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        <name>United States Treasury Notes</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Swedish Export Credit Corporation</name>
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        <fairValLevel>2</fairValLevel>
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        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 1.75 07/15/22</title>
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        <name>Australia &amp; New Zealand Banking Group NY Branch</name>
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        <fairValLevel>2</fairValLevel>
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        <name>PNC Bank, National Association</name>
        <lei>AD6GFRVSDT01YPT1CS68</lei>
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        <name>Australia and New Zealand Banking Group Limited</name>
        <lei>JHE42UYNWWTJB8YTTU19</lei>
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      <invstOrSec>
        <name>Credit Suisse AG New York Branch</name>
        <lei>N/A</lei>
        <title>CS 2.1 11/12/21</title>
        <cusip>22550L2A8</cusip>
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        <valUSD>4320350.57</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-11-12</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Skandinaviska Enskilda Banken AB (publ)</name>
        <lei>F3JS33DEI6XQ4ZBPTN86</lei>
        <title>SEB 2.2 12/12/22 144A</title>
        <cusip>83051GAM0</cusip>
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          <ticker value="SEB"/>
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        <curCd>USD</curCd>
        <valUSD>5410368</valUSD>
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        <invCountry>SE</invCountry>
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          <maturityDt>2022-12-12</maturityDt>
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          <annualizedRt>2.200000000000</annualizedRt>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 1.5 08/15/22</title>
        <cusip>912828YA2</cusip>
        <identifiers>
          <isin value="US912828YA22"/>
          <ticker value="T"/>
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        <balance>33000000</balance>
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        <curCd>USD</curCd>
        <valUSD>32927812.5</valUSD>
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        <issuerCat>UST</issuerCat>
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      <invstOrSec>
        <name>PNC Bank, National Association</name>
        <lei>AD6GFRVSDT01YPT1CS68</lei>
        <title>PNC F 12/09/22</title>
        <cusip>69353RFR4</cusip>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Floating</couponKind>
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        <name>DBS Group Holdings Ltd</name>
        <lei>5493007FKT78NKPM5V55</lei>
        <title>DBSSP 2.85 04/16/22 144A</title>
        <cusip>24023KAE8</cusip>
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          <ticker value="SCHB"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 2.875 11/15/21</title>
        <cusip>9128285L0</cusip>
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          <isin value="US9128285L09"/>
          <ticker value="T"/>
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        <curCd>USD</curCd>
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        <issuerCat>UST</issuerCat>
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        <name>Toyota Motor Credit Corporation</name>
        <lei>Z2VZBHUMB7PWWJ63I008</lei>
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        <cusip>89236TFX8</cusip>
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          <ticker value="TM/22E"/>
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        <name>Credit Agricole S.A.</name>
        <lei>N/A</lei>
        <title>ACAFP 2.75 06/10/20 144A</title>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 1.625 12/15/22</title>
        <cusip>912828YW4</cusip>
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        <name>Svenska Handelsbanken Ab (Publ)</name>
        <lei>NHBDILHZTYCNBV5UYZ31</lei>
        <title>SHBASS 3.35 05/24/21 BKNT</title>
        <cusip>86960BAT9</cusip>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>The Bank of New York Mellon Corporation</name>
        <lei>WFLLPEPC7FZXENRZV188</lei>
        <title>BK 1.95 08/23/22 MTN</title>
        <cusip>06406RAK3</cusip>
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          <isin value="US06406RAK32"/>
          <ticker value="BK22A"/>
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        <balance>7100000</balance>
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        <curCd>USD</curCd>
        <valUSD>7115687.24</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Federal National Mortgage Association</name>
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        <name>United States Treasury Notes</name>
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        <name>National Australia Bank Limited New York Branch</name>
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        <name>National Australia Bank Limited New York Branch</name>
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        <invCountry>AU</invCountry>
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        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <issuerCat>UST</issuerCat>
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        <name>Permanent Master Issuer Plc</name>
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          <ticker value="46OL"/>
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        <issuerCat>CORP</issuerCat>
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        <name>Federal Farm Credit Banks</name>
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        <name>PNC Bank, National Association</name>
        <lei>AD6GFRVSDT01YPT1CS68</lei>
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        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <name>The Toronto-Dominion Bank</name>
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        <name>PNC Bank, National Association</name>
        <lei>AD6GFRVSDT01YPT1CS68</lei>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Wells Fargo Bank, National Association</name>
        <lei>KB1H1DSPRFMYMCUFXT09</lei>
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        <cusip>94988J5Q6</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-07-23</maturityDt>
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      <invstOrSec>
        <name>Air Lease Corporation</name>
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        <assetCat>DBT</assetCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 2.125 05/31/21</title>
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          <isin value="US9128286V71"/>
          <ticker value="T"/>
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        <curCd>USD</curCd>
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          <maturityDt>2021-05-31</maturityDt>
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      <invstOrSec>
        <name>Paccar Financial Corp</name>
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          <isin value="US69371RQ334"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 2.25 02/15/21</title>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>JPMorgan Chase Bank, National Association</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
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        <cusip>48125LRK0</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>John Deere Capital Corporation</name>
        <lei>E0KSF7PFQ210NWI8Z391</lei>
        <title>DE 3.2 01/10/22 MTN</title>
        <cusip>24422EUQ0</cusip>
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          <ticker value="DE/22B"/>
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        <balance>4000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4111810.28</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.200000000000</annualizedRt>
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      <invstOrSec>
        <name>DnB Bank ASA</name>
        <lei>549300GKFG0RYRRQ1414</lei>
        <title>DNBNO F 10/02/20 144A</title>
        <cusip>23329PAB6</cusip>
        <identifiers>
          <isin value="US23329PAB67"/>
          <ticker value="DNBNOR"/>
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        <balance>2500000</balance>
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        <curCd>USD</curCd>
        <valUSD>2504149.6</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NO</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-10-02</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.455130000000</annualizedRt>
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      <invstOrSec>
        <name>Federal Farm Credit Banks</name>
        <lei>N/A</lei>
        <title>FFCB 2.6 01/18/22</title>
        <cusip>3133EJ5P0</cusip>
        <identifiers>
          <isin value="US3133EJ5P01"/>
          <ticker value="FFCB"/>
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        <balance>6900000</balance>
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        <curCd>USD</curCd>
        <valUSD>7039320.52</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.600000000000</annualizedRt>
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      <invstOrSec>
        <name>Macquarie Bank Limited</name>
        <lei>4ZHCHI4KYZG2WVRT8631</lei>
        <title>MQGAU 2.1 10/17/22 144A</title>
        <cusip>55608PBC7</cusip>
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          <isin value="US55608PBC77"/>
          <ticker value="MQGAU"/>
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        <balance>4900000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4915407.95</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-10-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.100000000000</annualizedRt>
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      <invstOrSec>
        <name>Royal Bank of Canada</name>
        <lei>ES7IP3U3RHIGC71XBU11</lei>
        <title>RY F 02/01/22 GMTN</title>
        <cusip>78012KZD2</cusip>
        <identifiers>
          <isin value="US78012KZD26"/>
          <ticker value="RY"/>
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        <balance>10000000</balance>
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        <curCd>USD</curCd>
        <valUSD>10101309</valUSD>
        <pctVal>0.4075704357</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-02-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.639130000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Nordea Bank ABP</name>
        <lei>529900ODI3047E2LIV03</lei>
        <title>NDASS 2.125 05/29/20 144A</title>
        <cusip>65557CAX1</cusip>
        <identifiers>
          <isin value="US65557CAX11"/>
          <ticker value="NDASS"/>
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        <balance>7000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7002424.94</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FI</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-05-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.125000000000</annualizedRt>
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      <invstOrSec>
        <name>Toyota Motor Credit Corporation</name>
        <lei>Z2VZBHUMB7PWWJ63I008</lei>
        <title>TOYOTA F 10/07/21 MTN</title>
        <cusip>89236TGK5</cusip>
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          <isin value="US89236TGK51"/>
          <ticker value="TOYOTA"/>
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        <curCd>USD</curCd>
        <valUSD>6012478.44</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
          <annualizedRt>2.333130000000</annualizedRt>
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      <invstOrSec>
        <name>Metropolitan Life Global Funding I</name>
        <lei>635400MMSOCXNNNZDZ82</lei>
        <title>MET 2.05 06/12/20 144A</title>
        <cusip>59217GCE7</cusip>
        <identifiers>
          <isin value="US59217GCE70"/>
          <ticker value="MET"/>
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        <balance>770000</balance>
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        <curCd>USD</curCd>
        <valUSD>770452.49</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.050000000000</annualizedRt>
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      <invstOrSec>
        <name>Credit Suisse AG</name>
        <lei>549300506SI9CRFV9Z86</lei>
        <title>Credit Suisse AG 2% CP 02/11/2020</title>
        <cusip>22549LP66</cusip>
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          <isin value="US22549LP666"/>
          <ticker value="CS"/>
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        <balance>5000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5000651.95</valUSD>
        <pctVal>0.2017677010</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-11-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 2.5 01/31/21</title>
        <cusip>9128285X4</cusip>
        <identifiers>
          <isin value="US9128285X47"/>
          <ticker value="T"/>
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        <curCd>USD</curCd>
        <valUSD>4036718.76</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
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      <invstOrSec>
        <name>Nordea Bank ABP</name>
        <lei>529900ODI3047E2LIV03</lei>
        <title>NDASS F 08/30/23 144A</title>
        <cusip>65557CAZ6</cusip>
        <identifiers>
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          <ticker value="NDASS"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FI</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Citizens Bank, National Association</name>
        <lei>DRMSV1Q0EKMEXLAU1P80</lei>
        <title>CFG 3.25 02/14/22 BKNT</title>
        <cusip>17401QAS0</cusip>
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          <ticker value="CFG"/>
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        <curCd>USD</curCd>
        <valUSD>6302552.53</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-02-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.250000000000</annualizedRt>
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      <invstOrSec>
        <name>Caterpillar Financial Services Corporation</name>
        <lei>EDBQKYOPJUCJKLOJDE72</lei>
        <title>CAT F 09/07/21 MTN</title>
        <cusip>14913Q2P3</cusip>
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          <ticker value="CAT"/>
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        <balance>18300000</balance>
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        <curCd>USD</curCd>
        <valUSD>18304209</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-07</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.165000000000</annualizedRt>
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      <invstOrSec>
        <name>American Honda Finance Corporation</name>
        <lei>B6Q2VFHD1797Q7NZ3E43</lei>
        <title>HNDA 2.2 06/27/22 MTN</title>
        <cusip>02665WCY5</cusip>
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          <ticker value="HMC/22"/>
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        <balance>5800000</balance>
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        <curCd>USD</curCd>
        <valUSD>5845112.11</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.200000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Bank Of Eng London</name>
        <lei>YUEDD7W89PH0FV8Q2S28</lei>
        <title>BOEN 2.5 02/22/22 144A</title>
        <cusip>38376HAF5</cusip>
        <identifiers>
          <isin value="US38376HAF55"/>
          <ticker value="61GH"/>
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        <balance>5220000</balance>
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        <curCd>USD</curCd>
        <valUSD>5307915.24</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-02-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Skandinaviska Enskilda Banken AB (publ)</name>
        <lei>F3JS33DEI6XQ4ZBPTN86</lei>
        <title>SEB 3.25 05/17/21 144A</title>
        <cusip>83051GAJ7</cusip>
        <identifiers>
          <isin value="US83051GAJ76"/>
          <ticker value="SEB"/>
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        <balance>10000000</balance>
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        <curCd>USD</curCd>
        <valUSD>10165519.3</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.250000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>T 1.625 06/30/21</title>
        <cusip>9128287A2</cusip>
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          <isin value="US9128287A26"/>
          <ticker value="T"/>
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        <balance>10000000</balance>
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        <curCd>USD</curCd>
        <valUSD>10003906.2</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.625000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ryder System, Inc.</name>
        <lei>ZXJ6Y2OSPZXIVGRILD15</lei>
        <title>R 2.875 09/01/20 MTN</title>
        <cusip>78355HKA6</cusip>
        <identifiers>
          <isin value="US78355HKA67"/>
          <ticker value="R20B"/>
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        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1004509.19</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Caterpillar Financial Services Corporation</name>
        <lei>EDBQKYOPJUCJKLOJDE72</lei>
        <title>CAT F 05/15/23 MTN</title>
        <cusip>14913Q2M0</cusip>
        <identifiers>
          <isin value="US14913Q2M07"/>
          <ticker value="CAT"/>
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        <balance>1300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1303246.75</valUSD>
        <pctVal>0.0525837637</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.419880000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Prudential Financial, Inc.</name>
        <lei>5PRBRS5FEH7NREC8OR45</lei>
        <title>PRU 4.5 11/15/20 MTN</title>
        <cusip>74432QBP9</cusip>
        <identifiers>
          <isin value="US74432QBP90"/>
          <ticker value="PRU20A"/>
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        <balance>6217000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6356225.05</valUSD>
        <pctVal>0.2564627429</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Enterprise Products Operating LP</name>
        <lei>5493004LGN656HWLDA30</lei>
        <title>EPD 5.25 01/31/20</title>
        <cusip>29379VAF0</cusip>
        <identifiers>
          <isin value="US29379VAF04"/>
          <ticker value="EPD20"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>501132.21</valUSD>
        <pctVal>0.0202198223</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-01-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Cisco Systems, Inc.</name>
        <lei>8E6NF1YAL0WT6CWXXV93</lei>
        <title>CSCO 4.45 01/15/20</title>
        <cusip>17275RAH5</cusip>
        <identifiers>
          <isin value="US17275RAH57"/>
          <ticker value="CSCO"/>
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        <balance>9880000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9888494.73</valUSD>
        <pctVal>0.3989837461</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.450000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>General Electric Company</name>
        <lei>3C7474T6CDKPR9K6YT90</lei>
        <title>GE 5.5 01/08/20 GMTN</title>
        <cusip>36962G4J0</cusip>
        <identifiers>
          <isin value="US36962G4J02"/>
          <ticker value="GE/20A"/>
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        <balance>1996000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1996721.33</valUSD>
        <pctVal>0.0805642697</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-01-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Svenska Handelsbanken Ab (Publ)</name>
        <lei>NHBDILHZTYCNBV5UYZ31</lei>
        <title>SHBASS 2.4 10/01/20 GMTN</title>
        <cusip>86960BAJ1</cusip>
        <identifiers>
          <isin value="US86960BAJ17"/>
          <ticker value="SHBASS"/>
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        <balance>1750000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1755701.52</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>National Australia Bank Limited New York Branch</name>
        <lei>N/A</lei>
        <title>NAB 1.875 07/12/21 BKNT</title>
        <cusip>63254AAR9</cusip>
        <identifiers>
          <isin value="US63254AAR95"/>
          <ticker value="NAB"/>
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        <balance>900000</balance>
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        <curCd>USD</curCd>
        <valUSD>900079.93</valUSD>
        <pctVal>0.0363166763</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-07-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.875000000000</annualizedRt>
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      <invstOrSec>
