<SEC-DOCUMENT>0001145549-20-068145.txt : 20201124
<SEC-HEADER>0001145549-20-068145.hdr.sgml : 20201124
<ACCEPTANCE-DATETIME>20201124084133
ACCESSION NUMBER:		0001145549-20-068145
CONFORMED SUBMISSION TYPE:	NPORT-P
PUBLIC DOCUMENT COUNT:		2
CONFORMED PERIOD OF REPORT:	20200930
FILED AS OF DATE:		20201124
PERIOD START:           	20201231

FILER:

	COMPANY DATA:	
		COMPANY CONFORMED NAME:			TRI-CONTINENTAL CORP
		CENTRAL INDEX KEY:			0000099614
		IRS NUMBER:				135441850
		STATE OF INCORPORATION:			MD
		FISCAL YEAR END:			1231

	FILING VALUES:
		FORM TYPE:		NPORT-P
		SEC ACT:		1940 Act
		SEC FILE NUMBER:	811-00266
		FILM NUMBER:		201340115

	BUSINESS ADDRESS:	
		STREET 1:		225 FRANKLIN STREET
		CITY:			BOSTON
		STATE:			MA
		ZIP:			02110
		BUSINESS PHONE:		612-671-4321

	MAIL ADDRESS:	
		STREET 1:		225 FRANKLIN STREET
		CITY:			BOSTON
		STATE:			MA
		ZIP:			02110

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	TRI CONTINENTAL CORP
		DATE OF NAME CHANGE:	19920703
</SEC-HEADER>
<DOCUMENT>
<TYPE>NPORT-P
<SEQUENCE>1
<FILENAME>primary_doc.xml
<TEXT>
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      <repPdEnd>2020-12-31</repPdEnd>
      <repPdDate>2020-09-30</repPdDate>
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        <name>WEYERHAEUSER COMPANY</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>AES CORP</name>
        <lei>2NUNNB7D43COUIRE5295</lei>
        <title>AES Corp/VA</title>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>AMG Capital II</name>
        <lei>N/A</lei>
        <title>AMG Capital Trust II</title>
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          <isin value="US00170F2092"/>
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        <valUSD>5894604.950000000000</valUSD>
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        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KIMBERLY-CLARK CORPORATION</name>
        <lei>MP3J6QPYPGN75NVW2S34</lei>
        <title>Kimberly-Clark Corp</title>
        <cusip>494368103</cusip>
        <identifiers>
          <isin value="US4943681035"/>
          <ticker value="KMB"/>
          <other otherDesc="Internal Id" value="494368103"/>
        </identifiers>
        <balance>120350.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>17770881.000000000000</valUSD>
        <pctVal>1.1246774162</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KRAFT HEINZ CO</name>
        <lei>N/A</lei>
        <title>Kraft Heinz Co/The</title>
        <cusip>500754106</cusip>
        <identifiers>
          <isin value="US5007541064"/>
          <ticker value="KHC"/>
          <other otherDesc="Internal Id" value="500754106"/>
        </identifiers>
        <balance>154800.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4636260.000000000000</valUSD>
        <pctVal>0.2934180313</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ALPHABET INC</name>
        <lei>5493006MHB84DD0ZWV18</lei>
        <title>Alphabet Inc</title>
        <cusip>02079K305</cusip>
        <identifiers>
          <isin value="US02079K3059"/>
          <ticker value="GOOGL"/>
          <other otherDesc="Internal Id" value="02079K305"/>
        </identifiers>
        <balance>24175.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>35430880.000000000000</valUSD>
        <pctVal>2.2423373705</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ALTRIA GROUP INC</name>
        <lei>XSGZFLO9YTNO9VCQV219</lei>
        <title>Altria Group Inc</title>
        <cusip>02209S103</cusip>
        <identifiers>
          <isin value="US02209S1033"/>
          <ticker value="MO"/>
          <other otherDesc="Internal Id" value="02209S103"/>
        </identifiers>
        <balance>365700.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>14130648.000000000000</valUSD>
        <pctVal>0.8942955998</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ARD FINANCE SA</name>
        <lei>N/A</lei>
        <title>ARD FINANCE SA PIK</title>
        <cusip>00191AAD8</cusip>
        <identifiers>
          <isin value="US00191AAD81"/>
          <other otherDesc="Internal Id" value="00191AAD8"/>
        </identifiers>
        <balance>8000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7954034.720000000000</valUSD>
        <pctVal>0.5033922188</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.500000000000</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>AT&amp;T INC</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>AT&amp;T Inc</title>
        <cusip>00206R102</cusip>
        <identifiers>
          <isin value="US00206R1023"/>
          <ticker value="T"/>
          <other otherDesc="Internal Id" value="00206R102"/>
        </identifiers>
        <balance>250000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7127500.000000000000</valUSD>
        <pctVal>0.4510827732</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KROGER CO</name>
        <lei>6CPEOKI6OYJ13Q6O7870</lei>
        <title>Kroger Co/The</title>
        <cusip>501044101</cusip>
        <identifiers>
          <isin value="US5010441013"/>
          <ticker value="KR"/>
          <other otherDesc="Internal Id" value="501044101"/>
        </identifiers>
        <balance>168900.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5727399.000000000000</valUSD>
        <pctVal>0.3624736618</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>L BRANDS INC</name>
        <lei>GR3KVMWVCR54YWQNXU90</lei>
        <title>L BRANDS INC</title>
        <cusip>501797AW4</cusip>
        <identifiers>
          <isin value="US501797AW48"/>
          <other otherDesc="Internal Id" value="501797AW4"/>
        </identifiers>
        <balance>4200000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4286260.060000000000</valUSD>
        <pctVal>0.2712673553</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.625000000000</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>ABBOTT LABORATORIES</name>
        <lei>HQD377W2YR662HK5JX27</lei>
        <title>Abbott Laboratories</title>
        <cusip>002824100</cusip>
        <identifiers>
          <isin value="US0028241000"/>
          <ticker value="ABT"/>
          <other otherDesc="Internal Id" value="002824100"/>
        </identifiers>
        <balance>104600.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>11383618.000000000000</valUSD>
        <pctVal>0.7204425081</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ABBVIE INC</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>AbbVie Inc</title>
        <cusip>00287Y109</cusip>
        <identifiers>
          <isin value="US00287Y1091"/>
          <ticker value="ABBV"/>
          <other otherDesc="Internal Id" value="00287Y109"/>
        </identifiers>
        <balance>146920.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>12868722.800000000000</valUSD>
        <pctVal>0.8144313109</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LPL HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>LPL HOLDINGS INC</title>
        <cusip>50212YAB0</cusip>
        <identifiers>
          <isin value="US50212YAB02"/>
          <other otherDesc="Internal Id" value="50212YAB0"/>
        </identifiers>
        <balance>7850000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8113889.370000000000</valUSD>
        <pctVal>0.5135090451</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.750000000000</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>LIONS GATE CAPITAL HOLDINGS LLC</name>
        <lei>N/A</lei>
        <title>LIONS GATE CAPITAL HLDGS LLC</title>
        <cusip>53627NAA9</cusip>
        <identifiers>
          <isin value="US53627NAA90"/>
          <other otherDesc="Internal Id" value="53627NAA9"/>
        </identifiers>
        <balance>7450000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7335556.080000000000</valUSD>
        <pctVal>0.4642501550</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.875000000000</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>ACTIVISION BLIZZARD INC</name>
        <lei>549300TPQQDBP9GNOF40</lei>
        <title>Activision Blizzard Inc</title>
        <cusip>00507V109</cusip>
        <identifiers>
          <isin value="US00507V1098"/>
          <ticker value="ATVI"/>
          <other otherDesc="Internal Id" value="00507V109"/>
        </identifiers>
        <balance>32800.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2655160.000000000000</valUSD>
        <pctVal>0.1680388546</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ADOBE INC</name>
        <lei>FU4LY2G4933NH2E1CP29</lei>
        <title>Adobe Inc</title>
        <cusip>00724F101</cusip>
        <identifiers>
          <isin value="US00724F1012"/>
          <ticker value="ADBE"/>
          <other otherDesc="Internal Id" value="00724F101"/>
        </identifiers>
        <balance>28000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>13732040.000000000000</valUSD>
        <pctVal>0.8690686335</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WILLIAMS COMPANIES INC</name>
        <lei>D71FAKCBLFS2O0RBPG08</lei>
        <title>Williams Cos Inc/The</title>
        <cusip>969457100</cusip>
        <identifiers>
          <isin value="US9694571004"/>
          <ticker value="WMB"/>
          <other otherDesc="Internal Id" value="969457100"/>
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        <balance>400000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7860000.000000000000</valUSD>
        <pctVal>0.4974409818</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WYNDHAM DESTINATIONS INC</name>
        <lei>T4VNTWMFQ7JQB65L7T35</lei>
        <title>Wyndham Destinations Inc</title>
        <cusip>98310W108</cusip>
        <identifiers>
          <isin value="US98310W1080"/>
          <ticker value="WYND"/>
          <other otherDesc="Internal Id" value="98310W108"/>
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        <balance>130000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3998800.000000000000</valUSD>
        <pctVal>0.2530746817</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LOCKHEED MARTIN CORPORATION</name>
        <lei>DPRBOZP0K5RM2YE8UU08</lei>
        <title>Lockheed Martin Corp</title>
        <cusip>539830109</cusip>
        <identifiers>
          <isin value="US5398301094"/>
          <ticker value="LMT"/>
          <other otherDesc="Internal Id" value="539830109"/>
        </identifiers>
        <balance>39900.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>15292872.000000000000</valUSD>
        <pctVal>0.9678500333</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LOWES COMPANIES INC</name>
        <lei>WAFCR4OKGSC504WU3E95</lei>
        <title>Lowe's Cos Inc</title>
        <cusip>548661107</cusip>
        <identifiers>
          <isin value="US5486611073"/>
          <ticker value="LOW"/>
          <other otherDesc="Internal Id" value="548661107"/>
        </identifiers>
        <balance>60500.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>10034530.000000000000</valUSD>
        <pctVal>0.6350618899</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AEGERION PHARMACEUTICALS INC</name>
        <lei>549300PFYFSCKFOY5J36</lei>
        <title>AEGERION PHARMACEUTICALS INC</title>
        <cusip>00767EAC6</cusip>
        <identifiers>
          <isin value="US00767EAC66"/>
          <other otherDesc="Internal Id" value="00767EAC6"/>
        </identifiers>
        <balance>1687570.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2016646.150000000000</valUSD>
        <pctVal>0.1276288093</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Amryt Pharma PLC</name>
              <title>Amryt Pharma PLC</title>
              <curCd>GBP</curCd>
              <identifiers>
                <cusip value="000000000"/>
                <isin value="GB00BKLTQ412"/>
                <ticker value="AMYT LN"/>
                <other otherDesc="Internal Id" value="BKLTQ41"/>
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            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="386.750000000000" curCd="GBP"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AMAZON.COM INC</name>
        <lei>ZXTILKJKG63JELOEG630</lei>
        <title>Amazon.com Inc</title>
        <cusip>023135106</cusip>
        <identifiers>
          <isin value="US0231351067"/>
          <ticker value="AMZN"/>
          <other otherDesc="Internal Id" value="023135106"/>
        </identifiers>
        <balance>8870.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>27929235.100000000000</valUSD>
        <pctVal>1.7675758433</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AMERICAN EAGLE OUTFITTERS INC</name>
        <lei>N/A</lei>
        <title>AMERICAN EAGLE OUTFITTERS INC</title>
        <cusip>02553EAA4</cusip>
        <identifiers>
          <isin value="US02553EAA47"/>
          <other otherDesc="Internal Id" value="02553EAA4"/>
        </identifiers>
        <balance>2600000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4817457.550000000000</valUSD>
        <pctVal>0.3048855997</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>American Eagle Outfitters Inc</name>
              <title>American Eagle Outfitters Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="02553E106"/>
                <isin value="US02553E1064"/>
                <ticker value="AEO"/>
                <other otherDesc="Internal Id" value="02553E106"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="114.298800000000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FRONT RANGE BIDCO INC</name>
        <lei>N/A</lei>
        <title>FRONT RANGE BIDCO INC</title>
        <cusip>98919VAB1</cusip>
        <identifiers>
          <isin value="US98919VAB18"/>
          <other otherDesc="Internal Id" value="98919VAB1"/>
        </identifiers>
        <balance>4000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4127843.160000000000</valUSD>
        <pctVal>0.2612415209</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.125000000000</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>ZILLOW GROUP INC</name>
        <lei>N/A</lei>
        <title>ZILLOW GROUP INC</title>
        <cusip>98954MAH4</cusip>
        <identifiers>
          <isin value="US98954MAH43"/>
          <other otherDesc="Internal Id" value="98954MAH4"/>
        </identifiers>
        <balance>2700000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4665012.860000000000</valUSD>
        <pctVal>0.2952377324</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Zillow Group Inc</name>
              <title>Zillow Group Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="98954M200"/>
                <isin value="US98954M2008"/>
                <ticker value="Z"/>
                <other otherDesc="Internal Id" value="98954M200"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="14.881000000000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MGIC INVESTMENT CORPORATION</name>
        <lei>254900S8483WM4M98R28</lei>
        <title>MGIC INVESTMENT CORPORATION</title>
        <cusip>552848AB9</cusip>
        <identifiers>
          <isin value="US552848AB94"/>
          <other otherDesc="Internal Id" value="552848AB9"/>
        </identifiers>
        <balance>3011000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3870504.880000000000</valUSD>
        <pctVal>0.2449551842</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2063-04-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>9.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>MGIC INVESTMENT CORPORATION</name>
              <title>MGIC Investment Corp</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="552848103"/>
                <isin value="US5528481030"/>
                <ticker value="MTG"/>
                <other otherDesc="Internal Id" value="552848103"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="74.074100000000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Mastercard Inc</name>
        <lei>AR5L2ODV9HN37376R084</lei>
        <title>Mastercard Inc</title>
        <cusip>57636Q104</cusip>
        <identifiers>
          <isin value="US57636Q1040"/>
          <ticker value="MA"/>
          <other otherDesc="Internal Id" value="57636Q104"/>
        </identifiers>
        <balance>69300.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>23435181.000000000000</valUSD>
        <pctVal>1.4831576902</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MATTEL INC</name>
        <lei>549300VELLG24KHTJ564</lei>
        <title>MATTEL INC</title>
        <cusip>577081AU6</cusip>
        <identifiers>
          <isin value="US577081AU60"/>
          <other otherDesc="Internal Id" value="577081AU6"/>
        </identifiers>
        <balance>1430000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1384671.000000000000</valUSD>
        <pctVal>0.0876325829</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.200000000000</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>MATTEL INC</name>
        <lei>549300VELLG24KHTJ564</lei>
        <title>MATTEL INC</title>
        <cusip>577081AW2</cusip>
        <identifiers>
          <isin value="US577081AW27"/>
          <other otherDesc="Internal Id" value="577081AW2"/>
        </identifiers>
        <balance>745000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>699045.800000000000</valUSD>
        <pctVal>0.0442409706</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.450000000000</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>AMERICAN TOWER CORP</name>
        <lei>5493006ORUSIL88JOE18</lei>
        <title>American Tower Corp</title>
        <cusip>03027X100</cusip>
        <identifiers>
          <isin value="US03027X1000"/>
          <ticker value="AMT"/>
          <other otherDesc="Internal Id" value="03027X100"/>
        </identifiers>
        <balance>23790.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5750756.700000000000</valUSD>
        <pctVal>0.3639519159</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AMGEN INC</name>
        <lei>62QBXGPJ34PQ72Z12S66</lei>
        <title>Amgen Inc</title>
        <cusip>031162100</cusip>
        <identifiers>
          <isin value="US0311621009"/>
          <ticker value="AMGN"/>
          <other otherDesc="Internal Id" value="031162100"/>
        </identifiers>
        <balance>8162.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2074453.920000000000</valUSD>
        <pctVal>0.1312873276</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EAGLECLAW MIDSTREAM VENTURES LLC</name>
        <lei>N/A</lei>
        <title>EAGLECLAW MIDSTREAM BCP TLB 4.25</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Id" value="BAX6HU0L7"/>
        </identifiers>
        <balance>7743870.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6033791.190000000000</valUSD>
        <pctVal>0.3818645055</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-06</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.035880000000</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>JPM Futures Inc</name>
        <lei>N/A</lei>
        <title>S&amp;P500 EMINI DEC 20</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="ESZ0"/>
          <other otherDesc="Internal Id" value="ESZ0I20"/>
        </identifiers>
        <balance>32.000000000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>34800.640000000000</valUSD>
        <pctVal>0.0022024510</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>JPM Futures Inc</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>S&amp;P500 EMINI DEC 20</issuerName>
                <issueTitle>S&amp;P500 EMINI DEC 20</issueTitle>
                <identifiers>
                  <cusip value="000000000"/>
                  <other otherDesc="Contract Identifier" value="ESZ0I20"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-12-18</expDate>
            <notionalAmt>5328399.360000000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>34800.640000000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MATTEL INC</name>
        <lei>549300VELLG24KHTJ564</lei>
        <title>MATTEL INC</title>
        <cusip>577081BB7</cusip>
        <identifiers>
          <isin value="US577081BB70"/>
          <other otherDesc="Internal Id" value="577081BB7"/>
        </identifiers>
        <balance>2967000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3129670.880000000000</valUSD>
        <pctVal>0.1980695363</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.750000000000</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>MATTEL INC</name>
        <lei>549300VELLG24KHTJ564</lei>
        <title>MATTEL INC</title>
        <cusip>577081BD3</cusip>
        <identifiers>
          <isin value="US577081BD37"/>
          <other otherDesc="Internal Id" value="577081BD3"/>
        </identifiers>
        <balance>1079000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1159815.780000000000</valUSD>
        <pctVal>0.0734020229</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.875000000000</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>EATON CORPORATION PLC</name>
        <lei>549300VDIGTMXUNT7H71</lei>
        <title>Eaton Corp PLC</title>
        <cusip>G29183103</cusip>
        <identifiers>
          <isin value="IE00B8KQN827"/>
          <ticker value="ETN"/>
          <other otherDesc="Internal Id" value="G29183103"/>
        </identifiers>
        <balance>211900.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>21620157.000000000000</valUSD>
        <pctVal>1.3682890743</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MEDTRONIC PLC</name>
        <lei>549300GX3ZBSQWUXY261</lei>
        <title>Medtronic PLC</title>
        <cusip>G5960L103</cusip>
        <identifiers>
          <isin value="IE00BTN1Y115"/>
          <ticker value="MDT"/>
          <other otherDesc="Internal Id" value="G5960L103"/>
        </identifiers>
        <balance>84900.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8822808.000000000000</valUSD>
        <pctVal>0.5583748440</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MEDICAL PROP</name>
        <lei>254900U6E39J1MQCCY14</lei>
        <title>Medical Properties Trust Inc</title>
        <cusip>58463J304</cusip>
        <identifiers>
          <isin value="US58463J3041"/>
          <ticker value="MPW"/>
          <other otherDesc="Internal Id" value="58463J304"/>
        </identifiers>
        <balance>465000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8197950.000000000000</valUSD>
        <pctVal>0.5188290454</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MERCK &amp; CO INC</name>
        <lei>4YV9Y5M8S0BRK1RP0397</lei>
        <title>Merck &amp; Co Inc</title>
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          <isin value="US58933Y1055"/>
          <ticker value="MRK"/>
          <other otherDesc="Internal Id" value="58933Y105"/>
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        <balance>142600.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>11828670.000000000000</valUSD>
        <pctVal>0.7486088063</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Amryt Pharma PLC</name>
        <lei>213800YNUJEOJ84L4T95</lei>
        <title>Amryt Pharma PLC</title>
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          <isin value="US03217L1061"/>
          <ticker value="AMRYY"/>
          <other otherDesc="Internal Id" value="03217L106"/>
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        <balance>287679.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3538451.700000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>APPLE INC</name>
        <lei>HWUPKR0MPOU8FGXBT394</lei>
        <title>Apple Inc</title>
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          <isin value="US0378331005"/>
          <ticker value="AAPL"/>
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        <balance>382300.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>44274163.000000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>MEREDITH CORP</name>
        <lei>549300YC8BC386CCTS24</lei>
        <title>MEREDITH CORPORATION</title>
        <cusip>589433AB7</cusip>
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          <isin value="US589433AB71"/>
          <other otherDesc="Internal Id" value="589433AB7"/>
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        <balance>3700000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3085600.460000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
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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>METLIFE INC</name>
        <lei>C4BXATY60WC6XEOZDX54</lei>
        <title>MetLife Inc</title>
        <cusip>59156R108</cusip>
        <identifiers>
          <isin value="US59156R1086"/>
          <ticker value="MET"/>
          <other otherDesc="Internal Id" value="59156R108"/>
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        <balance>180500.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6709185.000000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>APTIV PLC</name>
        <lei>N/A</lei>
        <title>APTIV PLC</title>
        <cusip>G6095L117</cusip>
        <identifiers>
          <isin value="JE00BMHMX696"/>
          <other otherDesc="Internal Id" value="G6095L117"/>
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        <balance>38000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4313000.000000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SEAGATE TECHNOLOGY PLC</name>
        <lei>396PBGKP6TE3O062MS44</lei>
        <title>Seagate Technology PLC</title>
        <cusip>G7945M107</cusip>
        <identifiers>
          <isin value="IE00B58JVZ52"/>
          <ticker value="STX"/>
          <other otherDesc="Internal Id" value="G7945M107"/>
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        <balance>90000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4434300.000000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ARAMARK SERVICES INC</name>
        <lei>N/A</lei>
        <title>ARAMARK SERVICES INC</title>
        <cusip>038522AR9</cusip>
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          <isin value="US038522AR99"/>
          <other otherDesc="Internal Id" value="038522AR9"/>
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        <balance>6500000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6761193.210000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ARES CAPITAL CORPORATION</name>
        <lei>WEQ82666OJYSI5GUAB47</lei>
        <title>Ares Capital Corp</title>
        <cusip>04010L103</cusip>
        <identifiers>
          <isin value="US04010L1035"/>
          <ticker value="ARCC"/>
          <other otherDesc="Internal Id" value="04010L103"/>
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        <balance>575000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8021250.000000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MICROSOFT CORP</name>
        <lei>INR2EJN1ERAN0W5ZP974</lei>
        <title>Microsoft Corp</title>
        <cusip>594918104</cusip>
        <identifiers>
          <isin value="US5949181045"/>
          <ticker value="MSFT"/>
          <other otherDesc="Internal Id" value="594918104"/>
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        <balance>210500.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>44274465.000000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MICROCHIP TECH INC</name>
        <lei>5493007PTFULNYZJ1R12</lei>
        <title>MICROCHIP TECHNOLOGY INCORPORATED</title>
        <cusip>595017AH7</cusip>
        <identifiers>
          <isin value="US595017AH76"/>
          <other otherDesc="Internal Id" value="595017AH7"/>
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        <balance>4300000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6418524.430000000000</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>2.250000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
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              <title>Microchip Technology Inc</title>
              <curCd>USD</curCd>
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                <isin value="US5950171042"/>
                <ticker value="MCHP"/>
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          <currencyInfos>
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        <securityLending>
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      <invstOrSec>
        <name>LYONDELLBASELL INDUSTRIES NV</name>
        <lei>BN6WCCZ8OVP3ITUUVN49</lei>
        <title>LyondellBasell Industries NV</title>
        <cusip>N53745100</cusip>
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          <isin value="NL0009434992"/>
          <ticker value="LYB"/>
          <other otherDesc="Internal Id" value="N53745100"/>
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        <curCd>USD</curCd>
        <valUSD>12843278.000000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>MYLAN NV</name>
        <lei>549300A0CD4KNFGIIS89</lei>
        <title>Mylan NV</title>
        <cusip>N59465109</cusip>
        <identifiers>
          <isin value="NL0011031208"/>
          <ticker value="MYL"/>
          <other otherDesc="Internal Id" value="N59465109"/>
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        <balance>620200.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>9197566.000000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Arista Networks Inc</name>
        <lei>635400H1WKBLOQERUU95</lei>
        <title>Arista Networks Inc</title>
        <cusip>040413106</cusip>
        <identifiers>
          <isin value="US0404131064"/>
          <ticker value="ANET"/>
          <other otherDesc="Internal Id" value="040413106"/>
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        <balance>5100.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1055343.000000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ASSURANT INC</name>
        <lei>H3F39CAXWQRVWURFXL38</lei>
        <title>Assurant Inc</title>
        <cusip>04621X207</cusip>
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          <isin value="US04621X2071"/>
          <other otherDesc="Internal Id" value="04621X207"/>
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        <balance>52500.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6199490.540000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Morgan Stanley</title>
        <cusip>617446448</cusip>
        <identifiers>
          <isin value="US6174464486"/>
          <ticker value="MS"/>
          <other otherDesc="Internal Id" value="617446448"/>
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        <balance>160000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7736000.000000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NCL CORPORATION LTD</name>
        <lei>N/A</lei>
        <title>NCL CORPORATION LTD</title>
        <cusip>62886HAR2</cusip>
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          <isin value="US62886HAR21"/>
          <other otherDesc="Internal Id" value="62886HAR2"/>
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        <balance>3700000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4136295.530000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>12.250000000000</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>AUTODESK INC</name>
        <lei>FRKKVKAIQEF3FCSTPG55</lei>
        <title>Autodesk Inc</title>
        <cusip>052769106</cusip>
        <identifiers>
          <isin value="US0527691069"/>
          <ticker value="ADSK"/>
          <other otherDesc="Internal Id" value="052769106"/>
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        <balance>60400.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>13953004.000000000000</valUSD>
        <pctVal>0.8830529273</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AVAYA INC.</name>
        <lei>N/A</lei>
        <title>AVAYA INC</title>
        <cusip>053499AL3</cusip>
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          <isin value="US053499AL36"/>
          <other otherDesc="Internal Id" value="053499AL3"/>
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        <balance>4509000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4588515.130000000000</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>2028-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.125000000000</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>AVAYA HOLDINGS CORP</name>
        <lei>549300NZS2OZN6Q63A60</lei>
        <title>AVAYA HOLDINGS CORP</title>
        <cusip>05351XAB7</cusip>
        <identifiers>
          <isin value="US05351XAB73"/>
          <other otherDesc="Internal Id" value="05351XAB7"/>
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        <balance>4700000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4413300.000000000000</valUSD>
        <pctVal>0.2793074154</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>AVAYA HOLDINGS CORP</name>
              <title>Avaya Holdings Corp</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="05351X101"/>
                <isin value="US05351X1019"/>
                <ticker value="AVYA"/>
                <other otherDesc="Internal Id" value="05351X101"/>
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            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="36.029500000000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AVANTOR INC</name>
        <lei>5493003VM0XB4U8YD238</lei>
        <title>Avantor Inc</title>
        <cusip>05352A209</cusip>
        <identifiers>
          <isin value="US05352A2096"/>
          <other otherDesc="Internal Id" value="05352A209"/>
        </identifiers>
        <balance>85000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6182900.000000000000</valUSD>
        <pctVal>0.3913012527</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AXA SA</name>
        <lei>F5WCUMTUM4RKZ1MAIE39</lei>
        <title>AXA EQUITABLE HOLDINGS INC</title>
        <cusip>054536AD9</cusip>
        <identifiers>
          <isin value="US054536AD96"/>
          <other otherDesc="Internal Id" value="054536AD9"/>
        </identifiers>
        <balance>6500000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5692310.000000000000</valUSD>
        <pctVal>0.3602529612</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>Y</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>AXA EQUITABLE HOLDINGS INC</name>
              <title>EQUITABLE HOLDINGS INC</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="054561105"/>
                <other otherDesc="Internal Id" value="054561105"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="42.553191500000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BANK OF AMERICA CORP</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>Bank of America Corp</title>
        <cusip>060505104</cusip>
        <identifiers>
          <isin value="US0605051046"/>
