
          <couponOrYield>4.500</couponOrYield>
          <principalAmountToTheNearestCent>135000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>135658.12</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>ENERGIZER HLDGS INC 6.375%26-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2026-07-15</date>
          </maturityDate>
          <couponOrYield>6.375</couponOrYield>
          <principalAmountToTheNearestCent>357000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>382108.99</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>GLP CAP LP/GLP FING II INC SR GLBL NT 26-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2026-04-15</date>
          </maturityDate>
          <couponOrYield>5.375</couponOrYield>
          <principalAmountToTheNearestCent>446000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>506899.68</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>HILLENBRAND INC SR GLBL NT 25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2025-06-15</date>
          </maturityDate>
          <couponOrYield>5.750</couponOrYield>
          <principalAmountToTheNearestCent>290000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>314559.37</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>KB HOME SR NT 7%21-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2021-12-15</date>
          </maturityDate>
          <couponOrYield>7.000</couponOrYield>
          <principalAmountToTheNearestCent>300000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>316933.33</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>MALLINCKRODT INTL FIN SA / CB SR SEC GLBL 25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2025-04-15</date>
          </maturityDate>
          <couponOrYield>10.000</couponOrYield>
          <principalAmountToTheNearestCent>5280000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>3691599.99</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>NOBLE HLDG INTL LTD SR NT 4.625%21-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2021-03-01</date>
          </maturityDate>
          <couponOrYield>4.625</couponOrYield>
          <principalAmountToTheNearestCent>107000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>5271.97</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>PEMEX PROJ FDG MASTER TR SR GLBL 13 BD 35-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2035-06-15</date>
          </maturityDate>
          <couponOrYield>6.625</couponOrYield>
          <principalAmountToTheNearestCent>549000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>473886.50</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>PISCES MIDCO INC SR GLBL 144A 26-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2026-04-15</date>
          </maturityDate>
          <couponOrYield>8.000</couponOrYield>
          <principalAmountToTheNearestCent>781000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>818921.88</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>SCIENTIFIC GAMES INTL INC SR GLBL 144A 29-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2029-11-15</date>
          </maturityDate>
          <couponOrYield>7.250</couponOrYield>
          <principalAmountToTheNearestCent>200000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>185061.11</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>SUMMIT MIDSTREAM PARTNERS LP PERP JR SB -A NT-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2499-01-01</date>
          </maturityDate>
          <couponOrYield>9.500</couponOrYield>
          <principalAmountToTheNearestCent>8160000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1312853.33</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>TRANSOCEAN INC SR GLBL 144A 27-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2027-02-01</date>
          </maturityDate>
          <couponOrYield>8.000</couponOrYield>
          <principalAmountToTheNearestCent>1733000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>919683.84</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>WESTERN GAS PARTNERS LP SR GLBL NT 21-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2021-06-01</date>
          </maturityDate>
          <couponOrYield>5.375</couponOrYield>
          <principalAmountToTheNearestCent>137000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>139883.62</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>RUTAS 2 &amp; 7 FIN LTD SR SEC GLBL 36-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2036-09-30</date>
          </maturityDate>
          <couponOrYield>0.000</couponOrYield>
          <principalAmountToTheNearestCent>725000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>493906.25</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>ALPHA HLDG S A DE C V SR GLBL REGS 25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2025-02-10</date>
          </maturityDate>
          <couponOrYield>9.000</couponOrYield>
          <principalAmountToTheNearestCent>85000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>73312.50</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>PAMPA ENERGIA SA SR REGS NT 23-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2023-07-21</date>
          </maturityDate>
          <couponOrYield>7.375</couponOrYield>
          <principalAmountToTheNearestCent>64000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>57398.63</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>VALEANT PHARMACEUTICALS INTL 8.5%27-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2027-01-31</date>
          </maturityDate>
          <couponOrYield>8.500</couponOrYield>
          <principalAmountToTheNearestCent>528000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>591307.19</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>QVC INC SR SEC GLBL NT23-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2023-03-15</date>
          </maturityDate>
          <couponOrYield>4.375</couponOrYield>
          <principalAmountToTheNearestCent>225000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>234343.74</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>SHELF DRILLING HLDGS LTD SR GLBL 144A 25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2025-02-15</date>
          </maturityDate>
          <couponOrYield>8.250</couponOrYield>
          <principalAmountToTheNearestCent>2141000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>873126.56</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>T MOBILE USA INC SR NT 6.375%25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2025-03-01</date>
          </maturityDate>
          <couponOrYield>6.375</couponOrYield>
          <principalAmountToTheNearestCent>200000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>210966.50</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>UNITED RENTALS NORTH AMER INC SR SEC GLBL NT27-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2027-11-15</date>
          </maturityDate>
          <couponOrYield>3.875</couponOrYield>
          <principalAmountToTheNearestCent>219000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>230784.51</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>WPX ENERGY INC SR GLBL NT 27-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2027-10-15</date>
          </maturityDate>
          <couponOrYield>5.250</couponOrYield>
          <principalAmountToTheNearestCent>693000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>692451.37</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>ADECOAGRO S A 6%27-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2027-09-21</date>
          </maturityDate>
          <couponOrYield>6.000</couponOrYield>
          <principalAmountToTheNearestCent>262000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>259773.00</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CAMPOSOL S A SR GLBL REGS 27-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2027-02-04</date>
          </maturityDate>
          <couponOrYield>6.000</couponOrYield>
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          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
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        <collateralIssuers>
          <nameOfCollateralIssuer>SALTA PROV SR SEC REGS 22-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2022-03-16</date>
          </maturityDate>
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          <principalAmountToTheNearestCent>290000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>53418.21</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
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        <collateralIssuers>
          <nameOfCollateralIssuer>AMERICAN AIRLINES SR SEC GLBL 25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2025-07-15</date>
          </maturityDate>
          <couponOrYield>11.750</couponOrYield>
          <principalAmountToTheNearestCent>115000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>100026.04</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>BAUSCH HEALTH COS INC SR GLBL 144A 29-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2029-05-30</date>
          </maturityDate>
          <couponOrYield>7.250</couponOrYield>
          <principalAmountToTheNearestCent>226000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>252259.69</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CALPINE CORPORATION SR GLBL NT5.5%24-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2024-02-01</date>
          </maturityDate>
          <couponOrYield>5.500</couponOrYield>
          <principalAmountToTheNearestCent>195000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>203365.50</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CITRIX SYS INC SR GLBL NT3.3%30-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2030-03-01</date>
          </maturityDate>
          <couponOrYield>3.299</couponOrYield>
          <principalAmountToTheNearestCent>169000.00</principalAmountToTheNearestCent>
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          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>DENBURY RES INC DEL SR SEC 144A NT21-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2021-05-15</date>
          </maturityDate>
          <couponOrYield>9.000</couponOrYield>
          <principalAmountToTheNearestCent>700000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>293300.00</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>FTS INTERNATIONAL INC SR SEC NT6.25%22-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2022-05-01</date>
          </maturityDate>
          <couponOrYield>6.250</couponOrYield>
          <principalAmountToTheNearestCent>1714000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>510986.25</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>GENESIS ENERGY LP SR GLBL NT6.5%25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2025-10-01</date>
          </maturityDate>
          <couponOrYield>6.500</couponOrYield>
          <principalAmountToTheNearestCent>159000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>148134.99</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>IHS MARKIT LTD SR GLBL 144A 25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2025-02-15</date>
          </maturityDate>
          <couponOrYield>4.750</couponOrYield>
          <principalAmountToTheNearestCent>90000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>103920.37</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>KRAFT HEINZ FOODS CO SR GLBL 144A 27-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2027-05-15</date>
          </maturityDate>
          <couponOrYield>3.875</couponOrYield>
          <principalAmountToTheNearestCent>1004000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1086897.90</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>MATTEL INC MTN BE SR GLBL 144A 27-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2027-12-15</date>