        <name>Australia &amp; New Zealand Banking Group NY Branch</name>
        <lei>N/A</lei>
        <title>ANZ 2.55 11/23/21</title>
        <cusip>05253JAQ4</cusip>
        <identifiers>
          <isin value="US05253JAQ40"/>
          <ticker value="ANZ"/>
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        <balance>2219000</balance>
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        <curCd>USD</curCd>
        <valUSD>2245380.63</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.550000000000</annualizedRt>
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      <invstOrSec>
        <name>Cooperatieve Centrale Raiffeisen-Boerenleenbank B.A., New York Branch</name>
        <lei>N/A</lei>
        <title>RABOBK 3.125 04/26/21</title>
        <cusip>21688AAN2</cusip>
        <identifiers>
          <isin value="US21688AAN28"/>
          <ticker value="RABOBK"/>
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        <balance>7120000</balance>
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        <curCd>USD</curCd>
        <valUSD>7232186.78</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-04-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ameriprise Financial, Inc.</name>
        <lei>6ZLKQF7QB6JAEKQS5388</lei>
        <title>AMP 5.3 03/15/20</title>
        <cusip>03076CAE6</cusip>
        <identifiers>
          <isin value="US03076CAE66"/>
          <ticker value="AMP"/>
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        <balance>4500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4528753.52</valUSD>
        <pctVal>0.1827274114</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.300000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Cooperatieve Centrale Raiffeisen-Boerenleenbank B.A., New York Branch</name>
        <lei>N/A</lei>
        <title>RABOBK 2.5 01/19/21 GMTN</title>
        <cusip>21688AAF9</cusip>
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          <isin value="US21688AAF93"/>
          <ticker value="RABOBK"/>
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        <balance>4000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4023911.28</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-01-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Northern Inst Fds</name>
        <lei>549300Y178DO5JBR1S04</lei>
        <title>Northern Inst Fds GOVT PTFL</title>
        <cusip>665278404</cusip>
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          <isin value="US6652784041"/>
          <ticker value="BNGXX"/>
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        <curCd>USD</curCd>
        <valUSD>11528486.65</valUSD>
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        <assetCat>STIV</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Waste Management, Inc.</name>
        <lei>549300YX8JIID70NFS41</lei>
        <title>WM 4.75 06/30/20</title>
        <cusip>94106LAW9</cusip>
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          <isin value="US94106LAW90"/>
          <ticker value="WM20"/>
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        <balance>2500000</balance>
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        <curCd>USD</curCd>
        <valUSD>2531988.63</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-06-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.750000000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Wells Fargo &amp; Company</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>WFC 4.6 04/01/21 MTN</title>
        <cusip>94974BEV8</cusip>
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          <ticker value="WFC21"/>
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        <balance>2000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2064906.68</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.600000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Cooperatieve Centrale Raiffeisen-Boerenleenbank B.A., New York Branch</name>
        <lei>N/A</lei>
        <title>RABOBK 2.25 01/14/20 MTN</title>
        <cusip>21688AAD4</cusip>
        <identifiers>
          <isin value="US21688AAD46"/>
          <ticker value="RABOBK"/>
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        <curCd>USD</curCd>
        <valUSD>4025244.04</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-01-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.250000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Commonwealth Bank of Australia</name>
        <lei>MSFSBD3QN1GSN7Q6C537</lei>
        <title>CBAAU F 03/10/22 144A</title>
        <cusip>2027A0JL4</cusip>
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          <isin value="US2027A0JL44"/>
          <ticker value="CBAAU"/>
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        <balance>10145000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10241819.21</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-10</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.590500000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Drive Auto Receivables Trust 2019-1</name>
        <lei>N/A</lei>
        <title>DRIVE 2019-1 A2A</title>
        <cusip>26208NAB0</cusip>
        <identifiers>
          <isin value="US26208NAB01"/>
          <ticker value="DRIVE"/>
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        <balance>26966.74</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>26977.48</valUSD>
        <pctVal>0.0010884949</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.080000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BA Credit Card Trust</name>
        <lei>5493006DQ60M1CRKHH19</lei>
        <title>BACCT 2017-A2 A2</title>
        <cusip>05522RCX4</cusip>
        <identifiers>
          <isin value="US05522RCX44"/>
          <ticker value="MBNAS"/>
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        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>999906.3</valUSD>
        <pctVal>0.0403444986</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.840000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Wheels Spv Llc</name>
        <lei>54930087O4PHK5ODMW30</lei>
        <title>WHLS 2018-1A A2</title>
        <cusip>96328DBF0</cusip>
        <identifiers>
          <isin value="US96328DBF06"/>
          <ticker value="WHLS"/>
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        <balance>610979.38</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>614275.61</valUSD>
        <pctVal>0.0247849638</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.060000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Mitsubishi UFJ Financial Group, Inc.</name>
        <lei>353800V2V8PUY9TK3E06</lei>
        <title>MUFG 3.535 07/26/21</title>
        <cusip>606822AW4</cusip>
        <identifiers>
          <isin value="US606822AW44"/>
          <ticker value="MUFG"/>
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        <balance>6800000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6960016.99</valUSD>
        <pctVal>0.2808247086</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-07-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.535000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BNP Paribas</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>BNP 2.375 05/21/20</title>
        <cusip>05579TED4</cusip>
        <identifiers>
          <isin value="US05579TED46"/>
          <ticker value="BNP"/>
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        <balance>3725000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3730042.83</valUSD>
        <pctVal>0.1505008095</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-05-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Svenska Handelsbanken Ab (Publ)</name>
        <lei>NHBDILHZTYCNBV5UYZ31</lei>
        <title>SHBASS F 05/24/21 BKNT</title>
        <cusip>86960BAU6</cusip>
        <identifiers>
          <isin value="US86960BAU61"/>
          <ticker value="SHBASS"/>
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        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1003201.28</valUSD>
        <pctVal>0.0404774453</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-24</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.379500000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Harley-Davidson Financial Services Inc.</name>
        <lei>RLUFFFFW4GRYU77BTS24</lei>
        <title>HOG F 05/21/20 144a</title>
        <cusip>41284VAA0</cusip>
        <identifiers>
          <isin value="US41284VAA08"/>
          <ticker value="HOG"/>
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        <balance>2000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2002139.98</valUSD>
        <pctVal>0.0807829029</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-05-21</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.394630000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPM 2.295 08/15/21 MTN</title>
        <cusip>46623EKG3</cusip>
        <identifiers>
          <isin value="US46623EKG34"/>
          <ticker value="JPM21E"/>
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        <balance>2000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2004927.7</valUSD>
        <pctVal>0.0808953826</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.295000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>The Toronto-Dominion Bank</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>TD F 06/11/21 MTN</title>
        <cusip>89114QC30</cusip>
        <identifiers>
          <isin value="US89114QC302"/>
          <ticker value="TD"/>
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        <balance>10512000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10555601.25</valUSD>
        <pctVal>0.4259003462</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-11</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.318380000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Credit Suisse AG New York Branch</name>
        <lei>N/A</lei>
        <title>CS 3 10/29/21</title>
        <cusip>22546QAR8</cusip>
        <identifiers>
          <isin value="US22546QAR83"/>
          <ticker value="CS"/>
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        <balance>4165000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4248617.12</valUSD>
        <pctVal>0.1714243897</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-10-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fox Corporation</name>
        <lei>549300DDU6FDRBIELS05</lei>
        <title>FOXA 3.666 01/25/22 144A</title>
        <cusip>35137LAA3</cusip>
        <identifiers>
          <isin value="US35137LAA35"/>
          <ticker value="FOXA"/>
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        <balance>600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>619634.99</valUSD>
        <pctVal>0.0250012056</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.666000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Tyson Foods, Inc.</name>
        <lei>WD6L6041MNRW1JE49D58</lei>
        <title>TSN F 08/21/20</title>
        <cusip>902494BE2</cusip>
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          <isin value="US902494BE29"/>
          <ticker value="TSN"/>
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        <curCd>USD</curCd>
        <valUSD>2102089.42</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-08-21</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.344630000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>Republic Services, Inc.</name>
        <lei>NKNQHM6BLECKVOQP7O46</lei>
        <title>RSG 5.25 11/15/21</title>
        <cusip>760761AD8</cusip>
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          <ticker value="RSG21"/>
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        <balance>500000</balance>
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        <curCd>USD</curCd>
        <valUSD>530402.82</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.250000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>McDonald's Corporation</name>
        <lei>UE2136O97NLB5BYP9H04</lei>
        <title>MCD 3.5 07/15/20 MTN</title>
        <cusip>58013MEJ9</cusip>
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          <isin value="US58013MEJ99"/>
          <ticker value="MCD20"/>
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        <balance>2000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2015920.5</valUSD>
        <pctVal>0.0813389231</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PNC Funding Corp.</name>
        <lei>CFGNEKW0P8842LEUIA51</lei>
        <title>PNC 4.375 08/11/20</title>
        <cusip>693476BL6</cusip>
        <identifiers>
          <isin value="US693476BL68"/>
          <ticker value="PNC/20A"/>
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        <balance>2000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2029875.02</valUSD>
        <pctVal>0.0819019640</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-08-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Total Capital International S.A.</name>
        <lei>549300U37G2I8G4RUG09</lei>
        <title>TOTAL 2.218 07/12/21</title>
        <cusip>89153VAR0</cusip>
        <identifiers>
          <isin value="US89153VAR06"/>
          <ticker value="TOT/21C"/>
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        <balance>11700000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11769385.45</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-07-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.218000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Svenska Handelsbanken Ab (Publ)</name>
        <lei>NHBDILHZTYCNBV5UYZ31</lei>
        <title>SHBASS 2.45 03/30/21 BKNT</title>
        <cusip>86960BAL6</cusip>
        <identifiers>
          <isin value="US86960BAL62"/>
          <ticker value="SHBASS"/>
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        <balance>1015000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1021752.94</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.450000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ABN AMRO Bank N.V.</name>
        <lei>BFXS5XCH7N0Y05NIXW11</lei>
        <title>ABNANV 2.65 01/19/21 144A</title>
        <cusip>00084DAQ3</cusip>
        <identifiers>
          <isin value="US00084DAQ34"/>
          <ticker value="ABNANV"/>
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        <balance>1705000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1715230</valUSD>
        <pctVal>0.0692065789</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-01-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.650000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Caterpillar Financial Services Corporation</name>
        <lei>EDBQKYOPJUCJKLOJDE72</lei>
        <title>CAT 1.85 09/04/20 GMTN</title>
        <cusip>14913Q2A6</cusip>
        <identifiers>
          <isin value="US14913Q2A68"/>
          <ticker value="CAT"/>
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        <balance>2000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1999099.8</valUSD>
        <pctVal>0.0806602368</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-09-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.850000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>National Australia Bank Limited</name>
        <lei>F8SB4JFBSYQFRQEH3Z21</lei>
        <title>NAB F 01/10/22 144A</title>
        <cusip>6325C0DH1</cusip>
        <identifiers>
          <isin value="US6325C0DH12"/>
          <ticker value="NAB"/>
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        <balance>12914000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13067537</valUSD>
        <pctVal>0.5272526311</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-10</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.899500000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Bank of Montreal</name>
        <lei>NQQ6HPCNCCU6TUTQYE16</lei>
        <title>BMO 1.9 08/27/21 MTN</title>
        <cusip>06367TJX9</cusip>
        <identifiers>
          <isin value="US06367TJX90"/>
          <ticker value="BMO21"/>
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        <balance>4000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4007539.2</valUSD>
        <pctVal>0.1616973105</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-08-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>National Australia Bank Limited New York Branch</name>
        <lei>N/A</lei>
        <title>NAB 2.25 01/10/20</title>
        <cusip>63254AAT5</cusip>
        <identifiers>
          <isin value="US63254AAT51"/>
          <ticker value="NAB"/>
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        <balance>750000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>750028.53</valUSD>
        <pctVal>0.0302623605</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-01-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPM F 07/23/24</title>
        <cusip>46647PAW6</cusip>
        <identifiers>
          <isin value="US46647PAW68"/>
          <ticker value="JPM"/>
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        <balance>4100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4132649.45</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-23</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.824000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>Citibank, N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>C F 07/23/21 **</title>
        <cusip>17325FAR9</cusip>
        <identifiers>
          <isin value="US17325FAR91"/>
          <ticker value="C"/>
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        <balance>6000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6025598.64</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-07-23</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.504000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>National Australia Bank Limited New York Branch</name>
        <lei>N/A</lei>
        <title>NAB 2.8 01/10/22</title>
        <cusip>63254AAU2</cusip>
        <identifiers>
          <isin value="US63254AAU25"/>
          <ticker value="NAB"/>
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        <balance>6031000</balance>
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        <curCd>USD</curCd>
        <valUSD>6131328.94</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.800000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Golden Credit Card Trust</name>
        <lei>549300BEDPMEONLTJX58</lei>
        <title>GCCT 2018-1A A</title>
        <cusip>380881EK4</cusip>
        <identifiers>
          <isin value="US380881EK44"/>
          <ticker value="GOLCCT"/>
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        <balance>5000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5034431</valUSD>
        <pctVal>0.2031306275</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.620000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Wells Fargo Bank, National Association</name>
        <lei>KB1H1DSPRFMYMCUFXT09</lei>
        <title>WFC 2.4 01/15/20 BKNT</title>
        <cusip>94988J5L7</cusip>
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          <isin value="US94988J5L70"/>
          <ticker value="WFC"/>
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        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1000145.47</valUSD>
        <pctVal>0.0403541486</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Svenska Handelsbanken Ab (Publ)</name>
        <lei>NHBDILHZTYCNBV5UYZ31</lei>
        <title>SHBASS 1.95 09/08/20</title>
        <cusip>86960BAR3</cusip>
        <identifiers>
          <isin value="US86960BAR33"/>
          <ticker value="SHBASS"/>
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        <balance>13450000</balance>
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        <curCd>USD</curCd>
        <valUSD>13443835.87</valUSD>
        <pctVal>0.5424356430</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-09-08</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>PNC Bank, National Association</name>
        <lei>AD6GFRVSDT01YPT1CS68</lei>
        <title>PNC F 01/22/21 BKNT</title>
        <cusip>69353RFK9</cusip>
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          <ticker value="PNC"/>
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        <balance>7730000</balance>
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        <curCd>USD</curCd>
        <valUSD>7738850.62</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-01-22</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.203250000000</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>American Honda Finance Corporation</name>
        <lei>B6Q2VFHD1797Q7NZ3E43</lei>
        <title>HNDA F 11/05/21 MTN</title>
        <cusip>02665WBW0</cusip>
        <identifiers>
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          <ticker value="HNDA"/>
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        <balance>12550000</balance>
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        <curCd>USD</curCd>
        <valUSD>12569578</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-05</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.240500000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Marsh &amp; McLennan Companies, Inc.</name>
        <lei>549300XMP3KDCKJXIU47</lei>