          <ticker value="BAC"/>
          <other otherDesc="Internal Id" value="060505104"/>
        </identifiers>
        <balance>84700.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2040423.000000000000</valUSD>
        <pctVal>0.1291335904</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NCL CORPORATION LTD</name>
        <lei>N/A</lei>
        <title>NCL CORPORATION LTD</title>
        <cusip>62886HAW1</cusip>
        <identifiers>
          <isin value="US62886HAW16"/>
          <other otherDesc="Internal Id" value="62886HAW1"/>
        </identifiers>
        <balance>4500000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5268037.230000000000</valUSD>
        <pctVal>0.3334017318</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Norwegian Cruise Line Holdings Ltd</name>
              <title>Norwegian Cruise Line Holdings Ltd</title>
              <curCd>EUR</curCd>
              <identifiers>
                <cusip value="000000000"/>
                <isin value="BMG667211046"/>
                <ticker value="NCLH AV"/>
                <other otherDesc="Internal Id" value="BF1SPK2"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="53.333300000000" curCd="EUR"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NRG ENERGY INC</name>
        <lei>5E2UPK5SW04M13XY7I38</lei>
        <title>NRG Energy Inc</title>
        <cusip>629377508</cusip>
        <identifiers>
          <isin value="US6293775085"/>
          <ticker value="NRG"/>
          <other otherDesc="Internal Id" value="629377508"/>
        </identifiers>
        <balance>301200.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9258888.000000000000</valUSD>
        <pctVal>0.5859733253</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NABORS INDUSTRIES LTD</name>
        <lei>N/A</lei>
        <title>NABORS INDUSTRIES LTD</title>
        <cusip>629571AA8</cusip>
        <identifiers>
          <isin value="US629571AA86"/>
          <other otherDesc="Internal Id" value="629571AA8"/>
        </identifiers>
        <balance>3447000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1721495.020000000000</valUSD>
        <pctVal>0.1089493859</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.250000000000</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>NABORS INDUSTRIES LTD</name>
        <lei>N/A</lei>
        <title>NABORS INDUSTRIES LTD</title>
        <cusip>629571AB6</cusip>
        <identifiers>
          <isin value="US629571AB69"/>
          <other otherDesc="Internal Id" value="629571AB6"/>
        </identifiers>
        <balance>854000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>413056.790000000000</valUSD>
        <pctVal>0.0261413963</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.500000000000</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>NEWELL BRANDS INC</name>
        <lei>549300LWGYFM1TVO1Z12</lei>
        <title>Newell Brands Inc</title>
        <cusip>651229106</cusip>
        <identifiers>
          <isin value="US6512291062"/>
          <ticker value="NWL"/>
          <other otherDesc="Internal Id" value="651229106"/>
        </identifiers>
        <balance>265000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4547400.000000000000</valUSD>
        <pctVal>0.2877942901</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEXTERA ENERGY INC</name>
        <lei>N/A</lei>
        <title>NEXTERA ENERGY INC</title>
        <cusip>65339F739</cusip>
        <identifiers>
          <isin value="US65339F7399"/>
          <other otherDesc="Internal Id" value="65339F739"/>
        </identifiers>
        <balance>170000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8126000.000000000000</valUSD>
        <pctVal>0.5142754985</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BANK OF NEW YORK MELLON CORP/THE</name>
        <lei>WFLLPEPC7FZXENRZV188</lei>
        <title>Bank of New York Mellon Corp/The</title>
        <cusip>064058100</cusip>
        <identifiers>
          <isin value="US0640581007"/>
          <ticker value="BK"/>
          <other otherDesc="Internal Id" value="064058100"/>
        </identifiers>
        <balance>221700.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7613178.000000000000</valUSD>
        <pctVal>0.4818201958</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BAUSCH HEALTH COMPANIES INC</name>
        <lei>B3BS7ACMDUWISF18KY76</lei>
        <title>BAUSCH HEALTH COS INC</title>
        <cusip>071734AH0</cusip>
        <identifiers>
          <isin value="US071734AH05"/>
          <other otherDesc="Internal Id" value="071734AH0"/>
        </identifiers>
        <balance>1228000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1192433.080000000000</valUSD>
        <pctVal>0.0754662954</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</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 INC</name>
        <lei>N/A</lei>
        <title>NEXTERA ENERGY UNITS INC</title>
        <cusip>65339F770</cusip>
        <identifiers>
          <isin value="US65339F7704"/>
          <other otherDesc="Internal Id" value="65339F770"/>
        </identifiers>
        <balance>90000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4232673.450000000000</valUSD>
        <pctVal>0.2678759843</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NORFOLK SOUTHERN CORPORATION</name>
        <lei>54930036C8MWP850MI84</lei>
        <title>Norfolk Southern Corp</title>
        <cusip>655844108</cusip>
        <identifiers>
          <isin value="US6558441084"/>
          <ticker value="NSC"/>
          <other otherDesc="Internal Id" value="655844108"/>
        </identifiers>
        <balance>33500.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7168665.000000000000</valUSD>
        <pctVal>0.4536880096</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NORTONLIFELOCK INC</name>
        <lei>YF6ZV0M6AU4FY94MK914</lei>
        <title>NortonLifeLock Inc</title>
        <cusip>668771108</cusip>
        <identifiers>
          <isin value="US6687711084"/>
          <ticker value="NLOK"/>
          <other otherDesc="Internal Id" value="668771108"/>
        </identifiers>
        <balance>300000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6252000.000000000000</valUSD>
        <pctVal>0.3956744298</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NOVAVAX INC</name>
        <lei>N/A</lei>
        <title>NOVAVAX INC</title>
        <cusip>670002AB0</cusip>
        <identifiers>
          <isin value="US670002AB05"/>
          <other otherDesc="Internal Id" value="670002AB0"/>
        </identifiers>
        <balance>2500000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2988325.000000000000</valUSD>
        <pctVal>0.1891240867</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Novavax Inc</name>
              <title>Novavax Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="670002401"/>
                <isin value="US6700024010"/>
                <ticker value="NVAX"/>
                <other otherDesc="Internal Id" value="670002401"/>
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            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="7.341100000000" curCd="USD"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BAUSCH HEALTH COMPANIES INC</name>
        <lei>B3BS7ACMDUWISF18KY76</lei>
        <title>BAUSCH HEALTH COS INC</title>
        <cusip>071734AJ6</cusip>
        <identifiers>
          <isin value="US071734AJ60"/>
          <other otherDesc="Internal Id" value="071734AJ6"/>
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        <balance>2728000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2681597.570000000000</valUSD>
        <pctVal>0.1697120265</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.250000000000</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>BECTON DICKINSON AND COMPANY</name>
        <lei>ICE2EP6D98PQUILVRZ91</lei>
        <title>BECTON DICKINSON AND COMPANY</title>
        <cusip>075887406</cusip>
        <identifiers>
          <isin value="US0758874061"/>
          <other otherDesc="Internal Id" value="075887406"/>
        </identifiers>
        <balance>112500.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5901750.000000000000</valUSD>
        <pctVal>0.3735079280</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NUCOR CORP</name>
        <lei>549300GGJCRSI2TIEJ46</lei>
        <title>Nucor Corp</title>
        <cusip>670346105</cusip>
        <identifiers>
          <isin value="US6703461052"/>
          <ticker value="NUE"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>PNC FINANCIAL SERVICES GROUP INC (THE)</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>BEST BUY CO INC</name>
        <lei>HL5XPTVRV0O8TUN5LL90</lei>
        <title>Best Buy Co Inc</title>
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          <isin value="US0865161014"/>
          <ticker value="BBY"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>BIOMARIN PHARMACEUTICAL INC.</name>
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          <isin value="US09061G1013"/>
          <ticker value="BMRN"/>
          <other otherDesc="Internal Id" value="09061G101"/>
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        <balance>34000.000000000000</balance>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>PFIZER INC</name>
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        <title>Pfizer Inc</title>
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          <other otherDesc="Internal Id" value="717081103"/>
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        <balance>105000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3853500.000000000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>PHILIP MORRIS INTERNATIONAL INC</name>
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        <title>Philip Morris International Inc</title>
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          <isin value="US7181721090"/>
          <ticker value="PM"/>
          <other otherDesc="Internal Id" value="718172109"/>
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        <balance>192500.000000000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>BLACKROCK INC</name>
        <lei>549300LRIF3NWCU26A80</lei>
        <title>BlackRock Inc</title>
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          <isin value="US09247X1019"/>
          <ticker value="BLK"/>
          <other otherDesc="Internal Id" value="09247X101"/>
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        <balance>17650.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>9946657.500000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>BLACKSTONE MORTGAGE TRUST INC</name>
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        <title>Blackstone Mortgage Trust Inc</title>
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          <isin value="US09257W1009"/>
          <ticker value="BXMT"/>
          <other otherDesc="Internal Id" value="09257W100"/>
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        <balance>135000.000000000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>BLACKSTONE MORTGAGE TRUST INC</name>
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          <isin value="US09257WAB63"/>
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        <curCd>USD</curCd>
        <valUSD>4719983.000000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
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              <title>Blackstone Mortgage Trust Inc</title>
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                <isin value="US09257W1009"/>
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      <invstOrSec>
        <name>BOSTON SCIENTIFIC CORP</name>
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        <title>BOSTON SCIENTIFIC CORPORATION</title>
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        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>PINNACLE WEST CAPITAL CORPORATION</name>
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        <title>Pinnacle West Capital Corp</title>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>PLANTRONICS INC</name>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BRISTOL-MYERS SQUIBB CO</name>
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        <title>Bristol-Myers Squibb Co</title>
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          <isin value="US1101221083"/>
          <ticker value="BMY"/>
          <other otherDesc="Internal Id" value="110122108"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Broadcom Inc</name>
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        <title>Broadcom Inc</title>
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          <ticker value="AVGO"/>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>T ROWE PRICE GROUP INC</name>
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        <title>T Rowe Price Group Inc</title>
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          <ticker value="TROW"/>
          <other otherDesc="Internal Id" value="74144T108"/>
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        <balance>8800.000000000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>PROCTER &amp; GAMBLE CO</name>
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        <title>Procter &amp; Gamble Co/The</title>
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          <ticker value="PG"/>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>BWAY HOLDING CO</name>
        <lei>N/A</lei>
        <title>BWAY HOLDING CO</title>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CSX CORP</name>
        <lei>549300JVQR4N1MMP3Q88</lei>
        <title>CSX Corp</title>
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          <ticker value="CSX"/>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>CARDINAL HEALTH INC</name>
        <lei>CCU46N3GJMF4OK4N7U60</lei>
        <title>Cardinal Health Inc</title>
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          <ticker value="CAH"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>CATERPILLAR INC</name>
        <lei>WRJR7GS4GTRECRRTVX92</lei>
        <title>Caterpillar Inc</title>
        <cusip>149123101</cusip>
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          <ticker value="CAT"/>
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        <balance>42500.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6338875.000000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PROLOGIS INC</name>
        <lei>529900DFH19P073LZ636</lei>
        <title>Prologis Inc</title>
        <cusip>74340W103</cusip>
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          <ticker value="PLD"/>
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        <balance>62600.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6298812.000000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PULTE GROUP INC</name>
        <lei>N/A</lei>
        <title>PulteGroup Inc</title>
        <cusip>745867101</cusip>
        <identifiers>
          <isin value="US7458671010"/>
          <ticker value="PHM"/>
          <other otherDesc="Internal Id" value="745867101"/>
        </identifiers>
        <balance>197000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9119130.000000000000</valUSD>
        <pctVal>0.5771283690</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>QTS Realty Trust Inc</name>
        <lei>5493006PA4CJK4OG2J54</lei>
        <title>QTS Realty Trust Inc</title>
        <cusip>74736A301</cusip>
        <identifiers>
          <isin value="US74736A3014"/>
          <other otherDesc="Internal Id" value="74736A301"/>
        </identifiers>
        <balance>27000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3828350.660000000000</valUSD>
        <pctVal>0.2422873424</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>QUALCOMM Inc</name>
        <lei>H1J8DDZKZP6H7RWC0H53</lei>
        <title>QUALCOMM Inc</title>
        <cusip>747525103</cusip>
        <identifiers>
          <isin value="US7475251036"/>
          <ticker value="QCOM"/>
          <other otherDesc="Internal Id" value="747525103"/>
        </identifiers>
        <balance>86500.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>10179320.000000000000</valUSD>
        <pctVal>0.6442253097</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BEAGLE PARENT CORP</name>
        <lei>549300GS1BPJEDOZHM07</lei>
        <title>Change Healthcare Inc</title>
        <cusip>15912K209</cusip>
        <identifiers>
          <isin value="US15912K2096"/>
          <other otherDesc="Internal Id" value="15912K209"/>
        </identifiers>
        <balance>110000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5852000.000000000000</valUSD>
        <pctVal>0.3703593671</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHESAPEAKE ENERGY CORP</name>
        <lei>X2MT1W32SPAZ9WSKLE78</lei>
        <title>CHESAPEAKE ENERGY CORPORATION</title>
        <cusip>165167CY1</cusip>
        <identifiers>
          <isin value="US165167CY16"/>
          <other otherDesc="Internal Id" value="165167CY1"/>
        </identifiers>
        <balance>9000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>293400.000000000000</valUSD>
        <pctVal>0.0185685985</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.000000000000</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>CHESAPEAKE ENERGY CORP</name>
              <title>Chesapeake Energy Corp</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="165167743"/>
                <isin value="US1651677437"/>
                <ticker value="CHKAQ"/>
                <other otherDesc="Internal Id" value="165167743"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="116.713400000000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHEVRON CORP</name>
        <lei>N/A</lei>
        <title>Chevron Corp</title>
        <cusip>166764100</cusip>
        <identifiers>
          <isin value="US1667641005"/>
          <ticker value="CVX"/>
          <other otherDesc="Internal Id" value="166764100"/>
        </identifiers>
        <balance>98000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7056000.000000000000</valUSD>
        <pctVal>0.4465577058</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHOBANI LLC / CHOBANI FINANCE CO</name>
        <lei>N/A</lei>
        <title>CHOBANI LLC / CHOBANI FINANCE CORP</title>
        <cusip>17027NAA0</cusip>
        <identifiers>
          <isin value="US17027NAA00"/>
          <other otherDesc="Internal Id" value="17027NAA0"/>
        </identifiers>
        <balance>4597000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4765504.830000000000</valUSD>
        <pctVal>0.3015976337</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.500000000000</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>QUOTIENT LTD</name>
        <lei>N/A</lei>
        <title>QUOTIENT LTD</title>
        <cusip>74911TAA7</cusip>
        <identifiers>
          <isin value="US74911TAA79"/>
          <other otherDesc="Internal Id" value="74911TAA7"/>
        </identifiers>
        <balance>2170000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2170000.000000000000</valUSD>
        <pctVal>0.1373342151</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>12.000000000000</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>QUOTIENT LTD</name>
        <lei>N/A</lei>
        <title>QUOTIENT LTD</title>
        <cusip>74911TAC3</cusip>
        <identifiers>
          <isin value="US74911TAC36"/>
          <other otherDesc="Internal Id" value="74911TAC3"/>
        </identifiers>
        <balance>930000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>930000.000000000000</valUSD>
        <pctVal>0.0588575207</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>12.000000000000</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>RWT HOLDINGS INC</name>
        <lei>Z31FN4C0IQMCYFAEUP31</lei>
        <title>RWT HOLDINGS INC</title>
        <cusip>749772AC3</cusip>
        <identifiers>
          <isin value="US749772AC38"/>
          <other otherDesc="Internal Id" value="749772AC3"/>
        </identifiers>
        <balance>6750000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5889375.000000000000</valUSD>
        <pctVal>0.3727247433</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Redwood Trust Inc</name>
              <title>Redwood Trust Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="758075402"/>
                <isin value="US7580754023"/>
                <ticker value="RWT"/>
                <other otherDesc="Internal Id" value="758075402"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="55.196700000000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RADIUS HEALTH INC</name>
        <lei>N/A</lei>
        <title>RADIUS HEALTH INC</title>
        <cusip>750469AA6</cusip>
        <identifiers>
          <isin value="US750469AA69"/>
          <other otherDesc="Internal Id" value="750469AA6"/>
        </identifiers>
        <balance>5700000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4670062.380000000000</valUSD>
        <pctVal>0.2955573047</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Radius Health Inc</name>
              <title>Radius Health Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="750469207"/>
                <isin value="US7504692077"/>
                <ticker value="RDUS"/>
                <other otherDesc="Internal Id" value="750469207"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="20.489100000000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CISCO SYSTEMS INC</name>
        <lei>8E6NF1YAL0WT6CWXXV93</lei>
        <title>Cisco Systems Inc</title>
        <cusip>17275R102</cusip>
        <identifiers>
          <isin value="US17275R1023"/>
          <ticker value="CSCO"/>
          <other otherDesc="Internal Id" value="17275R102"/>
        </identifiers>
        <balance>615700.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>24252423.000000000000</valUSD>
        <pctVal>1.5348790213</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP INC</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>Citigroup Inc</title>
        <cusip>172967424</cusip>
        <identifiers>
          <isin value="US1729674242"/>
          <ticker value="C"/>
          <other otherDesc="Internal Id" value="172967424"/>
        </identifiers>
        <balance>440900.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>19007199.000000000000</valUSD>
        <pctVal>1.2029210854</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP CAPITAL XIII</name>
        <lei>N/A</lei>
        <title>Citigroup Capital XIII</title>
        <cusip>173080201</cusip>
        <identifiers>
          <isin value="US1730802014"/>
          <other otherDesc="Internal Id" value="173080201"/>
        </identifiers>
        <balance>145000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3912100.000000000000</valUSD>
        <pctVal>0.2475876418</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetConditional assetCat="OTHER" desc="Preferred Debt"/>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <debtSec>
          <maturityDt>2040-10-30</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>7.13013</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>Citizens Financial Group Inc</name>
        <lei>2138004JDDA4ZQUPFW65</lei>
        <title>Citizens Financial Group Inc</title>
        <cusip>174610105</cusip>
        <identifiers>
          <isin value="US1746101054"/>
          <ticker value="CFG"/>
          <other otherDesc="Internal Id" value="174610105"/>
        </identifiers>
        <balance>317500.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8026400.000000000000</valUSD>
        <pctVal>0.5079720478</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Rattler Midstream LP</name>
        <lei>549300I45NRVEEN9M219</lei>
        <title>Rattler Midstream LP</title>
        <cusip>75419T103</cusip>
        <identifiers>
          <isin value="US75419T1034"/>
          <ticker value="RTLR"/>
          <other otherDesc="Internal Id" value="75419T103"/>
        </identifiers>
        <balance>450000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2677500.000000000000</valUSD>
        <pctVal>0.1694527009</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RAYTHEON TECHNOLOGIES CORPORATION</name>
        <lei>I07WOS4YJ0N7YRFE7309</lei>
        <title>Raytheon Technologies Corp</title>
        <cusip>75513E101</cusip>
        <identifiers>
          <isin value="US75513E1010"/>
          <ticker value="RTX"/>
          <other otherDesc="Internal Id" value="75513E101"/>
        </identifiers>
        <balance>95000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5466300.000000000000</valUSD>
        <pctVal>0.3459493179</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Robert Half International Inc</name>
        <lei>529900VPCUY9H3HLIC08</lei>
        <title>Robert Half International Inc</title>
        <cusip>770323103</cusip>
        <identifiers>
          <isin value="US7703231032"/>
          <ticker value="RHI"/>
          <other otherDesc="Internal Id" value="770323103"/>
        </identifiers>
        <balance>35600.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1884664.000000000000</valUSD>
        <pctVal>0.1192759683</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>ROCKPOINT GAS STORAGE CANADA LTD</name>
        <lei>N/A</lei>
        <title>ROCKPOINT GAS STORAGE CANADA LTD</title>
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          <isin value="US77381WAA45"/>
          <other otherDesc="Internal Id" value="77381WAA4"/>
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        <balance>4216000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3903020.390000000000</valUSD>
        <pctVal>0.2470130146</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-31</maturityDt>
          <couponKind>Fixed</couponKind>
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          <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>CLOVIS ONCOLOGY INC</name>
        <lei>529900WCUY9ZAHMRV489</lei>
        <title>CLOVIS ONCOLOGY INC</title>
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          <isin value="US189464AC48"/>
          <other otherDesc="Internal Id" value="189464AC4"/>
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        <balance>9300000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6508885.580000000000</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>2025-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>CLOVIS ONCOLOGY INC</name>
              <title>Clovis Oncology Inc</title>
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                <isin value="US1894641000"/>
                <ticker value="CLVS"/>
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          <currencyInfos>
            <currencyInfo convRatio="13.127800000000" curCd="USD"/>
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          <delta>XXXX</delta>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>COLUMBIA SHORT TERM CASH FUND</name>
        <lei>N/A</lei>
        <title>COLUMBIA SHORT TERM CASH FUND</title>
        <cusip>19766H239</cusip>
        <identifiers>
          <other otherDesc="Internal Id" value="19766H239"/>
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        <balance>3188729.543000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3188410.670000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Rockwell Automation Inc</name>
        <lei>VH3R4HHBHH12O0EXZJ88</lei>
        <title>Rockwell Automation Inc</title>
        <cusip>773903109</cusip>
        <identifiers>
          <isin value="US7739031091"/>
          <ticker value="ROK"/>
          <other otherDesc="Internal Id" value="773903109"/>
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        <balance>16300.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3597084.000000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ROYAL CARIBBEAN CRUISES LTD</name>
        <lei>K2NEH8QNVW44JIWK7Z55</lei>
        <title>ROYAL CARIBBEAN CRUISES LTD</title>
        <cusip>780153BA9</cusip>
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          <isin value="US780153BA90"/>
          <other otherDesc="Internal Id" value="780153BA9"/>
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        <balance>4200000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4901125.030000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>ROYAL CARIBBEAN CRUISES LTD</name>
              <title>Royal Caribbean Cruises Ltd</title>
              <curCd>NOK</curCd>
              <identifiers>
                <cusip value="000000000"/>
                <isin value="LR0008862868"/>
                <ticker value="RCL BY"/>
                <other otherDesc="Internal Id" value="5315776"/>
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          <currencyInfos>
            <currencyInfo convRatio="13.867200000000" curCd="NOK"/>
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          <delta>XXXX</delta>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>COMCAST CORPORATION</name>
        <lei>51M0QTTNCGUN7KFCFZ59</lei>
        <title>Comcast Corp</title>
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          <isin value="US20030N1019"/>
          <ticker value="CMCSA"/>
          <other otherDesc="Internal Id" value="20030N101"/>
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        <balance>100000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4626000.000000000000</valUSD>
        <pctVal>0.2927687000</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CONMED CORP</name>
        <lei>Z6C0YCECH9DCU5ZIQW84</lei>
        <title>CONMED CORPORATION</title>
        <cusip>207410AF8</cusip>
        <identifiers>
          <isin value="US207410AF81"/>
          <other otherDesc="Internal Id" value="207410AF8"/>
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        <balance>3700000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4142309.580000000000</valUSD>
        <pctVal>0.2621570667</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>CONMED CORP</name>
              <title>CONMED Corp</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="207410101"/>
                <isin value="US2074101013"/>
                <ticker value="CNMD"/>
                <other otherDesc="Internal Id" value="207410101"/>
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            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="11.260800000000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ROYAL CARIBBEAN CRUISES LTD</name>
        <lei>K2NEH8QNVW44JIWK7Z55</lei>
        <title>ROYAL CARIBBEAN CRUISES LTD</title>
        <cusip>780153BC5</cusip>
        <identifiers>
          <isin value="US780153BC56"/>
          <other otherDesc="Internal Id" value="780153BC5"/>
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        <balance>4272000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4525809.640000000000</valUSD>
        <pctVal>0.2864278868</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>S&amp;P GLOBAL INC</name>
        <lei>Y6X4K52KMJMZE7I7MY94</lei>
        <title>S&amp;P Global Inc</title>
        <cusip>78409V104</cusip>
        <identifiers>
          <isin value="US78409V1044"/>
          <ticker value="SPGI"/>
          <other otherDesc="Internal Id" value="78409V104"/>
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        <balance>40100.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>14460060.000000000000</valUSD>
        <pctVal>0.9151433133</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CONOCOPHILLIPS</name>
        <lei>WPTL2Z3FIYTHSP5V2253</lei>
        <title>ConocoPhillips</title>
        <cusip>20825C104</cusip>
        <identifiers>
          <isin value="US20825C1045"/>
          <ticker value="COP"/>
          <other otherDesc="Internal Id" value="20825C104"/>
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        <balance>227100.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7457964.000000000000</valUSD>
        <pctVal>0.4719970654</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CONSOL ENERGY INC</name>
        <lei>N/A</lei>
        <title>CONSOL ENERGY INC</title>
        <cusip>20854LAA6</cusip>
        <identifiers>
          <isin value="US20854LAA61"/>
          <other otherDesc="Internal Id" value="20854LAA6"/>
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        <balance>4200000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1848198.830000000000</valUSD>
        <pctVal>0.1169681731</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>11.000000000000</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>SBA COMMUNICATIONS CORP</name>
        <lei>5299001HX8ZN8Y8QIT49</lei>
        <title>SBA Communications Corp</title>
        <cusip>78410G104</cusip>
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          <isin value="US78410G1040"/>
          <ticker value="SBAC"/>
          <other otherDesc="Internal Id" value="78410G104"/>
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        <balance>5100.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1624248.000000000000</valUSD>
        <pctVal>0.1027948498</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SABRE GLBL INC</name>
        <lei>N/A</lei>
        <title>SABRE GLBL INC</title>
        <cusip>78573NAC6</cusip>
        <identifiers>
          <isin value="US78573NAC65"/>
          <other otherDesc="Internal Id" value="78573NAC6"/>
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        <balance>1800000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1980513.050000000000</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>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.250000000000</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>
        <name>CONSTELLIUM NV</name>
        <lei>724500KRJEMC79KAAU28</lei>
        <title>CONSTELLIUM NV</title>
        <cusip>210383AF2</cusip>
        <identifiers>
          <isin value="US210383AF21"/>
          <other otherDesc="Internal Id" value="210383AF2"/>
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        <balance>7300000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7475467.470000000000</valUSD>
        <pctVal>0.4731048190</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.625000000000</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>CORNING INC</name>
        <lei>549300X2937PB0CJ7I56</lei>
        <title>Corning Inc</title>
        <cusip>219350105</cusip>
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          <isin value="US2193501051"/>
          <ticker value="GLW"/>
          <other otherDesc="Internal Id" value="219350105"/>