          </maturityDate>
          <couponOrYield>5.875</couponOrYield>
          <principalAmountToTheNearestCent>406000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>443634.95</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>NOVELIS CORP SR 144A NT 26-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2026-09-30</date>
          </maturityDate>
          <couponOrYield>5.875</couponOrYield>
          <principalAmountToTheNearestCent>35000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>37882.34</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>ALCOA NEDERLAND HLDG B V SR GLBL 144A 26-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2026-09-30</date>
          </maturityDate>
          <couponOrYield>7.000</couponOrYield>
          <principalAmountToTheNearestCent>770000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>851491.66</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>BNP PARIBAS VR 122110-122120-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2020-12-21</date>
          </maturityDate>
          <couponOrYield>1.257</couponOrYield>
          <principalAmountToTheNearestCent>431000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>426301.85</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CSC HLDGS LLC SR GLBL 144A 29-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2029-02-01</date>
          </maturityDate>
          <couponOrYield>6.500</couponOrYield>
          <principalAmountToTheNearestCent>1000000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1173750.00</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CHEMOURS CO SR GLBL NT 27-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2027-05-15</date>
          </maturityDate>
          <couponOrYield>5.375</couponOrYield>
          <principalAmountToTheNearestCent>91000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>89757.59</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>DAE FDG LLC SR 144A NT 5%24-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2024-08-01</date>
          </maturityDate>
          <couponOrYield>5.000</couponOrYield>
          <principalAmountToTheNearestCent>200000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>192972.22</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>ENLINK MIDSTREAM LLC 5.375%29-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2029-06-01</date>
          </maturityDate>
          <couponOrYield>5.375</couponOrYield>
          <principalAmountToTheNearestCent>140000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>111924.16</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>GLP CAP LP/GLP FING II INC 5.3%29-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2029-01-15</date>
          </maturityDate>
          <couponOrYield>5.299</couponOrYield>
          <principalAmountToTheNearestCent>185000.00</principalAmountToTheNearestCent>
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          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>HILTON DOMESTIC OPER CO INC SR NT 4.25%24-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2024-09-01</date>
          </maturityDate>
          <couponOrYield>4.250</couponOrYield>
          <principalAmountToTheNearestCent>264000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>271763.79</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>KRAFT FOODS GROUP INC SR GLBL NT 5%42-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2042-06-04</date>
          </maturityDate>
          <couponOrYield>5.000</couponOrYield>
          <principalAmountToTheNearestCent>150000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>169010.49</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>MARTIN MIDSTREAM PARTNERS LP / SR GLBL NT 21-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2021-02-15</date>
          </maturityDate>
          <couponOrYield>7.250</couponOrYield>
          <principalAmountToTheNearestCent>727000.00</principalAmountToTheNearestCent>
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          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>NOBLE HLDG INTL LTD SR NT 6.05%41-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2041-03-01</date>
          </maturityDate>
          <couponOrYield>6.049</couponOrYield>
          <principalAmountToTheNearestCent>666000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>23448.74</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>PLASTIPAK HLDGS INC SR GLBL 144A 25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2025-10-15</date>
          </maturityDate>
          <couponOrYield>6.250</couponOrYield>
          <principalAmountToTheNearestCent>200000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>201180.55</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>SCIENTIFIC GAMES INTL INC SR GLBL 144A 25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2025-07-01</date>
          </maturityDate>
          <couponOrYield>8.625</couponOrYield>
          <principalAmountToTheNearestCent>1000000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1011547.50</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>SUMMIT MATERIALS LLC SR GLBL 144A 25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2025-06-01</date>
          </maturityDate>
          <couponOrYield>5.125</couponOrYield>
          <principalAmountToTheNearestCent>150000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>154656.24</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>TRIMAS CORP SR GLBL 144A 25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2025-10-15</date>
          </maturityDate>
          <couponOrYield>4.875</couponOrYield>
          <principalAmountToTheNearestCent>320000.00</principalAmountToTheNearestCent>
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          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>WESTERN GAS PARTNERS L P SR GLBL NT5.3%48-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2048-03-01</date>
          </maturityDate>
          <couponOrYield>5.299</couponOrYield>
          <principalAmountToTheNearestCent>386000.00</principalAmountToTheNearestCent>
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          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>TERMOCANDELARIA POWER LTD SR GLBL REGS 29-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2029-01-30</date>
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          <couponOrYield>7.875</couponOrYield>
          <principalAmountToTheNearestCent>652000.00</principalAmountToTheNearestCent>
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          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>BANCO INTERNATIONAL DEL PERU SUB GLBL REGS 30-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2030-07-08</date>
          </maturityDate>
          <couponOrYield>4.000</couponOrYield>
          <principalAmountToTheNearestCent>150000.00</principalAmountToTheNearestCent>
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          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>PETROLEUM CO TRINIDAD &amp; TOBAGO GLBL NT REGS6%22-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2022-05-08</date>
          </maturityDate>
          <couponOrYield>6.000</couponOrYield>
          <principalAmountToTheNearestCent>472000.00</principalAmountToTheNearestCent>
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          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>ZF NORTH AMER CAP INC SR GLBL REGS 22-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2022-04-29</date>
          </maturityDate>
          <couponOrYield>4.500</couponOrYield>
          <principalAmountToTheNearestCent>300000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>316348.50</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>REYNOLDS GROUP ISSUER LLC SR SEC 144A NT23-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2023-07-15</date>
          </maturityDate>
          <couponOrYield>5.125</couponOrYield>
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          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>SOUTHWESTERN ENERGY CO MTN BE SR GLBL NT7.5%26-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2026-04-01</date>
          </maturityDate>
          <couponOrYield>7.500</couponOrYield>
          <principalAmountToTheNearestCent>175000.00</principalAmountToTheNearestCent>
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          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>TAYLOR MORRISON CMNTYS INC/HLD SR 144A NT 23-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2023-04-15</date>
          </maturityDate>
          <couponOrYield>5.875</couponOrYield>
          <principalAmountToTheNearestCent>60000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>64187.91</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>VALARIS PLC 7.75%26-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2026-02-01</date>
          </maturityDate>
          <couponOrYield>7.750</couponOrYield>
          <principalAmountToTheNearestCent>1654000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>167467.50</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>GARDA WORLD SECURITY CORP SR SEC GLBL 27-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2027-02-15</date>
          </maturityDate>
          <couponOrYield>4.625</couponOrYield>
          <principalAmountToTheNearestCent>260000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>270237.50</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>TONON LUXEMBOURG SA REGS NT 6.25%24-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2024-10-31</date>
          </maturityDate>
          <couponOrYield>6.500</couponOrYield>
          <principalAmountToTheNearestCent>164168.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>9478.49</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>COMPANIA GEN DE COMBUS SR GLBL REGS 21-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2021-11-07</date>
          </maturityDate>
          <couponOrYield>9.500</couponOrYield>
          <principalAmountToTheNearestCent>202000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>165519.36</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>TRUST F/1401 SR GLBL REGS 50-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2050-01-15</date>
          </maturityDate>
          <couponOrYield>6.389</couponOrYield>
          <principalAmountToTheNearestCent>5270000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>5384108.67</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>APACHE CORP SR NT 5.25%42-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2042-02-01</date>
          </maturityDate>
          <couponOrYield>5.250</couponOrYield>
          <principalAmountToTheNearestCent>560000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>549500.00</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>BED BATH &amp; BEYOND SR GLBL NT 44-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2044-08-01</date>
          </maturityDate>
          <couponOrYield>5.165</couponOrYield>
          <principalAmountToTheNearestCent>1575000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>993549.37</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CEDAR FAIR L P / CANADAS WONDE SR SEC GLBL 25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2025-05-01</date>
          </maturityDate>
          <couponOrYield>5.500</couponOrYield>
          <principalAmountToTheNearestCent>500000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>515825.55</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>COMMERCIAL METALS CO SR GLBL NT 23-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2023-05-15</date>
          </maturityDate>