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        <cusip>571748BE1</cusip>
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          <ticker value="MMC20A"/>
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        <balance>2300000</balance>
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        <curCd>USD</curCd>
        <valUSD>2333768.67</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-12-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Mitsubishi UFJ Financial Group, Inc.</name>
        <lei>353800V2V8PUY9TK3E06</lei>
        <title>MUFG 2.623 07/18/22</title>
        <cusip>606822BL7</cusip>
        <identifiers>
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          <ticker value="MUFG22B"/>
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        <balance>7800000</balance>
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        <curCd>USD</curCd>
        <valUSD>7906646.9</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.623000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Toyota Motor Credit Corporation</name>
        <lei>Z2VZBHUMB7PWWJ63I008</lei>
        <title>TOYOTA F 01/11/22 MTN</title>
        <cusip>89236TDQ5</cusip>
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          <isin value="US89236TDQ58"/>
          <ticker value="TOYOTA"/>
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        <balance>1500000</balance>
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        <curCd>USD</curCd>
        <valUSD>1513468.46</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-11</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.674250000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Wells Fargo Bank, National Association</name>
        <lei>KB1H1DSPRFMYMCUFXT09</lei>
        <title>WFC F 05/21/21 BKNT</title>
        <cusip>94988J5V5</cusip>
        <identifiers>
          <isin value="US94988J5V52"/>
          <ticker value="WFC"/>
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        <balance>8900000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8907320.43</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-21</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.274630000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Volkswagen Auto Loan Enhanced Trust</name>
        <lei>N/A</lei>
        <title>VALET 2018-1 A2A</title>
        <cusip>92868LAB7</cusip>
        <identifiers>
          <isin value="US92868LAB71"/>
          <ticker value="VALET"/>
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        <balance>195925.08</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>196280.43</valUSD>
        <pctVal>0.0079195776</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.810000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Toyota Motor Corp</name>
        <lei>5493006W3QUS5LMH6R84</lei>
        <title>TOYOTA 2.157 07/02/22</title>
        <cusip>892331AE9</cusip>
        <identifiers>
          <isin value="US892331AE95"/>
          <ticker value="TM/22H"/>
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        <balance>3400000</balance>
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        <curCd>USD</curCd>
        <valUSD>3425204.88</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.157000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>Commonwealth Bank of Australia</name>
        <lei>MSFSBD3QN1GSN7Q6C537</lei>
        <title>CBAAU F 09/06/21 144A</title>
        <cusip>2027A0HX0</cusip>
        <identifiers>
          <isin value="US2027A0HX00"/>
          <ticker value="CBAAU"/>
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        <balance>9604000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9701302.35</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-06</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.717130000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Caterpillar Financial Services Corporation</name>
        <lei>EDBQKYOPJUCJKLOJDE72</lei>
        <title>CAT 2.1 01/10/20 MTN</title>
        <cusip>14912L6Y2</cusip>
        <identifiers>
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          <ticker value="CAT/20D"/>
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        <balance>7000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7000174.58</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-01-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.100000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Credit Agricole S.A.</name>
        <lei>N/A</lei>
        <title>ACAFP F 07/01/21 144A</title>
        <cusip>22532LAS3</cusip>
        <identifiers>
          <isin value="US22532LAS34"/>
          <ticker value="ACAFP"/>
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        <balance>1450000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1469372.77</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-07-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.278630000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Australia &amp; New Zealand Banking Group NY Branch</name>
        <lei>N/A</lei>
        <title>ANZ 2.125 08/19/20 MTN</title>
        <cusip>05253JAR2</cusip>
        <identifiers>
          <isin value="US05253JAR23"/>
          <ticker value="ANZ"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>250455.37</valUSD>
        <pctVal>0.0101054432</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-08-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Golden Credit Card Trust</name>
        <lei>549300BEDPMEONLTJX58</lei>
        <title>GCCT 2018-3A A</title>
        <cusip>380881EL2</cusip>
        <identifiers>
          <isin value="US380881EL27"/>
          <ticker value="GOLCCT"/>
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        <balance>5000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5001345</valUSD>
        <pctVal>0.2017956644</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.407880000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BNP Paribas</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>BNP 5 01/15/21 BKNT</title>
        <cusip>05567LT31</cusip>
        <identifiers>
          <isin value="US05567LT315"/>
          <ticker value="BNP"/>
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        <balance>5200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5364955.91</valUSD>
        <pctVal>0.2164667389</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Svenska Handelsbanken Ab (Publ)</name>
        <lei>NHBDILHZTYCNBV5UYZ31</lei>
        <title>SHBASS 1.875 09/07/21 BKNT</title>
        <cusip>86960BAQ5</cusip>
        <identifiers>
          <isin value="US86960BAQ59"/>
          <ticker value="SHBASS"/>
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        <balance>13360000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13338160.01</valUSD>
        <pctVal>0.5381718039</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Cooperatieve Rabobank U.A.</name>
        <lei>DG3RU1DBUFHT4ZF9WN62</lei>
        <title>RABOBK 3.875 02/08/22</title>
        <cusip>21685WDD6</cusip>
        <identifiers>
          <isin value="US21685WDD65"/>
          <ticker value="RABOBK"/>
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        <balance>5000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5207447.05</valUSD>
        <pctVal>0.2101115274</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-02-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPM F 03/01/21</title>
        <cusip>46625HQK9</cusip>
        <identifiers>
          <isin value="US46625HQK94"/>
          <ticker value="JPM"/>
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        <balance>830000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>841031.51</valUSD>
        <pctVal>0.0339341742</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-03-01</maturityDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Waste Management, Inc.</name>
        <lei>549300YX8JIID70NFS41</lei>
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          <ticker value="WM21"/>
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        <balance>565000</balance>
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        <curCd>USD</curCd>
        <valUSD>578928.24</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Master Credit Card Trust</name>
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        <cusip>576339BF1</cusip>
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        <balance>3600000</balance>
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        <curCd>USD</curCd>
        <valUSD>3593528.64</valUSD>
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        <invCountry>CA</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.260000000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>GMF FLOORPLAN OWNER REVOLVING TRUST</name>
        <lei>N/A</lei>
        <title>GFORT 2017-1 A2</title>
        <cusip>361886AS3</cusip>
        <identifiers>
          <isin value="US361886AS37"/>
          <ticker value="GFORT"/>
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        <balance>2500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2500325.25</valUSD>
        <pctVal>0.1008838212</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.335380400000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Macquarie Bank Limited</name>
        <lei>4ZHCHI4KYZG2WVRT8631</lei>
        <title>MQGAU 2.4 01/21/20 144A</title>
        <cusip>55608PAM6</cusip>
        <identifiers>
          <isin value="US55608PAM68"/>
          <ticker value="MQGAU"/>
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        <balance>1750000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1750200.99</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-01-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.400000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Sumitomo Mitsui Banking Corporation</name>
        <lei>5U0XI89JRFVHWIBS4F54</lei>
        <title>SUMIBK 2.65 07/23/20 GMTN</title>
        <cusip>865622BV5</cusip>
        <identifiers>
          <isin value="US865622BV55"/>
          <ticker value="SMFG/20"/>
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        <balance>1000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1003854.96</valUSD>
        <pctVal>0.0405038202</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-07-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.650000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>World Finl Network Credit Card Tst</name>
        <lei>549300RSY3BGZS85SD04</lei>
        <title>WFNMT 2019-B A</title>
        <cusip>981464HC7</cusip>
        <identifiers>
          <isin value="US981464HC74"/>
          <ticker value="WFNMT"/>
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        <balance>4000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4033509.2</valUSD>
        <pctVal>0.1627451553</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.490000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AT&amp;T Inc</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>T F 06/01/21</title>
        <cusip>00206RFZ0</cusip>
        <identifiers>
          <isin value="US00206RFZ01"/>
          <ticker value="T"/>
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        <balance>14200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14284275.86</valUSD>
        <pctVal>0.5763459503</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.656880000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Royal Bank of Canada</name>
        <lei>ES7IP3U3RHIGC71XBU11</lei>
        <title>RY 2.75 02/01/22 GMTN</title>
        <cusip>78012KZG5</cusip>
        <identifiers>
          <isin value="US78012KZG56"/>
          <ticker value="RY"/>
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        <balance>6000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6108577.86</valUSD>
        <pctVal>0.2464706049</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>The Toronto-Dominion Bank</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>TD 2.5 12/14/20 GMTN</title>
        <cusip>89114QBC1</cusip>
        <identifiers>
          <isin value="US89114QBC15"/>
          <ticker value="TD20"/>
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        <balance>5674000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5706600.31</valUSD>
        <pctVal>0.2302515025</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-12-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Truist Financial Corporation</name>
        <lei>549300DRQQI75D2JP341</lei>
        <title>TFC 2.05 05/10/21 MTN</title>
        <cusip>05531FAV5</cusip>
        <identifiers>
          <isin value="US05531FAV58"/>
          <ticker value="TFC21"/>
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        <balance>5678000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5689961.33</valUSD>
        <pctVal>0.2295801483</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.050000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>National Bank of Canada</name>
        <lei>BSGEFEIOM18Y80CKCV46</lei>
        <title>NACN 2.15 06/12/20</title>
        <cusip>63307A2E4</cusip>
        <identifiers>
          <isin value="US63307A2E48"/>
          <ticker value="NACN"/>
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        <balance>4816000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4820802.8</valUSD>
        <pctVal>0.1945110973</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-06-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.150000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Intel Corporation</name>
        <lei>KNX4USFCNGPY45LOCE31</lei>
        <title>INTC 3.1 07/29/22</title>
        <cusip>458140AR1</cusip>
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          <isin value="US458140AR18"/>
          <ticker value="INLC"/>
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        <balance>2500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2579931.38</valUSD>
        <pctVal>0.1040957916</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.100000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Canadian Imperial Bank of Commerce</name>
        <lei>2IGI19DL77OX0HC3ZE78</lei>
        <title>CM F 03/17/23 *</title>
        <cusip>13607GKW3</cusip>
        <identifiers>
          <isin value="US13607GKW32"/>
          <ticker value="CM"/>
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        <balance>19500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19563558.5</valUSD>
        <pctVal>0.7893559202</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.340000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Bank of Montreal</name>
        <lei>NQQ6HPCNCCU6TUTQYE16</lei>
        <title>BMO 2.1 06/15/20 MTN</title>
        <cusip>06367TYL8</cusip>
        <identifiers>
          <isin value="US06367TYL87"/>
          <ticker value="BMO"/>
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        <balance>2200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2202568.35</valUSD>
        <pctVal>0.0888698427</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.100000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ABN AMRO Bank N.V.</name>
        <lei>BFXS5XCH7N0Y05NIXW11</lei>
        <title>ABNANV 3.4 08/27/21 144A</title>
        <cusip>00084DAT7</cusip>
        <identifiers>
          <isin value="US00084DAT72"/>
          <ticker value="ABNANV"/>
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        <balance>4200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4292307.6</valUSD>
        <pctVal>0.1731872254</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-08-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.400000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>McKesson Corporation</name>
        <lei>549300WZWOM80UCFSF54</lei>
        <title>MCK 3.65 11/30/20</title>
        <cusip>581557BM6</cusip>
        <identifiers>
          <isin value="US581557BM66"/>
          <ticker value="MCK20A"/>
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        <balance>5322000</balance>
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        <curCd>USD</curCd>
        <valUSD>5396369.95</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-11-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.650000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AMERICREDIT AUTOMOBILE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>AMCAR 2019-2 A2A</title>
        <cusip>03066KAC4</cusip>
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          <isin value="US03066KAC45"/>
          <ticker value="AMCAR"/>
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        <balance>2365734.07</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2370663.55</valUSD>
        <pctVal>0.0956521948</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.430000000000</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>Union Pacific Corporation</name>
        <lei>549300LMMRSZZCZ8CL11</lei>
        <title>UNP 3.2 06/08/21</title>
        <cusip>907818ET1</cusip>
        <identifiers>
          <isin value="US907818ET19"/>
          <ticker value="UNP"/>
        </identifiers>
        <balance>2295000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2338998.91</valUSD>
        <pctVal>0.0943745810</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.200000000000</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>J.M. Smucker Company</name>
        <lei>5493000WDH6A0LHDJD55</lei>
        <title>SJM 2.5 03/15/20</title>
        <cusip>832696AF5</cusip>
        <identifiers>
          <isin value="US832696AF57"/>
          <ticker value="SJM20"/>
        </identifiers>
        <balance>2507000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2509004.7</valUSD>
        <pctVal>0.1012340221</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</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>Hyndai Capital America</name>
        <lei>549300RIPPWJB5Z0FK07</lei>
        <title>HYNMTR F 03/12/21 144A</title>
        <cusip>44891AAT4</cusip>
        <identifiers>
          <isin value="US44891AAT43"/>
          <ticker value="HYNMTR"/>
        </identifiers>
        <balance>3600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3607848</valUSD>
        <pctVal>0.1455704584</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-12</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.707250000000</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>Holmes Master Issuer PLC</name>
        <lei>5493007HX9EKP3XR9846</lei>
        <title>HMI 2018-1A A2</title>
        <cusip>43641NBY9</cusip>
        <identifiers>
          <isin value="US43641NBY94"/>
          <ticker value="34SS"/>
        </identifiers>
        <balance>2365714.35</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2364171.9</valUSD>
        <pctVal>0.0953902679</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.685000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Hyndai Capital America</name>
        <lei>549300RIPPWJB5Z0FK07</lei>
        <title>HYNMTR 2.85 11/01/22 144A</title>
        <cusip>44891ABC0</cusip>
        <identifiers>
          <isin value="US44891ABC09"/>
          <ticker value="HYNMTR"/>
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        <balance>5830000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5894974.42</valUSD>
        <pctVal>0.2378520737</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.850000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>John Deere Capital Corporation</name>
        <lei>E0KSF7PFQ210NWI8Z391</lei>
        <title>DE 1.95 06/22/20 MTN</title>
        <cusip>24422ETS8</cusip>
        <identifiers>
          <isin value="US24422ETS80"/>
          <ticker value="DE/20E"/>
        </identifiers>
        <balance>6465000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6466213.42</valUSD>
        <pctVal>0.2609005843</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-06-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.950000000000</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>Mercedes-Benz Auto Lease Trust 2019-A</name>
        <lei>549300U4TNYCTQL3R792</lei>
        <title>MBALT 2019-A A2</title>
        <cusip>58772TAB6</cusip>
        <identifiers>
          <isin value="US58772TAB61"/>
          <ticker value="MBALT"/>
        </identifiers>
        <balance>1468773.33</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1471579.57</valUSD>
        <pctVal>0.0593757033</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-02-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.010000000000</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>Enterprise Fleet Financing, LLC</name>
        <lei>RKWYUSIDZTWNAX1D9U96</lei>
        <title>EFF 2018-2 A2</title>
        <cusip>29373FAB0</cusip>
        <identifiers>
          <isin value="US29373FAB04"/>
          <ticker value="EFF"/>
        </identifiers>
        <balance>1855509.3</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1870050.93</valUSD>
        <pctVal>0.0754533370</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.140000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Australia &amp; New Zealand Banking Group NY Branch</name>
        <lei>N/A</lei>
        <title>ANZ 2.3 06/01/21 MTN</title>
        <cusip>05253JAM3</cusip>
        <identifiers>