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        <balance>260000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>8426600.000000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>COVANTA HOLDING CORP</name>
        <lei>40XIFLS8XDQGGHGPGC04</lei>
        <title>COVANTA HOLDING CORP</title>
        <cusip>22282EAG7</cusip>
        <identifiers>
          <isin value="US22282EAG70"/>
          <other otherDesc="Internal Id" value="22282EAG7"/>
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        <balance>4834000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4994551.740000000000</valUSD>
        <pctVal>0.3160934760</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.875000000000</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>COVANTA HOLDING CORP</name>
        <lei>40XIFLS8XDQGGHGPGC04</lei>
        <title>COVANTA HOLDING CORP</title>
        <cusip>22282EAH5</cusip>
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          <isin value="US22282EAH53"/>
          <other otherDesc="Internal Id" value="22282EAH5"/>
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        <balance>3000000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3103583.520000000000</valUSD>
        <pctVal>0.1964185284</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.000000000000</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>SABRE GLBL INC</name>
        <lei>N/A</lei>
        <title>SABRE GLBL INC</title>
        <cusip>78573NAD4</cusip>
        <identifiers>
          <isin value="US78573NAD49"/>
          <other otherDesc="Internal Id" value="78573NAD4"/>
        </identifiers>
        <balance>3500000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4112016.830000000000</valUSD>
        <pctVal>0.2602399095</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Sabre Corp</name>
              <title>Sabre Corp</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="78573M104"/>
                <isin value="US78573M1045"/>
                <ticker value="SABR"/>
                <other otherDesc="Internal Id" value="78573M104"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="126.949900000000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SAFEWAY INC</name>
        <lei>549300NKZ6VCN5P3K723</lei>
        <title>SAFEWAY INC</title>
        <cusip>786514BA6</cusip>
        <identifiers>
          <isin value="US786514BA67"/>
          <other otherDesc="Internal Id" value="786514BA6"/>
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        <balance>7512000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8422794.170000000000</valUSD>
        <pctVal>0.5330589060</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.250000000000</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>COWEN INC</name>
        <lei>5493008QI0EFC5WBED75</lei>
        <title>Cowen Inc</title>
        <cusip>223622507</cusip>
        <identifiers>
          <isin value="US2236225072"/>
          <other otherDesc="Internal Id" value="223622507"/>
        </identifiers>
        <balance>5200.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4232763.950000000000</valUSD>
        <pctVal>0.2678817118</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CROWN CASTLE INTERNATIONAL CORP</name>
        <lei>54930012H97VSM0I2R19</lei>
        <title>Crown Castle International Corp</title>
        <cusip>22822V101</cusip>
        <identifiers>
          <isin value="US22822V1017"/>
          <ticker value="CCI"/>
          <other otherDesc="Internal Id" value="22822V101"/>
        </identifiers>
        <balance>26500.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4412250.000000000000</valUSD>
        <pctVal>0.2792409633</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SEMPRA ENERGY</name>
        <lei>PBBKGKLRK5S5C0Y4T545</lei>
        <title>Sempra Energy</title>
        <cusip>816851109</cusip>
        <identifiers>
          <isin value="US8168511090"/>
          <ticker value="SRE"/>
          <other otherDesc="Internal Id" value="816851109"/>
        </identifiers>
        <balance>22700.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2686772.000000000000</valUSD>
        <pctVal>0.1700395040</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JM SMUCKER CO</name>
        <lei>5493000WDH6A0LHDJD55</lei>
        <title>JM Smucker Co/The</title>
        <cusip>832696405</cusip>
        <identifiers>
          <isin value="US8326964058"/>
          <ticker value="SJM"/>
          <other otherDesc="Internal Id" value="832696405"/>
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        <balance>37500.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4332000.000000000000</valUSD>
        <pctVal>0.2741621289</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SURGERY CENTER HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>SURGERY CENTER HOLDINGS INC</title>
        <cusip>84611WAB0</cusip>
        <identifiers>
          <isin value="US84611WAB00"/>
          <other otherDesc="Internal Id" value="84611WAB0"/>
        </identifiers>
        <balance>6100000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6060318.950000000000</valUSD>
        <pctVal>0.3835433853</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.750000000000</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>ONEMAIN FINANCE CORP</name>
        <lei>N/A</lei>
        <title>SPRINGLEAF FINANCE CORP</title>
        <cusip>85172FAM1</cusip>
        <identifiers>
          <isin value="US85172FAM14"/>
          <other otherDesc="Internal Id" value="85172FAM1"/>
        </identifiers>
        <balance>7500000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8328008.400000000000</valUSD>
        <pctVal>0.5270601367</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.875000000000</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>CUMMINS INC</name>
        <lei>ZUNI8PYC725B6H8JU438</lei>
        <title>Cummins Inc</title>
        <cusip>231021106</cusip>
        <identifiers>
          <isin value="US2310211063"/>
          <ticker value="CMI"/>
          <other otherDesc="Internal Id" value="231021106"/>
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        <balance>17800.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3758648.000000000000</valUSD>
        <pctVal>0.2378760243</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DTE ENERGY COMPANY</name>
        <lei>549300IX8SD6XXD71I78</lei>
        <title>DTE ENERGY UNITS</title>
        <cusip>233331842</cusip>
        <identifiers>
          <isin value="US2333318424"/>
          <other otherDesc="Internal Id" value="233331842"/>
        </identifiers>
        <balance>275000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>12436875.000000000000</valUSD>
        <pctVal>0.7871006756</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DANAHER CORPORATION</name>
        <lei>S4BKK9OTCEWQ3YHPFM11</lei>
        <title>DANAHER CORPORATION</title>
        <cusip>235851409</cusip>
        <identifiers>
          <isin value="US2358514097"/>
          <other otherDesc="Internal Id" value="235851409"/>
        </identifiers>
        <balance>5000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6309650.000000000000</valUSD>
        <pctVal>0.3993229632</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DAVITA INC</name>
        <lei>M2XHYMU3TZNEZURC6H66</lei>
        <title>DaVita Inc</title>
        <cusip>23918K108</cusip>
        <identifiers>
          <isin value="US23918K1088"/>
          <ticker value="DVA"/>
          <other otherDesc="Internal Id" value="23918K108"/>
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        <balance>74900.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6415185.000000000000</valUSD>
        <pctVal>0.4060020260</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SPIRIT AROSYSTMS</name>
        <lei>N/A</lei>
        <title>SPIRIT AEROSYSTEMS INC</title>
        <cusip>85205TAL4</cusip>
        <identifiers>
          <isin value="US85205TAL44"/>
          <other otherDesc="Internal Id" value="85205TAL4"/>
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        <balance>6300000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6385948.000000000000</valUSD>
        <pctVal>0.4041516848</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>STANLEY BLACK &amp; DECKER INC</name>
        <lei>549300DJ09SMTO561131</lei>
        <title>STANLEY BLACK DECKER UNITS INC</title>
        <cusip>854502846</cusip>
        <identifiers>
          <isin value="US8545028461"/>
          <other otherDesc="Internal Id" value="854502846"/>
        </identifiers>
        <balance>65000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6558500.000000000000</valUSD>
        <pctVal>0.4150720966</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DENTSPLY SIRONA INC</name>
        <lei>9NHEHR1SOZCYXDO8HO28</lei>
        <title>DENTSPLY SIRONA Inc</title>
        <cusip>24906P109</cusip>
        <identifiers>
          <isin value="US24906P1093"/>
          <ticker value="XRAY"/>
          <other otherDesc="Internal Id" value="24906P109"/>
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        <balance>28160.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1231436.800000000000</valUSD>
        <pctVal>0.0779347495</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DICKS SPORTING GOODS INC.</name>
        <lei>529900SSBV5I4LWSK313</lei>
        <title>DICKS SPORTING GOODS INC</title>
        <cusip>253393AC6</cusip>
        <identifiers>
          <isin value="US253393AC63"/>
          <other otherDesc="Internal Id" value="253393AC6"/>
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        <balance>2500000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4577594.200000000000</valUSD>
        <pctVal>0.2897052103</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>DICKS SPORTING GOODS INC.</name>
              <title>Dick's Sporting Goods Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="253393102"/>
                <isin value="US2533931026"/>
                <ticker value="DKS"/>
                <other otherDesc="Internal Id" value="253393102"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="28.261800000000" curCd="USD"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DIEBOLD NIXDORF INC</name>
        <lei>549300XZK6EWDBAZSY16</lei>
        <title>DIEBOLD INC</title>
        <cusip>253651AC7</cusip>
        <identifiers>
          <isin value="US253651AC78"/>
          <other otherDesc="Internal Id" value="253651AC7"/>
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        <balance>6600000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5961676.580000000000</valUSD>
        <pctVal>0.3773005408</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DIEBOLD NIXDORF INC</name>
        <lei>549300XZK6EWDBAZSY16</lei>
        <title>DIEBOLD NIXDORF INC</title>
        <cusip>253657AA8</cusip>
        <identifiers>
          <isin value="US253657AA82"/>
          <other otherDesc="Internal Id" value="253657AA8"/>
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        <balance>2300000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2430526.770000000000</valUSD>
        <pctVal>0.1538223439</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.375000000000</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>NOURYON HOLDING BV</name>
        <lei>N/A</lei>
        <title>STARFRUIT US HOLDCO LLC/FINCO BV</title>
        <cusip>85529VAA2</cusip>
        <identifiers>
          <isin value="US85529VAA26"/>
          <other otherDesc="Internal Id" value="85529VAA2"/>
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        <balance>8400000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8916692.990000000000</valUSD>
        <pctVal>0.5643166050</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.000000000000</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>STARWOOD PROPERTY TRUST INC</name>
        <lei>BUGSFQZERKRBFWIG5267</lei>
        <title>Starwood Property Trust Inc</title>
        <cusip>85571B105</cusip>
        <identifiers>
          <isin value="US85571B1052"/>
          <ticker value="STWD"/>
          <other otherDesc="Internal Id" value="85571B105"/>
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        <balance>525000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7922250.000000000000</valUSD>
        <pctVal>0.5013806384</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>STATE STREET CORP</name>
        <lei>549300ZFEEJ2IP5VME73</lei>
        <title>State Street Corp</title>
        <cusip>857477103</cusip>
        <identifiers>
          <isin value="US8574771031"/>
          <ticker value="STT"/>
          <other otherDesc="Internal Id" value="857477103"/>
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        <balance>114600.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6799218.000000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SUMMIT MIDSTREAM PARTNERS LP</name>
        <lei>N/A</lei>
        <title>Summit Midstream Partners LP</title>
        <cusip>866142102</cusip>
        <identifiers>
          <isin value="US8661421029"/>
          <ticker value="SMLP"/>
          <other otherDesc="Internal Id" value="866142102"/>
        </identifiers>
        <balance>1680000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1099224.000000000000</valUSD>
        <pctVal>0.0695673112</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SUNPOWER CORP</name>
        <lei>549300TXO070764WUH65</lei>
        <title>SUNPOWER CORP</title>
        <cusip>867652AL3</cusip>
        <identifiers>
          <isin value="US867652AL32"/>
          <other otherDesc="Internal Id" value="867652AL3"/>
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        <balance>7500000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7114163.780000000000</valUSD>
        <pctVal>0.4502387551</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>SUNPOWER CORP</name>
              <title>SunPower Corp</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="867652406"/>
                <isin value="US8676524064"/>
                <ticker value="SPWR"/>
                <other otherDesc="Internal Id" value="867652406"/>
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            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="32.756800000000" curCd="USD"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TCG BDC Inc</name>
        <lei>5493003POT0JT6WD1D83</lei>
        <title>TCG BDC Inc</title>
        <cusip>872280102</cusip>
        <identifiers>
          <isin value="US8722801029"/>
          <ticker value="CGBD"/>
          <other otherDesc="Internal Id" value="872280102"/>
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        <balance>250000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2227500.000000000000</valUSD>
        <pctVal>0.1409732553</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TALOS PRODUCTION LLC / TALOS PRODUCTION FINANCE INC</name>
        <lei>N/A</lei>
        <title>TALOS PRODUCTION LLC/TALOS FIN</title>
        <cusip>87484JAF7</cusip>
        <identifiers>
          <isin value="US87484JAF75"/>
          <other otherDesc="Internal Id" value="87484JAF7"/>
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        <balance>6136177.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5829368.150000000000</valUSD>
        <pctVal>0.3689270503</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>11.000000000000</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>TARGET CORPORATION</name>
        <lei>8WDDFXB5T1Z6J0XC1L66</lei>
        <title>Target Corp</title>
        <cusip>87612E106</cusip>
        <identifiers>
          <isin value="US87612E1064"/>
          <ticker value="TGT"/>
          <other otherDesc="Internal Id" value="87612E106"/>
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        <balance>121800.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>19173756.000000000000</valUSD>
        <pctVal>1.2134620876</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DISH NETWORK CORP</name>
        <lei>529900U350CWHH15G169</lei>
        <title>DISH NETWORK CORP</title>
        <cusip>25470MAB5</cusip>
        <identifiers>
          <isin value="US25470MAB54"/>
          <other otherDesc="Internal Id" value="25470MAB5"/>
        </identifiers>
        <balance>8500000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7802970.510000000000</valUSD>
        <pctVal>0.4938317190</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>DISH NETWORK CORP</name>
              <title>DISH Network Corp</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="25470M109"/>
                <isin value="US25470M1099"/>
                <ticker value="DISH"/>
                <other otherDesc="Internal Id" value="25470M109"/>
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            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="15.342900000000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DOLLAR GENERAL CORP</name>
        <lei>OPX52SQVOZI8IVSWYU66</lei>
        <title>Dollar General Corp</title>
        <cusip>256677105</cusip>
        <identifiers>
          <isin value="US2566771059"/>
          <ticker value="DG"/>
          <other otherDesc="Internal Id" value="256677105"/>
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        <balance>14000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2934680.000000000000</valUSD>
        <pctVal>0.1857290204</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TELESAT CANADA / TELESAT LLC</name>
        <lei>N/A</lei>
        <title>TELESAT CANADA / TELESAT LLC</title>
        <cusip>87952VAM8</cusip>
        <identifiers>
          <isin value="US87952VAM81"/>
          <other otherDesc="Internal Id" value="87952VAM8"/>
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        <balance>2286000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2302512.420000000000</valUSD>
        <pctVal>0.1457206156</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.500000000000</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>TENET HLTHCR CORP</name>
        <lei>0W9AIBT6U6ADJ2I8HK17</lei>
        <title>TENET HEALTHCARE CORPORATION</title>
        <cusip>88033GDJ6</cusip>
        <identifiers>
          <isin value="US88033GDJ67"/>
          <other otherDesc="Internal Id" value="88033GDJ6"/>
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        <balance>5979000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5814532.840000000000</valUSD>
        <pctVal>0.3679881583</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.125000000000</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>DOMINOS PIZZA INC</name>
        <lei>5299004V0Y8MI5D9FF45</lei>
        <title>Domino's Pizza Inc</title>
        <cusip>25754A201</cusip>
        <identifiers>
          <isin value="US25754A2015"/>
          <ticker value="DPZ"/>
          <other otherDesc="Internal Id" value="25754A201"/>
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        <balance>7700.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3274656.000000000000</valUSD>
        <pctVal>0.2072453048</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DOW INC</name>
        <lei>5493003S21INSLK2IP73</lei>
        <title>Dow Inc</title>
        <cusip>260557103</cusip>
        <identifiers>
          <isin value="US2605571031"/>
          <ticker value="DOW"/>
          <other otherDesc="Internal Id" value="260557103"/>
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        <balance>170000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7998500.000000000000</valUSD>
        <pctVal>0.5062063222</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TEXAS INSTRUMENTS INC</name>
        <lei>WDJNR2L6D8RWOEB8T652</lei>
        <title>Texas Instruments Inc</title>
        <cusip>882508104</cusip>
        <identifiers>
          <isin value="US8825081040"/>
          <ticker value="TXN"/>
          <other otherDesc="Internal Id" value="882508104"/>
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        <balance>57500.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8210425.000000000000</valUSD>
        <pctVal>0.5196185589</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TILRAY INC</name>
        <lei>N/A</lei>
        <title>TILRAY INC</title>
        <cusip>88688TAB6</cusip>
        <identifiers>
          <isin value="US88688TAB61"/>
          <other otherDesc="Internal Id" value="88688TAB6"/>
        </identifiers>
        <balance>5250000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2100000.000000000000</valUSD>
        <pctVal>0.1329040791</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Tilray Inc</name>
              <title>Tilray Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="88688T100"/>
                <isin value="US88688T1007"/>
                <ticker value="TLRY"/>
                <other otherDesc="Internal Id" value="88688T100"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="5.973500000000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DUKE REALTY CORP</name>
        <lei>N/A</lei>
        <title>Duke Realty Corp</title>
        <cusip>264411505</cusip>
        <identifiers>
          <isin value="US2644115055"/>
          <ticker value="DRE"/>
          <other otherDesc="Internal Id" value="264411505"/>
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        <balance>107500.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3966750.000000000000</valUSD>
        <pctVal>0.2510463123</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EBAY INC</name>
        <lei>OML71K8X303XQONU6T67</lei>
        <title>eBay Inc</title>
        <cusip>278642103</cusip>
        <identifiers>
          <isin value="US2786421030"/>
          <ticker value="EBAY"/>
          <other otherDesc="Internal Id" value="278642103"/>
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        <balance>169700.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8841370.000000000000</valUSD>
        <pctVal>0.5595495894</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EDISON INTL</name>
        <lei>549300I7ROF15MAEVP56</lei>
        <title>Edison International</title>
        <cusip>281020107</cusip>
        <identifiers>
          <isin value="US2810201077"/>
          <ticker value="EIX"/>
          <other otherDesc="Internal Id" value="281020107"/>
        </identifiers>
        <balance>120000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6100800.000000000000</valUSD>
        <pctVal>0.3861053361</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CAESARS ENTERTAINMENT INC</name>
        <lei>N/A</lei>
        <title>ELDORADO RESORTS</title>
        <cusip>28470RAK8</cusip>
        <identifiers>
          <isin value="US28470RAK86"/>
          <other otherDesc="Internal Id" value="28470RAK8"/>
        </identifiers>
        <balance>4106000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4346884.480000000000</valUSD>
        <pctVal>0.2751041327</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.125000000000</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>2020 CASH MANDATORY EXCHANGEABLE TRUST</name>
        <lei>N/A</lei>
        <title>SOFTBANK/TMUS</title>
        <cusip>901375105</cusip>
        <identifiers>
          <isin value="US9013751055"/>
          <other otherDesc="Internal Id" value="901375105"/>
        </identifiers>
        <balance>5600.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6024368.000000000000</valUSD>
        <pctVal>0.3812681339</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>2020 MANDATORY EXCHANGEABLE TRUST</name>
        <lei>N/A</lei>
        <title>CHEWY INC</title>
        <cusip>901376202</cusip>
        <identifiers>
          <isin value="US9013762029"/>
          <other otherDesc="Internal Id" value="901376202"/>
        </identifiers>
        <balance>3200.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4251503.010000000000</valUSD>
        <pctVal>0.2690676630</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ELECTRONIC ARTS INC</name>
        <lei>549300O7A67PUEYKDL45</lei>
        <title>Electronic Arts Inc</title>
        <cusip>285512109</cusip>
        <identifiers>
          <isin value="US2855121099"/>
          <ticker value="EA"/>
          <other otherDesc="Internal Id" value="285512109"/>
        </identifiers>
        <balance>105700.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>13784337.000000000000</valUSD>
        <pctVal>0.8723783881</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Energizer Holdings Inc</name>
        <lei>5493000D6NN0V57UME20</lei>
        <title>ENERGIZER HOLDINGS INC</title>
        <cusip>29272W208</cusip>
        <identifiers>
          <isin value="US29272W2089"/>
          <other otherDesc="Internal Id" value="29272W208"/>
        </identifiers>
        <balance>47500.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3947045.470000000000</valUSD>
        <pctVal>0.2497992587</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>II-VI INC</name>
        <lei>549300O5C25A0MMHHU33</lei>
        <title>II-VI Inc</title>
        <cusip>902104306</cusip>
        <identifiers>
          <isin value="US9021043065"/>
          <other otherDesc="Internal Id" value="902104306"/>
        </identifiers>
        <balance>23500.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4435625.000000000000</valUSD>
        <pctVal>0.2807203123</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UBER TECHNOLOGIES INC</name>
        <lei>N/A</lei>
        <title>UBER TECHNOLOGIES INC</title>
        <cusip>90353TAE0</cusip>
        <identifiers>
          <isin value="US90353TAE01"/>
          <other otherDesc="Internal Id" value="90353TAE0"/>
        </identifiers>
        <balance>2100000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2246240.300000000000</valUSD>
        <pctVal>0.1421592850</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.500000000000</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>UBER TECHNOLOGIES INC</name>
        <lei>N/A</lei>
        <title>UBER TECHNOLOGIES INC</title>
        <cusip>90353TAG5</cusip>
        <identifiers>
          <isin value="US90353TAG58"/>
          <other otherDesc="Internal Id" value="90353TAG5"/>
        </identifiers>
        <balance>2365000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2426991.050000000000</valUSD>
        <pctVal>0.1535985764</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.250000000000</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>Union Pacific Corp</title>
        <cusip>907818108</cusip>
        <identifiers>
          <isin value="US9078181081"/>
          <ticker value="UNP"/>
          <other otherDesc="Internal Id" value="907818108"/>
        </identifiers>
        <balance>37000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7284190.000000000000</valUSD>
        <pctVal>0.4609993162</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED PARCEL SERVICE INC</name>
        <lei>D01LMJZU09ULLNCY6Z23</lei>
        <title>United Parcel Service Inc</title>
        <cusip>911312106</cusip>
        <identifiers>
          <isin value="US9113121068"/>
          <ticker value="UPS"/>
          <other otherDesc="Internal Id" value="911312106"/>
        </identifiers>
        <balance>50000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8331500.000000000000</valUSD>
        <pctVal>0.5272811119</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BAUSCH HEALTH AMERICAS INC</name>
        <lei>KOO0397YRO83WY5MGD97</lei>
        <title>VALEANT PHARMACEUTICALS INTL</title>
        <cusip>91911XAW4</cusip>
        <identifiers>
          <isin value="US91911XAW48"/>
          <other otherDesc="Internal Id" value="91911XAW4"/>
        </identifiers>
        <balance>2800000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3076570.220000000000</valUSD>
        <pctVal>0.1947089199</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.500000000000</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>ENTERGY CORP</name>
        <lei>4XM3TW50JULSLG8BNC79</lei>
        <title>Entergy Corp</title>
        <cusip>29364G103</cusip>
        <identifiers>
          <isin value="US29364G1031"/>
          <ticker value="ETR"/>
          <other otherDesc="Internal Id" value="29364G103"/>
        </identifiers>
        <balance>51700.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5094001.000000000000</valUSD>
        <pctVal>0.3223873866</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Enviva Partners LP</name>
        <lei>549300WH5VXDEFM5KR81</lei>
        <title>Enviva Partners LP</title>
        <cusip>29414J107</cusip>
        <identifiers>
          <isin value="US29414J1079"/>
          <ticker value="EVA"/>
          <other otherDesc="Internal Id" value="29414J107"/>
        </identifiers>
        <balance>105000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4227300.000000000000</valUSD>
        <pctVal>0.2675359112</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EQUINIX INC</name>
        <lei>549300EVUN2BTLJ3GT74</lei>
        <title>Equinix Inc</title>
        <cusip>29444U700</cusip>
        <identifiers>
          <isin value="US29444U7000"/>
          <ticker value="EQIX"/>
          <other otherDesc="Internal Id" value="29444U700"/>
        </identifiers>
        <balance>5850.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4446760.500000000000</valUSD>
        <pctVal>0.2814250520</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Essential Utilities Inc</name>
        <lei>549300ILTEOF3E3QY357</lei>
        <title>Essential Utilities Inc</title>
        <cusip>29670G201</cusip>
        <identifiers>
          <isin value="US29670G2012"/>
          <other otherDesc="Internal Id" value="29670G201"/>
        </identifiers>
        <balance>75000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3999225.000000000000</valUSD>
        <pctVal>0.2531015789</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EXELON CORPORATION</name>
        <lei>3SOUA6IRML7435B56G12</lei>
        <title>Exelon Corp</title>
        <cusip>30161N101</cusip>
        <identifiers>
          <isin value="US30161N1019"/>
          <ticker value="EXC"/>
          <other otherDesc="Internal Id" value="30161N101"/>
        </identifiers>
        <balance>87800.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3139728.000000000000</valUSD>
        <pctVal>0.1987060278</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Extended Stay America Inc</name>
        <lei>549300IESZBC3BJUJW64</lei>
        <title>Extended Stay America Inc</title>
        <cusip>30224P200</cusip>
        <identifiers>
          <isin value="US30224P2002"/>
          <ticker value="STAY"/>
          <other otherDesc="Internal Id" value="30224P200"/>
        </identifiers>
        <balance>325000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3883750.000000000000</valUSD>
        <pctVal>0.2457934368</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VALERO ENERGY CORP</name>
        <lei>549300XTO5VR8SKV1V74</lei>
        <title>Valero Energy Corp</title>
        <cusip>91913Y100</cusip>
        <identifiers>
          <isin value="US91913Y1001"/>
          <ticker value="VLO"/>
          <other otherDesc="Internal Id" value="91913Y100"/>
        </identifiers>
        <balance>100300.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4344996.000000000000</valUSD>
        <pctVal>0.2749846153</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VERISIGN INC</name>
        <lei>LMPL4N8ZOJRMF0KOF759</lei>
        <title>VeriSign Inc</title>
        <cusip>92343E102</cusip>
        <identifiers>
          <isin value="US92343E1029"/>
          <ticker value="VRSN"/>
          <other otherDesc="Internal Id" value="92343E102"/>
        </identifiers>
        <balance>65400.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>13397190.000000000000</valUSD>
        <pctVal>0.8478767616</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FACEBOOK INC</name>
        <lei>BQ4BKCS1HXDV9HN80Z93</lei>
        <title>Facebook Inc</title>
        <cusip>30303M102</cusip>
        <identifiers>
          <isin value="US30303M1027"/>
          <ticker value="FB"/>
          <other otherDesc="Internal Id" value="30303M102"/>
        </identifiers>
        <balance>80000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>20952000.000000000000</valUSD>
        <pctVal>1.3260029835</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FLEX ACQUISITION COMPANY INC</name>
        <lei>N/A</lei>
        <title>NOVOLEX (FLEX ACQ COMPANY INC)</title>
        <cusip>33936YAA3</cusip>
        <identifiers>
          <isin value="US33936YAA38"/>
          <other otherDesc="Internal Id" value="33936YAA3"/>
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        <balance>7290000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7294919.000000000000</valUSD>
        <pctVal>0.4616783294</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.875000000000</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>VERIZON COMMUNICATIONS INC</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>Verizon Communications Inc</title>
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        <identifiers>
          <isin value="US92343V1044"/>
          <ticker value="VZ"/>
          <other otherDesc="Internal Id" value="92343V104"/>
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        <balance>331900.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>19744731.000000000000</valUSD>
        <pctVal>1.2495977574</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>VERTEX PHARM INC</name>
        <lei>54930015RAQRRZ5ZGJ91</lei>
        <title>Vertex Pharmaceuticals Inc</title>
        <cusip>92532F100</cusip>
        <identifiers>
          <isin value="US92532F1003"/>
          <ticker value="VRTX"/>
          <other otherDesc="Internal Id" value="92532F100"/>
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        <balance>11900.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3238228.000000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fortinet Inc</name>
        <lei>549300O0QJWDBAS0QX03</lei>
        <title>Fortinet Inc</title>
        <cusip>34959E109</cusip>
        <identifiers>
          <isin value="US34959E1091"/>
          <ticker value="FTNT"/>
          <other otherDesc="Internal Id" value="34959E109"/>
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        <balance>105100.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>12381831.000000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTORS LLC</name>
        <lei>N/A</lei>
        <title>FORTRESS TRANS &amp; INFRAST INVESTORS</title>
        <cusip>34960PAB7</cusip>
        <identifiers>
          <isin value="US34960PAB76"/>