          <couponOrYield>4.875</couponOrYield>
          <principalAmountToTheNearestCent>75000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>78396.87</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>DIAMOND SPORTS GROUP LLC / DIA SR GLBL 144A 27-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2027-08-15</date>
          </maturityDate>
          <couponOrYield>6.625</couponOrYield>
          <principalAmountToTheNearestCent>110000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>64410.34</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>FORD MTR CO DEL SR GLBL NT 31-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2031-07-16</date>
          </maturityDate>
          <couponOrYield>7.450</couponOrYield>
          <principalAmountToTheNearestCent>139000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>161047.36</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>GROUP 1 AUTOMOTIVE INC SR NT 5%22-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2022-06-01</date>
          </maturityDate>
          <couponOrYield>5.000</couponOrYield>
          <principalAmountToTheNearestCent>250000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>251458.33</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>IHEARTCOMMUNICATIONS INC SR SEC GLBL 28-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2028-01-15</date>
          </maturityDate>
          <couponOrYield>4.750</couponOrYield>
          <principalAmountToTheNearestCent>1125000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1112603.74</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>LEHMAN BRTH HLD RICI-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2038-05-11</date>
          </maturityDate>
          <couponOrYield>0.000</couponOrYield>
          <principalAmountToTheNearestCent>218862000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>3282.92</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>NCR CORP NEW SR GLBL 144A 27-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2027-09-01</date>
          </maturityDate>
          <couponOrYield>5.750</couponOrYield>
          <principalAmountToTheNearestCent>25000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>26598.95</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>OIL &amp; GAS HLDG CO B S C FR 7.5%102527-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2027-10-25</date>
          </maturityDate>
          <couponOrYield>7.500</couponOrYield>
          <principalAmountToTheNearestCent>199000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>219869.46</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>REYNOLDS GROUP ISSUER LLC SR SEC FL 144A21-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2021-07-15</date>
          </maturityDate>
          <couponOrYield>3.774</couponOrYield>
          <principalAmountToTheNearestCent>716000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>717201.28</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>SIX FLAGS THEME PKS INC SR SEC GLBL 25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2025-07-01</date>
          </maturityDate>
          <couponOrYield>7.000</couponOrYield>
          <principalAmountToTheNearestCent>425000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>463373.25</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>TAYLOR MORRISON COMMUNITIES SR 144A NT 24-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2024-03-01</date>
          </maturityDate>
          <couponOrYield>5.625</couponOrYield>
          <principalAmountToTheNearestCent>306000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>333061.87</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>VALARIS PLC SR GLBL NT5.2%25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2025-03-15</date>
          </maturityDate>
          <couponOrYield>5.200</couponOrYield>
          <principalAmountToTheNearestCent>320000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>24686.22</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>FRONTERA ENERGY CORP SR GLBL REGS 23-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2023-06-25</date>
          </maturityDate>
          <couponOrYield>9.699</couponOrYield>
          <principalAmountToTheNearestCent>1065000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>854056.04</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>JSL EUROPE LLC SR GLBL REGS 24-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2024-07-26</date>
          </maturityDate>
          <couponOrYield>7.750</couponOrYield>
          <principalAmountToTheNearestCent>219000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>219462.33</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>COLOMBIA TELECOMUNICACIONES SR GLBL REGS 22-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2022-09-27</date>
          </maturityDate>
          <couponOrYield>5.375</couponOrYield>
          <principalAmountToTheNearestCent>428000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>436934.32</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>TELEFONICA MOVILES 5.875%27-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2027-04-15</date>
          </maturityDate>
          <couponOrYield>5.875</couponOrYield>
          <principalAmountToTheNearestCent>250000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>268033.85</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>ANTERO RESOURCES CORP SR GLBL NT 5%25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2025-03-01</date>
          </maturityDate>
          <couponOrYield>5.000</couponOrYield>
          <principalAmountToTheNearestCent>181000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>118705.83</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>BED BATH &amp; BEYOND SR GLBL NT 24-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2024-08-01</date>
          </maturityDate>
          <couponOrYield>3.749</couponOrYield>
          <principalAmountToTheNearestCent>724000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>668791.38</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CASCADES INC SR 144A NT 23-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2023-07-15</date>
          </maturityDate>
          <couponOrYield>5.750</couponOrYield>
          <principalAmountToTheNearestCent>500000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>507527.77</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>COMERICA INC PERP SUB GLBL -A-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2499-01-01</date>
          </maturityDate>
          <couponOrYield>5.625</couponOrYield>
          <principalAmountToTheNearestCent>563000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>603342.46</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>DELL INTL LLC/EMC CORP SR GLBL 144A 24-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2024-06-15</date>
          </maturityDate>
          <couponOrYield>7.125</couponOrYield>
          <principalAmountToTheNearestCent>320000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>335396.53</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>FLY LEASING LTD SR NT 5.25%24-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2024-10-15</date>
          </maturityDate>
          <couponOrYield>5.250</couponOrYield>
          <principalAmountToTheNearestCent>275000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>226446.68</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>GREENEDEN US HOLDINGS II LLC SR GLBL 144A 24-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2024-11-30</date>
          </maturityDate>
          <couponOrYield>10.000</couponOrYield>
          <principalAmountToTheNearestCent>495000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>536043.74</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>ICAHN ENTERPRISES LP/CORP SR GLBL NT 22-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2022-02-01</date>
          </maturityDate>
          <couponOrYield>6.250</couponOrYield>
          <principalAmountToTheNearestCent>275000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>289176.25</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>LAMAR MEDIA CORP SR SB NT 5%23-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2023-05-01</date>
          </maturityDate>
          <couponOrYield>5.000</couponOrYield>
          <principalAmountToTheNearestCent>54000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>55215.00</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>MURPHY OIL CORP SR GLBL NT 25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2025-08-15</date>
          </maturityDate>
          <couponOrYield>5.750</couponOrYield>
          <principalAmountToTheNearestCent>60000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>58203.23</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>OCCIDENTAL PETE CORP MTN BK EN SR GLBL NT 26-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2026-03-15</date>
          </maturityDate>
          <couponOrYield>5.549</couponOrYield>
          <principalAmountToTheNearestCent>425000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>433910.83</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>SBA COMMUNICATIONS CORP SR GLBL NT 24-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2024-09-01</date>
          </maturityDate>
          <couponOrYield>4.875</couponOrYield>
          <principalAmountToTheNearestCent>310000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>324821.87</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>SPRINGLEAF FINANCE CORPORATION 6.875%25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2025-03-15</date>
          </maturityDate>
          <couponOrYield>6.875</couponOrYield>
          <principalAmountToTheNearestCent>951000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1082687.08</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>TENET HEALTHCARE CORP SR SEC GLBL NT24-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2024-07-15</date>
          </maturityDate>
          <couponOrYield>4.625</couponOrYield>
          <principalAmountToTheNearestCent>240000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>245293.33</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>VANTAGE DRILLING INTL SR SEC GLBL 23-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2023-11-15</date>
          </maturityDate>
          <couponOrYield>9.250</couponOrYield>
          <principalAmountToTheNearestCent>2000000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1328541.66</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>BRASKEM FINANCE LIMITED GTD PERP BD REGS-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2499-01-01</date>
          </maturityDate>
          <couponOrYield>7.375</couponOrYield>
          <principalAmountToTheNearestCent>316000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>315313.13</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>BRASKEM NETH FIN B V SR GLBL REGS 28-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2028-01-10</date>
          </maturityDate>
          <couponOrYield>4.500</couponOrYield>
          <principalAmountToTheNearestCent>1855000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1749636.00</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>BANCO DO BRASIL S A GRAND CAYM LW TIER II 21-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2021-01-15</date>
          </maturityDate>
          <couponOrYield>5.375</couponOrYield>
          <principalAmountToTheNearestCent>136000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>138345.94</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>YPF SOCIEDAD ANONIMA SR GLBL REGS 47-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2047-12-15</date>
          </maturityDate>
          <couponOrYield>7.000</couponOrYield>