          <isin value="US05253JAM36"/>
          <ticker value="5A2B"/>
        </identifiers>
        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1005410.78</valUSD>
        <pctVal>0.0405665948</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.300000000000</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>Prudential Financial, Inc.</name>
        <lei>5PRBRS5FEH7NREC8OR45</lei>
        <title>PRU 5.375 06/21/20 MTN</title>
        <cusip>74432QBM6</cusip>
        <identifiers>
          <isin value="US74432QBM69"/>
          <ticker value="PRU20"/>
        </identifiers>
        <balance>1500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1523634.86</valUSD>
        <pctVal>0.0614760447</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-06-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Penske Truck Leasing Co., L.P.</name>
        <lei>549300ZX07JYMI8GHQ39</lei>
        <title>PENSKE 3.65 07/29/21 144A</title>
        <cusip>709599BD5</cusip>
        <identifiers>
          <isin value="US709599BD56"/>
          <ticker value="PENSKE"/>
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        <balance>2400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2455410.84</valUSD>
        <pctVal>0.0990716021</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-07-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.650000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Occidental Petroleum Corporation</name>
        <lei>IM7X0T3ECJW4C1T7ON55</lei>
        <title>OXY 2.6 08/13/21</title>
        <cusip>674599CU7</cusip>
        <identifiers>
          <isin value="US674599CU76"/>
          <ticker value="OXY21A"/>
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        <balance>4590000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4623965.08</valUSD>
        <pctVal>0.1865690340</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-08-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Cigna Corporation</name>
        <lei>549300VIWYMSIGT1U456</lei>
        <title>CI F 07/15/23</title>
        <cusip>125523AC4</cusip>
        <identifiers>
          <isin value="US125523AC41"/>
          <ticker value="CI"/>
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        <balance>6300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6334688.24</valUSD>
        <pctVal>0.2555937697</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.890880000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs Group, Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GS F 09/15/20</title>
        <cusip>38141GVQ4</cusip>
        <identifiers>
          <isin value="US38141GVQ45"/>
          <ticker value="GS"/>
        </identifiers>
        <balance>4000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4025621.36</valUSD>
        <pctVal>0.1624268945</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-09-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.093630000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Mizuho Financial Group Inc.</name>
        <lei>353800CI5L6DDAN5XZ33</lei>
        <title>MIZUHO F 09/13/21</title>
        <cusip>60687YAF6</cusip>
        <identifiers>
          <isin value="US60687YAF60"/>
          <ticker value="MIZUHO"/>
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        <balance>5000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5059794.1</valUSD>
        <pctVal>0.2041539850</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-13</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.027380000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPM F 03/09/21</title>
        <cusip>46647PAC0</cusip>
        <identifiers>
          <isin value="US46647PAC05"/>
          <ticker value="JPM"/>
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        <balance>1600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1600218.13</valUSD>
        <pctVal>0.0645660479</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-09</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.435000000000</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>NEXTERA ENERGY CAPITAL HLDGS INC</name>
        <lei>UMI46YPGBLUE4VGNNT48</lei>
        <title>NEE 2.403 09/01/21</title>
        <cusip>65339KAS9</cusip>
        <identifiers>
          <isin value="US65339KAS96"/>
          <ticker value="NEE"/>
        </identifiers>
        <balance>5200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5237507.96</valUSD>
        <pctVal>0.2113244334</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.403000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cigna Corporation</name>
        <lei>549300VIWYMSIGT1U456</lei>
        <title>CI 3.4 09/17/21</title>
        <cusip>125523AE0</cusip>
        <identifiers>
          <isin value="US125523AE07"/>
          <ticker value="CI/21B"/>
        </identifiers>
        <balance>1200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1228392.82</valUSD>
        <pctVal>0.0495635364</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.400000000000</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>CNH Industrial Capital LLC</name>
        <lei>549300PNSJ5B81UMVO28</lei>
        <title>CNHI 4.875 04/01/21</title>
        <cusip>12592BAF1</cusip>
        <identifiers>
          <isin value="US12592BAF13"/>
          <ticker value="CNHI/21"/>
        </identifiers>
        <balance>654000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>675255</valUSD>
        <pctVal>0.0272453773</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Tyson Foods, Inc.</name>
        <lei>WD6L6041MNRW1JE49D58</lei>
        <title>TSN 2.25 08/23/21</title>
        <cusip>902494BF9</cusip>
        <identifiers>
          <isin value="US902494BF93"/>
          <ticker value="TSN21"/>
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        <balance>700000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>702418.94</valUSD>
        <pctVal>0.0283413955</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-08-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Paccar Financial Corp</name>
        <lei>PH3S12DWZBHHQKVYZ297</lei>
        <title>PCAR 3.15 08/09/21</title>
        <cusip>69371RP42</cusip>
        <identifiers>
          <isin value="US69371RP427"/>
          <ticker value="PCAR"/>
        </identifiers>
        <balance>395000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>403299.03</valUSD>
        <pctVal>0.0162724219</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-08-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.150000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GM FINANCIAL AUTOMOBILE LEASING TRUST</name>
        <lei>N/A</lei>
        <title>GMALT 2019-3 A2A</title>
        <cusip>38013TAB7</cusip>
        <identifiers>
          <isin value="US38013TAB70"/>
          <ticker value="GMALT"/>
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        <balance>1700000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1700690.03</valUSD>
        <pctVal>0.0686199161</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.090000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Lanark Master Issuer plc</name>
        <lei>213800KIOPB5OYXIVY33</lei>
        <title>LAN 2018-1A 1A</title>
        <cusip>513770AY3</cusip>
        <identifiers>
          <isin value="US513770AY34"/>
          <ticker value="15ZX"/>
        </identifiers>
        <balance>1860000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1858908.18</valUSD>
        <pctVal>0.0750037462</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2069-12-22</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.569493900000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Sumitomo Mitsui Financial Group Inc</name>
        <lei>35380028MYWPB6AUO129</lei>
        <title>SUMIBK F 03/09/21</title>
        <cusip>86562MAD2</cusip>
        <identifiers>
          <isin value="US86562MAD20"/>
          <ticker value="SUMIBK"/>
        </identifiers>
        <balance>5000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5081975.2</valUSD>
        <pctVal>0.2050489542</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-09</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.565000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Marriott International, Inc.</name>
        <lei>225YDZ14ZO8E1TXUSU86</lei>
        <title>MAR 2.875 03/01/21</title>
        <cusip>571903AN3</cusip>
        <identifiers>
          <isin value="US571903AN35"/>
          <ticker value="MAR"/>
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        <balance>3000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3027555.57</valUSD>
        <pctVal>0.1221566574</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>American Express Credit Corporation</name>
        <lei>9ET6B8VCXWW51H8Z3M54</lei>
        <title>AXP F 09/14/20 F</title>
        <cusip>0258M0DY2</cusip>
        <identifiers>
          <isin value="US0258M0DY27"/>
          <ticker value="AXP"/>
        </identifiers>
        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1005654.63</valUSD>
        <pctVal>0.0405764338</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-09-14</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.943630000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BP Capital Markets plc</name>
        <lei>549300CRVT18MXX0AG93</lei>
        <title>BPLN 2.315 02/13/20</title>
        <cusip>05565QCX4</cusip>
        <identifiers>
          <isin value="US05565QCX43"/>
          <ticker value="BP/20B"/>
        </identifiers>
        <balance>10179000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10181311.24</valUSD>
        <pctVal>0.4107983884</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-02-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.315000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Simon Property Group, L.P.</name>
        <lei>MR92GTD0MJTTTTQDVG45</lei>
        <title>SPG 2.5 09/01/20</title>
        <cusip>828807CU9</cusip>
        <identifiers>
          <isin value="US828807CU92"/>
          <ticker value="SPG/20A"/>
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        <balance>10000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10024493.8</valUSD>
        <pctVal>0.4044710745</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Bank of Montreal</name>
        <lei>NQQ6HPCNCCU6TUTQYE16</lei>
        <title>BMO F 08/27/21 MTN</title>
        <cusip>06367TJY7</cusip>
        <identifiers>
          <isin value="US06367TJY73"/>
          <ticker value="BMO"/>
        </identifiers>
        <balance>9581000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9679255.36</valUSD>
        <pctVal>0.3905412976</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-08-27</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.708630000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Raytheon Company</name>
        <lei>YR6K3WJN0KKLUPZSNL57</lei>
        <title>RTN 3.125 10/15/20</title>
        <cusip>755111BT7</cusip>
        <identifiers>
          <isin value="US755111BT76"/>
          <ticker value="RTN20A"/>
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        <balance>7192000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7261157.12</valUSD>
        <pctVal>0.2929751947</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>WALMART INC</name>
        <lei>Y87794H0US1R65VBXU25</lei>
        <title>WMT 3.25 10/25/20</title>
        <cusip>931142CZ4</cusip>
        <identifiers>
          <isin value="US931142CZ44"/>
          <ticker value="WMT"/>
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        <balance>3000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3035.88</valUSD>
        <pctVal>0.0001224925</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-10-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MS F 02/10/21 GMTN</title>
        <cusip>61744YAM0</cusip>
        <identifiers>
          <isin value="US61744YAM03"/>
          <ticker value="MS"/>
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        <balance>19000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19009036.02</valUSD>
        <pctVal>0.7669818924</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-02-10</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.451380000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Bank of Nova Scotia</name>
        <lei>L3I9ZG2KFGXZ61BMYR72</lei>
        <title>BNS F 01/25/21</title>
        <cusip>064159MJ2</cusip>
        <identifiers>
          <isin value="US064159MJ26"/>
          <ticker value="BNS"/>
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        <balance>5000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5014409.9</valUSD>
        <pctVal>0.2023228106</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.359630000000</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>The Boeing Company</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
        <title>BA 2.3 08/01/21</title>
        <cusip>097023CL7</cusip>
        <identifiers>
          <isin value="US097023CL77"/>
          <ticker value="BA"/>
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        <balance>7190000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7230688.64</valUSD>
        <pctVal>0.2917458439</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.300000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Westpac Banking Corporation</name>
        <lei>EN5TNI6CI43VEPAMHL14</lei>
        <title>WSTP 2.65 01/25/21</title>
        <cusip>961214DU4</cusip>
        <identifiers>
          <isin value="US961214DU48"/>
          <ticker value="WSTP"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>503386.19</valUSD>
        <pctVal>0.0203107665</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.650000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Moodys Corp</name>
        <lei>549300GCEDD8YCF5WU84</lei>
        <title>MCO 2.75 12/15/21</title>
        <cusip>615369AG0</cusip>
        <identifiers>
          <isin value="US615369AG02"/>
          <ticker value="MCO21"/>
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        <balance>380000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>385883.07</valUSD>
        <pctVal>0.0155697178</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TD AMERITRADE Holding Corporation</name>
        <lei>ZI85ER3E6RXD4HPHW309</lei>
        <title>AMTD 2.95 04/01/22</title>
        <cusip>87236YAE8</cusip>
        <identifiers>
          <isin value="US87236YAE86"/>
          <ticker value="AMTD22"/>
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        <balance>363000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>371095.24</valUSD>
        <pctVal>0.0149730543</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.950000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>New York Life Global Funding</name>
        <lei>635400DPNHEAUHB7ZI15</lei>
        <title>NYLIFE F 01/28/21 144A</title>
        <cusip>64952WDE0</cusip>
        <identifiers>
          <isin value="US64952WDE03"/>
          <ticker value="NYLIFE"/>
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        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1001947.34</valUSD>
        <pctVal>0.0404268510</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-01-28</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.215630000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>U.S. Bank National Association</name>
        <lei>6BYL5QZYBDK8S7L73M02</lei>
        <title>USB 3 02/04/21 BKNT</title>
        <cusip>90331HPA5</cusip>
        <identifiers>
          <isin value="US90331HPA58"/>
          <ticker value="USB"/>
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        <balance>5000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5060031.4</valUSD>
        <pctVal>0.2041635596</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-02-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank, National Association</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>JPM F 02/19/21 BKNT</title>
        <cusip>48125LRS3</cusip>
        <identifiers>
          <isin value="US48125LRS33"/>
          <ticker value="JPM"/>
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        <balance>11500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11501090.89</valUSD>
        <pctVal>0.4640492262</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-02-19</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.272630000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Chevron Corporation</name>
        <lei>N/A</lei>
        <title>CVX F 03/03/22</title>
        <cusip>166764BM1</cusip>
        <identifiers>
          <isin value="US166764BM16"/>
          <ticker value="CVX"/>
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        <balance>4975000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5003021.39</valUSD>
        <pctVal>0.2018633038</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-03</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.385500000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Skandinaviska Enskilda Banken AB (publ)</name>
        <lei>F3JS33DEI6XQ4ZBPTN86</lei>
        <title>SEB 2.625 03/15/21</title>
        <cusip>830505AR4</cusip>
        <identifiers>
          <isin value="US830505AR41"/>
          <ticker value="SEB"/>
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        <balance>5990000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6027758.38</valUSD>
        <pctVal>0.2432096780</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BAC F 01/23/22</title>
        <cusip>06051GGX1</cusip>
        <identifiers>
          <isin value="US06051GGX16"/>
          <ticker value="BAC"/>
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        <balance>9950000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9961647.67</valUSD>
        <pctVal>0.4019353413</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-23</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.314000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs Group, Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GS F 02/23/23</title>
        <cusip>38141GWU4</cusip>
        <identifiers>
          <isin value="US38141GWU48"/>
          <ticker value="GS"/>
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        <balance>7160000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7200108.46</valUSD>
        <pctVal>0.2905119863</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-23</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.659500000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Georgia-Pacific LLC</name>
        <lei>L2EVHWFHVAQK72TMH265</lei>
        <title>GP 5.4 11/01/20 144A</title>
        <cusip>37331NAB7</cusip>
        <identifiers>
          <isin value="US37331NAB73"/>
          <ticker value="GP"/>
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        <balance>2461000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2529313.47</valUSD>
        <pctVal>0.1020534460</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Autozone, Inc.</name>
        <lei>GA3JGKJ41LJKXDN23E90</lei>
        <title>AZO 4 11/15/20</title>
        <cusip>053332AL6</cusip>
        <identifiers>
          <isin value="US053332AL60"/>
          <ticker value="AZO20"/>
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        <balance>3393000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3431697.98</valUSD>
        <pctVal>0.1384631082</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>World Finl Network Credit Card Tst</name>
        <lei>549300RSY3BGZS85SD04</lei>
        <title>WFNMT 2019-A A</title>
        <cusip>981464HA1</cusip>
        <identifiers>
          <isin value="US981464HA19"/>
          <ticker value="WFNMT"/>
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        <balance>12745000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13019044.26</valUSD>
        <pctVal>0.5252960325</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.140000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SANTANDER DRIVE AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>SDART 2019-3 A2A</title>
        <cusip>80286HAB5</cusip>
        <identifiers>
          <isin value="US80286HAB50"/>
          <ticker value="SDART"/>
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        <balance>5400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5402952.72</valUSD>
        <pctVal>0.2179998448</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.280000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Chesapeake Funding II Llc</name>
        <lei>5493000HT7H4OFOD6Z12</lei>
        <title>CFII 2017-3A A1</title>
        <cusip>165183AR5</cusip>
        <identifiers>
          <isin value="US165183AR58"/>
          <ticker value="CFII"/>
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        <balance>1523981.73</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1522460.19</valUSD>
        <pctVal>0.0614286488</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.910000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Unilever Capital Corporation</name>
        <lei>MYF1DAS6G5WY7PRWCU78</lei>
        <title>UNANA 2.1 07/30/20</title>
        <cusip>904764AR8</cusip>
        <identifiers>
          <isin value="US904764AR81"/>
          <ticker value="UN/20A"/>