          <other otherDesc="Internal Id" value="34960PAB7"/>
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        <balance>6000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5930686.020000000000</valUSD>
        <pctVal>0.3753392209</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.500000000000</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>FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTORS LLC</name>
        <lei>N/A</lei>
        <title>FORTRESS TRANS &amp; INFRAST INVESTORS</title>
        <cusip>34960PAC5</cusip>
        <identifiers>
          <isin value="US34960PAC59"/>
          <other otherDesc="Internal Id" value="34960PAC5"/>
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        <balance>2760000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2952227.380000000000</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>2027-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.750000000000</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>GMAC CAPITAL TRUST I</name>
        <lei>N/A</lei>
        <title>GMAC Capital Trust I</title>
        <cusip>361860208</cusip>
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          <isin value="US3618602086"/>
          <other otherDesc="Internal Id" value="361860208"/>
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        <balance>175000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4369750.000000000000</valUSD>
        <pctVal>0.2765512379</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetConditional assetCat="OTHER" desc="Preferred Debt"/>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <debtSec>
          <maturityDt>2040-02-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.17738</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 MILLS INC</name>
        <lei>2TGYMUGI08PO8X8L6150</lei>
        <title>General Mills Inc</title>
        <cusip>370334104</cusip>
        <identifiers>
          <isin value="US3703341046"/>
          <ticker value="GIS"/>
          <other otherDesc="Internal Id" value="370334104"/>
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        <balance>176200.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>10868016.000000000000</valUSD>
        <pctVal>0.6878112658</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOGO INTERMEDIATE HOLDINGS LLC/G</name>
        <lei>N/A</lei>
        <title>GOGO INTERMEDIATE HOLDINGS LLC/FIN</title>
        <cusip>38046XAE3</cusip>
        <identifiers>
          <isin value="US38046XAE31"/>
          <other otherDesc="Internal Id" value="38046XAE3"/>
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        <balance>4200000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4488901.660000000000</valUSD>
        <pctVal>0.2840920673</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.875000000000</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>GOODRICH PETRO</name>
        <lei>5493000G2GU65EVWSF15</lei>
        <title>GOODRICH PETROLEUM CORP</title>
        <cusip>382410165</cusip>
        <identifiers>
          <other otherDesc="Internal Id" value="382410165"/>
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        <balance>16334.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>0.020000000000</valUSD>
        <pctVal>0.0000000013</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="WAR">
            <counterparties>
              <counterpartyName>GOODRICH PETRO</counterpartyName>
              <counterpartyLei>5493000G2GU65EVWSF15</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>GOODRICH PETRO</issuerName>
                <issueTitle>Goodrich Petroleum Corp</issueTitle>
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                  <isin value="US3824108431"/>
                  <ticker value="GDP"/>
                  <other otherDesc="Internal Id" value="382410843"/>
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            <shareNo>1.000000000000000</shareNo>
            <exercisePrice>0.000001000000</exercisePrice>
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            <delta>XXXX</delta>
            <unrealizedAppr>0.020000000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GREEN PLAINS INC</name>
        <lei>VJ5WLTHARBSDR14KIZ98</lei>
        <title>GREEN PLAINS INC</title>
        <cusip>393222AF1</cusip>
        <identifiers>
          <isin value="US393222AF12"/>
          <other otherDesc="Internal Id" value="393222AF1"/>
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        <balance>4600000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4431334.740000000000</valUSD>
        <pctVal>0.2804487918</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>GREEN PLAINS INC</name>
              <title>Green Plains Inc</title>
              <curCd>USD</curCd>
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                <cusip value="393222104"/>
                <isin value="US3932221043"/>
                <ticker value="GPRE"/>
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          <currencyInfos>
            <currencyInfo convRatio="35.714300000000" curCd="USD"/>
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          <delta>XXXX</delta>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GENESYS TELECOMMUNICATIONS LABORATORIES INC/GREENEDEN LUX 3 SARL</name>
        <lei>N/A</lei>
        <title>GENESYS TELECOMMUNICATIONS LAB INC</title>
        <cusip>39479TAA4</cusip>
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          <isin value="US39479TAA43"/>
          <other otherDesc="Internal Id" value="39479TAA4"/>
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        <balance>3750000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3970363.760000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-11-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>10.000000000000</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>HCA HEALTHCARE INC</name>
        <lei>529900PH4ZGUH2MNEU89</lei>
        <title>HCA Healthcare Inc</title>
        <cusip>40412C101</cusip>
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          <isin value="US40412C1018"/>
          <ticker value="HCA"/>
          <other otherDesc="Internal Id" value="40412C101"/>
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        <balance>98900.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>12330852.000000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HP Inc</name>
        <lei>WHKXQACZ14C5XRO8LW03</lei>
        <title>HP Inc</title>
        <cusip>40434L105</cusip>
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          <isin value="US40434L1052"/>
          <ticker value="HPQ"/>
          <other otherDesc="Internal Id" value="40434L105"/>
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        <balance>315000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5981850.000000000000</valUSD>
        <pctVal>0.3785772693</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HERTZ CORPORATION (THE)</name>
        <lei>N/A</lei>
        <title>HERTZ CORP</title>
        <cusip>428040CS6</cusip>
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          <isin value="US428040CS68"/>
          <other otherDesc="Internal Id" value="428040CS6"/>
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        <balance>3500000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1609011.920000000000</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>2024-10-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.000000000000</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>Y</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HERTZ CORPORATION (THE)</name>
        <lei>N/A</lei>
        <title>HERTZ CORP</title>
        <cusip>428040CY3</cusip>
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          <isin value="US428040CY37"/>
          <other otherDesc="Internal Id" value="428040CY3"/>
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        <balance>4500000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2058481.800000000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.000000000000</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>Y</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>Hilton Worldwide Holdings Inc</name>
        <lei>549300HVGPK36ICB0B89</lei>
        <title>Hilton Worldwide Holdings Inc</title>
        <cusip>43300A203</cusip>
        <identifiers>
          <isin value="US43300A2033"/>
          <ticker value="HLT"/>
          <other otherDesc="Internal Id" value="43300A203"/>
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        <balance>58500.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4991220.000000000000</valUSD>
        <pctVal>0.3158826179</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HOLLYFRONTIER CORP</name>
        <lei>549300J3U2WK73C9ZK26</lei>
        <title>HollyFrontier Corp</title>
        <cusip>436106108</cusip>
        <identifiers>
          <isin value="US4361061082"/>
          <ticker value="HFC"/>
          <other otherDesc="Internal Id" value="436106108"/>
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        <balance>305700.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6025347.000000000000</valUSD>
        <pctVal>0.3813300925</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HOME DEPOT INC</name>
        <lei>QEKMOTMBBKA8I816DO57</lei>
        <title>Home Depot Inc/The</title>
        <cusip>437076102</cusip>
        <identifiers>
          <isin value="US4370761029"/>
          <ticker value="HD"/>
          <other otherDesc="Internal Id" value="437076102"/>
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        <balance>29200.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8109132.000000000000</valUSD>
        <pctVal>0.5132079623</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HUMANA INC</name>
        <lei>529900YLDW34GJAO4J06</lei>
        <title>Humana Inc</title>
        <cusip>444859102</cusip>
        <identifiers>
          <isin value="US4448591028"/>
          <ticker value="HUM"/>
          <other otherDesc="Internal Id" value="444859102"/>
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        <balance>13400.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5546126.000000000000</valUSD>
        <pctVal>0.3510013184</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IRB HOLDING CORP</name>
        <lei>N/A</lei>
        <title>ARBYS RESTAURANT GROUP</title>
        <cusip>44988MAA3</cusip>
        <identifiers>
          <isin value="US44988MAA36"/>
          <other otherDesc="Internal Id" value="44988MAA3"/>
        </identifiers>
        <balance>4300000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4303093.160000000000</valUSD>
        <pctVal>0.2723326827</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.750000000000</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>ILLINOIS TOOL WORKS INC</name>
        <lei>76NA4I14SZCFAYMNSV04</lei>
        <title>Illinois Tool Works Inc</title>
        <cusip>452308109</cusip>
        <identifiers>
          <isin value="US4523081093"/>
          <ticker value="ITW"/>
          <other otherDesc="Internal Id" value="452308109"/>
        </identifiers>
        <balance>21000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4057410.000000000000</valUSD>
        <pctVal>0.2567839712</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INDIGO NATURAL RESOURCES LLC</name>
        <lei>N/A</lei>
        <title>INDIGO NATURAL RESOURCES LLC</title>
        <cusip>45569LAA9</cusip>
        <identifiers>
          <isin value="US45569LAA98"/>
          <other otherDesc="Internal Id" value="45569LAA9"/>
        </identifiers>
        <balance>8500000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8267438.470000000000</valUSD>
        <pctVal>0.5232268078</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INSMED</name>
        <lei>N/A</lei>
        <title>INSMED INC</title>
        <cusip>457669AA7</cusip>
        <identifiers>
          <isin value="US457669AA77"/>
          <other otherDesc="Internal Id" value="457669AA7"/>
        </identifiers>
        <balance>4000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4340873.920000000000</valUSD>
        <pctVal>0.2747237385</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Insmed Inc</name>
              <title>Insmed Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="457669307"/>
                <isin value="US4576693075"/>
                <ticker value="INSM"/>
                <other otherDesc="Internal Id" value="457669307"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="25.538400000000" curCd="USD"/>
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          <delta>XXXX</delta>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IRIS MERGER SUB 2019</name>
        <lei>N/A</lei>
        <title>IRIS MERGER SUB 2019</title>
        <cusip>45774NAB4</cusip>
        <identifiers>
          <isin value="US45774NAB47"/>
          <other otherDesc="Internal Id" value="45774NAB4"/>
        </identifiers>
        <balance>4300000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4590297.990000000000</valUSD>
        <pctVal>0.2905092034</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.375000000000</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>INTEL CORP</name>
        <lei>KNX4USFCNGPY45LOCE31</lei>
        <title>Intel Corp</title>
        <cusip>458140100</cusip>
        <identifiers>
          <isin value="US4581401001"/>
          <ticker value="INTC"/>
          <other otherDesc="Internal Id" value="458140100"/>
        </identifiers>
        <balance>387900.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>20085462.000000000000</valUSD>
        <pctVal>1.2711618240</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INTERCEPT PHARMACEUTICALS INC</name>
        <lei>N/A</lei>
        <title>INTERCEPT PHARMACEUTICALS INC</title>
        <cusip>45845PAA6</cusip>
        <identifiers>
          <isin value="US45845PAA66"/>
          <other otherDesc="Internal Id" value="45845PAA6"/>
        </identifiers>
        <balance>4300000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3457083.510000000000</valUSD>
        <pctVal>0.2187907144</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Intercept Pharmaceuticals Inc</name>
              <title>Intercept Pharmaceuticals Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="45845P108"/>
                <isin value="US45845P1084"/>
                <ticker value="ICPT"/>
                <other otherDesc="Internal Id" value="45845P108"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="5.035800000000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INTERNATIONAL BUSINESS MACHINES CORP</name>
        <lei>VGRQXHF3J8VDLUA7XE92</lei>
        <title>International Business Machines Corp</title>
        <cusip>459200101</cusip>
        <identifiers>
          <isin value="US4592001014"/>
          <ticker value="IBM"/>
          <other otherDesc="Internal Id" value="459200101"/>
        </identifiers>
        <balance>65000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7908550.000000000000</valUSD>
        <pctVal>0.5005135975</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INTL PAPER CO</name>
        <lei>824LMFJDH41EY779Q875</lei>
        <title>International Paper Co</title>
        <cusip>460146103</cusip>
        <identifiers>
          <isin value="US4601461035"/>
          <ticker value="IP"/>
          <other otherDesc="Internal Id" value="460146103"/>
        </identifiers>
        <balance>35400.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1435116.000000000000</valUSD>
        <pctVal>0.0908251288</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>INTERPUBLIC GRP OF CO INC</name>
        <lei>5493008IUOJ5VWTRC333</lei>
        <title>Interpublic Group of Cos Inc/The</title>
        <cusip>460690100</cusip>
        <identifiers>
          <isin value="US4606901001"/>
          <ticker value="IPG"/>
          <other otherDesc="Internal Id" value="460690100"/>
        </identifiers>
        <balance>85100.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1418617.000000000000</valUSD>
        <pctVal>0.0897809457</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>INVACARE CORP</name>
        <lei>549300NNUTG7HCZICS76</lei>
        <title>INVACARE CORPORATION</title>
        <cusip>461203AJ0</cusip>
        <identifiers>
          <isin value="US461203AJ08"/>
          <other otherDesc="Internal Id" value="461203AJ0"/>
        </identifiers>
        <balance>4000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3427444.440000000000</valUSD>
        <pctVal>0.2169149271</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>INVACARE CORP</name>
              <title>Invacare Corp</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="461203101"/>
                <isin value="US4612031017"/>
                <ticker value="IVC"/>
                <other otherDesc="Internal Id" value="461203101"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="67.681900000000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMORGAN CHASE &amp; CO</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMorgan Chase &amp; Co</title>
        <cusip>46625H100</cusip>
        <identifiers>
          <isin value="US46625H1005"/>
          <ticker value="JPM"/>
          <other otherDesc="Internal Id" value="46625H100"/>
        </identifiers>
        <balance>80000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7701600.000000000000</valUSD>
        <pctVal>0.4874162169</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JOHNSON &amp; JOHNSON</name>
        <lei>549300G0CFPGEF6X2043</lei>
        <title>Johnson &amp; Johnson</title>
        <cusip>478160104</cusip>
        <identifiers>
          <isin value="US4781601046"/>
          <ticker value="JNJ"/>
          <other otherDesc="Internal Id" value="478160104"/>
        </identifiers>
        <balance>209500.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>31190360.000000000000</valUSD>
        <pctVal>1.9739647965</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KLA CORP</name>
        <lei>549300H0BF5JCG96TJ81</lei>
        <title>KLA Corp</title>
        <cusip>482480100</cusip>
        <identifiers>
          <isin value="US4824801009"/>
          <ticker value="KLAC"/>
          <other otherDesc="Internal Id" value="482480100"/>
        </identifiers>
        <balance>22700.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4397898.000000000000</valUSD>
        <pctVal>0.2783326589</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan US Government Money Market Fund</name>
        <lei>N/A</lei>
        <title>JPMorgan US Government Money Market Fund, Agency Shares</title>
        <cusip>4812C0662</cusip>
        <identifiers>
          <other otherDesc="Internal Id" value="4812C0662"/>
        </identifiers>
        <balance>1059178.92</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1059178.92</valUSD>
        <pctVal>0.0670329519</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <signature>
      <ncom:dateSigned>2020-10-27</ncom:dateSigned>
      <ncom:nameOfApplicant>Tri-Continental Corporation</ncom:nameOfApplicant>
      <ncom:signature>Martha Skinner</ncom:signature>
      <ncom:signerName>Martha Skinner</ncom:signerName>
      <ncom:title>Assistant Treasurer</ncom:title>
    </signature>
  </formData>
  <documents>XXXX</documents>
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<TYPE>NPORT-EX
<SEQUENCE>2
<FILENAME>nportpoi_15500.htm
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<DIV
style="color:#002064;font-family:Arial;font-size:24pt;font-style:Normal;font-weight:Normal;line-height:27pt;text-align:left;text-decoration:none;text-transform:uppercase;">Portfolio of Investments<BR>
<FONT
style="font-size:11pt;line-height:14pt;text-transform:none;">Tri-Continental Corporation, September 30, 2020 (Unaudited)</FONT></DIV>
<DIV
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top:3.25pt;text-align:left;text-decoration:none;text-transform:none;">(Percentages represent value of
investments compared to net assets)</DIV>
</DIV>
<DIV
style="margin-top:17pt;width:100%;" type="Block">
<DIV
style="color:#002064;font-family:Arial;font-size:11pt;font-style:Normal;font-weight:bold;line-height:14pt;margin-top:15.5pt;text-align:left;text-decoration:none;text-transform:none;">Investments in securities</DIV>
</DIV>
<DIV
style="float:left;overflow:hidden;position:relative;width:48.91%;" type="Block">
<DIV
style="text-align:left;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:0pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="color:#FFFFFF;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top;
width:98.67%;" bgcolor="#002064" colspan="3">Common Stocks 68.8%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;color:#002064;font-family:Arial;font-family:Arial;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:bold;font-weight:bold;line-height:11pt;line-height:11pt;
padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;
width:64.17%;" bgcolor="#E6FFFF">Issuer
</TD><TD
style="color:#002064;color:#002064;font-family:Arial;font-family:Arial;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:bold;font-weight:bold;line-height:11pt;line-height:11pt;
padding-bottom:2.25pt;padding-left:4.50pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:13.45%;" bgcolor="#E6FFFF">Shares
</TD><TD
style="color:#002064;color:#002064;font-family:Arial;font-family:Arial;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:bold;font-weight:bold;line-height:11pt;line-height:11pt;
padding-bottom:2.25pt;padding-left:4.50pt;padding-right:4pt;padding-top:2.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;width:21.06%;"
bgcolor="#E6FFFF">Value ($)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="3">Communication Services 6.5%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="3">Diversified Telecommunication Services 1.6%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">AT&amp;T, Inc.
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">250,000
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">7,127,500
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">Verizon Communications, Inc.
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">331,900
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">19,744,731
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:64.17%;">Total
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;line-height:0pt;padding-bottom:2.25pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;vertical-align:bottom;width:13.45%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">26,872,231
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="3">Entertainment 1.0%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">Activision Blizzard, Inc.
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">32,800
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">2,655,160
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">Electronic Arts, Inc.<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(a)</SUP>
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">105,700
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">13,784,337
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:64.17%;">Total
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;line-height:0pt;padding-bottom:2.25pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;vertical-align:bottom;width:13.45%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">16,439,497
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="3">Interactive Media &amp; Services 3.5%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">Alphabet, Inc., Class A<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(a)</SUP>
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">24,175
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">35,430,880
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">Facebook, Inc., Class A<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(a)</SUP>
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4.5pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">80,000
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">20,952,000
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:64.17%;">Total
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;line-height:0pt;padding-bottom:2.25pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;vertical-align:bottom;width:13.45%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">56,382,880
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="3">Media 0.4%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">Comcast Corp., Class A
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">100,000
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">4,626,000
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">Interpublic Group of Companies, Inc. (The)
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4.5pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">85,100
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">1,418,617
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:64.17%;">Total
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;line-height:0pt;padding-bottom:2.25pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;vertical-align:bottom;width:13.45%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">6,044,617
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:77.61%;" colspan="2">Total Communication Services
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4pt;padding-top:2.25pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">105,739,225
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="3">Consumer Discretionary 7.4%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="3">Hotels, Restaurants &amp; Leisure 1.0%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">Domino&#8217;s Pizza, Inc.
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">7,700
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">3,274,656
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">Extended Stay America, Inc.
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">325,000
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">3,883,750
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">Hilton Worldwide Holdings, Inc.
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">58,500
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">4,991,220
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">Wyndham Destinations, Inc.
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">130,000
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">3,998,800
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:64.17%;">Total
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;line-height:0pt;padding-bottom:2.25pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;vertical-align:bottom;width:13.45%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">16,148,426
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="3">Household Durables 0.9%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">Newell Brands, Inc.
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">265,000
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">4,547,400
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">PulteGroup, Inc.
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">197,000
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">9,119,130
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:64.17%;">Total
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;line-height:0pt;padding-bottom:2.25pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;vertical-align:bottom;width:13.45%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">13,666,530
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="3">Internet &amp; Direct Marketing Retail 2.2%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">Amazon.com, Inc.<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(a)</SUP>
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">8,970
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">28,244,108
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">eBay, Inc.
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">148,400
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">7,731,640
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt Solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:64.17%;">Total
</TD><TD
style="border-bottom:0.5pt Solid #B2FFFF;line-height:0pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;vertical-align:bottom;width:13.45%;">&#160;
</TD><TD
style="border-bottom:0.5pt Solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:8.59pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">35,975,748
</TD></TR></TABLE>
</DIV>
</DIV>
<DIV
style="float:right;overflow:hidden;position:relative;width:48.91%;" type="Block">
<DIV
style="text-align:left;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:0pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="color:#FFFFFF;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top;
width:98.67%;" bgcolor="#002064" colspan="3">Common Stocks (continued)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;color:#002064;font-family:Arial;font-family:Arial;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:bold;font-weight:bold;line-height:11pt;line-height:11pt;
padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;
width:64.17%;" bgcolor="#E6FFFF">Issuer
</TD><TD
style="color:#002064;color:#002064;font-family:Arial;font-family:Arial;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:bold;font-weight:bold;line-height:11pt;line-height:11pt;
padding-bottom:2.25pt;padding-left:4.50pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:13.45%;" bgcolor="#E6FFFF">Shares
</TD><TD
style="color:#002064;color:#002064;font-family:Arial;font-family:Arial;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:bold;font-weight:bold;line-height:11pt;line-height:11pt;
padding-bottom:2.25pt;padding-left:4.50pt;padding-right:4pt;padding-top:2.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;width:21.06%;"
bgcolor="#E6FFFF">Value ($)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="3">Multiline Retail 1.2%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">Dollar General Corp.
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">7,700
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">1,614,074
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">Target Corp.
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">117,300
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">18,465,366
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:64.17%;">Total
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;line-height:0pt;padding-bottom:2.25pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;vertical-align:bottom;width:13.45%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">20,079,440
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="3">Specialty Retail 2.1%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">Best Buy Co., Inc.
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">113,800
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">12,664,802
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">Home Depot, Inc. (The)
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">29,200
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">8,109,132
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">Lowe&#8217;s Companies, Inc.
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4.5pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">75,100
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">12,456,086
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:64.17%;">Total
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;line-height:0pt;padding-bottom:2.25pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;vertical-align:bottom;width:13.45%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">33,230,020
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:77.61%;" colspan="2">Total Consumer Discretionary
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4pt;padding-top:2.25pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">119,100,164
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="3">Consumer Staples 5.3%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="3">Food &amp; Staples Retailing 0.6%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">Kroger Co. (The)
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">286,400
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">9,711,824
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="3">Food Products 1.2%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">General Mills, Inc.
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">176,200
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">10,868,016
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">JM Smucker Co. (The)
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">37,500
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">4,332,000
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">Kraft Heinz Co. (The)
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">154,800
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">4,636,260
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:64.17%;">Total
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;line-height:0pt;padding-bottom:2.25pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;vertical-align:bottom;width:13.45%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">19,836,276
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="3">Household Products 1.7%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">Kimberly-Clark Corp.
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">120,350
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">17,770,881
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">Procter &amp; Gamble Co. (The)
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4.5pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">64,200
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">8,923,158
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:64.17%;">Total
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;line-height:0pt;padding-bottom:2.25pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;vertical-align:bottom;width:13.45%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">26,694,039
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="3">Tobacco 1.8%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">Altria Group, Inc.
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">381,400
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">14,737,296
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">Philip Morris International, Inc.
