<SEC-DOCUMENT>0001145549-21-029486.txt : 20210525
<SEC-HEADER>0001145549-21-029486.hdr.sgml : 20210525
<ACCEPTANCE-DATETIME>20210525134624
ACCESSION NUMBER:		0001145549-21-029486
CONFORMED SUBMISSION TYPE:	NPORT-P/A
PUBLIC DOCUMENT COUNT:		2
CONFORMED PERIOD OF REPORT:	20210331
FILED AS OF DATE:		20210525
PERIOD START:           	20211231

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/A
		SEC ACT:		1940 Act
		SEC FILE NUMBER:	811-00266
		FILM NUMBER:		21959311

	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/A
<SEQUENCE>1
<FILENAME>primary_doc.xml
<TEXT>
<XML>
<?xml version="1.0" encoding="UTF-8"?><edgarSubmission xmlns="http://www.sec.gov/edgar/nport" xmlns:com="http://www.sec.gov/edgar/common" xmlns:ncom="http://www.sec.gov/edgar/nportcommon" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance">
  <headerData>
    <submissionType>NPORT-P/A</submissionType>
    <isConfidential>false</isConfidential>
    <accessionNumber>0001145549-21-028960</accessionNumber>
    <filerInfo>

      <filer>
        <issuerCredentials>
          <cik>0000099614</cik>
          <ccc>XXXXXXXX</ccc>
        </issuerCredentials>
      </filer>




    </filerInfo>
  </headerData>
  <formData>
    <genInfo>
      <regName>Tri-Continental Corporation</regName>
      <regFileNumber>811-00266</regFileNumber>
      <regCik>0000099614</regCik>
      <regLei>6QVMFZKY1QSOOIHD7Y77</regLei>
      <regStreet1>225 Franklin St.</regStreet1>
      <regCity>Boston</regCity>
      <regStateConditional regCountry="US" regState="US-MA"/>
      <regZipOrPostalCode>02110</regZipOrPostalCode>
      <regPhone>800-345-6611</regPhone>
      <seriesName>Tri-Continental Corporation</seriesName>
      <seriesLei>6QVMFZKY1QSOOIHD7Y77</seriesLei>
      <repPdEnd>2021-12-31</repPdEnd>
      <repPdDate>2021-03-31</repPdDate>
      <isFinalFiling>N</isFinalFiling>
    </genInfo>
    <fundInfo>
      <totAssets>1927742886.850000000000</totAssets>
      <totLiabs>52223448.310000000000</totLiabs>
      <netAssets>1875519438.540000000000</netAssets>
      <assetsAttrMiscSec>0.000000000000</assetsAttrMiscSec>
      <assetsInvested>0.000000000000</assetsInvested>
      <amtPayOneYrBanksBorr>0.000000000000</amtPayOneYrBanksBorr>
      <amtPayOneYrCtrldComp>0.000000000000</amtPayOneYrCtrldComp>
      <amtPayOneYrOthAffil>0.000000000000</amtPayOneYrOthAffil>
      <amtPayOneYrOther>0.000000000000</amtPayOneYrOther>
      <amtPayAftOneYrBanksBorr>0.000000000000</amtPayAftOneYrBanksBorr>
      <amtPayAftOneYrCtrldComp>0.000000000000</amtPayAftOneYrCtrldComp>
      <amtPayAftOneYrOthAffil>0.000000000000</amtPayAftOneYrOthAffil>
      <amtPayAftOneYrOther>0.000000000000</amtPayAftOneYrOther>
      <delayDeliv>11500000.000000000000</delayDeliv>
      <standByCommit>0.000000000000</standByCommit>
      <liquidPref>37637000.000000000000</liquidPref>
      <cshNotRptdInCorD>0.000000000000</cshNotRptdInCorD>
      <curMetrics>
        <curMetric>
          <curCd>USD</curCd>
          <intrstRtRiskdv01 period10Yr="338.544011000000" period1Yr="245.780218000000" period30Yr="99.231926000000" period3Mon="32.968928000000" period5Yr="661.330777000000"/>
          <intrstRtRiskdv100 period10Yr="33854.401100000000" period1Yr="24578.021800000000" period30Yr="9923.192600000000" period3Mon="3296.892800000000" period5Yr="66133.077700000000"/>
        </curMetric>
      </curMetrics>
      <creditSprdRiskInvstGrade period10Yr="118.329900000000" period1Yr="125.544300000000" period30Yr="0.000000000000" period3Mon="0.000000000000" period5Yr="0.000000000000"/>
      <creditSprdRiskNonInvstGrade period10Yr="45235.148400000000" period1Yr="6808.480300000000" period30Yr="19985.144600000000" period3Mon="0.000000000000" period5Yr="65219.282400000000"/>
      <isNonCashCollateral>N</isNonCashCollateral>
      <returnInfo>
        <monthlyTotReturns>
          <monthlyTotReturn rtn1="0.900000" rtn2="3.660000" rtn3="4.270000"/>
        </monthlyTotReturns>
        <monthlyReturnCats>
          <equityContracts>
            <mon1 netRealizedGain="146054.38" netUnrealizedAppr="-250740.64"/>
            <mon2 netRealizedGain="176357.10" netUnrealizedAppr="250470.10"/>
            <mon3 netRealizedGain="956550.88" netUnrealizedAppr="-214361.42"/>
            <futureCategory>
              <instrMon1 netRealizedGain="146054.38" netUnrealizedAppr="-250740.64"/>
              <instrMon2 netRealizedGain="176352.71" netUnrealizedAppr="250802.14"/>
              <instrMon3 netRealizedGain="956550.88" netUnrealizedAppr="-210044.12"/>
            </futureCategory>
            <warrantCategory>
              <instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/>
              <instrMon2 netRealizedGain="4.39" netUnrealizedAppr="-332.04"/>
              <instrMon3 netRealizedGain="N/A" netUnrealizedAppr="-4317.30"/>
            </warrantCategory>
          </equityContracts>
          <otherContracts>
            <mon1 netRealizedGain="-0.04" netUnrealizedAppr="N/A"/>
            <mon2 netRealizedGain="0.01" netUnrealizedAppr="N/A"/>
            <mon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/>
            <futureCategory>
              <instrMon1 netRealizedGain="-0.04" netUnrealizedAppr="N/A"/>
              <instrMon2 netRealizedGain="0.01" netUnrealizedAppr="N/A"/>
              <instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/>
            </futureCategory>
          </otherContracts>
        </monthlyReturnCats>
        <othMon1 netRealizedGain="11936117.35" netUnrealizedAppr="90453.66"/>
        <othMon2 netRealizedGain="9608967.93" netUnrealizedAppr="49036525.94"/>
        <othMon3 netRealizedGain="18134973.83" netUnrealizedAppr="51786529.34"/>
      </returnInfo>
      <mon1Flow redemption="5667280.52" reinvestment="0.00" sales="183542.90"/>
      <mon2Flow redemption="5923904.39" reinvestment="0.00" sales="216034.93"/>
      <mon3Flow redemption="4551699.58" reinvestment="3739693.48" sales="175863.13"/>

    </fundInfo>
    <invstOrSecs>
      <invstOrSec>
        <name>AES CORP</name>
        <lei>2NUNNB7D43COUIRE5295</lei>
        <title>AES Corp/VA</title>
        <cusip>00130H105</cusip>
        <identifiers>
          <isin value="US00130H1059"/>
          <ticker value="AES"/>
          <other otherDesc="Internal Id" value="00130H105"/>
        </identifiers>
        <balance>160100.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4292281.000000000000</valUSD>
        <pctVal>0.2288582518</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>AMG Capital II</name>
        <lei>N/A</lei>
        <title>AMG Capital Trust II</title>
        <cusip>00170F209</cusip>
        <identifiers>
          <isin value="US00170F2092"/>
          <other otherDesc="Internal Id" value="00170F209"/>
        </identifiers>
        <balance>80000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4415000.000000000000</valUSD>
        <pctVal>0.2354014525</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>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>8396739.200000000000</valUSD>
        <pctVal>0.4477020620</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>325000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9837750.000000000000</valUSD>
        <pctVal>0.5245346861</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>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>173700.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>24019236.000000000000</valUSD>
        <pctVal>1.2806711307</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>APTIV PLC</name>
        <lei>N/A</lei>
        <title>APTIV PLC</title>
        <cusip>G6095L117</cusip>
        <identifiers>
          <isin value="JE00BMHMX696"/>
          <other otherDesc="Internal Id" value="G6095L117"/>
        </identifiers>
        <balance>42500.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6710325.000000000000</valUSD>
        <pctVal>0.3577848815</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD</name>
        <lei>N/A</lei>
        <title>AMERICAN AIRLINES/AADVANTAGE</title>
        <cusip>00253XAA9</cusip>
        <identifiers>
          <isin value="US00253XAA90"/>
          <other otherDesc="Internal Id" value="00253XAA9"/>
        </identifiers>
        <balance>2459000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2557782.330000000000</valUSD>
        <pctVal>0.1363772765</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</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>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>163900.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>19641776.000000000000</valUSD>
        <pctVal>1.0472712570</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>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"/>
        </identifiers>
        <balance>90000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6907500.000000000000</valUSD>
        <pctVal>0.3682979690</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>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>164224.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>17772321.280000000000</valUSD>
        <pctVal>0.9475946191</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>ACADEMY LTD</name>
        <lei>N/A</lei>
        <title>ACADEMY LTD</title>
        <cusip>00401YAA8</cusip>
        <identifiers>
          <isin value="US00401YAA82"/>
          <other otherDesc="Internal Id" value="00401YAA8"/>
        </identifiers>