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        <balance>2000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2001962.08</valUSD>
        <pctVal>0.0807757249</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-07-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.100000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Gosforth Funding 2017-1 Plc</name>
        <lei>213800Q7QWXVPNLSAJ10</lei>
        <title>GFUND 2017-1A A1A</title>
        <cusip>383121AA8</cusip>
        <identifiers>
          <isin value="US383121AA85"/>
          <ticker value="83WP"/>
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        <balance>875192.5</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>874645.5</valUSD>
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        <name>Barclays Dryrock Issuance Trust</name>
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        <name>Capital One Multi Asset Execution Trust</name>
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        <name>SECURITIZED TERM AUTO RECEIVABLES TR 2019-1</name>
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        <name>Westpac Banking Corporation</name>
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        <invCountry>AU</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>Cooperatieve Centrale Raiffeisen-Boerenleenbank B.A., New York Branch</name>
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        <curCd>USD</curCd>
        <valUSD>10007208.8</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>Capital One, National Association</name>
        <lei>207ALC1P1YM0OVDV0K75</lei>
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        <curCd>USD</curCd>
        <valUSD>2504244.33</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Capital One Multi Asset Execution Trust</name>
        <lei>R42WS16M9R97TJJKGU15</lei>
        <title>COMET 2019-A2 A2</title>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Occidental Petroleum Corporation</name>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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        <name>Goldman Sachs Group, Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Philip Morris International Inc.</name>
        <lei>HL3H1H2BGXWVG3BSWR90</lei>
        <title>PM 2 02/21/20</title>
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        <name>Philip Morris International Inc.</name>
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          <couponKind>Floating</couponKind>
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        <name>Marriott International, Inc.</name>
        <lei>225YDZ14ZO8E1TXUSU86</lei>
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        <cusip>571903AM5</cusip>
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          <ticker value="MAR"/>
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        <balance>6000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6104859.54</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>Mitsubishi UFJ Financial Group, Inc.</name>
        <lei>353800V2V8PUY9TK3E06</lei>
        <title>MUFG 3.218 03/07/22</title>
        <cusip>606822BG8</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Marriott International, Inc.</name>
        <lei>225YDZ14ZO8E1TXUSU86</lei>
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        <cusip>571900BA6</cusip>
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        <valUSD>3211792.45</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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        <name>Hewlett Packard Enterprise Company</name>
        <lei>549300BX44RGX6ANDV88</lei>
        <title>HPE F 03/12/21</title>
        <cusip>42824CBD0</cusip>
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          <ticker value="HPE"/>
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        <balance>4690000</balance>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Novartis Capital Corporation</name>
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        <assetCat>DBT</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>D.R. Horton, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>VERIZON OWNER TRUST</name>
        <lei>549300AUOVO1I366IH69</lei>
        <title>VZOT 2019-A A1A</title>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Mondelez International Holdings Netherlands BV</name>
        <lei>549300CW356R8I7N8D33</lei>
        <title>MDLZ 2 10/28/21 144A</title>
        <cusip>60920LAC8</cusip>
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          <ticker value="MDLZ"/>
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        <balance>2100000</balance>
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        <curCd>USD</curCd>
        <valUSD>2100243.75</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-10-28</maturityDt>
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          <annualizedRt>2.000000000000</annualizedRt>
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      <invstOrSec>
        <name>Synchrony Card Issuance Trust 2018-1</name>
        <lei>N/A</lei>
        <title>SYNIT 2019-A1 A</title>
        <cusip>87166PAE1</cusip>
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          <isin value="US87166PAE16"/>
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        <balance>11500000</balance>
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        <curCd>USD</curCd>
        <valUSD>11727310.15</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.950000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Mondelez International Holdings Netherlands BV</name>
        <lei>549300CW356R8I7N8D33</lei>
        <title>MDLZ 2.125 09/19/22 144A</title>
        <cusip>60920LAE4</cusip>
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          <isin value="US60920LAE48"/>
          <ticker value="MDLZ"/>
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        <balance>17590000</balance>
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        <curCd>USD</curCd>
        <valUSD>17593764.61</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-09-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.125000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPM 2.55 03/01/21</title>
        <cusip>46625HQJ2</cusip>
        <identifiers>
          <isin value="US46625HQJ22"/>
          <ticker value="JPM21C"/>
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        <balance>1500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1511602.44</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.550000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Barclays Bank plc</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
        <title>BACR 2.65 01/11/21</title>
        <cusip>06739FJJ1</cusip>
        <identifiers>
          <isin value="US06739FJJ12"/>
          <ticker value="BCS21E"/>
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        <balance>9000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9058873.14</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-01-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.650000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Toyota Industries Corporation</name>
        <lei>35380000WKGEAHEMW830</lei>
        <title>TOYAUT 3.11 03/12/22 144A</title>
        <cusip>892330AD3</cusip>
        <identifiers>
          <isin value="US892330AD30"/>
          <ticker value="TOYAUT"/>
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        <balance>2900000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2953258.94</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.110000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>BA Credit Card Trust</name>
        <lei>5493006DQ60M1CRKHH19</lei>
        <title>BACCT 2019-A1 A1</title>
        <cusip>05522RDB1</cusip>
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          <isin value="US05522RDB15"/>
          <ticker value="MBNAS"/>
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        <balance>12240000</balance>
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        <curCd>USD</curCd>
        <valUSD>12202481.95</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.740000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Nissan Motor Acceptance Corporation</name>
        <lei>7D6DIU2QXTUJRFNNJA49</lei>
        <title>NSANY 3.65 09/21/21 144A</title>
        <cusip>654740BJ7</cusip>
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          <ticker value="NSANY"/>
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        <balance>1348000</balance>
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        <curCd>USD</curCd>
        <valUSD>1376097.91</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-09-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.650000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>American Express Credit Account Master Trust</name>
        <lei>549300Y4SA5G3GIJTP18</lei>
        <title>AMXCA 2019-3 A</title>
        <cusip>02582JJM3</cusip>
        <identifiers>
          <isin value="US02582JJM36"/>
          <ticker value="AMXCA"/>
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        <balance>11600000</balance>
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        <curCd>USD</curCd>
        <valUSD>11627895.68</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Goldman Sachs Group, Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GS 2.6 04/23/20</title>
        <cusip>38148LAA4</cusip>
        <identifiers>
          <isin value="US38148LAA44"/>
          <ticker value="GOSH"/>
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        <balance>5000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5006511.15</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-04-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.600000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>AT&amp;T Inc</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>T 2.8 02/17/21</title>
        <cusip>00206RCR1</cusip>
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          <isin value="US00206RCR12"/>
          <ticker value="T21C"/>
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        <balance>6000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6054036.96</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-02-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.800000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Capital One, National Association</name>
        <lei>207ALC1P1YM0OVDV0K75</lei>
        <title>COF 2.35 01/31/20 BKNT</title>
        <cusip>14042RFH9</cusip>
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          <isin value="US14042RFH93"/>
          <ticker value="COF/20"/>
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        <balance>5000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5000989.05</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-01-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.350000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Sanofi</name>
        <lei>549300E9PC51EN656011</lei>
        <title>SANFP 4 03/29/21</title>
        <cusip>80105NAG0</cusip>
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          <isin value="US80105NAG07"/>
          <ticker value="US1743"/>
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        <balance>3874000</balance>
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        <curCd>USD</curCd>
        <valUSD>3978835.48</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Chesapeake Funding II Llc</name>
        <lei>5493000HT7H4OFOD6Z12</lei>
        <title>CFII 2019-1A A1</title>
        <cusip>165183BY9</cusip>
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          <isin value="US165183BY90"/>
          <ticker value="CFII"/>
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        <fairValLevel>2</fairValLevel>
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        <name>FORD CREDIT AUTO OWNER TRUST</name>
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        <title>FORDO 2019-A A3</title>
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        <fairValLevel>2</fairValLevel>
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        <name>AT&amp;T Inc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Wells Fargo &amp; Company</name>
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        <fairValLevel>2</fairValLevel>
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        <name>HPEFS EQUIPMENT TRUST</name>
        <lei>549300NXXXDG2TJQD265</lei>
        <title>HPEFS 2019-1A A3</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>World Finl Network Credit Card Tst</name>
        <lei>549300RSY3BGZS85SD04</lei>
        <title>WFNMT 2019-C A</title>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Sumitomo Mitsui Financial Group Inc</name>
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        <title>SUMIBK 2.778 10/18/22</title>
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        <assetCat>DBT</assetCat>
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        <invCountry>JP</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>Ameriprise Financial, Inc.</name>
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        <title>AMP 3 03/22/22</title>
        <cusip>03076CAJ5</cusip>
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        <curCd>USD</curCd>
        <valUSD>4500859.66</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-03-22</maturityDt>
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        <name>International Flavors &amp; Fragrances Inc.</name>
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        <title>IFF 3.4 09/25/20</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Southwest Airlines Co.</name>
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        <title>LUV 2.65 11/05/20</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Paypal Holdings Incorporation</name>
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        <name>Comcast Corporation</name>
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        <title>CMCSA F 04/15/24</title>
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        <curCd>USD</curCd>
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        <name>Capital One Financial Corporation</name>
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        <name>Ford Credit Floorplan Master Owner Trust A</name>
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        <name>NEXTERA ENERGY CAPITAL HLDGS INC</name>
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        <title>NEE 2.9 04/01/22</title>
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        <name>Federal Home Loan Banks</name>
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        <name>GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST</name>
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        <name>Australia and New Zealand Banking Group Limited</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>American Express Credit Corporation</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Wells Fargo &amp; Company</name>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-01-30</maturityDt>
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      <invstOrSec>
        <name>Exxon Mobil Corporation</name>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-03-06</maturityDt>
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      <invstOrSec>
        <name>Skandinaviska Enskilda Banken AB (publ)</name>
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        <assetCat>DBT</assetCat>
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        <invCountry>SE</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-03-11</maturityDt>
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      <invstOrSec>
        <name>DELL EQUIPMENT FINANCE TRUST</name>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-08-23</maturityDt>
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      <invstOrSec>
        <name>AT&amp;T Inc</name>
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        <name>McDonald's Corporation</name>
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        <curCd>USD</curCd>
        <valUSD>1318962.44</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-12-09</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>New York Life Global Funding</name>
        <lei>635400DPNHEAUHB7ZI15</lei>
        <title>NYLIFE F 01/21/22 144A</title>
        <cusip>64952WDK6</cusip>
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        <balance>13100000</balance>
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        <curCd>USD</curCd>
        <valUSD>13127675.06</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <annualizedRt>2.233250000000</annualizedRt>
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      <invstOrSec>
        <name>HSBC Holdings plc</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC 5.1 04/05/21</title>
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        <curCd>USD</curCd>
        <valUSD>342261.94</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Gilead Sciences, Inc.</name>
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        <name>The Toronto-Dominion Bank</name>
        <lei>PT3QB789TSUIDF371261</lei>
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        <invCountry>CA</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>Biogen Inc</name>
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        <title>BIIB 2.9 09/15/20</title>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>American Express Credit Account Master Trust</name>
        <lei>549300Y4SA5G3GIJTP18</lei>
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      <invstOrSec>
        <name>Ontario (Province Of)</name>
        <lei>C7PVKCRGLG18EBQGZV36</lei>
        <title>ONT 2.55 04/25/22</title>
        <cusip>68323AFE9</cusip>
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          <ticker value="ONT"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>NISSAN AUTO RECEIVABLES OWNER TRUST</name>
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        <title>NAROT 2019-A A2A</title>
        <cusip>65479KAB6</cusip>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>ING Groep N.V.</name>
        <lei>549300NYKK9MWM7GGW15</lei>
        <title>INTNED F 03/29/22</title>
        <cusip>456837AJ2</cusip>
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          <ticker value="ING22A"/>
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        <balance>7040000</balance>
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        <curCd>USD</curCd>
        <valUSD>7136040.6</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Verizon Communications Inc.</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>VZ F 03/16/22</title>
        <cusip>92343VDX9</cusip>
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          <ticker value="VZ"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Abbott Laboratories</name>
        <lei>HQD377W2YR662HK5JX27</lei>
        <title>ABT 2.55 03/15/22</title>
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          <isin value="US002824BA72"/>
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        <balance>2000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2032805.4</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.550000000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>Chase Issuance Trust</name>
        <lei>5493008SHVCX2Y068L12</lei>
        <title>CHAIT 2012-A7 A7</title>
        <cusip>161571FQ2</cusip>
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          <ticker value="CHAIT"/>
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        <balance>1000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1006883</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.160000000000</annualizedRt>
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      <invstOrSec>
        <name>BP Capital Markets plc</name>
        <lei>549300CRVT18MXX0AG93</lei>
        <title>BPLN F 09/16/21</title>
        <cusip>05565QDE5</cusip>
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          <isin value="US05565QDE52"/>
          <ticker value="BP/21D"/>
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        <balance>5433000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5492675.53</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.763630000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Enterprise Products Operating LP</name>
        <lei>5493004LGN656HWLDA30</lei>
        <title>EPD 2.8 02/15/21</title>
        <cusip>29379VBP7</cusip>
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          <isin value="US29379VBP76"/>
          <ticker value="EPD"/>
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        <balance>10000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10095433.7</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.800000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Holdings plc</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC F 01/05/22</title>
        <cusip>404280BG3</cusip>
        <identifiers>
          <isin value="US404280BG30"/>
          <ticker value="HSBC22C"/>
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        <balance>5439000</balance>
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        <curCd>USD</curCd>