          <principalAmountToTheNearestCent>619000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>424788.75</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>AES CORP SR GLBL NT 27-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2027-09-01</date>
          </maturityDate>
          <couponOrYield>5.125</couponOrYield>
          <principalAmountToTheNearestCent>234000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>260199.61</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>ARDAGH PACKAGING SR SEC GLBL 26-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2026-08-15</date>
          </maturityDate>
          <couponOrYield>4.125</couponOrYield>
          <principalAmountToTheNearestCent>105000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>109871.34</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>BOART LONGYEAR MGMT PTY LTD SR SEC GLBL 22-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2022-12-31</date>
          </maturityDate>
          <couponOrYield>10.000</couponOrYield>
          <principalAmountToTheNearestCent>563712.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>455667.19</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CENTENE CORP DEL SR GLBL NT 25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2025-01-15</date>
          </maturityDate>
          <couponOrYield>4.750</couponOrYield>
          <principalAmountToTheNearestCent>660000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>682843.33</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>COMSTOCK RES INC SR GLBL NT 26-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2026-08-15</date>
          </maturityDate>
          <couponOrYield>9.750</couponOrYield>
          <principalAmountToTheNearestCent>1295000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1350372.04</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>DISH DBS CORPORATION SR NT 6.75%21-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2021-06-01</date>
          </maturityDate>
          <couponOrYield>6.750</couponOrYield>
          <principalAmountToTheNearestCent>290000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>303412.50</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>FORD MOTOR CREDIT COMPANY SR GLBL FL NT 22-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2022-03-28</date>
          </maturityDate>
          <couponOrYield>1.576</couponOrYield>
          <principalAmountToTheNearestCent>535000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>514349.47</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>HCA INC. SR SEC GLBL NT26-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2026-06-15</date>
          </maturityDate>
          <couponOrYield>5.250</couponOrYield>
          <principalAmountToTheNearestCent>69000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>81459.90</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>INDUSTRIAS UNIDAS S A DE C V SR -A VAR NT 27-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2027-11-30</date>
          </maturityDate>
          <couponOrYield>9.000</couponOrYield>
          <principalAmountToTheNearestCent>1753107.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>810487.66</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>LEVEL 3 FING INC SR GLBL 144A 23-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2023-05-01</date>
          </maturityDate>
          <couponOrYield>5.125</couponOrYield>
          <principalAmountToTheNearestCent>215000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>220397.39</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>NAVIENT CORPORATION SR NT 5.875%21-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2021-03-25</date>
          </maturityDate>
          <couponOrYield>5.875</couponOrYield>
          <principalAmountToTheNearestCent>330000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>341768.62</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>OUTFRONT MEDIA CAP / OUTFRONT SR GLBL 144A 25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2025-06-15</date>
          </maturityDate>
          <couponOrYield>6.250</couponOrYield>
          <principalAmountToTheNearestCent>205000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>209754.86</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>SLM CORP FR 5.625%080133-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2033-08-01</date>
          </maturityDate>
          <couponOrYield>5.625</couponOrYield>
          <principalAmountToTheNearestCent>984000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>856695.00</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>SPRINGLEAF FINANCE CORPORATION 6.625%28-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2028-01-15</date>
          </maturityDate>
          <couponOrYield>6.625</couponOrYield>
          <principalAmountToTheNearestCent>1162000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1341173.94</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>TENET HEALTHCARE CORP SR SEC GLBL 27-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2027-11-01</date>
          </maturityDate>
          <couponOrYield>5.125</couponOrYield>
          <principalAmountToTheNearestCent>230000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>246746.87</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>VERICAST CORP / HARLAND CLARKE SR SEC GLBL 24-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2024-05-01</date>
          </maturityDate>
          <couponOrYield>12.500</couponOrYield>
          <principalAmountToTheNearestCent>105420.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>112850.64</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CSN ISLANDS XII CORP. PERP SR REGS NT-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2499-01-01</date>
          </maturityDate>
          <couponOrYield>7.000</couponOrYield>
          <principalAmountToTheNearestCent>300000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>246811.33</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>BRASKEM NETH FIN B V SR GLBL REGS 30-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2030-01-31</date>
          </maturityDate>
          <couponOrYield>4.500</couponOrYield>
          <principalAmountToTheNearestCent>100000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>92520.00</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>BANCO DO BRASIL S A GRAND CAYM LW TIER II 23-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2023-01-19</date>
          </maturityDate>
          <couponOrYield>5.875</couponOrYield>
          <principalAmountToTheNearestCent>995000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1053998.66</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>YPF SOCIEDAD ANONIMA SR GLBL REGS 29-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2029-06-27</date>
          </maturityDate>
          <couponOrYield>8.500</couponOrYield>
          <principalAmountToTheNearestCent>1119000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>884336.37</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>AHP HEALTH PARTNERS INC SR GLBL 144A 26-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2026-07-15</date>
          </maturityDate>
          <couponOrYield>9.750</couponOrYield>
          <principalAmountToTheNearestCent>440000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>469406.66</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>ARUBA INVESTMENTS INC SR GLBL 144A 23-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2023-02-15</date>
          </maturityDate>
          <couponOrYield>8.750</couponOrYield>
          <principalAmountToTheNearestCent>220000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>234926.38</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>BUCKEYE PARTNERS L P SR NT 4.15%23-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2023-07-01</date>
          </maturityDate>
          <couponOrYield>4.150</couponOrYield>
          <principalAmountToTheNearestCent>338000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>345016.31</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CENGAGE LEARNING INC SR 144A NT9.5%24-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2024-06-15</date>
          </maturityDate>
          <couponOrYield>9.500</couponOrYield>
          <principalAmountToTheNearestCent>1008000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>667435.99</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CONTINENTAL RES INC SR NT 5%22-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2022-09-15</date>
          </maturityDate>
          <couponOrYield>5.000</couponOrYield>
          <principalAmountToTheNearestCent>86000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>87624.44</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>DISH DBS CORPORATION SR NT 5%23-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2023-03-15</date>
          </maturityDate>
          <couponOrYield>5.000</couponOrYield>
          <principalAmountToTheNearestCent>240000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>254805.33</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>FORD MOTOR CREDIT COMPANY SR GLBL FL NT 20-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2020-11-02</date>
          </maturityDate>
          <couponOrYield>0.681</couponOrYield>
          <principalAmountToTheNearestCent>300000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>297991.07</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>HCA INC. SR NT 5.875%23-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2023-05-01</date>
          </maturityDate>
          <couponOrYield>5.875</couponOrYield>
          <principalAmountToTheNearestCent>230000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>256283.82</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>INTERTAPE POLYMER GROUP INC 7%26-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2026-10-15</date>
          </maturityDate>
          <couponOrYield>7.000</couponOrYield>
          <principalAmountToTheNearestCent>290000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>308664.72</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>LEVEL 3 FING INC SR GLBL NT 23-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2023-05-01</date>
          </maturityDate>
          <couponOrYield>5.125</couponOrYield>
          <principalAmountToTheNearestCent>903000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>925669.06</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>NAVIENT CORPORATION SR GLBL NT 23-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2023-09-25</date>
          </maturityDate>
          <couponOrYield>7.250</couponOrYield>
          <principalAmountToTheNearestCent>748000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>808120.50</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>OWENS &amp; MINOR INC NEW SR GLBL NT 24-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2024-12-15</date>
          </maturityDate>
          <couponOrYield>4.375</couponOrYield>
          <principalAmountToTheNearestCent>187000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>176825.38</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>NAVIENT CORPORATION FR 5.5%012523-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2023-01-25</date>
          </maturityDate>
          <couponOrYield>5.500</couponOrYield>
          <principalAmountToTheNearestCent>268000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>275854.18</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>T-MOBILE US INC SR NT 6%22-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2022-11-15</date>
          </maturityDate>
          <couponOrYield>6.000</couponOrYield>