        <balance>4667000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4923685.000000000000</valUSD>
        <pctVal>0.2625238053</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-15</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>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>54300.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5049900.000000000000</valUSD>
        <pctVal>0.2692534077</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>26400.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>12549768.000000000000</valUSD>
        <pctVal>0.6691355868</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>2134776.050000000000</valUSD>
        <pctVal>0.1138231898</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"/>
              </identifiers>
            </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>AERIE PHARMACEUTICALS INC</name>
        <lei>N/A</lei>
        <title>AERIE PHARMACEUTICALS INC</title>
        <cusip>00771VAB4</cusip>
        <identifiers>
          <isin value="US00771VAB45"/>
          <other otherDesc="Internal Id" value="00771VAB4"/>
        </identifiers>
        <balance>5500000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5653580.630000000000</valUSD>
        <pctVal>0.3014407910</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Aerie Pharmaceuticals Inc</name>
              <title>Aerie Pharmaceuticals Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="00771V108"/>
                <isin value="US00771V1089"/>
                <ticker value="AERI"/>
                <other otherDesc="Internal Id" value="00771V108"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="40.040000000000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ADVANCED MICRO DEVICES INC</name>
        <lei>R2I72C950HOYXII45366</lei>
        <title>Advanced Micro Devices Inc</title>
        <cusip>007903107</cusip>
        <identifiers>
          <isin value="US0079031078"/>
          <ticker value="AMD"/>
          <other otherDesc="Internal Id" value="007903107"/>
        </identifiers>
        <balance>61100.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4796350.000000000000</valUSD>
        <pctVal>0.2557344862</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>AIR CANADA</name>
        <lei>4B4HI3CGXMBDC0G6BM51</lei>
        <title>AIR CANADA</title>
        <cusip>008911BE8</cusip>
        <identifiers>
          <isin value="US008911BE87"/>
          <other otherDesc="Internal Id" value="008911BE8"/>
        </identifiers>
        <balance>5500000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8669375.000000000000</valUSD>
        <pctVal>0.4622386109</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-01</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>AIR CANADA</name>
              <title>Air Canada</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="008911877"/>
                <isin value="CA0089118776"/>
                <ticker value="ACDVF"/>
                <other otherDesc="Internal Id" value="008911877"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="65.133700000000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ALEXANDRIA REAL EST EQ INC</name>
        <lei>MGCJBT4MKTQBVLNUIS88</lei>
        <title>Alexandria Real Estate Equities Inc</title>
        <cusip>015271109</cusip>
        <identifiers>
          <isin value="US0152711091"/>
          <ticker value="ARE"/>
          <other otherDesc="Internal Id" value="015271109"/>
        </identifiers>
        <balance>26301.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4321254.300000000000</valUSD>
        <pctVal>0.2304030665</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>ALLSTATE CORP</name>
        <lei>OBT0W1ED8G0NWVOLOJ77</lei>
        <title>Allstate Corp/The</title>
        <cusip>020002101</cusip>
        <identifiers>
          <isin value="US0200021014"/>
          <ticker value="ALL"/>
          <other otherDesc="Internal Id" value="020002101"/>
        </identifiers>
        <balance>143800.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>16522620.000000000000</valUSD>
        <pctVal>0.8809623436</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>22575.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>46561389.000000000000</valUSD>
        <pctVal>2.4825863195</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>376600.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>19266856.000000000000</valUSD>
        <pctVal>1.0272810617</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>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>7980.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>24690758.400000000000</valUSD>
        <pctVal>1.3164757396</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>2000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6852500.000000000000</valUSD>
        <pctVal>0.3653654481</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>Amryt Pharma PLC</name>
        <lei>213800YNUJEOJ84L4T95</lei>
        <title>Amryt Pharma PLC</title>
        <cusip>03217L106</cusip>
        <identifiers>
          <isin value="US03217L1061"/>
          <ticker value="AMRYY"/>
          <other otherDesc="Internal Id" value="03217L106"/>
        </identifiers>
        <balance>100000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1393000.000000000000</valUSD>
        <pctVal>0.0742727573</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>APPLE INC</name>
        <lei>HWUPKR0MPOU8FGXBT394</lei>
        <title>Apple Inc</title>
        <cusip>037833100</cusip>
        <identifiers>
          <isin value="US0378331005"/>
          <ticker value="AAPL"/>
          <other otherDesc="Internal Id" value="037833100"/>
        </identifiers>
        <balance>444300.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>54271245.000000000000</valUSD>
        <pctVal>2.8936647568</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>APPLIED MAT INC</name>
        <lei>41BNNE1AFPNAZELZ6K07</lei>
        <title>Applied Materials Inc</title>
        <cusip>038222105</cusip>
        <identifiers>
          <isin value="US0382221051"/>
          <ticker value="AMAT"/>
          <other otherDesc="Internal Id" value="038222105"/>
        </identifiers>
        <balance>14500.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1937200.000000000000</valUSD>
        <pctVal>0.1032887189</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>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"/>
        </identifiers>
        <balance>525000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9822750.000000000000</valUSD>
        <pctVal>0.5237349077</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>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"/>
        </identifiers>
        <balance>59400.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>16462710.000000000000</valUSD>
        <pctVal>0.8777680285</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>AVAYA INC.</name>
        <lei>N/A</lei>
        <title>AVAYA INC</title>
        <cusip>053499AL3</cusip>
        <identifiers>
          <isin value="US053499AL36"/>
          <other otherDesc="Internal Id" value="053499AL3"/>
        </identifiers>
        <balance>4509000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4790771.150000000000</valUSD>
        <pctVal>0.2554370300</pctVal>
        <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>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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"/>
        </identifiers>
        <balance>4000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4936000.000000000000</valUSD>
        <pctVal>0.2631804234</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"/>
              </identifiers>
            </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>80000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7221600.000000000000</valUSD>
        <pctVal>0.3850453294</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>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>1251937.580000000000</valUSD>
        <pctVal>0.0667515118</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>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"/>
        </identifiers>
        <balance>8028000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8062397.170000000000</valUSD>
        <pctVal>0.4298754257</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>
        </debtSec>
        <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>130000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6978400.000000000000</valUSD>
        <pctVal>0.3720782550</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>BEST BUY CO INC</name>
        <lei>HL5XPTVRV0O8TUN5LL90</lei>
        <title>Best Buy Co Inc</title>
        <cusip>086516101</cusip>
        <identifiers>
          <isin value="US0865161014"/>
          <ticker value="BBY"/>
          <other otherDesc="Internal Id" value="086516101"/>
        </identifiers>
        <balance>105200.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>12078012.000000000000</valUSD>
        <pctVal>0.6439822351</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>BIOMARIN PHARMACEUTICAL INC.</name>
        <lei>NSLL8ITTRR0J5HEMR848</lei>
        <title>BioMarin Pharmaceutical Inc</title>
        <cusip>09061G101</cusip>
        <identifiers>
          <isin value="US09061G1013"/>
          <ticker value="BMRN"/>