        <valUSD>5546662.78</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-05</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.543130000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Pioneer Natural Resources Company</name>
        <lei>FY8JBF7CCL2VE4F1B628</lei>
        <title>PXD 3.45 01/15/21</title>
        <cusip>723787AL1</cusip>
        <identifiers>
          <isin value="US723787AL19"/>
          <ticker value="PXD21"/>
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        <balance>2215000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2240863.31</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.450000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Roper Technologies Inc</name>
        <lei>54930003T4SXCIWVXY35</lei>
        <title>ROP 3 12/15/20</title>
        <cusip>776743AA4</cusip>
        <identifiers>
          <isin value="US776743AA47"/>
          <ticker value="ROP20"/>
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        <balance>2320000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2339712.83</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FiServ Inc.</name>
        <lei>GI7UBEJLXYLGR2C7GV83</lei>
        <title>FISV 2.7 06/01/20</title>
        <cusip>337738AN8</cusip>
        <identifiers>
          <isin value="US337738AN81"/>
          <ticker value="FISV"/>
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        <balance>655000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>656623.14</valUSD>
        <pctVal>0.0264936138</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Japan Bank for International Cooperation</name>
        <lei>549300TJ3QFYVCTSCJ29</lei>
        <title>JBIC 1.625 10/17/22</title>
        <cusip>471048CB2</cusip>
        <identifiers>
          <isin value="US471048CB28"/>
          <ticker value="JBIC"/>
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        <balance>4400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4368869.82</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-10-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.625000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DELL EQUIPMENT FINANCE TRUST</name>
        <lei>N/A</lei>
        <title>DEFT 2019-2 A2</title>
        <cusip>24703KAB1</cusip>
        <identifiers>
          <isin value="US24703KAB17"/>
          <ticker value="DEFT"/>
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        <balance>9000000</balance>
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        <curCd>USD</curCd>
        <valUSD>8993025</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-12-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.950000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>SANTANDER RETAIL AUTO LEASE TRUST</name>
        <lei>N/A</lei>
        <title>SRT 2019-A A2</title>
        <cusip>80285JAC0</cusip>
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          <isin value="US80285JAC09"/>
          <ticker value="SRT"/>
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        <balance>7741538.15</balance>
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        <curCd>USD</curCd>
        <valUSD>7783533.67</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.720000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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      <invstOrSec>
        <name>Citibank, N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>C V3.165 02/19/22 BKNT</title>
        <cusip>17325FAV0</cusip>
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          <isin value="US17325FAV04"/>
          <ticker value="C"/>
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        <balance>9500000</balance>
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        <curCd>USD</curCd>
        <valUSD>9620352.84</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-02-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.165000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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      <invstOrSec>
        <name>UBS Group AG</name>
        <lei>549300SZJ9VS8SGXAN81</lei>
        <title>UBS F 09/24/20 144A</title>
        <cusip>90351DAC1</cusip>
        <identifiers>
          <isin value="US90351DAC11"/>
          <ticker value="UBS"/>
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        <balance>20000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20183000.4</valUSD>
        <pctVal>0.8143493349</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-09-24</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.374750000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Intercontinental Exchange Inc</name>
        <lei>5493000F4ZO33MV32P92</lei>
        <title>ICE 2.75 12/01/20</title>
        <cusip>45866FAC8</cusip>
        <identifiers>
          <isin value="US45866FAC86"/>
          <ticker value="ICE20"/>
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        <balance>17888000</balance>
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        <curCd>USD</curCd>
        <valUSD>18008744</valUSD>
        <pctVal>0.7266218307</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.750000000000</annualizedRt>
          <isDefault>N</isDefault>
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      <invstOrSec>
        <name>Cooperatieve Centrale Raiffeisen-Boerenleenbank B.A., New York Branch</name>
        <lei>N/A</lei>
        <title>RABOBK F 04/26/21</title>
        <cusip>21688AAP7</cusip>
        <identifiers>
          <isin value="US21688AAP75"/>
          <ticker value="RABOBK"/>
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        <balance>5575000</balance>
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        <curCd>USD</curCd>
        <valUSD>5594194.78</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-04-26</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.365630000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Amphenol Corporation</name>
        <lei>549300D3L3G0R4U4VT04</lei>
        <title>APH 2.2 04/01/20</title>
        <cusip>032095AF8</cusip>
        <identifiers>
          <isin value="US032095AF85"/>
          <ticker value="APH20"/>
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        <balance>5360000</balance>
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        <curCd>USD</curCd>
        <valUSD>5360692.4</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.200000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BA Credit Card Trust</name>
        <lei>N/A</lei>
        <title>BACCT 2018-A1 A1</title>
        <cusip>05522RCY2</cusip>
        <identifiers>
          <isin value="US05522RCY27"/>
          <ticker value="MBNAS"/>
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        <balance>3000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3029559.3</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.700000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Golden Credit Card Trust</name>
        <lei>549300BEDPMEONLTJX58</lei>
        <title>GCCT 2019-2A A</title>
        <cusip>380881FA5</cusip>
        <identifiers>
          <isin value="US380881FA52"/>
          <ticker value="GOLCCT"/>
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        <balance>17000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16982770.5</valUSD>
        <pctVal>0.6852255655</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>N/A</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>General Motors Financial Company Inc</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>GM 4.2 11/06/21</title>
        <cusip>37045XCP9</cusip>
        <identifiers>
          <isin value="US37045XCP96"/>
          <ticker value="GM/21D"/>
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        <balance>8000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8294324.96</valUSD>
        <pctVal>0.3346617391</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.200000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>World Finl Network Credit Card Tst</name>
        <lei>549300RSY3BGZS85SD04</lei>
        <title>WFNMT 2018-A A</title>
        <cusip>981464GL8</cusip>
        <identifiers>
          <isin value="US981464GL82"/>
          <ticker value="WFNMT"/>
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        <balance>7000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7077663.6</valUSD>
        <pctVal>0.2855715469</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.070000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United Technologies Corporation</name>
        <lei>I07WOS4YJ0N7YRFE7309</lei>
        <title>UTX 3.35 08/16/21</title>
        <cusip>913017DA4</cusip>
        <identifiers>
          <isin value="US913017DA42"/>
          <ticker value="UTX21F"/>
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        <balance>2400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2457595.39</valUSD>
        <pctVal>0.0991597449</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-08-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.350000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Goldman Sachs Group, Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GS 2.35 11/15/21</title>
        <cusip>38145GAG5</cusip>
        <identifiers>
          <isin value="US38145GAG55"/>
          <ticker value="GS21Q"/>
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        <balance>3366000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3379375.24</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.350000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Enterprise Products Operating LP</name>
        <lei>5493004LGN656HWLDA30</lei>
        <title>EPD 2.85 04/15/21</title>
        <cusip>29379VBK8</cusip>
        <identifiers>
          <isin value="US29379VBK89"/>
          <ticker value="EPD/21"/>
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        <balance>1751000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1769079.62</valUSD>
        <pctVal>0.0713793184</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.850000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>WORLD OMNI AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>WOART 2019-B A2</title>
        <cusip>98162VAB5</cusip>
        <identifiers>
          <isin value="US98162VAB53"/>
          <ticker value="WOART"/>
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        <balance>5298768.38</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5314821.53</valUSD>
        <pctVal>0.2144439029</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.630000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Florida Power &amp; Light Company</name>
        <lei>A89MY1K3YLIGJMYWVX50</lei>
        <title>NEE F 05/06/22</title>
        <cusip>341081FW2</cusip>
        <identifiers>
          <isin value="US341081FW23"/>
          <ticker value="NEE"/>
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        <balance>9500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9500285.48</valUSD>
        <pctVal>0.3833201709</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-06</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.308250000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Discover Bank</name>
        <lei>X05BVSK68TQ7YTOSNR22</lei>
        <title>DFS 3.1 06/04/20 BKNT</title>
        <cusip>25466AAG6</cusip>
        <identifiers>
          <isin value="US25466AAG67"/>
          <ticker value="DFS/20A"/>
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        <balance>20240000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20315338.95</valUSD>
        <pctVal>0.8196889677</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-06-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.100000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>B.A.T. Capital Corporation</name>
        <lei>2138005GYEXN7XRHFA84</lei>
        <title>BATSLN F 08/14/20</title>
        <cusip>05526DAT2</cusip>
        <identifiers>
          <isin value="US05526DAT28"/>
          <ticker value="BAT"/>
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        <balance>1800000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1803131.95</valUSD>
        <pctVal>0.0727532713</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-08-14</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.494130000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Air Lease Corporation</name>
        <lei>5493004NW4M4P8TMMK63</lei>
        <title>AL 2.125 01/15/20</title>
        <cusip>00912XAU8</cusip>
        <identifiers>
          <isin value="US00912XAU81"/>
          <ticker value="AL"/>
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        <balance>7705000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7704558.66</valUSD>
        <pctVal>0.3108656838</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CCG RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>CCG 2018-2 A2</title>
        <cusip>12509KAB2</cusip>
        <identifiers>
          <isin value="US12509KAB26"/>
          <ticker value="CCG"/>
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        <balance>2601026.67</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2622070.02</valUSD>
        <pctVal>0.1057960132</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.090000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NBCUniversal Enterprise Inc</name>
        <lei>N/A</lei>
        <title>CMCSA F 04/01/21</title>
        <cusip>63946CAG3</cusip>
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          <isin value="US63946CAG33"/>
          <ticker value="CMCSA"/>
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        <balance>3560000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3568902.1</valUSD>
        <pctVal>0.1439990583</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-04-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.498630000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Australia and New Zealand Banking Group Limited</name>
        <lei>JHE42UYNWWTJB8YTTU19</lei>
        <title>ANZ F 05/17/21 144A</title>
        <cusip>05252ADC2</cusip>
        <identifiers>
          <isin value="US05252ADC27"/>
          <ticker value="ANZ"/>
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        <balance>2370000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2378842.8</valUSD>
        <pctVal>0.0959822134</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.364130000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BAC 2.625 04/19/21 GMTN</title>
        <cusip>06051GFW4</cusip>
        <identifiers>
          <isin value="US06051GFW42"/>
          <ticker value="BAC21E"/>
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        <balance>7497000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7565687.14</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-04-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BMW US Capital, LLC</name>
        <lei>KK5MZM9DIXLXZL9DZL15</lei>
        <title>BMW 2.15 04/06/20 144A</title>
        <cusip>05565EAP0</cusip>
        <identifiers>
          <isin value="US05565EAP07"/>
          <ticker value="BMW"/>
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        <balance>4110000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4112843.3</valUSD>
        <pctVal>0.1659461497</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.150000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Duke Energy Corp</name>
        <lei>I1BZKREC126H0VB1BL91</lei>
        <title>DUK F 05/14/21 144A</title>
        <cusip>26441CBA2</cusip>
        <identifiers>
          <isin value="US26441CBA27"/>
          <ticker value="DUK"/>
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        <balance>7400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7427119.96</valUSD>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Volkswagen Group of America Finance LLC</name>
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        <curCd>USD</curCd>
        <valUSD>3658780.4</valUSD>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Bank of America Corporation</name>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Nextgear Floorplan Master Owner Trust</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>International Business Machines Corporation</name>
        <lei>VGRQXHF3J8VDLUA7XE92</lei>
        <title>IBM F 05/13/21</title>
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          <ticker value="IBM"/>
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        <balance>25000000</balance>
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        <curCd>USD</curCd>
        <valUSD>25095603</valUSD>
        <pctVal>1.0125643961</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-13</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.304630000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Pinnacle West Capital Corporation</name>
        <lei>TWSEY0NEDUDCKS27AH81</lei>
        <title>PNW 2.25 11/30/20</title>
        <cusip>723484AG6</cusip>
        <identifiers>
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          <ticker value="PNW20"/>
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        <balance>1400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1402068.02</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-11-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.250000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Aon Corporation</name>
        <lei>LTS3U8DGK38SETRUWX71</lei>
        <title>AON 2.2 11/15/22</title>
        <cusip>037389BD4</cusip>
        <identifiers>
          <isin value="US037389BD49"/>
          <ticker value="AON22"/>
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        <balance>5890000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5917723.94</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.200000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>Bank of America, N.A.</name>
        <lei>B4TYDEB6GKMZO031MB27</lei>
        <title>BAC F 05/24/21 BKNT</title>
        <cusip>06050TML3</cusip>
        <identifiers>
          <isin value="US06050TML34"/>
          <ticker value="BAC"/>
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        <balance>10100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10109141.21</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-24</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.259500000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Marriott International, Inc.</name>
        <lei>225YDZ14ZO8E1TXUSU86</lei>
        <title>MAR 3.375 10/15/20</title>
        <cusip>571903AL7</cusip>
        <identifiers>
          <isin value="US571903AL78"/>
          <ticker value="MAR"/>
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        <balance>2130000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2145529.51</valUSD>
        <pctVal>0.0865684237</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>General Motors Financial Company Inc</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>GM F 04/13/20</title>
        <cusip>37045XBU9</cusip>
        <identifiers>
          <isin value="US37045XBU90"/>
          <ticker value="GM"/>
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        <balance>1360000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1362130.29</valUSD>
        <pctVal>0.0549596132</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-13</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.916130000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CVS Health Corp</name>
        <lei>549300EJG376EN5NQE29</lei>
        <title>CVS F 03/09/21</title>
        <cusip>126650DD9</cusip>
        <identifiers>
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          <ticker value="CVS"/>
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        <balance>8405000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8456537.53</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-09</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.605000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Capital One Multi Asset Execution Trust</name>
        <lei>R42WS16M9R97TJJKGU15</lei>
        <title>COMET 2017-A4 A4</title>
        <cusip>14041NFN6</cusip>
        <identifiers>
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          <ticker value="COMET"/>
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        <balance>5000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5005290.5</valUSD>
        <pctVal>0.2019548585</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>1.990000000000</annualizedRt>
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      <invstOrSec>
        <name>Sumitomo Mitsui Financial Group Inc</name>
        <lei>35380028MYWPB6AUO129</lei>
        <title>SUMIBK F 10/19/21</title>
        <cusip>86562MAJ9</cusip>
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          <ticker value="SUMIBK"/>
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        <balance>1330000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1348668.94</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>3.105880000000</annualizedRt>
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        <name>AT&amp;T Inc</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>T 4.45 05/15/21</title>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Autozone, Inc.</name>