          <principalAmountToTheNearestCent>411000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>449542.20</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>TEVA PHARMACEUTICAL FIN NETH SR GLBL 144A 25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2025-01-31</date>
          </maturityDate>
          <couponOrYield>7.125</couponOrYield>
          <principalAmountToTheNearestCent>209000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>229590.67</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>VERITAS US INC/VERITAS BERMUDA SR SEC GLBL 23-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2023-02-01</date>
          </maturityDate>
          <couponOrYield>7.500</couponOrYield>
          <principalAmountToTheNearestCent>345000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>358872.45</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>DIGICEL LIMITED SR REGS NT 23-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2023-03-01</date>
          </maturityDate>
          <couponOrYield>6.750</couponOrYield>
          <principalAmountToTheNearestCent>200000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>139587.50</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>AEGEA FIN S A R L S A SR GLBL REGS 24-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2024-10-10</date>
          </maturityDate>
          <couponOrYield>5.750</couponOrYield>
          <principalAmountToTheNearestCent>18000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>18856.42</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>GRUPO IDESA S A DE C V SR SEC GLBL 26-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2026-05-22</date>
          </maturityDate>
          <couponOrYield>10.125</couponOrYield>
          <principalAmountToTheNearestCent>102470.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>57037.36</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>ALLISON TRANSMISSION INC SR GLBL COCO 29-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2029-06-01</date>
          </maturityDate>
          <couponOrYield>5.875</couponOrYield>
          <principalAmountToTheNearestCent>270000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>299676.14</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>AMC ENTMT HLDGS INC 6.125%27-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2027-05-15</date>
          </maturityDate>
          <couponOrYield>6.125</couponOrYield>
          <principalAmountToTheNearestCent>599000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>163485.40</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>ASCEND LEARNING LLC SR GLBL 144A 25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2025-08-01</date>
          </maturityDate>
          <couponOrYield>6.875</couponOrYield>
          <principalAmountToTheNearestCent>100000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>105937.50</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>BUENOS AIRES CITY ARGENTINA FR 7.5%060127-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2027-06-01</date>
          </maturityDate>
          <couponOrYield>7.500</couponOrYield>
          <principalAmountToTheNearestCent>1000000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>887291.66</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CENTURYTEL INC SR NT-S 6.45%21-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2021-06-15</date>
          </maturityDate>
          <couponOrYield>6.450</couponOrYield>
          <principalAmountToTheNearestCent>170000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>177648.58</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>COVANTA HLDG CORP SR GLBL NT 25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2025-07-01</date>
          </maturityDate>
          <couponOrYield>5.875</couponOrYield>
          <principalAmountToTheNearestCent>105000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>109714.06</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>EQT CORP SR GLBL NT3.9%27-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2027-10-01</date>
          </maturityDate>
          <couponOrYield>3.899</couponOrYield>
          <principalAmountToTheNearestCent>117000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>110073.60</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>FORD MOTOR CREDIT COMPANY SR GLBL FL NT 21-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2021-01-07</date>
          </maturityDate>
          <couponOrYield>2.825</couponOrYield>
          <principalAmountToTheNearestCent>628000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>626024.26</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>HANESBRANDS INC SR 144A NT 26-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2026-05-15</date>
          </maturityDate>
          <couponOrYield>4.875</couponOrYield>
          <principalAmountToTheNearestCent>9000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>9928.09</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>IRON MTN INC NEW SR GLBL 144A 28-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2028-07-15</date>
          </maturityDate>
          <couponOrYield>5.000</couponOrYield>
          <principalAmountToTheNearestCent>407000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>427112.58</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>LEVEL 3 FING INC SR GLBL NT 24-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2024-01-15</date>
          </maturityDate>
          <couponOrYield>5.375</couponOrYield>
          <principalAmountToTheNearestCent>124000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>126416.62</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>NETFLIX INC. SR GLBL NT 25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2025-02-15</date>
          </maturityDate>
          <couponOrYield>5.875</couponOrYield>
          <principalAmountToTheNearestCent>215000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>250431.70</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>PBF HLDG CO LLC / PBF FIN CORP FR 7.25%061525-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2025-06-15</date>
          </maturityDate>
          <couponOrYield>7.250</couponOrYield>
          <principalAmountToTheNearestCent>62000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>57781.14</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>PENSKE AUTOMOTIVE GRP INC SR SB NT 5.75%22-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2022-10-01</date>
          </maturityDate>
          <couponOrYield>5.750</couponOrYield>
          <principalAmountToTheNearestCent>148000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>151206.66</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>SM ENERGY COMPANY SR GLBL NT 5%24-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2024-01-15</date>
          </maturityDate>
          <couponOrYield>5.000</couponOrYield>
          <principalAmountToTheNearestCent>2186000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1229017.77</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>T-MOBILE US INC SR GLBL NT 21-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2021-09-15</date>
          </maturityDate>
          <couponOrYield>7.250</couponOrYield>
          <principalAmountToTheNearestCent>410000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>444291.94</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>TIDEWATER INC NEW SR SEC GLBL NT22-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2022-08-01</date>
          </maturityDate>
          <couponOrYield>8.000</couponOrYield>
          <principalAmountToTheNearestCent>1364031.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1213987.59</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CBS CORP NEW JR SB GLBL DB 57-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2057-02-28</date>
          </maturityDate>
          <couponOrYield>5.875</couponOrYield>
          <principalAmountToTheNearestCent>215000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>228817.78</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>DIGICEL HLDGS BERMUDA LTD / D SUB GLBL REGS 26-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2026-12-31</date>
          </maturityDate>
          <couponOrYield>8.000</couponOrYield>
          <principalAmountToTheNearestCent>112136.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>83915.10</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>AUTOPISTAS DEL SOL S A SR SEC GLBL 30-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2030-12-30</date>
          </maturityDate>
          <couponOrYield>7.375</couponOrYield>
          <principalAmountToTheNearestCent>218000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>169490.95</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>INDUSTRIAS META PES MTNBE REGS SR GLBL REGS 25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2025-12-30</date>
          </maturityDate>
          <couponOrYield>8.500</couponOrYield>
          <principalAmountToTheNearestCent>1761072.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>82936.51</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>AMERICAN AIRLINES GROUP INC SR GLBL REGS 22-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2022-06-01</date>
          </maturityDate>
          <couponOrYield>5.000</couponOrYield>
          <principalAmountToTheNearestCent>180000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>99405.59</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>AMC ENTMT HLDGS INC SR SEC GLBL 25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2025-04-15</date>
          </maturityDate>
          <couponOrYield>10.500</couponOrYield>
          <principalAmountToTheNearestCent>1509000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1249892.12</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>ASSUREDPARTNERS INC SR GLBL 144A 25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2025-08-15</date>
          </maturityDate>
          <couponOrYield>7.000</couponOrYield>
          <principalAmountToTheNearestCent>400000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>419419.11</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>BUILDING MATLS CORP AMER SR 144A NT 6%25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2025-10-15</date>
          </maturityDate>
          <couponOrYield>6.000</couponOrYield>
          <principalAmountToTheNearestCent>325000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>343741.66</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CENTURYTEL INC SR GLBL -X NT 25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2025-04-01</date>
          </maturityDate>
          <couponOrYield>5.625</couponOrYield>
          <principalAmountToTheNearestCent>125000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>135421.25</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CREDIVALORES - CREDISERVICIOS SR GLBL 144A 22-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2022-07-27</date>
          </maturityDate>
          <couponOrYield>9.750</couponOrYield>
          <principalAmountToTheNearestCent>200000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>162662.50</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>EQT CORP CR SEN SR GLBL30-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2030-02-01</date>
          </maturityDate>
          <couponOrYield>8.750</couponOrYield>
          <principalAmountToTheNearestCent>142000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>167382.50</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>FORD MOTOR CREDIT COMPANY SR GLBL NT 24-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2024-03-18</date>
          </maturityDate>
          <couponOrYield>5.583</couponOrYield>
          <principalAmountToTheNearestCent>686000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>738341.64</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>HAT HLDGS I LLC / HAT HLDGS II SR GLBL 144A 24-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2024-07-15</date>