          <other otherDesc="Internal Id" value="09061G101"/>
        </identifiers>
        <balance>32000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2416320.000000000000</valUSD>
        <pctVal>0.1288347084</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>BIOGEN INC</name>
        <lei>W8J5WZB5IY3K0NDQT671</lei>
        <title>Biogen Inc</title>
        <cusip>09062X103</cusip>
        <identifiers>
          <isin value="US09062X1037"/>
          <ticker value="BIIB"/>
          <other otherDesc="Internal Id" value="09062X103"/>
        </identifiers>
        <balance>4320.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1208520.000000000000</valUSD>
        <pctVal>0.0644365489</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>BLACKROCK INC</name>
        <lei>549300LRIF3NWCU26A80</lei>
        <title>BlackRock Inc</title>
        <cusip>09247X101</cusip>
        <identifiers>
          <isin value="US09247X1019"/>
          <ticker value="BLK"/>
          <other otherDesc="Internal Id" value="09247X101"/>
        </identifiers>
        <balance>23750.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>17906550.000000000000</valUSD>
        <pctVal>0.9547515015</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>BLACKSTONE MORTGAGE TRUST INC</name>
        <lei>549300OLDJ20R2Y2UW20</lei>
        <title>Blackstone Mortgage Trust Inc</title>
        <cusip>09257W100</cusip>
        <identifiers>
          <isin value="US09257W1009"/>
          <ticker value="BXMT"/>
          <other otherDesc="Internal Id" value="09257W100"/>
        </identifiers>
        <balance>150000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4650000.000000000000</valUSD>
        <pctVal>0.2479313146</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>BLACKSTONE MORTGAGE TRUST INC</name>
        <lei>549300OLDJ20R2Y2UW20</lei>
        <title>BLACKSTONE MORTGAGE TRUST INC</title>
        <cusip>09257WAB6</cusip>
        <identifiers>
          <isin value="US09257WAB63"/>
          <other otherDesc="Internal Id" value="09257WAB6"/>
        </identifiers>
        <balance>4800000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4905120.000000000000</valUSD>
        <pctVal>0.2615339462</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>BLACKSTONE MORTGAGE TRUST INC</name>
              <title>Blackstone Mortgage Trust Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="09257W100"/>
                <isin value="US09257W1009"/>
                <ticker value="BXMT"/>
                <other otherDesc="Internal Id" value="09257W100"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="28.032400000000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOSTON SCIENTIFIC CORP</name>
        <lei>Y6ZDD9FP4P8JSSJMW954</lei>
        <title>BOSTON SCIENTIFIC CORPORATION</title>
        <cusip>101137206</cusip>
        <identifiers>
          <isin value="US1011372067"/>
          <other otherDesc="Internal Id" value="101137206"/>
        </identifiers>
        <balance>45000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4834125.000000000000</valUSD>
        <pctVal>0.2577485949</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>BRIDGEBIO PHARMA INC</name>
        <lei>54930028YG89VTY2J114</lei>
        <title>BRIDGEBIO PHARMA INC</title>
        <cusip>10806XAC6</cusip>
        <identifiers>
          <isin value="US10806XAC65"/>
          <other otherDesc="Internal Id" value="10806XAC6"/>
        </identifiers>
        <balance>4500000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4274545.190000000000</valUSD>
        <pctVal>0.2279126040</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-01</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>BRIDGEBIO PHARMA INC</name>
              <title>Bridgebio Pharma Inc</title>
              <curCd>EUR</curCd>
              <identifiers>
                <cusip value="000000000"/>
                <isin value="US10806X1028"/>
                <ticker value="2CL TH"/>
                <other otherDesc="Internal Id" value="BKFVB82"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="10.305000000000" curCd="EUR"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BRISTOL-MYERS SQUIBB CO</name>
        <lei>HLYYNH7UQUORYSJQCN42</lei>
        <title>Bristol-Myers Squibb Co</title>
        <cusip>110122108</cusip>
        <identifiers>
          <isin value="US1101221083"/>
          <ticker value="BMY"/>
          <other otherDesc="Internal Id" value="110122108"/>
        </identifiers>
        <balance>372600.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>23522238.000000000000</valUSD>
        <pctVal>1.2541719119</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>Broadcom Inc</name>
        <lei>549300WV6GIDOZJTV909</lei>
        <title>Broadcom Inc</title>
        <cusip>11135F101</cusip>
        <identifiers>
          <isin value="US11135F1012"/>
          <ticker value="AVGO"/>
          <other otherDesc="Internal Id" value="11135F101"/>
        </identifiers>
        <balance>76800.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>35609088.000000000000</valUSD>
        <pctVal>1.8986253764</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>BWAY HOLDING CO</name>
        <lei>N/A</lei>
        <title>BWAY HOLDING CO</title>
        <cusip>12429TAE4</cusip>
        <identifiers>
          <isin value="US12429TAE47"/>
          <other otherDesc="Internal Id" value="12429TAE4"/>
        </identifiers>
        <balance>8500000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8492967.440000000000</valUSD>
        <pctVal>0.4528328134</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>7.250000000000</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>CADENCE DESIGN SYST INC</name>
        <lei>GCT7RXJOGLXPV0NXZY22</lei>
        <title>Cadence Design Systems Inc</title>
        <cusip>127387108</cusip>
        <identifiers>
          <isin value="US1273871087"/>
          <ticker value="CDNS"/>
          <other otherDesc="Internal Id" value="127387108"/>
        </identifiers>
        <balance>12900.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1767171.000000000000</valUSD>
        <pctVal>0.0942230170</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>CARDINAL HEALTH INC</name>
        <lei>CCU46N3GJMF4OK4N7U60</lei>
        <title>Cardinal Health Inc</title>
        <cusip>14149Y108</cusip>
        <identifiers>
          <isin value="US14149Y1082"/>
          <ticker value="CAH"/>
          <other otherDesc="Internal Id" value="14149Y108"/>
        </identifiers>
        <balance>46400.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2818800.000000000000</valUSD>
        <pctVal>0.1502943634</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>CATERPILLAR INC</name>
        <lei>WRJR7GS4GTRECRRTVX92</lei>
        <title>Caterpillar Inc</title>
        <cusip>149123101</cusip>
        <identifiers>
          <isin value="US1491231015"/>
          <ticker value="CAT"/>
          <other otherDesc="Internal Id" value="149123101"/>
        </identifiers>
        <balance>32500.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7535775.000000000000</valUSD>
        <pctVal>0.4017966887</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>CEDAR FAIR LP/CANADAS WONDERLAND CO/MAGNUM MANAGEMENT CORP/MILLE</name>
        <lei>N/A</lei>
        <title>CEDAR FAIR LP/CANADA WONDERLAND</title>
        <cusip>150190AH9</cusip>
        <identifiers>
          <isin value="US150190AH95"/>
          <other otherDesc="Internal Id" value="150190AH9"/>
        </identifiers>
        <balance>4100000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4391849.320000000000</valUSD>
        <pctVal>0.2341670915</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>6.500000000000</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>CHESAPEAKE ENERGY CORP</name>
        <lei>X2MT1W32SPAZ9WSKLE78</lei>
        <title>Chesapeake Energy Corp</title>
        <cusip>165167180</cusip>
        <identifiers>
          <isin value="US1651671802"/>
          <ticker value="CHKEL"/>
          <other otherDesc="Internal Id" value="165167180"/>
        </identifiers>
        <balance>6642.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>111585.600000000000</valUSD>
        <pctVal>0.0059495838</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="WAR">
            <counterparties>
              <counterpartyName>CHESAPEAKE ENERGY CORP</counterpartyName>
              <counterpartyLei>X2MT1W32SPAZ9WSKLE78</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CHESAPEAKE ENERGY CORP</issuerName>
                <issueTitle>Chesapeake Energy Corp</issueTitle>
                <identifiers>
                  <cusip value="165167735"/>
                  <isin value="US1651677353"/>
                  <ticker value="CHK"/>
                  <other otherDesc="Internal Id" value="165167735"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.000000000000000</shareNo>
            <exercisePrice>36.180000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2026-02-09</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-4649.340000000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHESAPEAKE ENERGY CORP</name>
        <lei>X2MT1W32SPAZ9WSKLE78</lei>
        <title>Chesapeake Energy Corp</title>
        <cusip>165167735</cusip>
        <identifiers>
          <isin value="US1651677353"/>
          <ticker value="CHK"/>