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">192,500
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">14,435,575
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:64.17%;">Total
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;line-height:0pt;padding-bottom:2.25pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;vertical-align:bottom;width:13.45%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">29,172,871
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:77.61%;" colspan="2">Total Consumer Staples
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;padding-top:2.25pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">85,415,010
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="3">Energy 2.0%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="3">Oil, Gas &amp; Consumable Fuels 2.0%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">Chevron Corp.<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(b)</SUP>
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">98,000
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">7,056,000
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">ConocoPhillips Co.
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">227,100
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">7,457,964
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">HollyFrontier Corp.
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">305,700
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">6,025,347
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">Valero Energy Corp.
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">100,300
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">4,344,996
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">Williams Companies, Inc. (The)
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">400,000
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">7,860,000
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:64.17%;">Total
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;line-height:0pt;padding-bottom:2.25pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;vertical-align:bottom;width:13.45%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">32,744,307
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:77.61%;" colspan="2">Total Energy
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:8.59pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">32,744,307
</TD></TR></TABLE>
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style="border-collapse:collapse;empty-cells:show;margin-left:auto;margin-top:0pt;width:100%;" cellpadding="0" cellspacing="0">
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style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:320pt;padding-right:4pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:top;width:98.89%;">Tri-Continental Corporation &#8194;|&#8194;Quarterly Report 2020<BR>

</TD><TD
style="color:#002064;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:Normal;line-height:13pt;padding-left:0pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:top;
white-space:nowrap;width:1.11%;">1
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style="color:#002064;font-family:Arial;font-size:24pt;font-style:Normal;font-weight:Normal;line-height:27pt;text-align:left;text-decoration:none;text-transform:uppercase;">Portfolio of Investments <FONT
style="font-size:13pt;line-height:16pt;text-transform:none;">&nbsp;&nbsp;(continued)<BR>
</FONT><FONT
style="font-size:11pt;line-height:14pt;text-transform:none;">Tri-Continental Corporation, September 30, 2020 (Unaudited)</FONT></DIV>
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style="margin-top:26.00pt;">
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style="float:left;overflow:hidden;position:relative;width:48.91%;" type="Block">
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style="text-align:left;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:0pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="color:#FFFFFF;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top;
width:98.67%;" bgcolor="#002064" colspan="3">Common Stocks (continued)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;color:#002064;font-family:Arial;font-family:Arial;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:bold;font-weight:bold;line-height:11pt;line-height:11pt;
padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;
width:64.17%;" bgcolor="#E6FFFF">Issuer
</TD><TD
style="color:#002064;color:#002064;font-family:Arial;font-family:Arial;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:bold;font-weight:bold;line-height:11pt;line-height:11pt;
padding-bottom:2.25pt;padding-left:4.50pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:13.45%;" bgcolor="#E6FFFF">Shares
</TD><TD
style="color:#002064;color:#002064;font-family:Arial;font-family:Arial;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:bold;font-weight:bold;line-height:11pt;line-height:11pt;
padding-bottom:2.25pt;padding-left:4.50pt;padding-right:4pt;padding-top:2.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;width:21.06%;"
bgcolor="#E6FFFF">Value ($)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="3">Financials 8.5%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="3">Banks 2.9%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">Bank of America Corp.
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">84,700
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">2,040,423
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">Citigroup, Inc.
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">440,900
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">19,007,199
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">Citizens Financial Group, Inc.
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">337,500
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">8,532,000
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">JPMorgan Chase &amp; Co.
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">80,000
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">7,701,600
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:64.17%;">KeyCorp
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">335,000
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">3,996,550
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">PNC Financial Services Group, Inc. (The)
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4.5pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">57,500
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">6,319,825
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:64.17%;">Total
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;line-height:0pt;padding-bottom:2.25pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;vertical-align:bottom;width:13.45%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">47,597,597
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="3">Capital Markets 3.6%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">Ares Capital Corp.
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">575,000
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">8,021,250
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">Bank of New York Mellon Corp. (The)
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">131,600
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">4,519,144
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">BlackRock, Inc.
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">22,250
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">12,538,988
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">Morgan Stanley
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">160,000
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">7,736,000
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">S&amp;P Global, Inc.
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">40,100
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">14,460,060
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">State Street Corp.
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">114,600
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">6,799,218
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">T. Rowe Price Group, Inc.
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">8,800
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">1,128,336
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">TCG BDC, Inc.
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">250,000
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">2,227,500
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:64.17%;">Total
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;line-height:0pt;padding-bottom:2.25pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;vertical-align:bottom;width:13.45%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">57,430,496
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="3">Insurance 1.3%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">Allstate Corp. (The)
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">150,800
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">14,196,312
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">MetLife, Inc.
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">180,500
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">6,709,185
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:64.17%;">Total
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;line-height:0pt;padding-bottom:2.25pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;vertical-align:bottom;width:13.45%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">20,905,497
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="3">Mortgage Real Estate Investment Trusts (REITS) 0.7%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">Blackstone Mortgage Trust, Inc.
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">135,000
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">2,965,950
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">Starwood Property Trust, Inc.
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">525,000
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">7,922,250
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:64.17%;">Total
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;line-height:0pt;padding-bottom:2.25pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;vertical-align:bottom;width:13.45%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">10,888,200
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:77.61%;" colspan="2">Total Financials
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4pt;padding-top:2.25pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">136,821,790
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="3">Health Care 9.1%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="3">Biotechnology 1.6%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">AbbVie, Inc.
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">146,920
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">12,868,723
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">Alexion Pharmaceuticals, Inc.<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(a)</SUP>
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">39,970
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">4,573,767
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">Amgen, Inc.
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">8,162
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">2,074,454
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">BioMarin Pharmaceutical, Inc.<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(a)</SUP>
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">34,000
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">2,586,720
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">Vertex Pharmaceuticals, Inc.<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(a)</SUP>
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4.5pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">11,900
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">3,238,228
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:64.17%;">Total
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;line-height:0pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;vertical-align:bottom;width:13.45%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:8.59pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">25,341,892
</TD></TR></TABLE>
</DIV>
</DIV>
<DIV
style="float:right;overflow:hidden;position:relative;width:48.91%;" type="Block">
<DIV
style="text-align:left;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:0pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="color:#FFFFFF;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top;
width:98.67%;" bgcolor="#002064" colspan="3">Common Stocks (continued)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;color:#002064;font-family:Arial;font-family:Arial;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:bold;font-weight:bold;line-height:11pt;line-height:11pt;
padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;
width:64.17%;" bgcolor="#E6FFFF">Issuer
</TD><TD
style="color:#002064;color:#002064;font-family:Arial;font-family:Arial;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:bold;font-weight:bold;line-height:11pt;line-height:11pt;
padding-bottom:2.25pt;padding-left:4.50pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:13.45%;" bgcolor="#E6FFFF">Shares
</TD><TD
style="color:#002064;color:#002064;font-family:Arial;font-family:Arial;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:bold;font-weight:bold;line-height:11pt;line-height:11pt;
padding-bottom:2.25pt;padding-left:4.50pt;padding-right:4pt;padding-top:2.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;width:21.06%;"
bgcolor="#E6FFFF">Value ($)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="3">Health Care Equipment &amp; Supplies 1.3%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">Abbott Laboratories
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">153,151
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">16,667,423
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">Dentsply Sirona, Inc.
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">28,160
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">1,231,437
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">Medtronic PLC
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4.5pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">34,005
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">3,533,800
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:64.17%;">Total
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;line-height:0pt;padding-bottom:2.25pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;vertical-align:bottom;width:13.45%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">21,432,660
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="3">Health Care Providers &amp; Services 1.6%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">DaVita, Inc.<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(a)</SUP>
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">74,900
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">6,415,185
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">HCA Healthcare, Inc.
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">111,200
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">13,864,416
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">Humana, Inc.
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4.5pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">13,400
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">5,546,126
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:64.17%;">Total
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;line-height:0pt;padding-bottom:2.25pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;vertical-align:bottom;width:13.45%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">25,825,727
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="3">Pharmaceuticals 4.6%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">Amryt Pharma PLC, ADR<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(a)</SUP>
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">287,679
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">3,538,451
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">Bristol-Myers Squibb Co.
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">235,500
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">14,198,295
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">Johnson &amp; Johnson
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">209,500
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">31,190,360
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">Merck &amp; Co., Inc.
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">142,600
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">11,828,670
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">Mylan NV<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(a)</SUP>
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">620,200
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">9,197,566
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">Pfizer, Inc.
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">105,000
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">3,853,500
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:64.17%;">Total
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;line-height:0pt;padding-bottom:2.25pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;vertical-align:bottom;width:13.45%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">73,806,842
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:77.61%;" colspan="2">Total Health Care
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4pt;padding-top:2.25pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">146,407,121
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="3">Industrials 5.6%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="3">Aerospace &amp; Defense 1.3%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">Lockheed Martin Corp.
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">39,900
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">15,292,872
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">Raytheon Technologies Corp.
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4.5pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">95,000
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">5,466,300
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:64.17%;">Total
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;line-height:0pt;padding-bottom:2.25pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;vertical-align:bottom;width:13.45%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">20,759,172
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="3">Air Freight &amp; Logistics 0.5%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">United Parcel Service, Inc., Class B
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4.5pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">50,000
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">8,331,500
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="3">Building Products 0.0%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">Fortune Brands Home &amp; Security, Inc.
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4.5pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">8,572
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:18.67pt;padding-right:4pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">741,649
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="3">Construction &amp; Engineering 0.1%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">Quanta Services, Inc.
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4.5pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">25,300
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">1,337,358
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="3">Electrical Equipment 1.6%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">Eaton Corp. PLC
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">211,900
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">21,620,157
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">Rockwell Automation, Inc.
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4.5pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">16,300
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">3,597,084
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:64.17%;">Total
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;line-height:0pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;vertical-align:bottom;width:13.45%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:8.59pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">25,217,241
</TD></TR></TABLE>
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style="clear:both;width:100%;" type="Block">
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style="padding-top:64pt;width:100%;" type="Block">
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style="text-align:left;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:0pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:Normal;line-height:13pt;padding-left:0pt;padding-right:2pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top;
white-space:nowrap;width:6.67%;">2
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:2pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:93.33%;
">Tri-Continental Corporation &#8194;|&#8194;Quarterly Report 2020
</TD></TR></TABLE>
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style="clear:both;font-size:12pt;height:0pt;">
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<HR
style="margin-bottom:0pt;">
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style="width:100%;" type="Block">
<DIV
style="color:#002064;font-family:Arial;font-size:24pt;font-style:Normal;font-weight:Normal;line-height:27pt;text-align:left;text-decoration:none;text-transform:uppercase;">Portfolio of Investments <FONT
style="font-size:13pt;line-height:16pt;text-transform:none;">&nbsp;&nbsp;(continued)<BR>
</FONT><FONT
style="font-size:11pt;line-height:14pt;text-transform:none;">Tri-Continental Corporation, September 30, 2020 (Unaudited)</FONT></DIV>
</DIV>
<DIV
style="margin-top:26.00pt;">
<DIV
style="float:left;overflow:hidden;position:relative;width:48.91%;" type="Block">
<DIV
style="text-align:left;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:0pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="color:#FFFFFF;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top;
width:98.67%;" bgcolor="#002064" colspan="3">Common Stocks (continued)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;color:#002064;font-family:Arial;font-family:Arial;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:bold;font-weight:bold;line-height:11pt;line-height:11pt;
padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;
width:64.17%;" bgcolor="#E6FFFF">Issuer
</TD><TD
style="color:#002064;color:#002064;font-family:Arial;font-family:Arial;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:bold;font-weight:bold;line-height:11pt;line-height:11pt;
padding-bottom:2.25pt;padding-left:4.50pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:13.45%;" bgcolor="#E6FFFF">Shares
</TD><TD
style="color:#002064;color:#002064;font-family:Arial;font-family:Arial;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:bold;font-weight:bold;line-height:11pt;line-height:11pt;
padding-bottom:2.25pt;padding-left:4.50pt;padding-right:4pt;padding-top:2.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;width:21.06%;"
bgcolor="#E6FFFF">Value ($)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="3">Machinery 0.8%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">Caterpillar, Inc.
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">42,500
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">6,338,875
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">Cummins, Inc.
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">9,142
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">1,930,425
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">Illinois Tool Works, Inc.
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4.5pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">21,000
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">4,057,410
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:64.17%;">Total
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;line-height:0pt;padding-bottom:2.25pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;vertical-align:bottom;width:13.45%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4pt;padding-top:2.25pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">12,326,710
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="3">Professional Services 0.1%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">Robert Half International, Inc.
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4.5pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">35,600
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">1,884,664
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="3">Road &amp; Rail 1.2%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">CSX Corp.
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">70,900
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">5,506,803
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">Norfolk Southern Corp.
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">33,500
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">7,168,665
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">Union Pacific Corp.
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4.5pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">37,000
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">7,284,190
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:64.17%;">Total
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;line-height:0pt;padding-bottom:2.25pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;vertical-align:bottom;width:13.45%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4pt;padding-top:2.25pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">19,959,658
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:77.61%;" colspan="2">Total Industrials
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4pt;padding-top:2.25pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">90,557,952
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="3">Information Technology 18.3%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="3">Communications Equipment 1.6%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">Arista Networks, Inc.<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(a)</SUP>
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">5,100
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">1,055,343
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">Cisco Systems, Inc.
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">615,700
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4pt;padding-top:2.25pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">24,252,423
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:64.17%;">Total
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;line-height:0pt;padding-bottom:2.25pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;vertical-align:bottom;width:13.45%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4pt;padding-top:2.25pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">25,307,766
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="3">Electronic Equipment, Instruments &amp; Components 0.8%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">Corning, Inc.
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">260,000
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">8,426,600
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">Vishay Intertechnology, Inc.
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">275,000
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">4,281,750
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:64.17%;">Total
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;line-height:0pt;padding-bottom:2.25pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;vertical-align:bottom;width:13.45%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4pt;padding-top:2.25pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">12,708,350
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="3">IT Services 2.8%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">International Business Machines Corp.
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">65,000
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">7,908,550
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">MasterCard, Inc., Class A
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">69,300
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">23,435,181
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">VeriSign, Inc.<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(a)</SUP>
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">65,400
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">13,397,190
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">Visa, Inc., Class A
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4.5pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">5,700
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">1,139,829
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:64.17%;">Total
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;line-height:0pt;padding-bottom:2.25pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;vertical-align:bottom;width:13.45%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4pt;padding-top:2.25pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">45,880,750
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="3">Semiconductors &amp; Semiconductor Equipment 4.1%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">Broadcom, Inc.
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">63,600
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">23,170,752
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">Intel Corp.
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">387,900
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">20,085,462
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">KLA Corp.
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">22,700
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">4,397,898
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">QUALCOMM, Inc.
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">86,500
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">10,179,320
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">Texas Instruments, Inc.
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4.5pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">57,500
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">8,210,425
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:64.17%;">Total
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;line-height:0pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;vertical-align:bottom;width:13.45%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4.5pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">66,043,857
</TD></TR></TABLE>
</DIV>
</DIV>
<DIV
style="float:right;overflow:hidden;position:relative;width:48.91%;" type="Block">
<DIV
style="text-align:left;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:0pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="color:#FFFFFF;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top;
width:98.67%;" bgcolor="#002064" colspan="3">Common Stocks (continued)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;color:#002064;font-family:Arial;font-family:Arial;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:bold;font-weight:bold;line-height:11pt;line-height:11pt;
padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;
width:64.17%;" bgcolor="#E6FFFF">Issuer
</TD><TD
style="color:#002064;color:#002064;font-family:Arial;font-family:Arial;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:bold;font-weight:bold;line-height:11pt;line-height:11pt;
padding-bottom:2.25pt;padding-left:4.50pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:13.45%;" bgcolor="#E6FFFF">Shares
</TD><TD
style="color:#002064;color:#002064;font-family:Arial;font-family:Arial;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:bold;font-weight:bold;line-height:11pt;line-height:11pt;
padding-bottom:2.25pt;padding-left:4.50pt;padding-right:4pt;padding-top:2.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;width:21.06%;"
bgcolor="#E6FFFF">Value ($)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="3">Software 5.6%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">Adobe, Inc.<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(a)</SUP>
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">28,000
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">13,732,040
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">Autodesk, Inc.<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(a)</SUP>
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">60,400
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">13,953,004
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">Fortinet, Inc.<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(a)</SUP>
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">105,100
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">12,381,831
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">Microsoft Corp.
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">210,500
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">44,274,465
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">NortonLifeLock, Inc.
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">300,000
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">6,252,000
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:64.17%;">Total
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;line-height:0pt;padding-bottom:2.25pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;vertical-align:bottom;width:13.45%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">90,593,340
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="3">Technology Hardware, Storage &amp; Peripherals 3.4%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">Apple, Inc.<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(b)</SUP>
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">382,300
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">44,274,163
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">HP, Inc.
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">315,000
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">5,981,850
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">Seagate Technology PLC
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4.5pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">90,000
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">4,434,300
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:64.17%;">Total
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;line-height:0pt;padding-bottom:2.25pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;vertical-align:bottom;width:13.45%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">54,690,313
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:77.61%;" colspan="2">Total Information Technology
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4pt;padding-top:2.25pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">295,224,376
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="3">Materials 1.6%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="3">Chemicals 1.2%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">Dow, Inc.
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">170,000
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">7,998,500
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">LyondellBasell Industries NV, Class A
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">156,700
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">11,045,783
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:64.17%;">Total
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;line-height:0pt;padding-bottom:2.25pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;vertical-align:bottom;width:13.45%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">19,044,283
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="3">Containers &amp; Packaging 0.1%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">International Paper Co.
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4.5pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">35,400
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">1,435,116
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="3">Metals &amp; Mining 0.3%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">Newmont Corp.
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">26,100
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">1,656,045
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">Nucor Corp.
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4.5pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">87,200
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">3,911,792
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:64.17%;">Total
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;line-height:0pt;padding-bottom:2.25pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;vertical-align:bottom;width:13.45%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">5,567,837
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:77.61%;" colspan="2">Total Materials
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;padding-top:2.25pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">26,047,236
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="3">Real Estate 2.6%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="3">Equity Real Estate Investment Trusts (REITS) 2.6%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">Alexandria Real Estate Equities, Inc.
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">37,500
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">6,000,000
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">American Tower Corp.
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">23,790
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">5,750,757
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">Crown Castle International Corp.
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">26,500
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">4,412,250
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">Duke Realty Corp.
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">107,500
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">3,966,750
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">Equinix, Inc.
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">5,850
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">4,446,760
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">Medical Properties Trust, Inc.
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">465,000
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">8,197,950
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">Prologis, Inc.
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">62,600
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">6,298,812
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">SBA Communications Corp.
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">5,100
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">1,624,248
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">Weyerhaeuser Co.
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4.5pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">71,100
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">2,027,772
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:64.17%;">Total
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;line-height:0pt;padding-bottom:2.25pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;vertical-align:bottom;width:13.45%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">42,725,299
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:77.61%;" colspan="2">Total Real Estate
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:8.59pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">42,725,299
</TD></TR></TABLE>
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style="clear:both;width:100%;" type="Block">
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style="padding-top:31pt;width:100%;" type="Block">
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style="text-align:right;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-left:auto;margin-top:0pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:320pt;padding-right:4pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:top;width:98.89%;">Tri-Continental Corporation &#8194;|&#8194;Quarterly Report 2020<BR>

</TD><TD
style="color:#002064;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:Normal;line-height:13pt;padding-left:0pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:top;
white-space:nowrap;width:1.11%;">3
</TD></TR></TABLE>
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style="clear:both;font-size:12pt;height:0pt;">
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style="margin-bottom:0pt;">
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style="width:100%;" type="Block">
<DIV
style="color:#002064;font-family:Arial;font-size:24pt;font-style:Normal;font-weight:Normal;line-height:27pt;text-align:left;text-decoration:none;text-transform:uppercase;">Portfolio of Investments <FONT
style="font-size:13pt;line-height:16pt;text-transform:none;">&nbsp;&nbsp;(continued)<BR>
</FONT><FONT
style="font-size:11pt;line-height:14pt;text-transform:none;">Tri-Continental Corporation, September 30, 2020 (Unaudited)</FONT></DIV>
</DIV>
<DIV
style="margin-top:26.00pt;">
<DIV
style="float:left;overflow:hidden;position:relative;width:48.91%;" type="Block">
<DIV
style="text-align:left;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:0pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="color:#FFFFFF;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top;
width:98.67%;" bgcolor="#002064" colspan="3">Common Stocks (continued)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;color:#002064;font-family:Arial;font-family:Arial;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:bold;font-weight:bold;line-height:11pt;line-height:11pt;
padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;
width:64.17%;" bgcolor="#E6FFFF">Issuer
</TD><TD
style="color:#002064;color:#002064;font-family:Arial;font-family:Arial;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:bold;font-weight:bold;line-height:11pt;line-height:11pt;
padding-bottom:2.25pt;padding-left:4.50pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:13.45%;" bgcolor="#E6FFFF">Shares
</TD><TD
style="color:#002064;color:#002064;font-family:Arial;font-family:Arial;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:bold;font-weight:bold;line-height:11pt;line-height:11pt;
padding-bottom:2.25pt;padding-left:4.50pt;padding-right:4pt;padding-top:2.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;width:21.06%;"
bgcolor="#E6FFFF">Value ($)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="3">Utilities 1.9%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="3">Electric Utilities 1.7%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">Edison International
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">120,000
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:18.67pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">6,100,800
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">Entergy Corp.
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">51,700
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:18.67pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">5,094,001
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">Exelon Corp.
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">87,800
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:18.67pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">3,139,728
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">NRG Energy, Inc.
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">301,200
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:18.67pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">9,258,888
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">Pinnacle West Capital Corp.
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4.5pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">57,500
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:18.67pt;padding-right:4pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">4,286,625
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:64.17%;">Total
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;line-height:0pt;padding-bottom:2.25pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;vertical-align:bottom;width:13.45%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:14.58pt;padding-right:4pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">27,880,042
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="3">Independent Power and Renewable Electricity Producers 0.0%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">AES Corp. (The)
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4.5pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">39,300
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:24.66pt;padding-right:4pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">711,723
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="3">Multi-Utilities 0.2%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:64.17%;">Sempra Energy
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4.5pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.45%;">22,700
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:18.67pt;padding-right:4pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">2,686,772
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:77.61%;" colspan="2">Total Utilities
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:14.58pt;padding-right:4pt;padding-top:2.25pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">31,278,537
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:77.61%;" colspan="2">Total Common Stocks<BR>
(Cost $962,564,627)
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4.5pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">1,112,061,017
</TD></TR></TABLE>
</DIV>
<DIV
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;margin-top:14.25pt;text-align:right;text-decoration:none;text-transform:none;">&nbsp;&nbsp;&nbsp;&nbsp;</DIV>
<DIV
style="text-align:left;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:0pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="color:#FFFFFF;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top;
width:98.67%;" bgcolor="#002064" colspan="5">Convertible Bonds 7.2%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;color:#002064;font-family:Arial;font-family:Arial;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:bold;font-weight:bold;line-height:11pt;line-height:11pt;
padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;
width:42.92%;" bgcolor="#E6FFFF">Issuer
</TD><TD
style="color:#002064;color:#002064;font-family:Arial;font-family:Arial;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:bold;font-weight:bold;line-height:11pt;line-height:11pt;
padding-bottom:2.25pt;padding-left:4.50pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;width:12.42%;"
bgcolor="#E6FFFF">Coupon<BR>
Rate
</TD><TD
style="line-height:0pt;padding-bottom:2.25pt;padding-right:1pt;padding-top:2.25pt;text-align:left;vertical-align:bottom;width:7.27%;" bgcolor="#E6FFFF">&#160;
</TD><TD
style="color:#002064;color:#002064;font-family:Arial;font-family:Arial;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:bold;font-weight:bold;line-height:11pt;line-height:11pt;
padding-bottom:2.25pt;padding-left:1.00pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;width:15.00%;"
bgcolor="#E6FFFF">Principal<BR>
Amount ($)
</TD><TD
style="color:#002064;color:#002064;font-family:Arial;font-family:Arial;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:bold;font-weight:bold;line-height:11pt;line-height:11pt;
padding-bottom:2.25pt;padding-left:4.50pt;padding-right:4pt;padding-top:2.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;width:21.06%;"
bgcolor="#E6FFFF">Value ($)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Airlines 0.3%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Air Canada<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(c)</SUP>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:1pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:42.92%;">07/01/2025
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.42%;">4.000%
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;line-height:0pt;padding-bottom:2.25pt;padding-right:1pt;padding-top:1pt;text-align:left;vertical-align:top;width:7.27%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:1pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:15.00%;">3,700,000
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">4,186,920
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Cable and Satellite 0.5%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">DISH Network Corp.
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:1pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:42.92%;">08/15/2026
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.42%;">3.375%
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;line-height:0pt;padding-bottom:2.25pt;padding-right:1pt;padding-top:1pt;text-align:left;vertical-align:top;width:7.27%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:1pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:15.00%;">8,500,000
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">7,802,970
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Consumer Cyclical Services 0.3%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Zillow Group, Inc.
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:1pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:42.92%;">05/15/2025
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.42%;">2.750%
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;line-height:0pt;padding-bottom:2.25pt;padding-right:1pt;padding-top:1pt;text-align:left;vertical-align:top;width:7.27%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:1pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:15.00%;">2,700,000
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">4,665,013
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Health Care 0.7%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">CONMED Corp.
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4.5pt;padding-top:1pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:42.92%;">02/01/2024
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:1pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.42%;">2.625%
</TD><TD
style="line-height:0pt;padding-right:1pt;padding-top:1pt;text-align:left;vertical-align:top;width:7.27%;">&#160;
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:1pt;padding-right:4.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:15.00%;">3,700,000
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:8.59pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:21.06%;">4,142,310
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Invacare Corp.
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4.5pt;padding-top:1pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:42.92%;">11/15/2024
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:1pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.42%;">5.000%
</TD><TD
style="line-height:0pt;padding-right:1pt;padding-top:1pt;text-align:left;vertical-align:top;width:7.27%;">&#160;
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:1pt;padding-right:4.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:15.00%;">4,000,000
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:8.59pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:21.06%;">3,427,444
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Novavax, Inc.
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:1pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:42.92%;">02/01/2023
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.42%;">3.750%
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;line-height:0pt;padding-bottom:2.25pt;padding-right:1pt;padding-top:1pt;text-align:left;vertical-align:top;width:7.27%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:1pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:15.00%;">2,500,000
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">2,988,325
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:77.61%;" colspan="4">Total
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4pt;padding-top:2.25pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">10,558,079
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Home Construction 0.4%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">SunPower Corp.