          </maturityDate>
          <couponOrYield>5.250</couponOrYield>
          <principalAmountToTheNearestCent>200000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>208842.66</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>ITAU UNIBANCO HLDG SA REG S SUB NT 5.65%22-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2022-03-19</date>
          </maturityDate>
          <couponOrYield>5.650</couponOrYield>
          <principalAmountToTheNearestCent>742000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>791394.73</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>LIMITED BRANDS INC SR NT 5.625%22-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2022-02-15</date>
          </maturityDate>
          <couponOrYield>5.625</couponOrYield>
          <principalAmountToTheNearestCent>77000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>80194.53</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>NETFLIX INC. SR GLBL 144A 25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2025-06-15</date>
          </maturityDate>
          <couponOrYield>3.625</couponOrYield>
          <principalAmountToTheNearestCent>100000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>106951.45</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>PETROLEUM DEV CORP SR GLBL NT 26-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2026-05-15</date>
          </maturityDate>
          <couponOrYield>5.750</couponOrYield>
          <principalAmountToTheNearestCent>28000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>28342.68</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>NAVIENT CORPORATION FR 7.25%012522-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2022-01-25</date>
          </maturityDate>
          <couponOrYield>7.250</couponOrYield>
          <principalAmountToTheNearestCent>154000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>162163.28</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>SPIRIT AEROSYSTEMS INC SR GLBL NT 26-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2026-06-15</date>
          </maturityDate>
          <couponOrYield>3.850</couponOrYield>
          <principalAmountToTheNearestCent>100000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>93631.94</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>TENNESSEE MERGER SUB INC SR 144A NT 25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2025-02-01</date>
          </maturityDate>
          <couponOrYield>6.375</couponOrYield>
          <principalAmountToTheNearestCent>138000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>84438.75</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>VERITAS US INC/VERITAS BERMUDA SR 144A NT 24-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2024-02-01</date>
          </maturityDate>
          <couponOrYield>10.500</couponOrYield>
          <principalAmountToTheNearestCent>853000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>821012.50</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>DIGICEL HLDGS BERMUDA LTD / D SR SEC GLBL 24-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2024-05-25</date>
          </maturityDate>
          <couponOrYield>8.750</couponOrYield>
          <principalAmountToTheNearestCent>678000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>697139.37</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CIMPOR FINL OPERATIONS BV SR REGS NT 24-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2024-07-17</date>
          </maturityDate>
          <couponOrYield>5.750</couponOrYield>
          <principalAmountToTheNearestCent>1000000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>676076.38</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>GRUPO KUO SAB DE CV SR GLBL REGS 27-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2027-07-07</date>
          </maturityDate>
          <couponOrYield>5.750</couponOrYield>
          <principalAmountToTheNearestCent>186000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>173942.29</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>TELECOM ITALIA CAPITAL-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2033-11-15</date>
          </maturityDate>
          <couponOrYield>0.000</couponOrYield>
          <principalAmountToTheNearestCent>146000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>164820.42</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>AMC ENTMT HLDGS INC SR SB GLBL NT 26-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2026-11-15</date>
          </maturityDate>
          <couponOrYield>5.875</couponOrYield>
          <principalAmountToTheNearestCent>198000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>53935.74</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>ASBURY AUTOMOTIVE GROUP INC SR GLBL 144A 28-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2028-03-01</date>
          </maturityDate>
          <couponOrYield>4.500</couponOrYield>
          <principalAmountToTheNearestCent>848000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>882132.00</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>BUCKEYE PARTNERS L P SR GLBL 144A 28-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2028-03-01</date>
          </maturityDate>
          <couponOrYield>4.500</couponOrYield>
          <principalAmountToTheNearestCent>943000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>962095.75</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CENTRAL GARDEN &amp; PET CO SR GLBL NT 23-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2023-11-15</date>
          </maturityDate>
          <couponOrYield>6.125</couponOrYield>
          <principalAmountToTheNearestCent>160000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>166868.88</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CONTINENTAL RES INC SR NT 4.375%28-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2028-01-15</date>
          </maturityDate>
          <couponOrYield>4.375</couponOrYield>
          <principalAmountToTheNearestCent>603000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>562535.34</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>EQT CORP SR NT 4.875%21-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2021-11-15</date>
          </maturityDate>
          <couponOrYield>4.875</couponOrYield>
          <principalAmountToTheNearestCent>80000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>81023.33</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>FORD MOTOR CREDIT COMPANY SR GLBL FL NT 23-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2023-02-15</date>
          </maturityDate>
          <couponOrYield>1.627</couponOrYield>
          <principalAmountToTheNearestCent>200000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>186696.15</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>HD SUPPLY INC SR GLBL 144A 26-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2026-10-15</date>
          </maturityDate>
          <couponOrYield>5.375</couponOrYield>
          <principalAmountToTheNearestCent>500000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>533538.19</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>IRON MTN INC DEL SR GLBL 144A 27-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2027-09-15</date>
          </maturityDate>
          <couponOrYield>4.875</couponOrYield>
          <principalAmountToTheNearestCent>230000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>245135.53</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>LEVEL 3 FING INC SR GLBL NT 25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2025-05-01</date>
          </maturityDate>
          <couponOrYield>5.375</couponOrYield>
          <principalAmountToTheNearestCent>486000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>512679.37</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>NAVIENT CORPORATION SR GLBL NT 25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2025-06-25</date>
          </maturityDate>
          <couponOrYield>6.750</couponOrYield>
          <principalAmountToTheNearestCent>139000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>145498.25</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>OXFORD FINANCE LLC / OXFORD FI SR 144A NT 22-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID>8NAV47T0Y26Q87Y0QP81</LEIID>
          <maturityDate>
            <date>2022-12-15</date>
          </maturityDate>
          <couponOrYield>6.375</couponOrYield>
          <principalAmountToTheNearestCent>311000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>295650.85</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
      </repurchaseAgreement>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1+</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>NR</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2020-08-03</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2020-08-03</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2050-12-31</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0054</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>200000000.00</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>200000000.00</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0295</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>N</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>MIZUHO BANK LTD</nameOfIssuer>
      <titleOfIssuer>MIZUHO BANK LTD</titleOfIssuer>
      <CUSIPMember>60710APF3</CUSIPMember>
      <investmentCategory>Certificate of Deposit</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2020-10-21</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2020-10-21</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2020-10-21</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0026</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>100010920.00</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>100010920.00</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0147</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>N</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>MIZUHO BANK LTD</nameOfIssuer>
      <titleOfIssuer>MIZUHO BANK LTD</titleOfIssuer>
      <CUSIPMember>60689PK62</CUSIPMember>
      <investmentCategory>Financial Company Commercial Paper</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2020-10-06</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2020-10-06</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2020-10-06</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0025</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>72479490.48</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>72479490.48</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0107</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>N</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>MIZUHO BANK LTD/NY</nameOfIssuer>
      <titleOfIssuer>MIZUHO BANK LTD/NY</titleOfIssuer>
      <CUSIPMember>60710APV8</CUSIPMember>
      <investmentCategory>Certificate of Deposit</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2020-10-29</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2020-10-29</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2020-10-29</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0023</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>153005726.79</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>153005726.79</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0225</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>N</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>MUFG BANK LTD/NY</nameOfIssuer>
      <titleOfIssuer>MUFG BANK LTD/NY</titleOfIssuer>
      <CUSIPMember>55380TBF6</CUSIPMember>