          <other otherDesc="Internal Id" value="165167735"/>
        </identifiers>
        <balance>3520.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>152732.800000000000</valUSD>
        <pctVal>0.0081434933</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>CHESAPEAKE ENERGY CORP</name>
        <lei>X2MT1W32SPAZ9WSKLE78</lei>
        <title>CHESAPEAKE ENERGY ESCROW</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Id" value="165ESCAC8"/>
        </identifiers>
        <balance>9000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>0.090000000000</valUSD>
        <pctVal>0.0000000048</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.000000000000</annualizedRt>
          <isDefault>N</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="165167735"/>
                <isin value="US1651677353"/>
                <ticker value="CHK"/>
                <other otherDesc="Internal Id" value="165167735"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="0.583600000000" 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>111100.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>11642169.000000000000</valUSD>
        <pctVal>0.6207437130</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>4197000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4362681.400000000000</valUSD>
        <pctVal>0.2326119000</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>CISCO SYSTEMS INC</name>
        <lei>549300LKFJ962MZ46593</lei>
        <title>Cisco Systems Inc</title>
        <cusip>17275R102</cusip>
        <identifiers>
          <isin value="US17275R1023"/>
          <ticker value="CSCO"/>
          <other otherDesc="Internal Id" value="17275R102"/>
        </identifiers>
        <balance>629300.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>32541103.000000000000</valUSD>
        <pctVal>1.7350448271</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>261900.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>19053225.000000000000</valUSD>
        <pctVal>1.0158905639</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>3900500.000000000000</valUSD>
        <pctVal>0.2079690522</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>370500.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>16357575.000000000000</valUSD>
        <pctVal>0.8721623815</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>CLEAR CHANNEL WORLDWIDE HOLDINGS</name>
        <lei>N/A</lei>
        <title>CLEAR CHANNEL OUTDOOR HOLDINGS</title>
        <cusip>18453HAC0</cusip>
        <identifiers>
          <isin value="US18453HAC07"/>
          <other otherDesc="Internal Id" value="18453HAC0"/>
        </identifiers>
        <balance>9500000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9414813.120000000000</valUSD>
        <pctVal>0.5019842997</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.750000000000</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>CLOVIS ONCOLOGY INC</name>
        <lei>529900WCUY9ZAHMRV489</lei>
        <title>CLOVIS ONCOLOGY INC</title>
        <cusip>189464AC4</cusip>
        <identifiers>
          <isin value="US189464AC48"/>
          <other otherDesc="Internal Id" value="189464AC4"/>
        </identifiers>
        <balance>9300000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7027228.800000000000</valUSD>
        <pctVal>0.3746817365</pctVal>
        <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>
          <annualizedRt>1.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>CLOVIS ONCOLOGY INC</name>
              <title>Clovis Oncology Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="189464100"/>
                <isin value="US1894641000"/>
                <ticker value="CLVS"/>
                <other otherDesc="Internal Id" value="189464100"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="13.127800000000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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"/>
        </identifiers>
        <balance>29009941.975000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>29007040.980000000000</valUSD>
        <pctVal>1.5466137212</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>
      <invstOrSec>
        <name>COMCAST CORPORATION</name>
        <lei>51M0QTTNCGUN7KFCFZ59</lei>
        <title>Comcast Corp</title>
        <cusip>20030N101</cusip>
        <identifiers>
          <isin value="US20030N1019"/>
          <ticker value="CMCSA"/>
          <other otherDesc="Internal Id" value="20030N101"/>
        </identifiers>
        <balance>90000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4869900.000000000000</valUSD>
        <pctVal>0.2596560665</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>CONMED CORP</name>
        <lei>Z6C0YCECH9DCU5ZIQW84</lei>
        <title>CONMED CORPORATION</title>
        <cusip>207410AF8</cusip>
        <identifiers>
          <isin value="US207410AF81"/>
          <other otherDesc="Internal Id" value="207410AF8"/>
        </identifiers>
        <balance>3100000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4845671.100000000000</valUSD>
        <pctVal>0.2583642164</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"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="11.260800000000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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"/>
        </identifiers>
        <balance>4600000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4254510.010000000000</valUSD>
        <pctVal>0.2268443570</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>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CORNING INC</name>
        <lei>549300X2937PB0CJ7I56</lei>
        <title>Corning Inc</title>
        <cusip>219350105</cusip>
        <identifiers>
          <isin value="US2193501051"/>
          <ticker value="GLW"/>
          <other otherDesc="Internal Id" value="219350105"/>
        </identifiers>
        <balance>190000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8266900.000000000000</valUSD>
        <pctVal>0.4407792226</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>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>30000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5163900.000000000000</valUSD>
        <pctVal>0.2753317238</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 Co</title>
        <cusip>233331107</cusip>
        <identifiers>
          <isin value="US2333311072"/>
          <ticker value="DTE"/>
          <other otherDesc="Internal Id" value="233331107"/>
        </identifiers>
        <balance>9700.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1291458.000000000000</valUSD>
        <pctVal>0.0688586838</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>300000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>14907000.000000000000</valUSD>
        <pctVal>0.7948198080</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 Corp</title>
        <cusip>235851300</cusip>
        <identifiers>
          <isin value="US2358513008"/>
          <other otherDesc="Internal Id" value="235851300"/>
        </identifiers>
        <balance>4800.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7361781.820000000000</valUSD>
        <pctVal>0.3925196225</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>DARDEN RESTAURANTS INC</name>
        <lei>CY1NFSCCB5GUXC7WZC70</lei>
        <title>Darden Restaurants Inc</title>
        <cusip>237194105</cusip>
        <identifiers>
          <isin value="US2371941053"/>
          <ticker value="DRI"/>
          <other otherDesc="Internal Id" value="237194105"/>
        </identifiers>
        <balance>27000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3834000.000000000000</valUSD>
        <pctVal>0.2044233678</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>DAVE &amp; BUSTERS INC</name>
        <lei>N/A</lei>
        <title>DAVE &amp; BUSTERS INC</title>
        <cusip>23833NAH7</cusip>
        <identifiers>
          <isin value="US23833NAH70"/>
          <other otherDesc="Internal Id" value="23833NAH7"/>
        </identifiers>
        <balance>4200000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4489554.590000000000</valUSD>
        <pctVal>0.2393765960</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.625000000000</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>DEERE &amp; CO</name>
        <lei>PWFTNG3EI0Y73OXWDH08</lei>
        <title>Deere &amp; Co</title>
        <cusip>244199105</cusip>
        <identifiers>
          <isin value="US2441991054"/>
          <ticker value="DE"/>
          <other otherDesc="Internal Id" value="244199105"/>
        </identifiers>
        <balance>55200.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>20652528.000000000000</valUSD>
        <pctVal>1.1011631005</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>DELTA AIR LINES INC</name>
        <lei>Q2CCMS6R0AS67HJMBN42</lei>
        <title>Delta Air Lines Inc</title>
        <cusip>247361702</cusip>
        <identifiers>
          <isin value="US2473617023"/>
          <ticker value="DAL"/>
          <other otherDesc="Internal Id" value="247361702"/>
        </identifiers>
        <balance>25700.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1240796.000000000000</valUSD>
        <pctVal>0.0661574588</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>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"/>
        </identifiers>