        <lei>GA3JGKJ41LJKXDN23E90</lei>
        <title>AZO 3.7 04/15/22</title>
        <cusip>053332AM4</cusip>
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          <ticker value="AZO22"/>
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        <curCd>USD</curCd>
        <valUSD>1031909.15</valUSD>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <name>Canadian Imperial Bank of Commerce</name>
        <lei>2IGI19DL77OX0HC3ZE78</lei>
        <title>CM 2.1 10/05/20 BKNT</title>
        <cusip>136069VX6</cusip>
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        <curCd>USD</curCd>
        <valUSD>4389717.69</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.100000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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        <name>Bank of Nova Scotia</name>
        <lei>L3I9ZG2KFGXZ61BMYR72</lei>
        <title>BNS 2.35 10/21/20</title>
        <cusip>064159GW0</cusip>
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        <curCd>USD</curCd>
        <valUSD>16257396.11</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-10-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.350000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPM 4.625 05/10/21</title>
        <cusip>46625HHZ6</cusip>
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          <ticker value="JPM21"/>
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        <curCd>USD</curCd>
        <valUSD>620971.95</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Enterprise Fleet Financing, LLC</name>
        <lei>N/A</lei>
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        <balance>749448.93</balance>
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        <curCd>USD</curCd>
        <valUSD>749218.1</valUSD>
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        <assetCat>ABS-O</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.130000000000</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>GMF FLOORPLAN OWNER REVOLVING TRUST</name>
        <lei>N/A</lei>
        <title>GFORT 2018-1 A</title>
        <cusip>361886BF0</cusip>
        <identifiers>
          <isin value="US361886BF07"/>
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        <balance>1500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1500220.05</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.065382700000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Nextgear Floorplan Master Owner Trust</name>
        <lei>N/A</lei>
        <title>NFMOT 2017-2A A2</title>
        <cusip>65341KAX4</cusip>
        <identifiers>
          <isin value="US65341KAX46"/>
          <ticker value="NFMOT"/>
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        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1003646.6</valUSD>
        <pctVal>0.0404954132</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-10-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.560000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AT&amp;T Inc</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>T 2.45 06/30/20</title>
        <cusip>00206RCL4</cusip>
        <identifiers>
          <isin value="US00206RCL42"/>
          <ticker value="T20A"/>
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        <balance>11235000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11273227.2</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-06-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.450000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPM 2.55 10/29/20</title>
        <cusip>46625HNX4</cusip>
        <identifiers>
          <isin value="US46625HNX43"/>
          <ticker value="JPM20F"/>
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        <balance>8400000</balance>
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        <curCd>USD</curCd>
        <valUSD>8438207.57</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-10-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.550000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The Allstate Corporation</name>
        <lei>OBT0W1ED8G0NWVOLOJ77</lei>
        <title>ALL F 03/29/21</title>
        <cusip>020002BE0</cusip>
        <identifiers>
          <isin value="US020002BE09"/>
          <ticker value="ALL"/>
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        <balance>3000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3007036.8</valUSD>
        <pctVal>0.1213287603</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-29</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.390500000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Dupont De Nemours Inc</name>
        <lei>5493004JF0SDFLM8GD76</lei>
        <title>DD 3.766 11/15/20</title>
        <cusip>26078JAA8</cusip>
        <identifiers>
          <isin value="US26078JAA88"/>
          <ticker value="DWDP20E"/>
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        <balance>6600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6691468.67</valUSD>
        <pctVal>0.2699892460</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.766000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Citibank, N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>C F 05/20/22 BKNt</title>
        <cusip>17325FAX6</cusip>
        <identifiers>
          <isin value="US17325FAX69"/>
          <ticker value="C"/>
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        <balance>10000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10037488.8</valUSD>
        <pctVal>0.4049954004</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.498500000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Royal Bank of Canada</name>
        <lei>ES7IP3U3RHIGC71XBU11</lei>
        <title>RY 2.15 10/26/20</title>
        <cusip>78013GKN4</cusip>
        <identifiers>
          <isin value="US78013GKN42"/>
          <ticker value="RY20G"/>
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        <balance>6560000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6572534.85</valUSD>
        <pctVal>0.2651904711</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-10-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.150000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CVS Health Corp</name>
        <lei>549300EJG376EN5NQE29</lei>
        <title>CVS 2.125 06/01/21</title>
        <cusip>126650CT5</cusip>
        <identifiers>
          <isin value="US126650CT50"/>
          <ticker value="CVS21A"/>
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        <balance>4159000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4166188.33</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.125000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ABB Finance (USA) Inc.</name>
        <lei>5493002Y01YAFV45F528</lei>
        <title>ABBNVX 2.8 04/03/20</title>
        <cusip>00037BAD4</cusip>
        <identifiers>
          <isin value="US00037BAD47"/>
          <ticker value="8A5A"/>
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        <balance>5749000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5760887.15</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.800000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BlackRock, Inc.</name>
        <lei>549300LRIF3NWCU26A80</lei>
        <title>BLK 4.25 05/24/21</title>
        <cusip>09247XAH4</cusip>
        <identifiers>
          <isin value="US09247XAH44"/>
          <ticker value="BLK"/>
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        <balance>1600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1652448.46</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United Health Group Incorporated</name>
        <lei>549300GHBMY8T5GXDE41</lei>
        <title>UNH F 10/15/20</title>
        <cusip>91324PDB5</cusip>
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          <isin value="US91324PDB58"/>
          <ticker value="UNH"/>
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        <balance>10305000</balance>
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        <curCd>USD</curCd>
        <valUSD>10298167.89</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.070880000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GATX Corporation</name>
        <lei>549300IHYHCQP2PIR591</lei>
        <title>GMT 2.6 03/30/20</title>
        <cusip>361448AV5</cusip>
        <identifiers>
          <isin value="US361448AV58"/>
          <ticker value="GMT"/>
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        <balance>5857000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5860523.28</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-03-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Daimler Finance North America LLC</name>
        <lei>549300423Z16BB673J12</lei>
        <title>DAIGR 2.2 05/05/20 144A</title>
        <cusip>233851CY8</cusip>
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          <isin value="US233851CY88"/>
          <ticker value="DAIGR"/>
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        <balance>1599000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1599803.96</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-05-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.200000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Dominion Energy Gas Holdings LLC</name>
        <lei>549300BFOD6TDMVV4O24</lei>
        <title>D 2.8 11/15/20</title>
        <cusip>257375AK1</cusip>
        <identifiers>
          <isin value="US257375AK17"/>
          <ticker value="D/20"/>
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        <balance>3250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3272792.51</valUSD>
        <pctVal>0.1320515459</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.800000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Dollar Tree Inc</name>
        <lei>549300PMSTQITB1WHR43</lei>
        <title>DLTR F 04/17/20</title>
        <cusip>256746AE8</cusip>
        <identifiers>
          <isin value="US256746AE84"/>
          <ticker value="DLTR"/>
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        <balance>8300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8301541.06</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-17</maturityDt>
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          <annualizedRt>2.702130000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>DnB Bank ASA</name>
        <lei>549300GKFG0RYRRQ1414</lei>
        <title>DNBNO F 06/02/21 144A</title>
        <cusip>23341CAB9</cusip>
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          <isin value="US23341CAB90"/>
          <ticker value="DNBNOR"/>
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        <balance>10000000</balance>
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        <curCd>USD</curCd>
        <valUSD>10118786.6</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NO</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-02</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.976880000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>The Boeing Company</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
        <title>The Boeing Company 0% CP 29/10/2020</title>
        <cusip>09702LKV6</cusip>
        <identifiers>
          <isin value="US09702LKV61"/>
          <ticker value="BA"/>
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        <balance>18000000</balance>
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        <curCd>USD</curCd>
        <valUSD>17666699.94</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-10-29</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>N/A</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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      <invstOrSec>
        <name>SunTrust Bank</name>
        <lei>IYDOJBGJWY9T8XKCSX06</lei>
        <title>TFC F 05/17/22 BKNT</title>
        <cusip>86787EBD8</cusip>
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          <ticker value="TFC"/>
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        <balance>15000000</balance>
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        <curCd>USD</curCd>
        <valUSD>15071707.5</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.494130000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Marriott International, Inc.</name>
        <lei>225YDZ14ZO8E1TXUSU86</lei>
        <title>MAR F 12/01/20 Y</title>
        <cusip>571903AZ6</cusip>
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          <isin value="US571903AZ64"/>
          <ticker value="MAR"/>
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        <balance>300000</balance>
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        <curCd>USD</curCd>
        <valUSD>300958.87</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-12-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.506880000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>VW Credit, Inc.</name>
        <lei>549300UUPJ2NXDB68M19</lei>
        <title>VW Credit, Inc. 0% CP 18/03/2020</title>
        <cusip>91842JCJ6</cusip>
        <identifiers>
          <isin value="US91842JCJ60"/>
          <ticker value="VW"/>
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        <balance>18500000</balance>
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        <curCd>USD</curCd>
        <valUSD>18414141.5</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-03-18</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>N/A</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Verizon Communications Inc.</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>VZ F 05/22/20</title>
        <cusip>92343VDZ4</cusip>
        <identifiers>
          <isin value="US92343VDZ40"/>
          <ticker value="VZ"/>
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        <balance>10284000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10301889.94</valUSD>
        <pctVal>0.4156635314</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-05-22</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.448750000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AstraZeneca Plc</name>
        <lei>PY6ZZQWO2IZFZC3IOL08</lei>
        <title>AZN 2.375 11/16/20</title>
        <cusip>046353AK4</cusip>
        <identifiers>
          <isin value="US046353AK44"/>
          <ticker value="AZN20"/>
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        <balance>4171000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4184188.41</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-11-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.375000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Verizon Owner Trust</name>
        <lei>549300YK8J8QMYHMZC08</lei>
        <title>VZOT 2016-2A A</title>
        <cusip>92348MAA7</cusip>
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          <isin value="US92348MAA71"/>
          <ticker value="VZOT"/>
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        <balance>112090.83</balance>
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        <curCd>USD</curCd>
        <valUSD>112068.58</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.680000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Chesapeake Funding II Llc</name>
        <lei>5493000HT7H4OFOD6Z12</lei>
        <title>CFII 2017-4A A1</title>
        <cusip>165183BB9</cusip>
        <identifiers>
          <isin value="US165183BB97"/>
          <ticker value="CFII"/>
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        <balance>1922145.35</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1922619.35</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.120000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Wells Fargo &amp; Company</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>WFC F 01/24/23</title>
        <cusip>949746SL6</cusip>
        <identifiers>
          <isin value="US949746SL69"/>
          <ticker value="WFC"/>
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        <balance>2000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2026103.84</valUSD>
        <pctVal>0.0817498034</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-24</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.046000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Bristol-Myers Squibb Company</name>
        <lei>HLYYNH7UQUORYSJQCN42</lei>
        <title>BMY 2.875 02/19/21 144A</title>
        <cusip>110122BE7</cusip>
        <identifiers>
          <isin value="US110122BE78"/>
          <ticker value="BMY"/>
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        <balance>6320000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6393108.37</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-02-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.875000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>American Express Company</name>
        <lei>R4PP93JZOLY261QX3811</lei>
        <title>AXP 2.2 10/30/20</title>
        <cusip>025816BP3</cusip>
        <identifiers>
          <isin value="US025816BP35"/>
          <ticker value="AXP"/>
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        <balance>11556000</balance>
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        <curCd>USD</curCd>
        <valUSD>11579752.66</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-10-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.200000000000</annualizedRt>
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      <invstOrSec>
        <name>Dell International L.L.C. and EMC Corporation</name>
        <lei>N/A</lei>
        <title>DELL 4.42 06/15/21 144A</title>
        <cusip>25272KAD5</cusip>
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          <ticker value="DELL"/>
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        <balance>8832000</balance>
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        <curCd>USD</curCd>
        <valUSD>9089113.83</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.420000000000</annualizedRt>
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      <invstOrSec>
        <name>Albemarle Corp</name>
        <lei>HDBLS2Q6GV1LSKQPBS54</lei>
        <title>ALB F 11/15/22 144A</title>
        <cusip>012653AB7</cusip>
        <identifiers>
          <isin value="US012653AB77"/>
          <ticker value="ALB"/>
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        <balance>5170000</balance>
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        <curCd>USD</curCd>
        <valUSD>5179589.63</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-11-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.959500000000</annualizedRt>
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      <invstOrSec>
        <name>Nissan Master Owne</name>
        <lei>N/A</lei>
        <title>NMOTR 2019-B A</title>
        <cusip>65474VAS0</cusip>
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          <isin value="US65474VAS07"/>
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        <curCd>USD</curCd>
        <valUSD>9113504.4</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>N/A</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Capital One Financial Corporation</name>
        <lei>ZUE8T73ROZOF6FLBAR73</lei>
        <title>COF 2.5 05/12/20</title>
        <cusip>14040HBP9</cusip>
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          <isin value="US14040HBP91"/>
          <ticker value="COF20"/>
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        <balance>500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>500658.78</valUSD>
        <pctVal>0.0202007202</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-05-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BP Capital Markets plc</name>
        <lei>549300CRVT18MXX0AG93</lei>
        <title>BPLN 2.521 01/15/20</title>
        <cusip>05565QCT3</cusip>
        <identifiers>
          <isin value="US05565QCT31"/>
          <ticker value="BP/20A"/>
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        <balance>4470000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4470534.75</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Amgen Inc.</name>
        <lei>62QBXGPJ34PQ72Z12S66</lei>
        <title>AMGN 2.2 05/11/20</title>
        <cusip>031162CM0</cusip>
        <identifiers>
          <isin value="US031162CM01"/>
          <ticker value="AMGN"/>
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        <balance>15150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15162905.53</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-05-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.200000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Gilead Sciences, Inc.</name>
        <lei>549300WTZWR07K8MNV44</lei>
        <title>GILD 2.35 02/01/20</title>
        <cusip>375558AY9</cusip>
        <identifiers>
          <isin value="US375558AY93"/>
          <ticker value="GILD"/>
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        <balance>2026000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2026466.61</valUSD>
        <pctVal>0.0817644405</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.350000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ameren Corporation</name>
        <lei>XRZQ5S7HYJFPHJ78L959</lei>
        <title>AEE 2.7 11/15/20</title>
        <cusip>023608AF9</cusip>