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt Solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4.5pt;padding-top:1pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:42.92%;">01/15/2023
</TD><TD
style="border-bottom:0.5pt Solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.42%;">4.000%
</TD><TD
style="border-bottom:0.5pt Solid #B2FFFF;line-height:0pt;padding-right:1pt;padding-top:1pt;text-align:left;vertical-align:top;width:7.27%;">&#160;
</TD><TD
style="border-bottom:0.5pt Solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:1pt;padding-right:4.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:15.00%;">7,500,000
</TD><TD
style="border-bottom:0.5pt Solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:8.59pt;padding-right:4pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">7,114,164
</TD></TR></TABLE>
</DIV>
</DIV>
<DIV
style="float:right;overflow:hidden;position:relative;width:48.91%;" type="Block">
<DIV
style="text-align:left;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:0pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="color:#FFFFFF;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top;
width:98.67%;" bgcolor="#002064" colspan="5">Convertible Bonds (continued)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;color:#002064;font-family:Arial;font-family:Arial;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:bold;font-weight:bold;line-height:11pt;line-height:11pt;
padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;
width:42.92%;" bgcolor="#E6FFFF">Issuer
</TD><TD
style="color:#002064;color:#002064;font-family:Arial;font-family:Arial;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:bold;font-weight:bold;line-height:11pt;line-height:11pt;
padding-bottom:2.25pt;padding-left:4.50pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;width:12.42%;"
bgcolor="#E6FFFF">Coupon<BR>
Rate
</TD><TD
style="line-height:0pt;padding-bottom:2.25pt;padding-right:1pt;padding-top:2.25pt;text-align:left;vertical-align:bottom;width:7.27%;" bgcolor="#E6FFFF">&#160;
</TD><TD
style="color:#002064;color:#002064;font-family:Arial;font-family:Arial;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:bold;font-weight:bold;line-height:11pt;line-height:11pt;
padding-bottom:2.25pt;padding-left:1.00pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;width:15.00%;"
bgcolor="#E6FFFF">Principal<BR>
Amount ($)
</TD><TD
style="color:#002064;color:#002064;font-family:Arial;font-family:Arial;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:bold;font-weight:bold;line-height:11pt;line-height:11pt;
padding-bottom:2.25pt;padding-left:4.50pt;padding-right:4pt;padding-top:2.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;width:21.06%;"
bgcolor="#E6FFFF">Value ($)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Independent Energy 0.0%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Chesapeake Energy Corp.<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(d)</SUP>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:1pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:42.92%;">09/15/2026
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.42%;">0.000%
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;line-height:0pt;padding-bottom:2.25pt;padding-right:1pt;padding-top:1pt;text-align:left;vertical-align:top;width:7.27%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:1pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:15.00%;">9,000,000
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:14.58pt;padding-right:4pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">293,400
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Leisure 0.6%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">NCL Corp., Ltd.<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(c)</SUP>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4.5pt;padding-top:1pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:42.92%;">08/01/2025
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:1pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.42%;">5.375%
</TD><TD
style="line-height:0pt;padding-right:1pt;padding-top:1pt;text-align:left;vertical-align:top;width:7.27%;">&#160;
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:1pt;padding-right:4.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:15.00%;">4,500,000
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:8.59pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:21.06%;">5,268,037
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Royal Caribbean Cruises Ltd<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(c)</SUP>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:1pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:42.92%;">06/15/2023
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.42%;">4.250%
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;line-height:0pt;padding-bottom:2.25pt;padding-right:1pt;padding-top:1pt;text-align:left;vertical-align:top;width:7.27%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:1pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:15.00%;">4,200,000
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">4,901,125
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:77.61%;" colspan="4">Total
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4pt;padding-top:2.25pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">10,169,162
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Life Insurance 0.3%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">AXA SA<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(c)</SUP>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:1pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:42.92%;">05/15/2021
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.42%;">7.250%
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;line-height:0pt;padding-bottom:2.25pt;padding-right:1pt;padding-top:1pt;text-align:left;vertical-align:top;width:7.27%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:1pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:15.00%;">6,500,000
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">5,692,310
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Other Financial Institutions 0.4%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">RWT Holdings, Inc.<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(c)</SUP>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:1pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:42.92%;">10/01/2025
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.42%;">5.750%
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;line-height:0pt;padding-bottom:2.25pt;padding-right:1pt;padding-top:1pt;text-align:left;vertical-align:top;width:7.27%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:1pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:15.00%;">6,750,000
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">5,889,375
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Other Industry 0.3%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Green Plains, Inc.
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:1pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:42.92%;">09/01/2022
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.42%;">4.125%
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;line-height:0pt;padding-bottom:2.25pt;padding-right:1pt;padding-top:1pt;text-align:left;vertical-align:top;width:7.27%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:1pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:15.00%;">4,600,000
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">4,431,335
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Other REIT 0.3%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Blackstone Mortgage Trust, Inc.
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:1pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:42.92%;">05/05/2022
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.42%;">4.375%
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;line-height:0pt;padding-bottom:2.25pt;padding-right:1pt;padding-top:1pt;text-align:left;vertical-align:top;width:7.27%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:1pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:15.00%;">4,910,000
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">4,719,983
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Pharmaceuticals 1.4%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Aegerion Pharmaceuticals, Inc.<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(c)</SUP>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4.5pt;padding-top:1pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:42.92%;">04/01/2025
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:1pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.42%;">5.000%
</TD><TD
style="line-height:0pt;padding-right:1pt;padding-top:1pt;text-align:left;vertical-align:top;width:7.27%;">&#160;
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:1pt;padding-right:4.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:15.00%;">1,687,570
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:8.59pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:21.06%;">2,016,646
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Clovis Oncology, Inc.
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4.5pt;padding-top:1pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:42.92%;">05/01/2025
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:1pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.42%;">1.250%
</TD><TD
style="line-height:0pt;padding-right:1pt;padding-top:1pt;text-align:left;vertical-align:top;width:7.27%;">&#160;
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:1pt;padding-right:4.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:15.00%;">9,300,000
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:8.59pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:21.06%;">6,508,886
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Insmed, Inc.
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4.5pt;padding-top:1pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:42.92%;">01/15/2025
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:1pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.42%;">1.750%
</TD><TD
style="line-height:0pt;padding-right:1pt;padding-top:1pt;text-align:left;vertical-align:top;width:7.27%;">&#160;
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:1pt;padding-right:4.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:15.00%;">4,000,000
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:8.59pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:21.06%;">4,340,874
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Intercept Pharmaceuticals, Inc.
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4.5pt;padding-top:1pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:42.92%;">07/01/2023
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:1pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.42%;">3.250%
</TD><TD
style="line-height:0pt;padding-right:1pt;padding-top:1pt;text-align:left;vertical-align:top;width:7.27%;">&#160;
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:1pt;padding-right:4.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:15.00%;">4,300,000
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:8.59pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:21.06%;">3,457,083
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Radius Health, Inc.
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4.5pt;padding-top:1pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:42.92%;">09/01/2024
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:1pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.42%;">3.000%
</TD><TD
style="line-height:0pt;padding-right:1pt;padding-top:1pt;text-align:left;vertical-align:top;width:7.27%;">&#160;
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:1pt;padding-right:4.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:15.00%;">5,700,000
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:8.59pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:21.06%;">4,670,062
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Tilray, Inc.
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:1pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:42.92%;">10/01/2023
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.42%;">5.000%
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;line-height:0pt;padding-bottom:2.25pt;padding-right:1pt;padding-top:1pt;text-align:left;vertical-align:top;width:7.27%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:1pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:15.00%;">5,250,000
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">2,100,000
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:77.61%;" colspan="4">Total
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4pt;padding-top:2.25pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">23,093,551
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Property &amp; Casualty 0.2%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">MGIC Investment Corp.<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(c),(e)</SUP>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:1pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Junior Subordinated
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:1pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:42.92%;">04/01/2063
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.42%;">9.000%
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;line-height:0pt;padding-bottom:2.25pt;padding-right:1pt;padding-top:1pt;text-align:left;vertical-align:top;width:7.27%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:1pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:15.00%;">3,011,000
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">3,870,505
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Retailers 0.6%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">American Eagle Outfitters, Inc.<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(c)</SUP>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4.5pt;padding-top:1pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:42.92%;">04/15/2025
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:1pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.42%;">3.750%
</TD><TD
style="line-height:0pt;padding-right:1pt;padding-top:1pt;text-align:left;vertical-align:top;width:7.27%;">&#160;
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:1pt;padding-right:4.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:15.00%;">2,600,000
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:8.59pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:21.06%;">4,817,458
</TD></TR></TABLE>
</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;">&nbsp;
<DIV
style="clear:both;width:100%;" type="Block">
</DIV>
</DIV>
<DIV
style="padding-top:32pt;width:100%;" type="Block">
<DIV
style="text-align:left;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:0pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:Normal;line-height:13pt;padding-left:0pt;padding-right:2pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top;
white-space:nowrap;width:6.67%;">4
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:2pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:93.33%;
">Tri-Continental Corporation &#8194;|&#8194;Quarterly Report 2020
</TD></TR></TABLE>
</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
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style="width:100%;">
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style="width:100%;" type="Block">
<DIV
style="color:#002064;font-family:Arial;font-size:24pt;font-style:Normal;font-weight:Normal;line-height:27pt;text-align:left;text-decoration:none;text-transform:uppercase;">Portfolio of Investments <FONT
style="font-size:13pt;line-height:16pt;text-transform:none;">&nbsp;&nbsp;(continued)<BR>
</FONT><FONT
style="font-size:11pt;line-height:14pt;text-transform:none;">Tri-Continental Corporation, September 30, 2020 (Unaudited)</FONT></DIV>
</DIV>
<DIV
style="margin-top:26.00pt;">
<DIV
style="float:left;overflow:hidden;position:relative;width:48.91%;" type="Block">
<DIV
style="text-align:left;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:0pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="color:#FFFFFF;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top;
width:98.67%;" bgcolor="#002064" colspan="5">Convertible Bonds (continued)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;color:#002064;font-family:Arial;font-family:Arial;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:bold;font-weight:bold;line-height:11pt;line-height:11pt;
padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:42.92%;"
bgcolor="#E6FFFF">Issuer
</TD><TD
style="color:#002064;color:#002064;font-family:Arial;font-family:Arial;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:bold;font-weight:bold;line-height:11pt;line-height:11pt;
padding-left:4.50pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;width:12.42%;"
bgcolor="#E6FFFF">Coupon<BR>
Rate
</TD><TD
style="line-height:0pt;padding-right:1pt;padding-top:2.25pt;text-align:left;vertical-align:bottom;width:7.27%;" bgcolor="#E6FFFF">&#160;
</TD><TD
style="color:#002064;color:#002064;font-family:Arial;font-family:Arial;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:bold;font-weight:bold;line-height:11pt;line-height:11pt;
padding-left:1.00pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;width:15.00%;"
bgcolor="#E6FFFF">Principal<BR>
Amount ($)
</TD><TD
style="color:#002064;color:#002064;font-family:Arial;font-family:Arial;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:bold;font-weight:bold;line-height:11pt;line-height:11pt;
padding-left:4.50pt;padding-right:4pt;padding-top:2.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;width:21.06%;" bgcolor="#E6FFFF">Value
($)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Dick&#8217;s Sporting Goods, Inc.<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(c)</SUP>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:1pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:42.92%;">04/15/2025
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.42%;">3.250%
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;line-height:0pt;padding-bottom:2.25pt;padding-right:1pt;padding-top:1pt;text-align:left;vertical-align:top;width:7.27%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:1pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:15.00%;">2,500,000
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">4,577,594
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:77.61%;" colspan="4">Total
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4pt;padding-top:2.25pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">9,395,052
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Technology 0.9%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Avaya Holdings Corp.
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4.5pt;padding-top:1pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:42.92%;">06/15/2023
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:1pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.42%;">2.250%
</TD><TD
style="line-height:0pt;padding-right:1pt;padding-top:1pt;text-align:left;vertical-align:top;width:7.27%;">&#160;
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:1pt;padding-right:4.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:15.00%;">4,700,000
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:12.67pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">4,413,300
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Microchip Technology, Inc.
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:1pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Junior Subordinated
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4.5pt;padding-top:1pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:42.92%;">02/15/2037
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:1pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.42%;">2.250%
</TD><TD
style="line-height:0pt;padding-right:1pt;padding-top:1pt;text-align:left;vertical-align:top;width:7.27%;">&#160;
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:1pt;padding-right:4.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:15.00%;">4,300,000
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:12.67pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">6,418,524
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Sabre GLBL, Inc.<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(c)</SUP>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:1pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:42.92%;">04/15/2025
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.42%;">4.000%
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;line-height:0pt;padding-bottom:2.25pt;padding-right:1pt;padding-top:1pt;text-align:left;vertical-align:top;width:7.27%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:1pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:15.00%;">3,500,000
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">4,112,017
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:77.61%;" colspan="4">Total
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;padding-top:2.25pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">14,943,841
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:77.61%;" colspan="4">Total Convertible Bonds<BR>
(Cost $121,122,484)
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4.5pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">116,825,660
</TD></TR></TABLE>
</DIV>
<DIV
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;margin-top:14.25pt;text-align:right;text-decoration:none;text-transform:none;">&nbsp;&nbsp;&nbsp;&nbsp;</DIV>
<DIV
style="text-align:left;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:0pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="color:#FFFFFF;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top;
width:98.67%;" bgcolor="#002064" colspan="4">Convertible Preferred Stocks 7.0%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;color:#002064;font-family:Arial;font-family:Arial;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:bold;font-weight:bold;line-height:11pt;line-height:11pt;
padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;
width:47.39%;" bgcolor="#E6FFFF">Issuer
</TD><TD
style="line-height:0pt;padding-bottom:2.25pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;vertical-align:bottom;width:13.90%;" bgcolor="#E6FFFF">&#160;
</TD><TD
style="color:#002064;color:#002064;font-family:Arial;font-family:Arial;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:bold;font-weight:bold;line-height:11pt;line-height:11pt;
padding-bottom:2.25pt;padding-left:4.50pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:16.33%;" bgcolor="#E6FFFF">Shares
</TD><TD
style="color:#002064;color:#002064;font-family:Arial;font-family:Arial;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:bold;font-weight:bold;line-height:11pt;line-height:11pt;
padding-bottom:2.25pt;padding-left:4.50pt;padding-right:4pt;padding-top:2.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;width:21.06%;"
bgcolor="#E6FFFF">Value ($)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="4">Communication Services 0.4%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="4">Diversified Telecommunication Services 0.4%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:47.39%;">2020 Cash Mandatory Exchangeable Trust<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(c)</SUP>
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.90%;">5.250%
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4.5pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:16.33%;">5,600
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">6,024,368
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:77.61%;" colspan="3">Total Communication Services
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;padding-top:2.25pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">6,024,368
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="4">Consumer Discretionary 0.5%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="4">Auto Components 0.3%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:47.39%;">Aptiv PLC
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.90%;">5.500%
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4.5pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:16.33%;">38,000
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">4,313,000
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="4">Internet &amp; Direct Marketing Retail 0.2%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:47.39%;">2020 Mandatory Exchangeable Trust<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(c)</SUP>
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.90%;">6.500%
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4.5pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:16.33%;">3,200
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">4,251,503
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:77.61%;" colspan="3">Total Consumer Discretionary
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;padding-top:2.25pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">8,564,503
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="4">Consumer Staples 0.2%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="4">Household Products 0.2%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:47.39%;">Energizer Holdings, Inc.
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.90%;">7.500%
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4.5pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:16.33%;">47,500
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">3,947,046
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:77.61%;" colspan="3">Total Consumer Staples
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;padding-top:2.25pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">3,947,046
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="4">Financials 1.3%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="4">Capital Markets 0.9%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:47.39%;">AMG Capital Trust II
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.90%;">5.150%
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:16.33%;">130,000
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">5,894,605
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:47.39%;">Cowen, Inc.
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.90%;">5.625%
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:16.33%;">5,200
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">4,232,764
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:47.39%;">KKR &amp; Co., Inc.
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.90%;">6.000%
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4.5pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:16.33%;">82,371
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">4,283,292
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt Solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:47.39%;">Total
</TD><TD
style="border-bottom:0.5pt Solid #B2FFFF;line-height:0pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;vertical-align:bottom;width:13.90%;">&#160;
</TD><TD
style="border-bottom:0.5pt Solid #B2FFFF;line-height:0pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;vertical-align:bottom;width:16.33%;">&#160;
</TD><TD
style="border-bottom:0.5pt Solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4.5pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">14,410,661
</TD></TR></TABLE>
</DIV>
</DIV>
<DIV
style="float:right;overflow:hidden;position:relative;width:48.91%;" type="Block">
<DIV
style="text-align:left;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:0pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="color:#FFFFFF;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top;
width:98.67%;" bgcolor="#002064" colspan="4">Convertible Preferred Stocks (continued)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;color:#002064;font-family:Arial;font-family:Arial;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:bold;font-weight:bold;line-height:11pt;line-height:11pt;
padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;
width:47.39%;" bgcolor="#E6FFFF">Issuer
</TD><TD
style="line-height:0pt;padding-bottom:2.25pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;vertical-align:bottom;width:13.90%;" bgcolor="#E6FFFF">&#160;
</TD><TD
style="color:#002064;color:#002064;font-family:Arial;font-family:Arial;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:bold;font-weight:bold;line-height:11pt;line-height:11pt;
padding-bottom:2.25pt;padding-left:4.50pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:16.33%;" bgcolor="#E6FFFF">Shares
</TD><TD
style="color:#002064;color:#002064;font-family:Arial;font-family:Arial;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:bold;font-weight:bold;line-height:11pt;line-height:11pt;
padding-bottom:2.25pt;padding-left:4.50pt;padding-right:4pt;padding-top:2.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;width:21.06%;"
bgcolor="#E6FFFF">Value ($)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="4">Insurance 0.4%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:47.39%;">Assurant, Inc.
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.90%;">6.500%
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4.5pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:16.33%;">52,500
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">6,199,490
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:77.61%;" colspan="3">Total Financials
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4pt;padding-top:2.25pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">20,610,151
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="4">Health Care 1.9%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="4">Health Care Equipment &amp; Supplies 1.1%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:47.39%;">Becton Dickinson and Co.
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.90%;">6.000%
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:16.33%;">112,500
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">5,901,750
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:47.39%;">Boston Scientific Corp.
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.90%;">5.500%
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:16.33%;">55,000
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">6,152,850
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:47.39%;">Danaher Corp.
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.90%;">5.000%
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4.5pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:16.33%;">5,000
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">6,309,650
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:47.39%;">Total
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;line-height:0pt;padding-bottom:2.25pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;vertical-align:bottom;width:13.90%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;line-height:0pt;padding-bottom:2.25pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;vertical-align:bottom;width:16.33%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4pt;padding-top:2.25pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">18,364,250
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="4">Health Care Technology 0.4%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:47.39%;">Change Healthcare, Inc.
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.90%;">6.000%
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:16.33%;">110,000
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">5,852,000
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="4">Life Sciences Tools &amp; Services 0.4%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:47.39%;">Avantor, Inc.
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.90%;">6.250%
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4.5pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:16.33%;">85,000
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">6,182,900
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:77.61%;" colspan="3">Total Health Care
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4pt;padding-top:2.25pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">30,399,150
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="4">Industrials 0.4%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="4">Machinery 0.4%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:47.39%;">Stanley Black &amp; Decker, Inc.
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.90%;">5.250%
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4.5pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:16.33%;">65,000
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">6,558,500
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:77.61%;" colspan="3">Total Industrials
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;padding-top:2.25pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">6,558,500
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="4">Information Technology 0.3%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="4">Electronic Equipment, Instruments &amp; Components 0.3%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:47.39%;">II-VI, Inc.
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.90%;">6.000%
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4.5pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:16.33%;">23,500
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">4,435,625
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:77.61%;" colspan="3">Total Information Technology
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;padding-top:2.25pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">4,435,625
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="4">Real Estate 0.2%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="4">Equity Real Estate Investment Trusts (REITS) 0.2%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:47.39%;">QTS Realty Trust, Inc.
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.90%;">6.500%
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4.5pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:16.33%;">27,000
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">3,828,351
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:77.61%;" colspan="3">Total Real Estate
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;padding-top:2.25pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">3,828,351
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="4">Utilities 1.8%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="4">Electric Utilities 0.8%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:47.39%;">NextEra Energy, Inc.
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.90%;">5.279%
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:16.33%;">90,000
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">4,232,673
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:47.39%;">NextEra Energy, Inc.
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.90%;">6.219%
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:16.33%;">170,000
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">8,126,000
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:47.39%;">Total
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;line-height:0pt;padding-bottom:2.25pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;vertical-align:bottom;width:13.90%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;line-height:0pt;padding-bottom:2.25pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;vertical-align:bottom;width:16.33%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4pt;padding-top:2.25pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">12,358,673
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="4">Multi-Utilities 0.8%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:47.39%;">DTE Energy Co.
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.90%;">6.250%
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:16.33%;">275,000
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4.5pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">12,436,875
</TD></TR></TABLE>
</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;">&nbsp;
<DIV
style="clear:both;width:100%;" type="Block">
</DIV>
</DIV>
<DIV
style="padding-top:65pt;width:100%;" type="Block">
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style="text-align:right;">
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style="border-collapse:collapse;empty-cells:show;margin-left:auto;margin-top:0pt;width:100%;" cellpadding="0" cellspacing="0">
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style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:320pt;padding-right:4pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:top;width:98.89%;">Tri-Continental Corporation &#8194;|&#8194;Quarterly Report 2020<BR>

</TD><TD
style="color:#002064;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:Normal;line-height:13pt;padding-left:0pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:top;
white-space:nowrap;width:1.11%;">5
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style="color:#002064;font-family:Arial;font-size:24pt;font-style:Normal;font-weight:Normal;line-height:27pt;text-align:left;text-decoration:none;text-transform:uppercase;">Portfolio of Investments <FONT
style="font-size:13pt;line-height:16pt;text-transform:none;">&nbsp;&nbsp;(continued)<BR>
</FONT><FONT
style="font-size:11pt;line-height:14pt;text-transform:none;">Tri-Continental Corporation, September 30, 2020 (Unaudited)</FONT></DIV>
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style="margin-top:26.00pt;">
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style="float:left;overflow:hidden;position:relative;width:48.91%;" type="Block">
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style="text-align:left;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:0pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="color:#FFFFFF;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top;
width:98.67%;" bgcolor="#002064" colspan="4">Convertible Preferred Stocks (continued)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;color:#002064;font-family:Arial;font-family:Arial;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:bold;font-weight:bold;line-height:11pt;line-height:11pt;
padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;
width:47.39%;" bgcolor="#E6FFFF">Issuer
</TD><TD
style="line-height:0pt;padding-bottom:2.25pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;vertical-align:bottom;width:13.90%;" bgcolor="#E6FFFF">&#160;
</TD><TD
style="color:#002064;color:#002064;font-family:Arial;font-family:Arial;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:bold;font-weight:bold;line-height:11pt;line-height:11pt;
padding-bottom:2.25pt;padding-left:4.50pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:16.33%;" bgcolor="#E6FFFF">Shares
</TD><TD
style="color:#002064;color:#002064;font-family:Arial;font-family:Arial;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:bold;font-weight:bold;line-height:11pt;line-height:11pt;
padding-bottom:2.25pt;padding-left:4.50pt;padding-right:4pt;padding-top:2.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;width:21.06%;"
bgcolor="#E6FFFF">Value ($)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="4">Water Utilities 0.2%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:47.39%;">Essential Utilities, Inc.