        <balance>93660.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5976444.600000000000</valUSD>
        <pctVal>0.3186554336</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"/>
        </identifiers>
        <balance>2500000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5728125.000000000000</valUSD>
        <pctVal>0.3054153896</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"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="28.261800000000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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"/>
        </identifiers>
        <balance>6600000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6743306.260000000000</valUSD>
        <pctVal>0.3595433948</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>
        </debtSec>
        <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"/>
        </identifiers>
        <balance>2300000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2559473.330000000000</valUSD>
        <pctVal>0.1364674382</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>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>9500000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9132350.000000000000</valUSD>
        <pctVal>0.4869237723</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"/>
              </identifiers>
            </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>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"/>
        </identifiers>
        <balance>432200.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>27634868.000000000000</valUSD>
        <pctVal>1.4734514307</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>DUKE ENERGY CORP</name>
        <lei>I1BZKREC126H0VB1BL91</lei>
        <title>Duke Energy Corp</title>
        <cusip>26441C204</cusip>
        <identifiers>
          <isin value="US26441C2044"/>
          <ticker value="DUK"/>
          <other otherDesc="Internal Id" value="26441C204"/>
        </identifiers>
        <balance>55000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5309150.000000000000</valUSD>
        <pctVal>0.2830762450</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>EOG RESOURCES INC</name>
        <lei>XWTZDRYZPBUHIQBKDB46</lei>
        <title>EOG Resources Inc</title>
        <cusip>26875P101</cusip>
        <identifiers>
          <isin value="US26875P1012"/>
          <ticker value="EOG"/>
          <other otherDesc="Internal Id" value="26875P101"/>
        </identifiers>
        <balance>163300.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>11844149.000000000000</valUSD>
        <pctVal>0.6315129962</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>125000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7325000.000000000000</valUSD>
        <pctVal>0.3905584687</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>4518203.930000000000</valUSD>
        <pctVal>0.2409041377</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>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>50000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4653070.350000000000</valUSD>
        <pctVal>0.2480950213</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>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>90000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4349700.000000000000</valUSD>
        <pctVal>0.2319197504</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>7200.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4893048.000000000000</valUSD>
        <pctVal>0.2608902846</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>Etsy Inc</name>
        <lei>54930089Q7XT501AEA40</lei>
        <title>Etsy Inc</title>
        <cusip>29786A106</cusip>
        <identifiers>
          <isin value="US29786A1060"/>
          <ticker value="ETSY"/>
          <other otherDesc="Internal Id" value="29786A106"/>
        </identifiers>
        <balance>44400.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8954148.000000000000</valUSD>
        <pctVal>0.4774222978</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>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>81800.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3577932.000000000000</valUSD>
        <pctVal>0.1907701902</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>EXXON MOBIL CORP</name>
        <lei>J3WHBG0MTS7O8ZVMDC91</lei>
        <title>Exxon Mobil Corp</title>
        <cusip>30231G102</cusip>
        <identifiers>
          <isin value="US30231G1022"/>
          <ticker value="XOM"/>
          <other otherDesc="Internal Id" value="30231G102"/>
        </identifiers>
        <balance>175000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9770250.000000000000</valUSD>
        <pctVal>0.5209356832</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>118500.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>34901805.000000000000</valUSD>
        <pctVal>1.8609140637</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"/>
        </identifiers>
        <balance>7290000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7400451.010000000000</valUSD>
        <pctVal>0.3945814081</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>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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"/>
        </identifiers>
        <balance>95600.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>17630552.000000000000</valUSD>
        <pctVal>0.9400356849</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>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"/>
        </identifiers>
        <balance>6000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6273585.840000000000</valUSD>
        <pctVal>0.3344985774</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>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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"/>
        </identifiers>
        <balance>2760000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3144012.540000000000</valUSD>
        <pctVal>0.1676342284</pctVal>
        <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>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FUBOTV INC</name>
        <lei>N/A</lei>
        <title>FUBOTV INC</title>
        <cusip>35953DAA2</cusip>
        <identifiers>
          <isin value="US35953DAA28"/>
          <other otherDesc="Internal Id" value="35953DAA2"/>
        </identifiers>
        <balance>5000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4284375.000000000000</valUSD>
        <pctVal>0.2284367153</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>3.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>fuboTV Inc</name>
              <title>FUBOTV INC</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="35953D104"/>
                <isin value="US35953D1046"/>
                <ticker value="FUBO"/>
                <other otherDesc="Internal Id" value="35953D104"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="17.306300000000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GMAC CAPITAL TRUST I</name>
        <lei>N/A</lei>
        <title>GMAC Capital Trust I</title>
        <cusip>361860208</cusip>
        <identifiers>
          <isin value="US3618602086"/>
          <other otherDesc="Internal Id" value="361860208"/>
        </identifiers>
        <balance>160000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4076800.000000000000</valUSD>
        <pctVal>0.2173691147</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>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ARTHUR J GALLAGHER &amp; CO</name>
        <lei>54930049QLLMPART6V29</lei>
        <title>Arthur J Gallagher &amp; Co</title>
        <cusip>363576109</cusip>
        <identifiers>
          <isin value="US3635761097"/>
          <ticker value="AJG"/>
          <other otherDesc="Internal Id" value="363576109"/>
        </identifiers>
        <balance>21900.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2732463.000000000000</valUSD>
        <pctVal>0.1456909987</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>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"/>
        </identifiers>
        <balance>43000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2636760.000000000000</valUSD>
        <pctVal>0.1405882523</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>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"/>
        </identifiers>
        <balance>4200000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4421502.250000000000</valUSD>
        <pctVal>0.2357481431</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>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOODRICH PETRO</name>
        <lei>5493000G2GU65EVWSF15</lei>
        <title>GOODRICH PETROLEUM CORP</title>
        <cusip>382410165</cusip>
        <identifiers>
          <other otherDesc="Internal Id" value="382410165"/>
        </identifiers>
        <balance>16334.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>0.020000000000</valUSD>
        <pctVal>0.0000000011</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>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>GOODRICH PETRO</issuerName>
                <issueTitle>Goodrich Petroleum Corp</issueTitle>
                <identifiers>
                  <cusip value="382410843"/>
                  <isin value="US3824108431"/>
                  <ticker value="GDP"/>