        <identifiers>
          <isin value="US023608AF92"/>
          <ticker value="AEE20"/>
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        <balance>4330000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4353188.41</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.700000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>General Motors Financial Company Inc</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>GM F 11/06/20</title>
        <cusip>37045XCC8</cusip>
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          <isin value="US37045XCC83"/>
          <ticker value="GM"/>
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        <balance>1714000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1711150.97</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-11-06</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.448250000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Constellation Brands, Inc.</name>
        <lei>5493005GKEG8QCVY7037</lei>
        <title>STZ 2.25 11/06/20</title>
        <cusip>21036PAV0</cusip>
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          <isin value="US21036PAV04"/>
          <ticker value="STZ20"/>
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        <balance>5000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5010122.7</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-11-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Chesapeake Funding II Llc</name>
        <lei>5493000HT7H4OFOD6Z12</lei>
        <title>CFII 2018-1A A2</title>
        <cusip>165183BH6</cusip>
        <identifiers>
          <isin value="US165183BH67"/>
          <ticker value="CFII"/>
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        <balance>3161278.59</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3163579.05</valUSD>
        <pctVal>0.1276449707</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.215379900000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FiServ Inc.</name>
        <lei>GI7UBEJLXYLGR2C7GV83</lei>
        <title>FISV 4.75 06/15/21</title>
        <cusip>337738AL2</cusip>
        <identifiers>
          <isin value="US337738AL26"/>
          <ticker value="FISV"/>
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        <balance>450000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>467972.22</valUSD>
        <pctVal>0.0188818738</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Hewlett Packard Enterprise Company</name>
        <lei>549300BX44RGX6ANDV88</lei>
        <title>HPE 3.6 10/15/20</title>
        <cusip>42824CAG4</cusip>
        <identifiers>
          <isin value="US42824CAG42"/>
          <ticker value="HPE20"/>
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        <balance>9100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9203367.26</valUSD>
        <pctVal>0.3713400316</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.600000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Credit Suisse Group Funding (Guernsey) Limited</name>
        <lei>549300PXR5FKNXF0OH19</lei>
        <title>CS 3.45 04/16/21</title>
        <cusip>225433AM3</cusip>
        <identifiers>
          <isin value="US225433AM38"/>
          <ticker value="USF093"/>
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        <balance>2050000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2085115.04</valUSD>
        <pctVal>0.0841308038</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-04-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.450000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>eBay Inc.</name>
        <lei>OML71K8X303XQONU6T67</lei>
        <title>EBAY 2.15 06/05/20</title>
        <cusip>278642AR4</cusip>
        <identifiers>
          <isin value="US278642AR47"/>
          <ticker value="EBAC"/>
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        <balance>2700000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2701855.04</valUSD>
        <pctVal>0.1090152015</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-06-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.150000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>World Finl Network Credit Card Tst</name>
        <lei>549300RSY3BGZS85SD04</lei>
        <title>WFNMT 2017-C A</title>
        <cusip>981464GH7</cusip>
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          <isin value="US981464GH70"/>
          <ticker value="WFNMT"/>
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        <balance>3000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3005777.7</valUSD>
        <pctVal>0.1212779578</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.310000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Australia and New Zealand Banking Group Limited</name>
        <lei>JHE42UYNWWTJB8YTTU19</lei>
        <title>ANZ F 11/09/22 144A</title>
        <cusip>05252ACZ2</cusip>
        <identifiers>
          <isin value="US05252ACZ21"/>
          <ticker value="ANZ"/>
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        <balance>4193000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4215674.15</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Australia and New Zealand Banking Group Limited</name>
        <lei>JHE42UYNWWTJB8YTTU19</lei>
        <title>ANZ F 11/09/20 144A</title>
        <cusip>05252ACY5</cusip>
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          <isin value="US05252ACY55"/>
          <ticker value="ANZ"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>300396.55</valUSD>
        <pctVal>0.0121204839</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-11-09</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.221380000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>C F 12/08/21</title>
        <cusip>172967LB5</cusip>
        <identifiers>
          <isin value="US172967LB51"/>
          <ticker value="C"/>
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        <balance>5000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5066533.45</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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          <isDefault>N</isDefault>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Tyson Foods, Inc.</name>
        <lei>WD6L6041MNRW1JE49D58</lei>
        <title>TSN F 06/02/20</title>
        <cusip>902494BB8</cusip>
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          <isin value="US902494BB89"/>
          <ticker value="TSN"/>
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        <curCd>USD</curCd>
        <valUSD>14744550.97</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-06-02</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.456880000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Volkswagen Group of America Finance LLC</name>
        <lei>5493002SQ1AVQBY41K40</lei>
        <title>VW 2.4 05/22/20 144A</title>
        <cusip>928668AM4</cusip>
        <identifiers>
          <isin value="US928668AM41"/>
          <ticker value="VW"/>
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        <balance>13464000</balance>
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        <curCd>USD</curCd>
        <valUSD>13481833.07</valUSD>
        <pctVal>0.5439687646</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-05-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Chesapeake Funding II Llc</name>
        <lei>5493000HT7H4OFOD6Z12</lei>
        <title>CFII 2017-2A A2</title>
        <cusip>165183AQ7</cusip>
        <identifiers>
          <isin value="US165183AQ75"/>
          <ticker value="CFII"/>
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        <balance>1020738.32</balance>
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        <curCd>USD</curCd>
        <valUSD>1021515.2</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.215380000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Siemens Financieringsmaatschappij N.V.</name>
        <lei>TAFO772JB70PDRN5VS48</lei>
        <title>SIEGR 2.15 05/27/20 144A</title>
        <cusip>82620KAC7</cusip>
        <identifiers>
          <isin value="US82620KAC71"/>
          <ticker value="SIEGR"/>
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        <balance>21860000</balance>
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        <curCd>USD</curCd>
        <valUSD>21883954.41</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-05-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.150000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>American Express Credit Corporation</name>
        <lei>9ET6B8VCXWW51H8Z3M54</lei>
        <title>AXP F 05/26/20 MTN</title>
        <cusip>0258M0DU0</cusip>
        <identifiers>
          <isin value="US0258M0DU05"/>
          <ticker value="AXP"/>
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        <balance>550000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>551102.14</valUSD>
        <pctVal>0.0222360230</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-05-26</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.647250000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Amgen Inc.</name>
        <lei>62QBXGPJ34PQ72Z12S66</lei>
        <title>AMGN 4.1 06/15/21</title>
        <cusip>031162BG4</cusip>
        <identifiers>
          <isin value="US031162BG42"/>
          <ticker value="AMGN"/>
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        <balance>5840000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5999974.24</valUSD>
        <pctVal>0.2420886357</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.100000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UBS AG, London Branch</name>
        <lei>N/A</lei>
        <title>UBS 2.2 06/08/20 144A</title>
        <cusip>902674XF2</cusip>
        <identifiers>
          <isin value="US902674XF24"/>
          <ticker value="UBS"/>
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        <balance>7700000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7704079.77</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-06-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.200000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>C V2.312 11/04/22</title>
        <cusip>17308CC46</cusip>
        <identifiers>
          <isin value="US17308CC463"/>
          <ticker value="C"/>
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        <balance>5100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5115877.32</valUSD>
        <pctVal>0.2064168464</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.312000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BA Credit Card Trust</name>
        <lei>5493006DQ60M1CRKHH19</lei>
        <title>BACCT 2018-A2 A2</title>
        <cusip>05522RCZ9</cusip>
        <identifiers>
          <isin value="US05522RCZ91"/>
          <ticker value="MBNAS"/>
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        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1014432.7</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>General Dynamics Corporation</name>
        <lei>9C1X8XOOTYY2FNYTVH06</lei>
        <title>GD 2.875 05/11/20</title>
        <cusip>369550BA5</cusip>
        <identifiers>
          <isin value="US369550BA59"/>
          <ticker value="GD"/>
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        <balance>9707000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9740650.87</valUSD>
        <pctVal>0.3930185007</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-05-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Penske Truck Leasing Co., L.P.</name>
        <lei>549300ZX07JYMI8GHQ39</lei>
        <title>PENSKE 3.05 01/09/20 144A</title>
        <cusip>709599AR5</cusip>
        <identifiers>
          <isin value="US709599AR51"/>
          <ticker value="PENSKE"/>
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        <balance>11072000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11073459.18</valUSD>
        <pctVal>0.4467950225</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-01-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.050000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Discover Card Execution Note Trust</name>
        <lei>N/A</lei>
        <title>DCENT 2019-A3 A</title>
        <cusip>254683CM5</cusip>
        <identifiers>
          <isin value="US254683CM58"/>
          <ticker value="DCENT"/>
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        <balance>15000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14981307</valUSD>
        <pctVal>0.6044699574</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.890000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Autodesk Inc</name>
        <lei>FRKKVKAIQEF3FCSTPG55</lei>
        <title>ADSK 3.125 06/15/20</title>
        <cusip>052769AC0</cusip>
        <identifiers>
          <isin value="US052769AC08"/>
          <ticker value="ADSK"/>
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        <balance>400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>401289.2</valUSD>
        <pctVal>0.0161913287</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MS 2.8 06/16/20</title>
        <cusip>61761JB32</cusip>
        <identifiers>
          <isin value="US61761JB325"/>
          <ticker value="MS20L"/>
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        <balance>1065000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1069426.59</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-06-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.800000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>American Express Company</name>
        <lei>R4PP93JZOLY261QX3811</lei>
        <title>AXP F 05/17/21</title>
        <cusip>025816BV0</cusip>
        <identifiers>
          <isin value="US025816BV03"/>
          <ticker value="AXP"/>
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        <balance>5400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5422204.8</valUSD>
        <pctVal>0.2187766331</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.429130000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Cisco Systems, Inc.</name>
        <lei>8E6NF1YAL0WT6CWXXV93</lei>
        <title>CSCO 2.45 06/15/20</title>
        <cusip>17275RAX0</cusip>
        <identifiers>
          <isin value="US17275RAX08"/>
          <ticker value="CSCO"/>
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        <balance>7000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7020741.56</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.450000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UBS AG, London Branch</name>
        <lei>N/A</lei>
        <title>UBS 2.45 12/01/20 144A</title>
        <cusip>902674XK1</cusip>
        <identifiers>
          <isin value="US902674XK19"/>
          <ticker value="UBS"/>
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        <balance>7000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7023900.03</valUSD>
        <pctVal>0.2834022794</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.450000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BRANCH BANKING &amp; TRUST CO</name>
        <lei>JJKC32MCHWDI71265Z06</lei>
        <title>TFC 2.25 06/01/20 BKNT</title>
        <cusip>07330NAR6</cusip>
        <identifiers>
          <isin value="US07330NAR61"/>
          <ticker value="TFC"/>
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        <balance>6750000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6754679.03</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BP Capital Markets plc</name>
        <lei>549300CRVT18MXX0AG93</lei>
        <title>BPLN F 11/24/20</title>
        <cusip>05565QDT2</cusip>
        <identifiers>
          <isin value="US05565QDT22"/>
          <ticker value="BPLN"/>
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        <balance>18575000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18601859.45</valUSD>
        <pctVal>0.7505530184</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-11-24</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.159500000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Nissan Motor Acceptance Corporation</name>
        <lei>7D6DIU2QXTUJRFNNJA49</lei>
        <title>NSANY F 01/13/22 144A</title>
        <cusip>654740AW9</cusip>
        <identifiers>
          <isin value="US654740AW92"/>
          <ticker value="NSANY"/>
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        <balance>3000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3014602.74</valUSD>
        <pctVal>0.1216340330</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-13</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.876130000000</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>Nissan Motor Acceptance Corporation</name>
        <lei>7D6DIU2QXTUJRFNNJA49</lei>
        <title>NSANY F 01/13/20 144A</title>
        <cusip>654740AU3</cusip>
        <identifiers>
          <isin value="US654740AU37"/>
          <ticker value="NSANY"/>
        </identifiers>
        <balance>3000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3000514.71</valUSD>
        <pctVal>0.1210656052</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-01-13</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.566130000000</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>Deutsche Telekom International Finance B.V.</name>
        <lei>529900ERDFHS6C1M4U58</lei>
        <title>DT F 01/17/20 144A</title>
        <cusip>25156PAX1</cusip>
        <identifiers>
          <isin value="US25156PAX15"/>
          <ticker value="DT"/>
        </identifiers>
        <balance>10750000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10752680.84</valUSD>
        <pctVal>0.4338521685</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-01-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.582130000000</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>Santander UK PLC</name>
        <lei>PTCQB104N23FMNK2RZ28</lei>
        <title>SANUK 3.4 06/01/21</title>
        <cusip>80283LAT0</cusip>
        <identifiers>
          <isin value="US80283LAT08"/>
          <ticker value="SAN/21C"/>
        </identifiers>
        <balance>1000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1020807.36</valUSD>
        <pctVal>0.0411878204</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.400000000000</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>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPM 2.75 06/23/20</title>
        <cusip>46625HLW8</cusip>
        <identifiers>
          <isin value="US46625HLW87"/>
          <ticker value="JPM20E"/>
        </identifiers>
        <balance>6000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6017286.42</valUSD>
        <pctVal>0.2427871524</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-06-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.750000000000</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>Daimler Finance North America LLC</name>
        <lei>549300423Z16BB673J12</lei>
        <title>DAIGR F 01/06/20 144a</title>
        <cusip>233851CQ5</cusip>
        <identifiers>
          <isin value="US233851CQ54"/>
          <ticker value="DAIGR"/>
        </identifiers>
        <balance>7000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7000493.92</valUSD>
        <pctVal>0.2824578831</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-01-06</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.673130000000</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>D.R. Horton, Inc.</name>
        <lei>529900ZIUEYVSB8QDD25</lei>
        <title>DHI 2.55 12/01/20</title>
        <cusip>23331ABL2</cusip>
        <identifiers>
          <isin value="US23331ABL26"/>
          <ticker value="DHI20A"/>
        </identifiers>
        <balance>1560000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1566876.14</valUSD>
        <pctVal>0.0632207559</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.550000000000</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>Westpac Banking Corporation</name>
        <lei>EN5TNI6CI43VEPAMHL14</lei>
        <title>WSTP F 01/11/22</title>
        <cusip>961214DH3</cusip>
        <identifiers>
          <isin value="US961214DH37"/>
          <ticker value="WSTP"/>
        </identifiers>
        <balance>14000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14158488.68</valUSD>
        <pctVal>0.5712706541</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-11</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.834250000000</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>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MS F 01/20/22</title>
        <cusip>61746BEE2</cusip>
        <identifiers>
          <isin value="US61746BEE20"/>
          <ticker value="MS"/>
        </identifiers>
        <balance>10000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10091088.2</valUSD>
        <pctVal>0.4071580440</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.145880000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <signature>
      <ncom:dateSigned>2020-01-29</ncom:dateSigned>
      <ncom:nameOfApplicant>Northern Funds</ncom:nameOfApplicant>
      <ncom:signature>Randal E. Rein </ncom:signature>
      <ncom:signerName>Randal E. Rein </ncom:signerName>
      <ncom:title>Treasurer and Principal Financial Officer</ncom:title>
    </signature>
  </formData>
  <documents>XXXX</documents>
</edgarSubmission>
