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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>U S TREASURY NOTE</name>
        <lei>N/A</lei>
        <title>U S TREASURY NOTE</title>
        <cusip>912834PZ5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="912834PZ5"/>
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        <balance>2242770.86000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2242770.86000000</valUSD>
        <pctVal>0.107971358967</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="5493005804H4222B3Z38" name="Credit Suisse First Boston"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>Y</isTriParty>
          <repurchaseRt>0.00000000</repurchaseRt>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>2242770.86000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>2287626.28000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>UST</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>U S TREASURY NOTE</name>
        <lei>N/A</lei>
        <title>U S TREASURY NOTE</title>
        <cusip>912833LT5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="912833LT5"/>
        </identifiers>
        <balance>19049237.78000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19049237.78000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="5493005804H4222B3Z38" name="Credit Suisse First Boston"/>
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          </notClearedCentCparty>
          <isTriParty>Y</isTriParty>
          <repurchaseRt>0.00000000</repurchaseRt>
          <maturityDt>2020-04-01</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>19049237.78000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>19430222.54000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>UST</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>U S TREASURY NOTE</name>
        <lei>N/A</lei>
        <title>U S TREASURY NOTE</title>
        <cusip>912834QV3</cusip>
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          <other otherDesc="Internal Identifier" value="912834QV3"/>
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        <balance>1976483.14000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1976483.14000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="5493005804H4222B3Z38" name="Credit Suisse First Boston"/>
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          </notClearedCentCparty>
          <isTriParty>Y</isTriParty>
          <repurchaseRt>0.00000000</repurchaseRt>
          <maturityDt>2020-04-01</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1976483.14000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>2016012.80000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>UST</invstCat>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>U S TREASURY NOTE</name>
        <lei>N/A</lei>
        <title>U S TREASURY NOTE</title>
        <cusip>912833LG3</cusip>
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          <other otherDesc="Internal Identifier" value="912833LG3"/>
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        <balance>4243382.57000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4243382.57000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="5493005804H4222B3Z38" name="Credit Suisse First Boston"/>
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          <isTriParty>Y</isTriParty>
          <repurchaseRt>0.00000000</repurchaseRt>
          <maturityDt>2020-04-01</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>4243382.57000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>4328250.22000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>UST</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>U S TREASURY NOTE</name>
        <lei>N/A</lei>
        <title>U S TREASURY NOTE</title>
        <cusip>912828XH8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="912828XH8"/>
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        <balance>98.80000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>98.80000000</valUSD>
        <pctVal>0.000004756424</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="5493005804H4222B3Z38" name="Credit Suisse First Boston"/>
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          <isTriParty>Y</isTriParty>
          <repurchaseRt>0.00000000</repurchaseRt>
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            <repurchaseCollateral>
              <principalAmt>98.80000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>100.78000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>UST</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>U S TREASURY NOTE</name>
        <lei>N/A</lei>
        <title>U S TREASURY NOTE</title>
        <cusip>912834JP4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="912834JP4"/>
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        <balance>4005017.15000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4005017.15000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="5493005804H4222B3Z38" name="Credit Suisse First Boston"/>
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          <isTriParty>Y</isTriParty>
          <repurchaseRt>0.00000000</repurchaseRt>
          <maturityDt>2020-04-01</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>4005017.15000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>4085117.49000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>UST</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>U S TREASURY NOTE</name>
        <lei>N/A</lei>
        <title>U S TREASURY NOTE</title>
        <cusip>912833LZ1</cusip>
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          <other otherDesc="Internal Identifier" value="912833LZ1"/>
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        <balance>2581851.57000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2581851.57000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="5493005804H4222B3Z38" name="Credit Suisse First Boston"/>
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          <isTriParty>Y</isTriParty>
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            <repurchaseCollateral>
              <principalAmt>2581851.57000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>2633488.60000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>UST</invstCat>
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          </repurchaseCollaterals>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>U S TREASURY NOTE</name>
        <lei>N/A</lei>
        <title>U S TREASURY NOTE</title>
        <cusip>912833X96</cusip>
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          <other otherDesc="Internal Identifier" value="912833X96"/>
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        <balance>4246473.87000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4246473.87000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Repurchase</transCat>
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            <counterpartyInfos>
              <counterpartyInfo lei="5493005804H4222B3Z38" name="Credit Suisse First Boston"/>
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            <repurchaseCollateral>
              <principalAmt>4246473.87000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>4331403.35000000</collateralVal>
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              <invstCat>UST</invstCat>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>U S TREASURY NOTE</name>
        <lei>N/A</lei>
        <title>U S TREASURY NOTE</title>
        <cusip>9128337V6</cusip>