                  <other otherDesc="Internal Id" value="382410843"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.000000000000000</shareNo>
            <exercisePrice>0.000001000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2026-10-12</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>0.020000000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GUESS ? INC</name>
        <lei>549300QVH3ZK2DW0KP86</lei>
        <title>GUESS INC</title>
        <cusip>401617AD7</cusip>
        <identifiers>
          <isin value="US401617AD75"/>
          <other otherDesc="Internal Id" value="401617AD7"/>
        </identifiers>
        <balance>5000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5693626.450000000000</valUSD>
        <pctVal>0.3035759765</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>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>GUESS ? INC</name>
              <title>Guess? Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="401617105"/>
                <isin value="US4016171054"/>
                <ticker value="GES"/>
                <other otherDesc="Internal Id" value="401617105"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="38.787900000000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HCA HEALTHCARE INC</name>
        <lei>529900PH4ZGUH2MNEU89</lei>
        <title>HCA Healthcare Inc</title>
        <cusip>40412C101</cusip>
        <identifiers>
          <isin value="US40412C1018"/>
          <ticker value="HCA"/>
          <other otherDesc="Internal Id" value="40412C101"/>
        </identifiers>
        <balance>65700.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>12373938.000000000000</valUSD>
        <pctVal>0.6597605840</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>HP Inc</name>
        <lei>WHKXQACZ14C5XRO8LW03</lei>
        <title>HP Inc</title>
        <cusip>40434L105</cusip>
        <identifiers>
          <isin value="US40434L1052"/>
          <ticker value="HPQ"/>
          <other otherDesc="Internal Id" value="40434L105"/>
        </identifiers>
        <balance>325000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>10318750.000000000000</valUSD>
        <pctVal>0.5501809146</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>HARTFORD FINANCIAL SERVICES GROUP INC</name>
        <lei>IU7C3FTM7Y3BQM112U94</lei>
        <title>Hartford Financial Services Group Inc/The</title>
        <cusip>416515104</cusip>
        <identifiers>
          <isin value="US4165151048"/>
          <ticker value="HIG"/>
          <other otherDesc="Internal Id" value="416515104"/>
        </identifiers>
        <balance>92500.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6178075.000000000000</valUSD>
        <pctVal>0.3294060767</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>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"/>
        </identifiers>
        <balance>38400.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4643328.000000000000</valUSD>
        <pctVal>0.2475755732</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>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"/>
        </identifiers>
        <balance>218900.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7832242.000000000000</valUSD>
        <pctVal>0.4176038829</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>HOLOGIC INC</name>
        <lei>549300DYP6F5ZJL0LB74</lei>
        <title>Hologic Inc</title>
        <cusip>436440101</cusip>
        <identifiers>
          <isin value="US4364401012"/>
          <ticker value="HOLX"/>
          <other otherDesc="Internal Id" value="436440101"/>
        </identifiers>
        <balance>10900.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>810742.000000000000</valUSD>
        <pctVal>0.0432275978</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>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"/>
        </identifiers>
        <balance>32000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9768000.000000000000</valUSD>
        <pctVal>0.5208157164</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>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"/>
        </identifiers>
        <balance>12700.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5324475.000000000000</valUSD>
        <pctVal>0.2838933519</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>4200000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4345603.330000000000</valUSD>
        <pctVal>0.2317013218</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>INDIGO NATURAL RESOURCES LLC</name>
        <lei>N/A</lei>
        <title>INDIGO NATURAL RESOURCES LLC</title>
        <cusip>45569LAC5</cusip>
        <identifiers>
          <isin value="US45569LAC54"/>
          <other otherDesc="Internal Id" value="45569LAC5"/>
        </identifiers>
        <balance>9663000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9518527.040000000000</valUSD>
        <pctVal>0.5075141768</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.375000000000</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>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>4452400.000000000000</valUSD>
        <pctVal>0.2373955667</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"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <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>4647839.300000000000</valUSD>
        <pctVal>0.2478161092</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>
        </debtSec>
        <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>338800.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>21683200.000000000000</valUSD>
        <pctVal>1.1561170497</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>9000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7324200.000000000000</valUSD>
        <pctVal>0.3905158139</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>75000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9994500.000000000000</valUSD>
        <pctVal>0.5328923708</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>33700.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1822159.000000000000</valUSD>
        <pctVal>0.0971548981</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>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>204200.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5962640.000000000000</valUSD>
        <pctVal>0.3179193922</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>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>3868850.320000000000</valUSD>
        <pctVal>0.2062815368</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>IVANHOE MINES LTD</name>
        <lei>N/A</lei>
        <title>IVANHOE MINES LTD</title>
        <cusip>46579RAA2</cusip>
        <identifiers>
          <isin value="US46579RAA23"/>
          <other otherDesc="Internal Id" value="46579RAA2"/>
        </identifiers>
        <balance>1136000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1164228.960000000000</valUSD>
        <pctVal>0.0620750143</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Ivanhoe Mines Ltd</name>
              <title>Ivanhoe Mines Ltd</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="46579R104"/>
                <isin value="CA46579R1047"/>
                <ticker value="IVPAF"/>
                <other otherDesc="Internal Id" value="46579R104"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="134.568200000000" 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>78100.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>11889163.000000000000</valUSD>
        <pctVal>0.6339130779</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>133900.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>22006465.000000000000</valUSD>
        <pctVal>1.1733530748</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>KKR &amp; CO INC</name>
        <lei>549300JOHU21WRN2Z451</lei>
        <title>KKR &amp; CO INC</title>
        <cusip>48251W401</cusip>
        <identifiers>
          <isin value="US48251W4015"/>
          <other otherDesc="Internal Id" value="48251W401"/>
        </identifiers>
        <balance>75000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4998750.000000000000</valUSD>
        <pctVal>0.2665261632</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>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>56250.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7821562.500000000000</valUSD>
        <pctVal>0.4170344673</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>KINDER MORGAN INC</name>
        <lei>549300WR7IX8XE0TBO16</lei>
        <title>Kinder Morgan Inc/DE</title>
        <cusip>49456B101</cusip>
        <identifiers>
          <isin value="US49456B1017"/>
          <ticker value="KMI"/>
          <other otherDesc="Internal Id" value="49456B101"/>
        </identifiers>
        <balance>134300.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2236095.000000000000</valUSD>
        <pctVal>0.1192253705</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>217900.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8716000.000000000000</valUSD>
        <pctVal>0.4647245889</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>403300.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>14514767.000000000000</valUSD>
        <pctVal>0.7739065083</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>4794010.750000000000</valUSD>
        <pctVal>0.2556097608</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>LENNAR CORP</name>