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.90%;">6.000%
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:16.33%;">75,000
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">3,999,225
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:77.61%;" colspan="3">Total Utilities
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;padding-top:2.25pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">28,794,773
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:77.61%;" colspan="3">Total Convertible Preferred Stocks<BR>
(Cost $110,857,470)
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4.5pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">113,162,467
</TD></TR></TABLE>
</DIV>
<DIV
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;margin-top:14.25pt;text-align:right;text-decoration:none;text-transform:none;">&nbsp;&nbsp;&nbsp;&nbsp;</DIV>
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style="text-align:left;">
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style="border-collapse:collapse;empty-cells:show;margin-top:0pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="color:#FFFFFF;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top;
width:98.67%;" bgcolor="#002064" colspan="5">Corporate Bonds &amp; Notes 14.5%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;color:#002064;font-family:Arial;font-family:Arial;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:bold;font-weight:bold;line-height:11pt;line-height:11pt;
padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;
width:41.40%;" bgcolor="#E6FFFF">Issuer
</TD><TD
style="color:#002064;color:#002064;font-family:Arial;font-family:Arial;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:bold;font-weight:bold;line-height:11pt;line-height:11pt;
padding-bottom:2.25pt;padding-left:4.50pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;width:13.94%;"
bgcolor="#E6FFFF">Coupon<BR>
Rate
</TD><TD
style="line-height:0pt;padding-bottom:2.25pt;padding-right:1pt;padding-top:2.25pt;text-align:left;vertical-align:bottom;width:7.27%;" bgcolor="#E6FFFF">&#160;
</TD><TD
style="color:#002064;color:#002064;font-family:Arial;font-family:Arial;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:bold;font-weight:bold;line-height:11pt;line-height:11pt;
padding-bottom:2.25pt;padding-left:1.00pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;width:15.00%;"
bgcolor="#E6FFFF">Principal<BR>
Amount ($)
</TD><TD
style="color:#002064;color:#002064;font-family:Arial;font-family:Arial;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:bold;font-weight:bold;line-height:11pt;line-height:11pt;
padding-bottom:2.25pt;padding-left:4.50pt;padding-right:4pt;padding-top:2.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;width:21.06%;"
bgcolor="#E6FFFF">Value ($)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Aerospace &amp; Defense 0.4%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Spirit AeroSystems, Inc.<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(c)</SUP>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:1pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:41.40%;">04/15/2025
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.94%;">7.500%
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;line-height:0pt;padding-bottom:2.25pt;padding-right:1pt;padding-top:1pt;text-align:left;vertical-align:top;width:7.27%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:1pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:15.00%;">6,300,000
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">6,385,948
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Brokerage/Asset Managers/Exchanges 0.5%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">LPL Holdings, Inc.<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(c)</SUP>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:1pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:41.40%;">09/15/2025
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.94%;">5.750%
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;line-height:0pt;padding-bottom:2.25pt;padding-right:1pt;padding-top:1pt;text-align:left;vertical-align:top;width:7.27%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:1pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:15.00%;">7,850,000
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">8,113,889
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Cable and Satellite 0.4%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Gogo Intermediate Holdings LLC/Finance Co., Inc.<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(c)</SUP>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4.5pt;padding-top:1pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:41.40%;">05/01/2024
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:1pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.94%;">9.875%
</TD><TD
style="line-height:0pt;padding-right:1pt;padding-top:1pt;text-align:left;vertical-align:top;width:7.27%;">&#160;
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:1pt;padding-right:4.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:15.00%;">4,200,000
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:8.59pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:21.06%;">4,488,902
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Telesat Canada/LLC<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(c)</SUP>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:1pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:41.40%;">10/15/2027
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.94%;">6.500%
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;line-height:0pt;padding-bottom:2.25pt;padding-right:1pt;padding-top:1pt;text-align:left;vertical-align:top;width:7.27%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:1pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:15.00%;">2,286,000
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">2,302,512
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:77.61%;" colspan="4">Total
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;padding-top:2.25pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">6,791,414
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Chemicals 0.8%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Innophos Holdings, Inc.<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(c)</SUP>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4.5pt;padding-top:1pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:41.40%;">02/15/2028
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:1pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.94%;">9.375%
</TD><TD
style="line-height:0pt;padding-right:1pt;padding-top:1pt;text-align:left;vertical-align:top;width:7.27%;">&#160;
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:1pt;padding-right:4.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:15.00%;">4,300,000
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:8.59pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:21.06%;">4,590,298
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Starfruit Finco BV/US Holdco LLC<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(c)</SUP>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:1pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:41.40%;">10/01/2026
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.94%;">8.000%
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;line-height:0pt;padding-bottom:2.25pt;padding-right:1pt;padding-top:1pt;text-align:left;vertical-align:top;width:7.27%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:1pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:15.00%;">8,400,000
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">8,916,693
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:77.61%;" colspan="4">Total
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4pt;padding-top:2.25pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">13,506,991
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Consumer Cyclical Services 0.3%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Uber Technologies, Inc.<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(c)</SUP>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:4pt;padding-right:4.5pt;padding-top:1pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:top;white-space:nowrap;width:41.40%;">09/15/2027
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:1pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.94%;">7.500%
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:1pt;padding-top:1pt;text-align:left;vertical-align:top;width:7.27%;">&#160;
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:1pt;padding-right:4.5pt;padding-top:1pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:15.00%;">2,100,000
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8.59pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">2,246,240
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:1pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:41.40%;">01/15/2028
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.94%;">6.250%
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;line-height:0pt;padding-bottom:2.25pt;padding-right:1pt;padding-top:1pt;text-align:left;vertical-align:top;width:7.27%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:1pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:15.00%;">2,365,000
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">2,426,991
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:77.61%;" colspan="4">Total
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;padding-top:2.25pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">4,673,231
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Consumer Products 0.2%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Mattel, Inc.<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(c)</SUP>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4.5pt;padding-top:1pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:41.40%;">12/15/2027
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:1pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.94%;">5.875%
</TD><TD
style="line-height:0pt;padding-right:1pt;padding-top:1pt;text-align:left;vertical-align:top;width:7.27%;">&#160;
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:1pt;padding-right:4.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:15.00%;">1,079,000
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:8.59pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:21.06%;">1,159,816
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Mattel, Inc.
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:4pt;padding-right:4.5pt;padding-top:1pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:top;white-space:nowrap;width:41.40%;">10/01/2040
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:1pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.94%;">6.200%
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:1pt;padding-top:1pt;text-align:left;vertical-align:top;width:7.27%;">&#160;
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:1pt;padding-right:4.5pt;padding-top:1pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:15.00%;">1,430,000
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8.59pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">1,384,671
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:1pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:41.40%;">11/01/2041
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.94%;">5.450%
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;line-height:0pt;padding-bottom:2.25pt;padding-right:1pt;padding-top:1pt;text-align:left;vertical-align:top;width:7.27%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:7.00pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:15.00%;">745,000
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:14.58pt;padding-right:4pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">699,046
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt Solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:77.61%;" colspan="4">Total
</TD><TD
style="border-bottom:0.5pt Solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:8.59pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">3,243,533
</TD></TR></TABLE>
</DIV>
</DIV>
<DIV
style="float:right;overflow:hidden;position:relative;width:48.91%;" type="Block">
<DIV
style="text-align:left;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:0pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="color:#FFFFFF;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top;
width:98.67%;" bgcolor="#002064" colspan="5">Corporate Bonds &amp; Notes (continued)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;color:#002064;font-family:Arial;font-family:Arial;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:bold;font-weight:bold;line-height:11pt;line-height:11pt;
padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;
width:41.40%;" bgcolor="#E6FFFF">Issuer
</TD><TD
style="color:#002064;color:#002064;font-family:Arial;font-family:Arial;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:bold;font-weight:bold;line-height:11pt;line-height:11pt;
padding-bottom:2.25pt;padding-left:4.50pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;width:13.94%;"
bgcolor="#E6FFFF">Coupon<BR>
Rate
</TD><TD
style="line-height:0pt;padding-bottom:2.25pt;padding-right:1pt;padding-top:2.25pt;text-align:left;vertical-align:bottom;width:7.27%;" bgcolor="#E6FFFF">&#160;
</TD><TD
style="color:#002064;color:#002064;font-family:Arial;font-family:Arial;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:bold;font-weight:bold;line-height:11pt;line-height:11pt;
padding-bottom:2.25pt;padding-left:1.00pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;width:15.00%;"
bgcolor="#E6FFFF">Principal<BR>
Amount ($)
</TD><TD
style="color:#002064;color:#002064;font-family:Arial;font-family:Arial;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:bold;font-weight:bold;line-height:11pt;line-height:11pt;
padding-bottom:2.25pt;padding-left:4.50pt;padding-right:4pt;padding-top:2.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;width:21.06%;"
bgcolor="#E6FFFF">Value ($)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Environmental 0.5%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Covanta Holding Corp.
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:4pt;padding-right:4.5pt;padding-top:1pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:top;white-space:nowrap;width:41.40%;">07/01/2025
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8.59pt;padding-right:4.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.94%;">5.875%
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:1pt;padding-top:1pt;text-align:left;vertical-align:top;width:7.27%;">&#160;
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:1pt;padding-right:4.5pt;padding-top:1pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:15.00%;">4,834,000
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8.59pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">4,994,552
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:1pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:41.40%;">01/01/2027
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.94%;">6.000%
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;line-height:0pt;padding-bottom:2.25pt;padding-right:1pt;padding-top:1pt;text-align:left;vertical-align:top;width:7.27%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:1pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:15.00%;">3,000,000
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">3,103,583
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:77.61%;" colspan="4">Total
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;padding-top:2.25pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">8,098,135
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Finance Companies 1.1%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Fortress Transportation &amp; Infrastructure Investors LLC<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(c)</SUP>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4.5pt;padding-top:1pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:41.40%;">10/01/2025
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:8.59pt;padding-right:4.5pt;padding-top:1pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.94%;">6.500%
</TD><TD
style="line-height:0pt;padding-right:1pt;padding-top:1pt;text-align:left;vertical-align:top;width:7.27%;">&#160;
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:1pt;padding-right:4.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:15.00%;">6,000,000
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:8.59pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:21.06%;">5,930,686
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Fortress Transportation and Infrastructure Investors LLC<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(c)</SUP>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4.5pt;padding-top:1pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:41.40%;">08/01/2027
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:8.59pt;padding-right:4.5pt;padding-top:1pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.94%;">9.750%
</TD><TD
style="line-height:0pt;padding-right:1pt;padding-top:1pt;text-align:left;vertical-align:top;width:7.27%;">&#160;
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:1pt;padding-right:4.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:15.00%;">2,760,000
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:8.59pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:21.06%;">2,952,227
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Springleaf Finance Corp.
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:1pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:41.40%;">03/15/2025
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.94%;">6.875%
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;line-height:0pt;padding-bottom:2.25pt;padding-right:1pt;padding-top:1pt;text-align:left;vertical-align:top;width:7.27%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:1pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:15.00%;">7,500,000
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">8,328,009
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:77.61%;" colspan="4">Total
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4pt;padding-top:2.25pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">17,210,922
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Food and Beverage 0.7%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Aramark Services, Inc.<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(c)</SUP>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4.5pt;padding-top:1pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:41.40%;">05/01/2025
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:8.59pt;padding-right:4.5pt;padding-top:1pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.94%;">6.375%
</TD><TD
style="line-height:0pt;padding-right:1pt;padding-top:1pt;text-align:left;vertical-align:top;width:7.27%;">&#160;
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:1pt;padding-right:4.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:15.00%;">6,500,000
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:8.59pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:21.06%;">6,761,193
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Chobani LLC/Finance Corp., Inc.<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(c)</SUP>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:1pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:41.40%;">04/15/2025
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.94%;">7.500%
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;line-height:0pt;padding-bottom:2.25pt;padding-right:1pt;padding-top:1pt;text-align:left;vertical-align:top;width:7.27%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:1pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:15.00%;">4,597,000
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">4,765,505
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:77.61%;" colspan="4">Total
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4pt;padding-top:2.25pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">11,526,698
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Gaming 0.3%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Colt Merger Sub, Inc.<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(c)</SUP>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:1pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:41.40%;">07/01/2027
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.94%;">8.125%
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;line-height:0pt;padding-bottom:2.25pt;padding-right:1pt;padding-top:1pt;text-align:left;vertical-align:top;width:7.27%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:1pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:15.00%;">4,106,000
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">4,346,885
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Health Care 0.9%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Quotient Ltd.<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(c),(f),(g)</SUP>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:4pt;padding-right:4.5pt;padding-top:1pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:top;white-space:nowrap;width:41.40%;">10/15/2023
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:1pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.94%;">12.000%
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:1pt;padding-top:1pt;text-align:left;vertical-align:top;width:7.27%;">&#160;
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:1pt;padding-right:4.5pt;padding-top:1pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:15.00%;">2,170,000
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8.59pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">2,170,000
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4.5pt;padding-top:1pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:41.40%;">04/15/2024
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:1pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.94%;">12.000%
</TD><TD
style="line-height:0pt;padding-right:1pt;padding-top:1pt;text-align:left;vertical-align:top;width:7.27%;">&#160;
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:7.00pt;padding-right:4.5pt;padding-top:1pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:15.00%;">930,000
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:14.58pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">930,000
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Surgery Center Holdings, Inc.<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(c)</SUP>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4.5pt;padding-top:1pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:41.40%;">07/01/2025
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:8.59pt;padding-right:4.5pt;padding-top:1pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.94%;">6.750%
</TD><TD
style="line-height:0pt;padding-right:1pt;padding-top:1pt;text-align:left;vertical-align:top;width:7.27%;">&#160;
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:1pt;padding-right:4.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:15.00%;">6,100,000
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:8.59pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:21.06%;">6,060,319
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Tenet Healthcare Corp.<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(c)</SUP>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:1pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:41.40%;">10/01/2028
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.94%;">6.125%
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;line-height:0pt;padding-bottom:2.25pt;padding-right:1pt;padding-top:1pt;text-align:left;vertical-align:top;width:7.27%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:1pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:15.00%;">5,979,000
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">5,814,533
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:77.61%;" colspan="4">Total
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4pt;padding-top:2.25pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">14,974,852
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Independent Energy 0.9%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Indigo Natural Resources LLC<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(c)</SUP>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4.5pt;padding-top:1pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:41.40%;">02/15/2026
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:8.59pt;padding-right:4.5pt;padding-top:1pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.94%;">6.875%
</TD><TD
style="line-height:0pt;padding-right:1pt;padding-top:1pt;text-align:left;vertical-align:top;width:7.27%;">&#160;
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:1pt;padding-right:4.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:15.00%;">8,500,000
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:8.59pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:21.06%;">8,267,439
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Talos Production LLC/Finance, Inc.
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:1pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:41.40%;">04/03/2022
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.94%;">11.000%
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;line-height:0pt;padding-bottom:2.25pt;padding-right:1pt;padding-top:1pt;text-align:left;vertical-align:top;width:7.27%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:1pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:15.00%;">6,136,177
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">5,829,368
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:77.61%;" colspan="4">Total
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4pt;padding-top:2.25pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">14,096,807
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Leisure 0.5%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">NCL Corp., Ltd.<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(c)</SUP>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4.5pt;padding-top:1pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:41.40%;">05/15/2024
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:1pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.94%;">12.250%
</TD><TD
style="line-height:0pt;padding-right:1pt;padding-top:1pt;text-align:left;vertical-align:top;width:7.27%;">&#160;
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:1pt;padding-right:4.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:15.00%;">3,700,000
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:8.59pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:21.06%;">4,136,295
</TD></TR></TABLE>
</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;">&nbsp;
<DIV
style="clear:both;width:100%;" type="Block">
</DIV>
</DIV>
<DIV
style="padding-top:63pt;width:100%;" type="Block">
<DIV
style="text-align:left;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:0pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:Normal;line-height:13pt;padding-left:0pt;padding-right:2pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top;
white-space:nowrap;width:6.67%;">6
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:2pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:93.33%;
">Tri-Continental Corporation &#8194;|&#8194;Quarterly Report 2020
</TD></TR></TABLE>
</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
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<DIV
style="width:100%;">
<DIV
style="width:100%;" type="Block">
<DIV
style="color:#002064;font-family:Arial;font-size:24pt;font-style:Normal;font-weight:Normal;line-height:27pt;text-align:left;text-decoration:none;text-transform:uppercase;">Portfolio of Investments <FONT
style="font-size:13pt;line-height:16pt;text-transform:none;">&nbsp;&nbsp;(continued)<BR>
</FONT><FONT
style="font-size:11pt;line-height:14pt;text-transform:none;">Tri-Continental Corporation, September 30, 2020 (Unaudited)</FONT></DIV>
</DIV>
<DIV
style="margin-top:26.00pt;">
<DIV
style="float:left;overflow:hidden;position:relative;width:48.91%;" type="Block">
<DIV
style="text-align:left;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:0pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="color:#FFFFFF;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top;
width:98.67%;" bgcolor="#002064" colspan="5">Corporate Bonds &amp; Notes (continued)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;color:#002064;font-family:Arial;font-family:Arial;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:bold;font-weight:bold;line-height:11pt;line-height:11pt;
padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:41.40%;"
bgcolor="#E6FFFF">Issuer
</TD><TD
style="color:#002064;color:#002064;font-family:Arial;font-family:Arial;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:bold;font-weight:bold;line-height:11pt;line-height:11pt;
padding-left:4.50pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;width:13.94%;"
bgcolor="#E6FFFF">Coupon<BR>
Rate
</TD><TD
style="line-height:0pt;padding-right:1pt;padding-top:2.25pt;text-align:left;vertical-align:bottom;width:7.27%;" bgcolor="#E6FFFF">&#160;
</TD><TD
style="color:#002064;color:#002064;font-family:Arial;font-family:Arial;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:bold;font-weight:bold;line-height:11pt;line-height:11pt;
padding-left:1.00pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;width:15.00%;"
bgcolor="#E6FFFF">Principal<BR>
Amount ($)
</TD><TD
style="color:#002064;color:#002064;font-family:Arial;font-family:Arial;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:bold;font-weight:bold;line-height:11pt;line-height:11pt;
padding-left:4.50pt;padding-right:4pt;padding-top:2.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;width:21.06%;" bgcolor="#E6FFFF">Value
($)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Royal Caribbean Cruises Ltd.<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(c)</SUP>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:1pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:41.40%;">06/15/2023
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.94%;">9.125%
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;line-height:0pt;padding-bottom:2.25pt;padding-right:1pt;padding-top:1pt;text-align:left;vertical-align:top;width:7.27%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:1pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:15.00%;">4,272,000
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">4,525,810
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:77.61%;" colspan="4">Total
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;padding-top:2.25pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">8,662,105
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Media and Entertainment 0.7%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Lions Gate Capital Holdings LLC<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(c)</SUP>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4.5pt;padding-top:1pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:41.40%;">11/01/2024
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:8.59pt;padding-right:4.5pt;padding-top:1pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.94%;">5.875%
</TD><TD
style="line-height:0pt;padding-right:1pt;padding-top:1pt;text-align:left;vertical-align:top;width:7.27%;">&#160;
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:1pt;padding-right:4.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:15.00%;">7,450,000
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:8.59pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:21.06%;">7,335,556
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Meredith Corp.
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:1pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:41.40%;">02/01/2026
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.94%;">6.875%
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;line-height:0pt;padding-bottom:2.25pt;padding-right:1pt;padding-top:1pt;text-align:left;vertical-align:top;width:7.27%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:1pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:15.00%;">3,700,000
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">3,085,601
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:77.61%;" colspan="4">Total
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4pt;padding-top:2.25pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">10,421,157
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Metals and Mining 0.8%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">CONSOL Energy, Inc.<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(c)</SUP>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4.5pt;padding-top:1pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:41.40%;">11/15/2025
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:1pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.94%;">11.000%
</TD><TD
style="line-height:0pt;padding-right:1pt;padding-top:1pt;text-align:left;vertical-align:top;width:7.27%;">&#160;
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:1pt;padding-right:4.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:15.00%;">4,200,000
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:8.59pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:21.06%;">1,848,199
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Constellium NV<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(c)</SUP>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4.5pt;padding-top:1pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:41.40%;">03/01/2025
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:8.59pt;padding-right:4.5pt;padding-top:1pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.94%;">6.625%
</TD><TD
style="line-height:0pt;padding-right:1pt;padding-top:1pt;text-align:left;vertical-align:top;width:7.27%;">&#160;
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:1pt;padding-right:4.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:15.00%;">7,300,000
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:8.59pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:21.06%;">7,475,468
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Warrior Met Coal, Inc.<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(c)</SUP>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:1pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:41.40%;">11/01/2024
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.94%;">8.000%
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;line-height:0pt;padding-bottom:2.25pt;padding-right:1pt;padding-top:1pt;text-align:left;vertical-align:top;width:7.27%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:1pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:15.00%;">3,832,000
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">3,897,875
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:77.61%;" colspan="4">Total
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4pt;padding-top:2.25pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">13,221,542
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Midstream 0.3%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Rockpoint Gas Storage Canada Ltd.<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(c)</SUP>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:1pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:41.40%;">03/31/2023
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.94%;">7.000%
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;line-height:0pt;padding-bottom:2.25pt;padding-right:1pt;padding-top:1pt;text-align:left;vertical-align:top;width:7.27%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:1pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:15.00%;">4,216,000
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">3,903,020
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Oil Field Services 0.1%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Nabors Industries Ltd.<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(c)</SUP>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:4pt;padding-right:4.5pt;padding-top:1pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:top;white-space:nowrap;width:41.40%;">01/15/2026
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8.59pt;padding-right:4.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.94%;">7.250%
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:1pt;padding-top:1pt;text-align:left;vertical-align:top;width:7.27%;">&#160;
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:1pt;padding-right:4.5pt;padding-top:1pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:15.00%;">3,447,000
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8.59pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">1,721,495
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:1pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:41.40%;">01/15/2028
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.94%;">7.500%
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;line-height:0pt;padding-bottom:2.25pt;padding-right:1pt;padding-top:1pt;text-align:left;vertical-align:top;width:7.27%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:7.00pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:15.00%;">854,000
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:14.58pt;padding-right:4pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">413,057
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:77.61%;" colspan="4">Total
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;padding-top:2.25pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">2,134,552
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Other Industry 0.3%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">WeWork Companies, Inc.<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(c)</SUP>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:1pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:41.40%;">05/01/2025
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.94%;">7.875%
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;line-height:0pt;padding-bottom:2.25pt;padding-right:1pt;padding-top:1pt;text-align:left;vertical-align:top;width:7.27%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:1pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:15.00%;">7,700,000
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">4,903,886
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Packaging 1.4%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">ARD Finance SA<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(c),(h)</SUP>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4.5pt;padding-top:1pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:41.40%;">06/30/2027
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:8.59pt;padding-right:4.5pt;padding-top:1pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.94%;">6.500%
</TD><TD
style="line-height:0pt;padding-right:1pt;padding-top:1pt;text-align:left;vertical-align:top;width:7.27%;">&#160;
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:1pt;padding-right:4.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:15.00%;">8,000,000
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:8.59pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:21.06%;">7,954,035
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">BWAY Holding Co.<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(c)</SUP>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4.5pt;padding-top:1pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:41.40%;">04/15/2025
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:8.59pt;padding-right:4.5pt;padding-top:1pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.94%;">7.250%
</TD><TD
style="line-height:0pt;padding-right:1pt;padding-top:1pt;text-align:left;vertical-align:top;width:7.27%;">&#160;
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:1pt;padding-right:4.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:15.00%;">8,499,999
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:8.59pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:21.06%;">8,008,162
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:98.67%;" colspan="5">Novolex<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(c)</SUP>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:1pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:41.40%;">01/15/2025
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.94%;">6.875%
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;line-height:0pt;padding-bottom:2.25pt;padding-right:1pt;padding-top:1pt;text-align:left;vertical-align:top;width:7.27%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:1pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:15.00%;">7,290,000
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">7,294,919
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:77.61%;" colspan="4">Total
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4pt;padding-top:2.25pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">23,257,116
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Pharmaceuticals 0.4%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Bausch Health Companies, Inc.<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(c)</SUP>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4.5pt;padding-top:1pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:41.40%;">01/31/2027
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:8.59pt;padding-right:4.5pt;padding-top:1pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.94%;">8.500%
</TD><TD
style="line-height:0pt;padding-right:1pt;padding-top:1pt;text-align:left;vertical-align:top;width:7.27%;">&#160;
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:1pt;padding-right:4.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:15.00%;">2,800,000
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:8.59pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:21.06%;">3,076,570
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:4pt;padding-right:4.5pt;padding-top:1pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:top;white-space:nowrap;width:41.40%;">01/30/2028
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8.59pt;padding-right:4.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.94%;">5.000%
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:1pt;padding-top:1pt;text-align:left;vertical-align:top;width:7.27%;">&#160;
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:1pt;padding-right:4.5pt;padding-top:1pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:15.00%;">1,228,000
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8.59pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">1,192,433
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:1pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:41.40%;">01/30/2030
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.94%;">5.250%
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;line-height:0pt;padding-bottom:2.25pt;padding-right:1pt;padding-top:1pt;text-align:left;vertical-align:top;width:7.27%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:1pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:15.00%;">2,728,000
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">2,681,598
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:77.61%;" colspan="4">Total
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:8.59pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">6,950,601
</TD></TR></TABLE>
</DIV>
</DIV>
<DIV
style="float:right;overflow:hidden;position:relative;width:48.91%;" type="Block">
<DIV
style="text-align:left;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:0pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="color:#FFFFFF;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top;
width:98.67%;" bgcolor="#002064" colspan="5">Corporate Bonds &amp; Notes (continued)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;color:#002064;font-family:Arial;font-family:Arial;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:bold;font-weight:bold;line-height:11pt;line-height:11pt;
padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;
width:41.40%;" bgcolor="#E6FFFF">Issuer
</TD><TD
style="color:#002064;color:#002064;font-family:Arial;font-family:Arial;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:bold;font-weight:bold;line-height:11pt;line-height:11pt;
padding-bottom:2.25pt;padding-left:4.50pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;width:13.94%;"
bgcolor="#E6FFFF">Coupon<BR>
Rate
</TD><TD
style="line-height:0pt;padding-bottom:2.25pt;padding-right:1pt;padding-top:2.25pt;text-align:left;vertical-align:bottom;width:7.27%;" bgcolor="#E6FFFF">&#160;
</TD><TD
style="color:#002064;color:#002064;font-family:Arial;font-family:Arial;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:bold;font-weight:bold;line-height:11pt;line-height:11pt;
padding-bottom:2.25pt;padding-left:1.00pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;width:15.00%;"
bgcolor="#E6FFFF">Principal<BR>
Amount ($)
</TD><TD
style="color:#002064;color:#002064;font-family:Arial;font-family:Arial;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:bold;font-weight:bold;line-height:11pt;line-height:11pt;
padding-bottom:2.25pt;padding-left:4.50pt;padding-right:4pt;padding-top:2.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;width:21.06%;"
bgcolor="#E6FFFF">Value ($)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Restaurants 0.3%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">IRB Holding Corp.<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(c)</SUP>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:1pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:41.40%;">02/15/2026
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.94%;">6.750%
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;line-height:0pt;padding-bottom:2.25pt;padding-right:1pt;padding-top:1pt;text-align:left;vertical-align:top;width:7.27%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:1pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:15.00%;">4,300,000
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">4,303,093
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Retailers 0.3%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">L Brands, Inc.<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(c)</SUP>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:1pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:41.40%;">10/01/2030
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.94%;">6.625%
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;line-height:0pt;padding-bottom:2.25pt;padding-right:1pt;padding-top:1pt;text-align:left;vertical-align:top;width:7.27%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:1pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:15.00%;">4,200,000
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">4,286,260
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Supermarkets 0.5%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Safeway, Inc.
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:1pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:41.40%;">02/01/2031
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.94%;">7.250%
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;line-height:0pt;padding-bottom:2.25pt;padding-right:1pt;padding-top:1pt;text-align:left;vertical-align:top;width:7.27%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:1pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:15.00%;">7,512,000
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">8,422,794
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Technology 1.4%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Avaya, Inc.<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(c)</SUP>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4.5pt;padding-top:1pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:41.40%;">09/15/2028
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:8.59pt;padding-right:4.5pt;padding-top:1pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.94%;">6.125%
</TD><TD
style="line-height:0pt;padding-right:1pt;padding-top:1pt;text-align:left;vertical-align:top;width:7.27%;">&#160;
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:1pt;padding-right:4.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:15.00%;">4,509,000
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:12.67pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">4,588,515
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Diebold Nixdorf, Inc.<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(c)</SUP>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4.5pt;padding-top:1pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:41.40%;">07/15/2025
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:8.59pt;padding-right:4.5pt;padding-top:1pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.94%;">9.375%
</TD><TD
style="line-height:0pt;padding-right:1pt;padding-top:1pt;text-align:left;vertical-align:top;width:7.27%;">&#160;
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:1pt;padding-right:4.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:15.00%;">2,300,000
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:12.67pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">2,430,527
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Diebold, Inc.