      <investmentCategory>Certificate of Deposit</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2020-08-28</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2020-08-28</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2020-08-28</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0027</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>25017063.00</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>25017063.00</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0037</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>N</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>MUFG BANK LTD/NY</nameOfIssuer>
      <titleOfIssuer>MUFG BANK LTD/NY</titleOfIssuer>
      <CUSIPMember>62479LLJ2</CUSIPMember>
      <investmentCategory>Financial Company Commercial Paper</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2020-11-18</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2020-11-18</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2020-11-18</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0024</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>99931250.00</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>99931250.00</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0147</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>N</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>NATIONAL BANK OF CANADA</nameOfIssuer>
      <titleOfIssuer>NATIONAL BANK OF CANADA</titleOfIssuer>
      <ISINId>1397</ISINId>
      <cik>0000926171</cik>
      <investmentCategory>Non-Negotiable Time Deposit</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2020-08-04</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2020-08-04</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2020-08-04</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0012</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>320000000.00</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>320000000.00</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0471</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>Y</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>NATIXIS NY BRANCH</nameOfIssuer>
      <titleOfIssuer>NATIXIS NY BRANCH</titleOfIssuer>
      <CUSIPMember>63873QEW0</CUSIPMember>
      <investmentCategory>Certificate of Deposit</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2020-09-09</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2020-09-09</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2020-09-09</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0095</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>195682790.55</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>195682790.55</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0288</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>N</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>NRW BANK</nameOfIssuer>
      <titleOfIssuer>NRW BANK</titleOfIssuer>
      <ISINId>36811</ISINId>
      <cik>0001377054</cik>
      <investmentCategory>Non-Negotiable Time Deposit</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1+</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1+</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2020-08-05</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2020-08-05</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2020-08-05</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0011</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>320000000.00</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>320000000.00</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0471</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>Y</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>PRUDENTIAL FUNDING LLC</nameOfIssuer>
      <titleOfIssuer>PRUDENTIAL FUNDING LLC</titleOfIssuer>
      <CUSIPMember>74433GH58</CUSIPMember>
      <investmentCategory>Financial Company Commercial Paper</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1+</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1+</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2020-08-05</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2020-08-05</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2020-08-05</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0012</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>49999548.50</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>49999548.50</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0074</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>Y</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>PSP CAPITAL INC</nameOfIssuer>
      <titleOfIssuer>PSP CAPITAL INC</titleOfIssuer>
      <CUSIPMember>69370ALQ5</CUSIPMember>
      <investmentCategory>Financial Company Commercial Paper</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>NR</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1+</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2020-11-24</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2020-11-24</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2020-11-24</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0027</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>49972933.50</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>49972933.50</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0074</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>N</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>SKANDINAV ENSKILDA BK NY</nameOfIssuer>
      <titleOfIssuer>SKANDINAV ENSKILDA BK NY</titleOfIssuer>
      <CUSIPMember>83050PGB9</CUSIPMember>
      <investmentCategory>Certificate of Deposit</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1+</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2020-08-06</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2020-11-06</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2020-11-06</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0063</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>125046291.25</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>125046291.25</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0184</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>N</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>SKANDINAV ENSKILDA BK NY</nameOfIssuer>
      <titleOfIssuer>SKANDINAV ENSKILDA BK NY</titleOfIssuer>
      <CUSIPMember>83050PHZ5</CUSIPMember>
      <investmentCategory>Certificate of Deposit</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1+</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2020-08-10</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2020-08-10</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2020-08-10</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0037</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>100006235.00</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>100006235.00</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0147</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>N</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>SKANDINAV ENSKILDA BK NY</nameOfIssuer>
      <titleOfIssuer>SKANDINAV ENSKILDA BK NY</titleOfIssuer>
      <CUSIPMember>83050PLV9</CUSIPMember>
      <investmentCategory>Certificate of Deposit</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1+</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2020-12-23</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2020-12-23</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2020-12-23</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0023</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>115008324.85</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>115008324.85</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0169</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>N</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>SUMITOMO MITSUI BANK NY</nameOfIssuer>
      <titleOfIssuer>SUMITOMO MITSUI BANK NY</titleOfIssuer>
      <CUSIPMember>86565CNA3</CUSIPMember>
      <investmentCategory>Certificate of Deposit</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2020-09-03</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2020-12-03</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2020-12-03</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0026</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>119990275.20</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>119990275.20</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0177</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>N</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>SUMITOMO MITSUI BANK NY</nameOfIssuer>
      <titleOfIssuer>SUMITOMO MITSUI BANK NY</titleOfIssuer>
      <CUSIPMember>86565CFS3</CUSIPMember>
      <investmentCategory>Certificate of Deposit</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2020-09-18</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2020-09-18</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2020-09-18</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0031</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>100019445.00</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>100019445.00</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0147</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>N</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>SUMITOMO MITSUI TRUST BANK LTD (SI</nameOfIssuer>
      <titleOfIssuer>SUMITOMO MITSUI TRUST BANK LTD (SI</titleOfIssuer>
      <CUSIPMember>86564YJE3</CUSIPMember>
      <investmentCategory>Financial Company Commercial Paper</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2020-09-14</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2020-09-14</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2020-09-14</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0031</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>99981250.00</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>99981250.00</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0147</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>N</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>SUMITOMO MITSUI TRUST BANK LTD (SI</nameOfIssuer>
      <titleOfIssuer>SUMITOMO MITSUI TRUST BANK LTD (SI</titleOfIssuer>
      <CUSIPMember>86564YL26</CUSIPMember>
      <investmentCategory>Financial Company Commercial Paper</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2020-11-02</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2020-11-02</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2020-11-02</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0027</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>19989294.40</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>19989294.40</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0029</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>N</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>SUMITOMO MITSUI TRUST NY</nameOfIssuer>
      <titleOfIssuer>SUMITOMO MITSUI TRUST NY</titleOfIssuer>
      <CUSIPMember>86564GFU0</CUSIPMember>
      <investmentCategory>Certificate of Deposit</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2020-10-23</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2020-10-23</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2020-10-23</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0026</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>125014858.75</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>125014858.75</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0184</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>N</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>SUMITOMO MITSUI TRUST NY</nameOfIssuer>
      <titleOfIssuer>SUMITOMO MITSUI TRUST NY</titleOfIssuer>
      <CUSIPMember>86564GGC9</CUSIPMember>