        <lei>529900G61XVRLX5TJX09</lei>
        <title>Lennar Corp</title>
        <cusip>526057104</cusip>
        <identifiers>
          <isin value="US5260571048"/>
          <ticker value="LEN"/>
          <other otherDesc="Internal Id" value="526057104"/>
        </identifiers>
        <balance>54600.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5527158.000000000000</valUSD>
        <pctVal>0.2947001181</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>LIFE STORAGE INC</name>
        <lei>W9EE01AFDDF9DQCQZC68</lei>
        <title>Life Storage Inc</title>
        <cusip>53223X107</cusip>
        <identifiers>
          <isin value="US53223X1072"/>
          <ticker value="LSI"/>
          <other otherDesc="Internal Id" value="53223X107"/>
        </identifiers>
        <balance>60000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5157000.000000000000</valUSD>
        <pctVal>0.2749638257</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>LIONS GATE CAPITAL HOLDINGS LLC</name>
        <lei>N/A</lei>
        <title>LIONS GATE CAPITAL HOLDINGS LLC</title>
        <cusip>53627NAE1</cusip>
        <identifiers>
          <isin value="US53627NAE13"/>
          <other otherDesc="Internal Id" value="53627NAE1"/>
        </identifiers>
        <balance>11500000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11488944.590000000000</valUSD>
        <pctVal>0.6125740077</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</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>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>81900.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>15575742.000000000000</valUSD>
        <pctVal>0.8304761700</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>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>4033129.390000000000</valUSD>
        <pctVal>0.2150406606</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>63600.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>22644780.000000000000</valUSD>
        <pctVal>1.2073871129</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>1677783.120000000000</valUSD>
        <pctVal>0.0894569838</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>819178.810000000000</valUSD>
        <pctVal>0.0436774364</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>MCDONALDS CORP</name>
        <lei>UE2136O97NLB5BYP9H04</lei>
        <title>McDonald's Corp</title>
        <cusip>580135101</cusip>
        <identifiers>
          <isin value="US5801351017"/>
          <ticker value="MCD"/>
          <other otherDesc="Internal Id" value="580135101"/>
        </identifiers>
        <balance>11100.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2487954.000000000000</valUSD>
        <pctVal>0.1326541303</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>MCKESSON CORP</name>
        <lei>549300WZWOM80UCFSF54</lei>
        <title>McKesson Corp</title>
        <cusip>58155Q103</cusip>
        <identifiers>
          <isin value="US58155Q1031"/>
          <ticker value="MCK"/>
          <other otherDesc="Internal Id" value="58155Q103"/>
        </identifiers>
        <balance>32900.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6416816.000000000000</valUSD>
        <pctVal>0.3421354036</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>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>450000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9576000.000000000000</valUSD>
        <pctVal>0.5105785524</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>
        <cusip>58933Y105</cusip>
        <identifiers>
          <isin value="US58933Y1055"/>
          <ticker value="MRK"/>
          <other otherDesc="Internal Id" value="58933Y105"/>
        </identifiers>
        <balance>77900.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6005311.000000000000</valUSD>
        <pctVal>0.3201945486</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>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"/>
        </identifiers>
        <balance>179500.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>10911805.000000000000</valUSD>
        <pctVal>0.5818017545</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>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"/>
        </identifiers>
        <balance>203400.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>47955618.000000000000</valUSD>
        <pctVal>2.5569246052</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>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"/>
        </identifiers>
        <balance>176700.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>13722522.000000000000</valUSD>
        <pctVal>0.7316651440</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>62886HAR2</cusip>
        <identifiers>
          <isin value="US62886HAR21"/>
          <other otherDesc="Internal Id" value="62886HAR2"/>
        </identifiers>
        <balance>3700000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4479005.700000000000</valUSD>
        <pctVal>0.2388141444</pctVal>
        <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>
        </debtSec>
        <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>4000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6922000.000000000000</valUSD>
        <pctVal>0.3690710881</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>285700.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>10779461.000000000000</valUSD>
        <pctVal>0.5747453627</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>NOV INC</name>
        <lei>549300EHF3IW1AR6U008</lei>
        <title>NOV Inc</title>
        <cusip>62955J103</cusip>
        <identifiers>
          <isin value="US62955J1034"/>
          <ticker value="NOV"/>
          <other otherDesc="Internal Id" value="62955J103"/>
        </identifiers>
        <balance>144000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1975680.000000000000</valUSD>
        <pctVal>0.1053404171</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>2904412.490000000000</valUSD>
        <pctVal>0.1548590982</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>1754000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1440746.860000000000</valUSD>
        <pctVal>0.0768185512</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>200000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5356000.000000000000</valUSD>
        <pctVal>0.2855742196</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>NEWMONT CORPORATION</name>
        <lei>549300VSP3RIX7FGDZ51</lei>
        <title>Newmont Corp</title>
        <cusip>651639106</cusip>
        <identifiers>
          <isin value="US6516391066"/>
          <ticker value="NEM"/>
          <other otherDesc="Internal Id" value="651639106"/>
        </identifiers>
        <balance>53500.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3224445.000000000000</valUSD>
        <pctVal>0.1719227716</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>NEWS CORP</name>
        <lei>549300ITS31QK8VRBQ14</lei>
        <title>News Corp</title>
        <cusip>65249B109</cusip>
        <identifiers>
          <isin value="US65249B1098"/>
          <ticker value="NWSA"/>
          <other otherDesc="Internal Id" value="65249B109"/>
        </identifiers>
        <balance>61800.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1571574.000000000000</valUSD>
        <pctVal>0.0837940662</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>195000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9672000.000000000000</valUSD>
        <pctVal>0.5156971344</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>31800.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8538936.000000000000</valUSD>
        <pctVal>0.4552837910</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>350000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7441000.000000000000</valUSD>
        <pctVal>0.3967434220</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>1300000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2145364.000000000000</valUSD>
        <pctVal>0.1143877241</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"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="7.341100000000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <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"/>
          <other otherDesc="Internal Id" value="670346105"/>
        </identifiers>
        <balance>25100.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2014777.000000000000</valUSD>
        <pctVal>0.1074250130</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>NUTRIEN LTD</name>
        <lei>5493002QQ7GD21OWF963</lei>
        <title>Nutrien Ltd</title>
        <cusip>67077M108</cusip>
        <identifiers>
          <isin value="CA67077M1086"/>
          <ticker value="NTR"/>
          <other otherDesc="Internal Id" value="67077M108"/>
        </identifiers>
        <balance>100000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5389000.000000000000</valUSD>
        <pctVal>0.2873337322</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OCCIDENTAL PETROLEUM CORPORATION</name>
        <lei>IM7X0T3ECJW4C1T7ON55</lei>
        <title>OCCIDENTAL PETROLEUM CORPORATION</title>
        <cusip>674599CJ2</cusip>
        <identifiers>
          <isin value="US674599CJ22"/>
          <other otherDesc="Internal Id" value="674599CJ2"/>
        </identifiers>