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          <other otherDesc="Internal Identifier" value="9128337V6"/>
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        <balance>5155420.32000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Repurchase</transCat>
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            <counterpartyInfos>
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            <repurchaseCollateral>
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        <securityLending>
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      <invstOrSec>
        <name>U S TREASURY NOTE</name>
        <lei>N/A</lei>
        <title>U S TREASURY NOTE</title>
        <cusip>912833XX3</cusip>
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          <other otherDesc="Internal Identifier" value="912833XX3"/>
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        <balance>3129862.85000000</balance>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="5493005804H4222B3Z38" name="Credit Suisse First Boston"/>
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          <isTriParty>Y</isTriParty>
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            <repurchaseCollateral>
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      <invstOrSec>
        <name>U S TREASURY NOTE</name>
        <lei>N/A</lei>
        <title>U S TREASURY NOTE</title>
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          <other otherDesc="Internal Identifier" value="912834TV0"/>
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        <assetCat>RA</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <transCat>Repurchase</transCat>
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            <repurchaseCollateral>
              <principalAmt>194858.76000000</principalAmt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>U S TREASURY NOTE</name>
        <lei>N/A</lei>
        <title>U S TREASURY NOTE</title>
        <cusip>912833LJ7</cusip>
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          <other otherDesc="Internal Identifier" value="912833LJ7"/>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Repurchase</transCat>
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            <counterpartyInfos>
              <counterpartyInfo lei="5493005804H4222B3Z38" name="Credit Suisse First Boston"/>
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            <repurchaseCollateral>
              <principalAmt>526291.25000000</principalAmt>
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              <collateralVal>536817.07000000</collateralVal>
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              <invstCat>UST</invstCat>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>U S TREASURY NOTE</name>
        <lei>N/A</lei>
        <title>U S TREASURY NOTE</title>
        <cusip>912833PA2</cusip>
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          <other otherDesc="Internal Identifier" value="912833PA2"/>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Repurchase</transCat>
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            <counterpartyInfos>
              <counterpartyInfo lei="5493005804H4222B3Z38" name="Credit Suisse First Boston"/>
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            <repurchaseCollateral>
              <principalAmt>3137273.68000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>3200019.15000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>UST</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>U S TREASURY NOTE</name>
        <lei>N/A</lei>
        <title>U S TREASURY NOTE</title>
        <cusip>912833LX6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="912833LX6"/>
        </identifiers>
        <balance>8215498.43000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8215498.43000000</valUSD>
        <pctVal>0.395510101321</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="5493005804H4222B3Z38" name="Credit Suisse First Boston"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>Y</isTriParty>
          <repurchaseRt>0.00000000</repurchaseRt>
          <maturityDt>2020-04-01</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>8215498.43000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>8379808.40000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>UST</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>U S TREASURY NOTE</name>
        <lei>N/A</lei>
        <title>U S TREASURY NOTE</title>
        <cusip>912834UH9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="912834UH9"/>
        </identifiers>
        <balance>193784.57000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>193784.57000000</valUSD>
        <pctVal>0.009329166765</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="5493005804H4222B3Z38" name="Credit Suisse First Boston"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>Y</isTriParty>
          <repurchaseRt>0.00000000</repurchaseRt>
          <maturityDt>2020-04-01</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>193784.57000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>197660.26000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>UST</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>U S TREASURY NOTE</name>
        <lei>N/A</lei>
        <title>U S TREASURY NOTE</title>
        <cusip>912834MZ8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="912834MZ8"/>
        </identifiers>
        <balance>3365934.22000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3365934.22000000</valUSD>
        <pctVal>0.162042631464</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="5493005804H4222B3Z38" name="Credit Suisse First Boston"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>Y</isTriParty>
          <repurchaseRt>0.00000000</repurchaseRt>
          <maturityDt>2020-04-01</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>3365934.22000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>3433252.90000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>UST</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>U S TREASURY NOTE</name>
        <lei>N/A</lei>
        <title>U S TREASURY NOTE</title>
        <cusip>912834RB6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="912834RB6"/>
        </identifiers>
        <balance>2235760.18000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2235760.18000000</valUSD>
        <pctVal>0.107633851172</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="5493005804H4222B3Z38" name="Credit Suisse First Boston"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>Y</isTriParty>
          <repurchaseRt>0.00000000</repurchaseRt>
          <maturityDt>2020-04-01</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>2235760.18000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>2280475.38000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>UST</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <explntrNotes>
      <explntrNote note="Monthly returns presented in Item B.5(a) have been calculated without deducting any applicable sales loads or redemption fees." noteItem="B.5.a"/>
    </explntrNotes>
    <signature>
      <ncom:dateSigned>2020-04-30</ncom:dateSigned>
      <ncom:nameOfApplicant>Robert Kubilis</ncom:nameOfApplicant>
      <ncom:signature>Robert Kubilis</ncom:signature>
      <ncom:signerName>Robert Kubilis</ncom:signerName>
      <ncom:title>Chief Financial Officer, Chief Accounting Officer and Treasurer</ncom:title>
    </signature>
  </formData>
  <documents>XXXX</documents>
</edgarSubmission>