      <investmentCategory>Certificate of Deposit</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2020-11-04</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2020-11-04</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2020-11-04</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0022</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>85001129.65</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>85001129.65</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0125</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>N</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>SWEDBANK AB</nameOfIssuer>
      <titleOfIssuer>SWEDBANK AB</titleOfIssuer>
      <CUSIPMember>87019RLG9</CUSIPMember>
      <investmentCategory>Financial Company Commercial Paper</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1+</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1+</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2020-11-16</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2020-11-16</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2020-11-16</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0036</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>274853975.00</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>274853975.00</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0405</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>N</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>TORONTO-DOMINION BANK</nameOfIssuer>
      <titleOfIssuer>TORONTO-DOMINION BANK</titleOfIssuer>
      <ISINId>610</ISINId>
      <cik>0000947263</cik>
      <investmentCategory>Non-Negotiable Time Deposit</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1+</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1+</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2020-08-07</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2020-08-07</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2020-08-07</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0012</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>300000000.00</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>300000000.00</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0442</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>Y</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>TREASURY BILL</nameOfIssuer>
      <titleOfIssuer>TREASURY BILL</titleOfIssuer>
      <CUSIPMember>9127962R9</CUSIPMember>
      <investmentCategory>U.S. Treasury Debt</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1+</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1+</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2020-10-15</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2020-10-15</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2020-10-15</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0010</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>229961523.30</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>229961523.30</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0339</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>Y</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>Y</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>TREASURY BILL</nameOfIssuer>
      <titleOfIssuer>TREASURY BILL</titleOfIssuer>
      <CUSIPMember>9127963X5</CUSIPMember>
      <investmentCategory>U.S. Treasury Debt</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1+</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1+</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2020-09-08</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2020-09-08</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2020-09-08</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0012</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>194985375.00</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>194985375.00</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0287</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>Y</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>Y</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>VICTORY RECEIVABLES CORPORATION ABCP</nameOfIssuer>
      <titleOfIssuer>VICTORY RECEIVABLES CORPORATION ABCP</titleOfIssuer>
      <CUSIPMember>92646KHL9</CUSIPMember>
      <investmentCategory>Asset Backed Commercial Paper</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2020-08-20</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2020-08-20</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2020-08-20</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>Y</securityEnhancementsFlag>
      <enhancementProvider>
        <identityOfTheEnhancementProvider>MUFG BANK LTD</identityOfTheEnhancementProvider>
        <typeOfEnhancement>Fully Supported</typeOfEnhancement>
        <amountProvidedByEnhancement>1.0000</amountProvidedByEnhancement>
        <enhancementRatingOrNRSRO>
          <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
          <rating>F1</rating>
        </enhancementRatingOrNRSRO>
        <enhancementRatingOrNRSRO>
          <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
          <rating>P-1</rating>
        </enhancementRatingOrNRSRO>
        <enhancementRatingOrNRSRO>
          <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
          <rating>A-1</rating>
        </enhancementRatingOrNRSRO>
      </enhancementProvider>
      <yieldOfTheSecurityAsOfReportingDate>0.0031</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>124990000.00</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>124990000.00</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0184</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>N</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>WELLS FARGO</nameOfIssuer>
      <titleOfIssuer>WELLS FARGO</titleOfIssuer>
      <LEIID/>
      <ISINId>22101</ISINId>
      <cik>0001224385</cik>
      <investmentCategory>Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash</investmentCategory>
      <fundAcqstnUndrlyngSecurityFlag>Y</fundAcqstnUndrlyngSecurityFlag>
      <repurchaseAgreement>
        <repurchaseAgreementOpenFlag>N</repurchaseAgreementOpenFlag>
        <collateralIssuers>
          <nameOfCollateralIssuer>International Bank for Reconstruction and Development (World Bank)-Other Instrument (international debt)</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2024-08-28</date>
          </maturityDate>
          <couponOrYield>1.500</couponOrYield>
          <principalAmountToTheNearestCent>1250000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1315931.25</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Other Instrument</ctgryInvestmentsRprsntsCollateral>
          <otherInstrumentBriefDesc>International Debt</otherInstrumentBriefDesc>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>International Finance Corp-Other Instrument (international debt)</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2025-07-16</date>
          </maturityDate>
          <couponOrYield>0.375</couponOrYield>
          <principalAmountToTheNearestCent>69880000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>69963593.95</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Other Instrument</ctgryInvestmentsRprsntsCollateral>
          <otherInstrumentBriefDesc>International Debt</otherInstrumentBriefDesc>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>Asian Development Bank-Other Instrument (international debt)</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2022-02-16</date>
          </maturityDate>
          <couponOrYield>2.000</couponOrYield>
          <principalAmountToTheNearestCent>1375000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1424399.16</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Other Instrument</ctgryInvestmentsRprsntsCollateral>
          <otherInstrumentBriefDesc>International Debt</otherInstrumentBriefDesc>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>International Bank for Reconstruction and Development (World Bank)-Other Instrument (international debt)</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2022-07-01</date>
          </maturityDate>
          <couponOrYield>2.125</couponOrYield>
          <principalAmountToTheNearestCent>10500000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>10902788.74</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Other Instrument</ctgryInvestmentsRprsntsCollateral>
          <otherInstrumentBriefDesc>International Debt</otherInstrumentBriefDesc>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>International Bank for Reconstruction and Development (World Bank)-Other Instrument (international debt)</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2021-07-23</date>
          </maturityDate>
          <couponOrYield>2.750</couponOrYield>
          <principalAmountToTheNearestCent>20871000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>21394050.44</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Other Instrument</ctgryInvestmentsRprsntsCollateral>
          <otherInstrumentBriefDesc>International Debt</otherInstrumentBriefDesc>
        </collateralIssuers>
      </repurchaseAgreement>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>NR</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>NR</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2020-08-03</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2020-08-03</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2020-08-03</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0019</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>100000000.00</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>100000000.00</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0147</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>Y</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>Y</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>WELLS FARGO BANK NA</nameOfIssuer>
      <titleOfIssuer>WELLS FARGO BANK NA</titleOfIssuer>
      <CUSIPMember>95001KFZ2</CUSIPMember>
      <investmentCategory>Certificate of Deposit</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1+</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2020-10-14</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2021-02-12</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2021-02-12</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0038</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>75033610.50</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>75033610.50</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0110</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>N</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>WESTPAC BANKING CORP</nameOfIssuer>
      <titleOfIssuer>WESTPAC BANKING CORP</titleOfIssuer>
      <CUSIPMember>9612C4L25</CUSIPMember>
      <investmentCategory>Financial Company Commercial Paper</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1+</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2020-08-10</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2021-02-08</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2021-02-08</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0047</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>150007050.00</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>150007050.00</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0221</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>N</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <signature>
      <registrant>Dreyfus Cash Management</registrant>
      <signatureDate>2020-08-06</signatureDate>
      <signature>/S/Anthony Ciavarella</signature>
      <nameOfSigningOfficer>Anthony Ciavarella</nameOfSigningOfficer>
      <titleOfSigningOfficer>Treasury Manager</titleOfSigningOfficer>
    </signature>
  </formData>
</edgarSubmission>