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4.5pt;padding-top:1pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:41.40%;">04/15/2024
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:8.59pt;padding-right:4.5pt;padding-top:1pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.94%;">8.500%
</TD><TD
style="line-height:0pt;padding-right:1pt;padding-top:1pt;text-align:left;vertical-align:top;width:7.27%;">&#160;
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:1pt;padding-right:4.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:15.00%;">6,600,000
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:12.67pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">5,961,676
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Genesys Telecommunications Laboratories, Inc./Greeneden Lux 3 SARL/U.S. Holdings I LLC<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(c)</SUP>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4.5pt;padding-top:1pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:41.40%;">11/30/2024
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:1pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.94%;">10.000%
</TD><TD
style="line-height:0pt;padding-right:1pt;padding-top:1pt;text-align:left;vertical-align:top;width:7.27%;">&#160;
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:1pt;padding-right:4.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:15.00%;">3,750,000
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:12.67pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">3,970,364
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Plantronics, Inc.<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(c)</SUP>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4.5pt;padding-top:1pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:41.40%;">05/31/2023
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:8.59pt;padding-right:4.5pt;padding-top:1pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.94%;">5.500%
</TD><TD
style="line-height:0pt;padding-right:1pt;padding-top:1pt;text-align:left;vertical-align:top;width:7.27%;">&#160;
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:1pt;padding-right:4.5pt;padding-top:1pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:15.00%;">4,300,000
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:12.67pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">3,862,923
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Sabre GLBL, Inc.<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(c)</SUP>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:1pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:41.40%;">04/15/2025
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.94%;">9.250%
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;line-height:0pt;padding-bottom:2.25pt;padding-right:1pt;padding-top:1pt;text-align:left;vertical-align:top;width:7.27%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:1pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:15.00%;">1,800,000
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">1,980,513
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:77.61%;" colspan="4">Total
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4pt;padding-top:2.25pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">22,794,518
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Transportation Services 0.2%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Hertz Corp. (The)<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(c),(d)</SUP>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:4pt;padding-right:4.5pt;padding-top:1pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:top;white-space:nowrap;width:41.40%;">10/15/2024
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:8.59pt;padding-right:4.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.94%;">0.000%
</TD><TD
style="line-height:0pt;padding-bottom:1pt;padding-right:1pt;padding-top:1pt;text-align:left;vertical-align:top;width:7.27%;">&#160;
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:1pt;padding-right:4.5pt;padding-top:1pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:15.00%;">3,500,000
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1pt;padding-left:12.67pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">1,609,012
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:1pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:41.40%;">08/01/2026
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.94%;">0.000%
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;line-height:0pt;padding-bottom:2.25pt;padding-right:1pt;padding-top:1pt;text-align:left;vertical-align:top;width:7.27%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:1pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:15.00%;">4,500,000
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">2,058,482
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:77.61%;" colspan="4">Total
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4pt;padding-top:2.25pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">3,667,494
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Wirelines 0.3%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Front Range BidCo, Inc.<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(c)</SUP>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:1pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:41.40%;">03/01/2028
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:8.59pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.94%;">6.125%
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;line-height:0pt;padding-bottom:2.25pt;padding-right:1pt;padding-top:1pt;text-align:left;vertical-align:top;width:7.27%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:1pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:15.00%;">4,000,000
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:12.67pt;padding-right:4pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">4,127,843
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:77.61%;" colspan="4">Total Corporate Bonds &amp; Notes<BR>
(Cost $242,158,137)
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4.5pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">234,025,286
</TD></TR></TABLE>
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</DIV>
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style="clear:both;">&nbsp;
<DIV
style="clear:both;width:100%;" type="Block">
</DIV>
</DIV>
<DIV
style="padding-top:38pt;width:100%;" type="Block">
<DIV
style="text-align:right;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-left:auto;margin-top:0pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:320pt;padding-right:4pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:top;width:98.89%;">Tri-Continental Corporation &#8194;|&#8194;Quarterly Report 2020<BR>

</TD><TD
style="color:#002064;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:Normal;line-height:13pt;padding-left:0pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:top;
white-space:nowrap;width:1.11%;">7
</TD></TR></TABLE>
</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
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style="width:100%;">
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style="width:100%;" type="Block">
<DIV
style="color:#002064;font-family:Arial;font-size:24pt;font-style:Normal;font-weight:Normal;line-height:27pt;text-align:left;text-decoration:none;text-transform:uppercase;">Portfolio of Investments <FONT
style="font-size:13pt;line-height:16pt;text-transform:none;">&nbsp;&nbsp;(continued)<BR>
</FONT><FONT
style="font-size:11pt;line-height:14pt;text-transform:none;">Tri-Continental Corporation, September 30, 2020 (Unaudited)</FONT></DIV>
</DIV>
<DIV
style="margin-top:17.00pt;">
<DIV
style="float:left;overflow:hidden;position:relative;width:48.91%;" type="Block">
<DIV
style="text-align:left;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:0pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="color:#FFFFFF;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top;
width:98.67%;" bgcolor="#002064" colspan="3">Limited Partnerships 0.5%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;color:#002064;font-family:Arial;font-family:Arial;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:bold;font-weight:bold;line-height:11pt;line-height:11pt;
padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;
width:61.89%;" bgcolor="#E6FFFF">Issuer
</TD><TD
style="color:#002064;color:#002064;font-family:Arial;font-family:Arial;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:bold;font-weight:bold;line-height:11pt;line-height:11pt;
padding-bottom:2.25pt;padding-left:4.50pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:15.72%;" bgcolor="#E6FFFF">Shares
</TD><TD
style="color:#002064;color:#002064;font-family:Arial;font-family:Arial;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:bold;font-weight:bold;line-height:11pt;line-height:11pt;
padding-bottom:2.25pt;padding-left:4.50pt;padding-right:4pt;padding-top:2.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;width:21.06%;"
bgcolor="#E6FFFF">Value ($)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="3">Energy 0.5%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="3">Oil, Gas &amp; Consumable Fuels 0.5%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:61.89%;">Enviva Partners LP
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:10.50pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:15.72%;">105,000
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">4,227,300
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:61.89%;">Rattler Midstream LP
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:10.50pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:15.72%;">450,000
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">2,677,500
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:61.89%;">Summit Midstream Partners LP
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:15.72%;">1,680,000
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4pt;padding-top:2.25pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">1,099,224
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:61.89%;">Total
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;line-height:0pt;padding-bottom:2.25pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;vertical-align:bottom;width:15.72%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4pt;padding-top:2.25pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">8,004,024
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:77.61%;" colspan="2">Total Energy
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4pt;padding-top:2.25pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">8,004,024
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:77.61%;" colspan="2">Total Limited Partnerships<BR>
(Cost $17,861,608)
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4.5pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">8,004,024
</TD></TR></TABLE>
</DIV>
<DIV
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;margin-top:14.25pt;text-align:right;text-decoration:none;text-transform:none;">&nbsp;&nbsp;&nbsp;&nbsp;</DIV>
<DIV
style="text-align:left;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:0pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="color:#FFFFFF;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top;
width:98.67%;" bgcolor="#002064" colspan="5">Preferred Debt 0.5%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;color:#002064;font-family:Arial;font-family:Arial;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:bold;font-weight:bold;line-height:11pt;line-height:11pt;
padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;
width:30.38%;" bgcolor="#E6FFFF">Issuer
</TD><TD
style="color:#002064;color:#002064;font-family:Arial;font-family:Arial;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:bold;font-weight:bold;line-height:11pt;line-height:11pt;
padding-bottom:2.25pt;padding-left:4.50pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;width:18.60%;"
bgcolor="#E6FFFF">Coupon<BR>
Rate
</TD><TD
style="line-height:0pt;padding-bottom:2.25pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;vertical-align:bottom;width:13.26%;" bgcolor="#E6FFFF">&#160;
</TD><TD
style="color:#002064;color:#002064;font-family:Arial;font-family:Arial;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:bold;font-weight:bold;line-height:11pt;line-height:11pt;
padding-bottom:2.25pt;padding-left:4.50pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:15.38%;" bgcolor="#E6FFFF">Shares
</TD><TD
style="color:#002064;color:#002064;font-family:Arial;font-family:Arial;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:bold;font-weight:bold;line-height:11pt;line-height:11pt;
padding-bottom:2.25pt;padding-left:4.50pt;padding-right:4pt;padding-top:2.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;width:21.06%;"
bgcolor="#E6FFFF">Value ($)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Banking 0.2%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Citigroup Capital XIII<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(e)</SUP>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:1pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:30.38%;">10/30/2040
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:18.60%;">6.638%
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;line-height:0pt;padding-bottom:2.25pt;padding-right:4.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:13.26%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:15.38%;">145,000
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">3,912,100
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Finance Companies 0.3%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">GMAC Capital Trust I<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(e)</SUP>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:1pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:30.38%;">02/15/2040
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:18.60%;">6.065%
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;line-height:0pt;padding-bottom:2.25pt;padding-right:4.5pt;padding-top:1pt;text-align:right;vertical-align:bottom;width:13.26%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:15.38%;">175,000
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">4,369,750
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:77.61%;" colspan="4">Total Preferred Debt<BR>
(Cost $8,235,726)
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4.5pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">8,281,850
</TD></TR></TABLE>
</DIV>
<DIV
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;margin-top:14.25pt;text-align:right;text-decoration:none;text-transform:none;">&nbsp;&nbsp;&nbsp;&nbsp;</DIV>
<DIV
style="text-align:left;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:0pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="color:#FFFFFF;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top;
width:98.67%;" bgcolor="#002064" colspan="5">Senior Loans 0.4%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;color:#002064;font-family:Arial;font-family:Arial;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:bold;font-weight:bold;line-height:11pt;line-height:11pt;
padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;
width:42.92%;" bgcolor="#E6FFFF">Borrower
</TD><TD
style="color:#002064;color:#002064;font-family:Arial;font-family:Arial;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:bold;font-weight:bold;line-height:11pt;line-height:11pt;
padding-bottom:2.25pt;padding-left:4.50pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;width:12.42%;"
bgcolor="#E6FFFF">Coupon<BR>
Rate
</TD><TD
style="line-height:0pt;padding-bottom:2.25pt;padding-right:1pt;padding-top:2.25pt;text-align:left;vertical-align:bottom;width:7.27%;" bgcolor="#E6FFFF">&#160;
</TD><TD
style="color:#002064;color:#002064;font-family:Arial;font-family:Arial;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:bold;font-weight:bold;line-height:11pt;line-height:11pt;
padding-bottom:2.25pt;padding-left:1.00pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;width:15.00%;"
bgcolor="#E6FFFF">Principal<BR>
Amount ($)
</TD><TD
style="color:#002064;color:#002064;font-family:Arial;font-family:Arial;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:bold;font-weight:bold;line-height:11pt;line-height:11pt;
padding-bottom:2.25pt;padding-left:4.50pt;padding-right:4pt;padding-top:2.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;width:21.06%;"
bgcolor="#E6FFFF">Value ($)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Oil Field Services 0.4%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">BCP Raptor LLC/EagleClaw Midstream Ventures<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(i),(j)</SUP>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:1pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="5">Term Loan
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:1pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:42.92%;">3-month USD LIBOR + 4.250%<BR>
Floor 1.000%<BR>
06/06/2024
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.42%;">5.250%
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;line-height:0pt;padding-bottom:2.25pt;padding-right:1pt;padding-top:1pt;text-align:left;vertical-align:top;width:7.27%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:1pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:15.00%;">7,743,870
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">6,033,791
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:top;width:77.61%;" colspan="4">Total Senior Loans<BR>
(Cost $7,682,406)
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4.5pt;padding-right:4pt;padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:21.06%;">6,033,791
</TD></TR></TABLE>
</DIV>
</DIV>
<DIV
style="float:right;overflow:hidden;position:relative;width:48.91%;" type="Block">
<DIV
style="text-align:left;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:0pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="color:#FFFFFF;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top;
width:98.67%;" bgcolor="#002064" colspan="3">Warrants &#8212;%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;color:#002064;font-family:Arial;font-family:Arial;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:bold;font-weight:bold;line-height:11pt;line-height:11pt;
padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;
width:61.89%;" bgcolor="#E6FFFF">Issuer
</TD><TD
style="color:#002064;color:#002064;font-family:Arial;font-family:Arial;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:bold;font-weight:bold;line-height:11pt;line-height:11pt;
padding-bottom:2.25pt;padding-left:4.50pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:15.72%;" bgcolor="#E6FFFF">Shares
</TD><TD
style="color:#002064;color:#002064;font-family:Arial;font-family:Arial;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:bold;font-weight:bold;line-height:11pt;line-height:11pt;
padding-bottom:2.25pt;padding-left:4.50pt;padding-right:4pt;padding-top:2.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;width:21.06%;"
bgcolor="#E6FFFF">Value ($)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="3">Energy &#8212;%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" colspan="3">Oil, Gas &amp; Consumable Fuels &#8212;%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:61.89%;">Goodrich Petroleum Corp.<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(a),(f),(g)</SUP>
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:14.58pt;padding-right:4.5pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:15.72%;">16,334
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:47.00pt;padding-right:4pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">0
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:77.61%;" colspan="2">Total Energy
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:47.00pt;padding-right:4pt;padding-top:2.25pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">0
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:77.61%;" colspan="2">Total Warrants<BR>
(Cost $&#8212;)
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:47.00pt;padding-right:4pt;padding-top:2.25pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">0
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-right:4pt;padding-top:2.25pt;text-align:left;vertical-align:top;white-space:nowrap;width:98.67%;" colspan="3">
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#FFFFFF;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.67%;" bgcolor="#002064" colspan="3">Money Market Funds 0.2%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-bottom:2.25pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;vertical-align:bottom;width:61.89%;" bgcolor="#E6FFFF">&#160;
</TD><TD
style="color:#002064;color:#002064;font-family:Arial;font-family:Arial;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:bold;font-weight:bold;line-height:11pt;line-height:11pt;
padding-bottom:2.25pt;padding-left:4.50pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:15.72%;" bgcolor="#E6FFFF">Shares
</TD><TD
style="color:#002064;color:#002064;font-family:Arial;font-family:Arial;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:bold;font-weight:bold;line-height:11pt;line-height:11pt;
padding-bottom:2.25pt;padding-left:4.50pt;padding-right:4pt;padding-top:2.25pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;width:21.06%;"
bgcolor="#E6FFFF">Value ($)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:61.89%;">Columbia Short-Term Cash Fund, 0.136%<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(k),(l)</SUP>
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:15.72%;">3,188,730
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:18.67pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">3,188,411
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:61.89%;">JPMorgan U.S. Government Money Market Fund, Agency Shares, 0.010%<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(k)</SUP>
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:15.72%;">1,059,179
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:18.67pt;padding-right:4pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">1,059,179
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:77.61%;" colspan="2">Total Money Market Funds<BR>
(Cost $4,247,264)
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:18.67pt;padding-right:4pt;padding-top:2.25pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">4,247,590
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:77.61%;" colspan="2">Total Investments in Securities<BR>
(Cost: $1,474,729,722)
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4pt;padding-top:2.25pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">1,602,641,685
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:61.89%;">Other Assets &amp; Liabilities, Net
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;line-height:0pt;padding-bottom:2.25pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;vertical-align:bottom;width:15.72%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:14.58pt;padding-right:4pt;padding-top:2.25pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">14,524,168
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:0.12pt;padding-left:4pt;padding-right:4.5pt;padding-top:2.25pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:77.61%;" colspan="2">Net Assets
</TD><TD
style="border-bottom:0.5pt solid #B2FFFF;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:0.12pt;padding-left:4.5pt;padding-right:4pt;padding-top:2.25pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">1,617,165,853
</TD></TR></TABLE>
</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;">&nbsp;
<DIV
style="clear:both;padding-top:18pt;width:100%;" type="Block">
<DIV
style="clear:both;color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top:3pt;text-align:left;text-decoration:none;text-transform:none;">At September 30, 2020,
securities and/or cash totaling $569,715 were pledged as collateral.</DIV>
<DIV
style="clear:both;color:#002064;font-family:Arial;font-size:11pt;font-style:Normal;font-weight:bold;line-height:14pt;margin-top:15.5pt;text-align:left;text-decoration:none;text-transform:none;">Investments in
derivatives<BR>
</DIV>
<DIV
style="text-align:left;">
<TABLE
style="border-bottom:0.5pt solid #B2FFFF;border-collapse:collapse;empty-cells:show;margin-top:7.5pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="color:#FFFFFF;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:3pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:bottom;width:100%;" bgcolor="#002064" colspan="7">Long futures contracts
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:3pt;padding-top:2.25pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:35.02%;" bgcolor="#E6FFFF">Description
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:3pt;padding-right:12pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:8.52%;" bgcolor="#E6FFFF">Number of<BR>
contracts
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:12pt;padding-right:12pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:9.87%;" bgcolor="#E6FFFF">Expiration<BR>
date
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:12pt;padding-right:12pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:9.01%;" bgcolor="#E6FFFF">Trading<BR>
currency
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:12pt;padding-right:12pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:10.45%;" bgcolor="#E6FFFF">Notional<BR>
amount
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:12pt;padding-right:12pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.93%;" bgcolor="#E6FFFF">Value/Unrealized<BR>
appreciation ($)
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:12pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.93%;" bgcolor="#E6FFFF">Value/Unrealized<BR>
depreciation ($)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:4pt;padding-right:3pt;padding-top:2.25pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:top;width:35.02%;">S&amp;P 500 Index E-mini
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:3pt;padding-right:12pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:8.52%;">32
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:12pt;padding-right:12pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.87%;">12/2020
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:12pt;padding-right:12pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.01%;">USD
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:12pt;padding-right:12pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.45%;">5,363,200
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:12pt;padding-right:12pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.93%;">34,801
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:12pt;padding-right:4pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.93%;">&#8212;
</TD></TR></TABLE>
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style="width:100%;" type="Block">
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style="margin-top:82pt;width:100%;" type="Block">
<DIV
style="text-align:left;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:0pt;width:100%;" cellpadding="0" cellspacing="0">
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style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:Normal;line-height:13pt;padding-left:0pt;padding-right:2pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top;
white-space:nowrap;width:6.67%;">8
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:2pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:93.33%;
">Tri-Continental Corporation &#8194;|&#8194;Quarterly Report 2020
</TD></TR></TABLE>
</DIV>
</DIV>
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<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
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<DIV
style="width:100%;">
<DIV
style="width:100%;" type="Block">
<DIV
style="color:#002064;font-family:Arial;font-size:24pt;font-style:Normal;font-weight:Normal;line-height:27pt;text-align:left;text-decoration:none;text-transform:uppercase;">Portfolio of Investments <FONT
style="font-size:13pt;line-height:16pt;text-transform:none;">&nbsp;&nbsp;(continued)<BR>
</FONT><FONT
style="font-size:11pt;line-height:14pt;text-transform:none;">Tri-Continental Corporation, September 30, 2020 (Unaudited)</FONT></DIV>
</DIV>
<DIV
style="margin-top:26.00pt;width:100%;" type="Block">
<DIV
style="color:#002064;font-family:Arial;font-size:11pt;font-style:Normal;font-weight:bold;line-height:14pt;margin-top:12.5pt;text-align:left;text-decoration:none;text-transform:none;">Notes to Portfolio of
Investments</DIV>
<DIV
style="text-align:left;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:1.5pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;padding-right:1.5pt;padding-top:6pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:2.22%;">(a)
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:1.5pt;padding-top:6pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top;
width:98.06%;">Non-income producing investment.
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:2.22%;">(b)
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:1.5pt;padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.06%;">This security or a portion of this security has been pledged as collateral in connection with derivative contracts.
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:2.22%;">(c)
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:1.5pt;padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.06%;">Represents privately placed and other securities and instruments exempt from Securities and Exchange Commission registration (collectively, private placements), such as Section
4(a)(2) and Rule 144A eligible securities, which are often sold only to qualified institutional buyers. At September 30, 2020, the total value of these securities amounted to $247,823,844, which represents 15.32% of
total net assets.
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:2.22%;">(d)
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:1.5pt;padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.06%;">Represents securities that have defaulted on payment of interest. The Fund has stopped accruing interest on these securities. At September 30, 2020, the total value of these
securities amounted to $3,960,894, which represents 0.24% of total net assets.
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:2.22%;">(e)
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:1.5pt;padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.06%;">Represents a variable rate security with a step coupon where the rate adjusts according to a schedule for a series of periods, typically lower for an initial period and then
increasing to a higher coupon rate thereafter. The interest rate shown was the current rate as of September 30, 2020.
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:2.22%;">(f)
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:1.5pt;padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.06%;">Represents fair value as determined in good faith under procedures approved by the Board of Directors. At September 30, 2020, the total value of these securities amounted to
$3,100,000, which represents 0.19% of total net assets.
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:2.22%;">(g)
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:1.5pt;padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.06%;">Valuation based on significant unobservable inputs.
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:2.22%;">(h)
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:1.5pt;padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.06%;">Payment-in-kind security. Interest can be paid by issuing additional par of the security or in cash.
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:2.22%;">(i)
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:1.5pt;padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.06%;">The stated interest rate represents the weighted average interest rate at September 30, 2020 of contracts within the senior loan facility. Interest rates on contracts are primarily
determined either weekly, monthly or quarterly by reference to the indicated base lending rate and spread and the reset period. These base lending rates are primarily the LIBOR and other short-term rates. Base lending
rates may be subject to a floor or minimum rate. The interest rate for senior loans purchased on a when-issued or delayed delivery basis will be determined upon settlement, therefore no interest rate is disclosed.
Senior loans often require prepayments from excess cash flows or permit the borrowers to repay at their election. The degree to which borrowers repay, cannot be predicted with accuracy. As a result, remaining
maturities of senior loans may be less than the stated maturities. Generally, the Fund is contractually obligated to receive approval from the agent bank and/or borrower prior to the disposition of a senior loan.
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:2.22%;">(j)
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:1.5pt;padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.06%;">Variable rate security. The interest rate shown was the current rate as of September 30, 2020.
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:2.22%;">(k)
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:1.5pt;padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.06%;">The rate shown is the seven-day current annualized yield at September 30, 2020.
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:2.22%;">(l)
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:1.5pt;padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:98.06%;">As defined in the Investment Company Act of 1940, an affiliated company is one in which the Fund owns 5% or more of the company&#8217;s outstanding voting securities, or a company
which is under common ownership or control with the Fund. The value of the holdings and transactions in these affiliated companies during the period ended September 30, 2020 are as follows:
</TD></TR></TABLE>
</DIV>
<DIV
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:left;text-decoration:none;text-transform:none;">&nbsp;&nbsp;&nbsp;&nbsp;</DIV>
<DIV
style="text-align:right;">
<TABLE
style="border-bottom:0.5pt solid #B2FFFF;border-collapse:collapse;empty-cells:show;margin-left:auto;margin-top:6pt;width:97.69%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="color:#FFFFFF;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:4pt;padding-right:3pt;padding-top:3pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;width:24.13%;" bgcolor="#002064">Affiliated issuers
</TD><TD
style="color:#FFFFFF;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:3pt;padding-right:4.5pt;padding-top:3pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:8.42%;" bgcolor="#002064">Beginning<BR>
of period($)
</TD><TD
style="color:#FFFFFF;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:3pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.53%;" bgcolor="#002064">Purchases($)
</TD><TD
style="color:#FFFFFF;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:3pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.09%;" bgcolor="#002064">Sales($)
</TD><TD
style="color:#FFFFFF;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:3pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.86%;" bgcolor="#002064">Net change in<BR>
unrealized<BR>
appreciation<BR>
(depreciation)($)
</TD><TD
style="color:#FFFFFF;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:3pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:7.85%;" bgcolor="#002064">End of<BR>
period($)
</TD><TD
style="color:#FFFFFF;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:3pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:9.53%;" bgcolor="#002064">Realized gain<BR>
(loss)($)
</TD><TD
style="color:#FFFFFF;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:3pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.12%;" bgcolor="#002064">Dividends($)
</TD><TD
style="color:#FFFFFF;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4pt;padding-top:3pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:9.61%;" bgcolor="#002064">End of<BR>
period shares
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:2.25pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:99.15%;" colspan="9">Columbia Short-Term Cash Fund, 0.136%
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:3pt;padding-top:1pt;text-align:left;vertical-align:top;width:24.13%;">&#160;
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:3pt;padding-right:4.5pt;padding-top:1pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:8.42%;">14,272,519
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.53%;">66,533,220
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.09%;">(77,617,654)
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.86%;">326
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:7.85%;">3,188,411
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.53%;">(813)
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.12%;">45,946
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:4.5pt;padding-right:4pt;padding-top:1pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.61%;">3,188,730
</TD></TR></TABLE>
</DIV>
<DIV
style="color:#002064;font-family:Arial;font-size:11pt;font-style:Normal;font-weight:bold;line-height:14pt;margin-top:12.5pt;text-align:left;text-decoration:none;text-transform:none;">Abbreviation Legend</DIV>
<DIV
style="text-align:left;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:1.5pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;padding-right:6pt;padding-top:6pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:4.39%;">ADR
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:6pt;padding-top:6pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top;
width:96.72%;">American Depositary Receipt
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;padding-right:6pt;padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:4.39%;">LIBOR
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:6pt;padding-top:1.5pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top;
width:96.72%;">London Interbank Offered Rate
</TD></TR></TABLE>
</DIV>
<DIV
style="color:#002064;font-family:Arial;font-size:11pt;font-style:Normal;font-weight:bold;line-height:14pt;margin-top:16.5pt;text-align:left;text-decoration:none;text-transform:none;">Currency Legend</DIV>
<DIV
style="text-align:left;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:1.5pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;padding-right:6pt;padding-top:6pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:3.51%;">USD
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:6pt;padding-top:6pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top;
width:97.60%;">US Dollar
</TD></TR></TABLE>
</DIV>
<DIV
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top:8.75pt;text-align:left;text-decoration:none;text-transform:none;">Investments are valued using
policies described in the Notes to Financial Statements in the most recent shareholder report.</DIV>
</DIV>
<DIV
style="width:100%;" type="Block">
</DIV>
<DIV
style="margin-top:195pt;width:100%;" type="Block">
<DIV
style="text-align:right;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-left:auto;margin-top:0pt;width:100%;" cellpadding="0" cellspacing="0">
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vertical-align:top;width:98.89%;">Tri-Continental Corporation &#8194;|&#8194;Quarterly Report 2020<BR>

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