        <balance>5700000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4878068.270000000000</valUSD>
        <pctVal>0.2600915869</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OCCIDENTAL PETROLEUM CORPORATION</name>
        <lei>IM7X0T3ECJW4C1T7ON55</lei>
        <title>OCCIDENTAL PETROLEUM CORPORATION</title>
        <cusip>674599DK8</cusip>
        <identifiers>
          <isin value="US674599DK85"/>
          <other otherDesc="Internal Id" value="674599DK8"/>
        </identifiers>
        <balance>5700000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4852433.940000000000</valUSD>
        <pctVal>0.2587248013</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.500000000000</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>1LIFE HEALTHCARE INC</name>
        <lei>N/A</lei>
        <title>1LIFE HEALTHCARE INC</title>
        <cusip>68269GAA5</cusip>
        <identifiers>
          <isin value="US68269GAA58"/>
          <other otherDesc="Internal Id" value="68269GAA5"/>
        </identifiers>
        <balance>4000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4772400.000000000000</valUSD>
        <pctVal>0.2544575066</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-15</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>1Life Healthcare Inc</name>
              <title>1Life Healthcare Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="68269G107"/>
                <isin value="US68269G1076"/>
                <ticker value="ONEM"/>
                <other otherDesc="Internal Id" value="68269G107"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="22.505200000000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PNC FINANCIAL SERVICES GROUP INC (THE)</name>
        <lei>CFGNEKW0P8842LEUIA51</lei>
        <title>PNC Financial Services Group Inc/The</title>
        <cusip>693475105</cusip>
        <identifiers>
          <isin value="US6934751057"/>
          <ticker value="PNC"/>
          <other otherDesc="Internal Id" value="693475105"/>
        </identifiers>
        <balance>57500.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>10086075.000000000000</valUSD>
        <pctVal>0.5377750181</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>PARKER HANNIFIN CORPORATION</name>
        <lei>5493002CONDB4N2HKI23</lei>
        <title>Parker-Hannifin Corp</title>
        <cusip>701094104</cusip>
        <identifiers>
          <isin value="US7010941042"/>
          <ticker value="PH"/>
          <other otherDesc="Internal Id" value="701094104"/>
        </identifiers>
        <balance>30500.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9620615.000000000000</valUSD>
        <pctVal>0.5129573601</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>PENNYMAC CORP</name>
        <lei>N/A</lei>
        <title>PENNYMAC CORP</title>
        <cusip>70932AAE3</cusip>
        <identifiers>
          <isin value="US70932AAE38"/>
          <other otherDesc="Internal Id" value="70932AAE3"/>
        </identifiers>
        <balance>9500000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9690000.000000000000</valUSD>
        <pctVal>0.5166568685</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>PennyMac Mortgage Investment Trust</name>
              <title>PennyMac Mortgage Investment Trust</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="70931T103"/>
                <isin value="US70931T1034"/>
                <ticker value="PMT"/>
                <other otherDesc="Internal Id" value="70931T103"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="46.106300000000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PFIZER INC</name>
        <lei>765LHXWGK1KXCLTFYQ30</lei>
        <title>Pfizer Inc</title>
        <cusip>717081103</cusip>
        <identifiers>
          <isin value="US7170811035"/>
          <ticker value="PFE"/>
          <other otherDesc="Internal Id" value="717081103"/>
        </identifiers>
        <balance>561700.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>20350391.000000000000</valUSD>
        <pctVal>1.0850535901</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>PHILIP MORRIS INTERNATIONAL INC</name>
        <lei>HL3H1H2BGXWVG3BSWR90</lei>
        <title>Philip Morris International Inc</title>
        <cusip>718172109</cusip>
        <identifiers>
          <isin value="US7181721090"/>
          <ticker value="PM"/>
          <other otherDesc="Internal Id" value="718172109"/>
        </identifiers>
        <balance>201500.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>17881110.000000000000</valUSD>
        <pctVal>0.9533950773</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>PINNACLE WEST CAPITAL CORPORATION</name>
        <lei>TWSEY0NEDUDCKS27AH81</lei>
        <title>Pinnacle West Capital Corp</title>
        <cusip>723484101</cusip>
        <identifiers>
          <isin value="US7234841010"/>
          <ticker value="PNW"/>
          <other otherDesc="Internal Id" value="723484101"/>
        </identifiers>
        <balance>60000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4881000.000000000000</valUSD>
        <pctVal>0.2602479025</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>T ROWE PRICE GROUP INC</name>
        <lei>549300SIV6FPS9Y7IH33</lei>
        <title>T Rowe Price Group Inc</title>
        <cusip>74144T108</cusip>
        <identifiers>
          <isin value="US74144T1088"/>
          <ticker value="TROW"/>
          <other otherDesc="Internal Id" value="74144T108"/>
        </identifiers>
        <balance>53200.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9129120.000000000000</valUSD>
        <pctVal>0.4867515533</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>PROCTER &amp; GAMBLE CO</name>
        <lei>2572IBTT8CCZW6AU4141</lei>
        <title>Procter &amp; Gamble Co/The</title>
        <cusip>742718109</cusip>
        <identifiers>
          <isin value="US7427181091"/>
          <ticker value="PG"/>
          <other otherDesc="Internal Id" value="742718109"/>
        </identifiers>
        <balance>52000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7042360.000000000000</valUSD>
        <pctVal>0.3754885103</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>Public Sto</name>
        <lei>549300LMZF40TKJ6DM64</lei>
        <title>Public Storage</title>
        <cusip>74460D109</cusip>
        <identifiers>
          <isin value="US74460D1090"/>
          <ticker value="PSA"/>
          <other otherDesc="Internal Id" value="74460D109"/>
        </identifiers>
        <balance>5600.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1381856.000000000000</valUSD>
        <pctVal>0.0736785752</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>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>237100.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>12433524.000000000000</valUSD>
        <pctVal>0.6629376238</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>34500.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4838970.000000000000</valUSD>
        <pctVal>0.2580069233</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>QUANTA SERV INC.</name>
        <lei>SHVRXXEACT60MMH07S24</lei>
        <title>Quanta Services Inc</title>
        <cusip>74762E102</cusip>
        <identifiers>
          <isin value="US74762E1029"/>
          <ticker value="PWR"/>
          <other otherDesc="Internal Id" value="74762E102"/>
        </identifiers>
        <balance>108300.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9528234.000000000000</valUSD>
        <pctVal>0.5080317380</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>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>0.1157012802</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>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>0.0495862629</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>749772AD1</cusip>
        <identifiers>
          <isin value="US749772AD11"/>
          <other otherDesc="Internal Id" value="749772AD1"/>
        </identifiers>
        <balance>6750000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6725025.000000000000</valUSD>
        <pctVal>0.3585686643</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>5293875.000000000000</valUSD>
        <pctVal>0.2822618039</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>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>4783500.000000000000</valUSD>
        <pctVal>0.2550493427</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>130000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>10045100.000000000000</valUSD>
        <pctVal>0.5355902900</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>REGIONS FINANCIAL CORPORATION</name>
        <lei>CW05CS5KW59QTC0DG824</lei>
        <title>Regions Financial Corp</title>
        <cusip>7591EP100</cusip>
        <identifiers>
          <isin value="US7591EP1005"/>
          <ticker value="RF"/>
          <other otherDesc="Internal Id" value="7591EP100"/>
        </identifiers>
        <balance>142900.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2952314.000000000000</valUSD>
        <pctVal>0.1574131379</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>45300.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3536571.000000000000</valUSD>
        <pctVal>0.1885648811</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>ROCKET SOFTWARE INC</name>
        <lei>N/A</lei>
        <title>ROCKET SOFTWARE INC</title>
        <cusip>77314EAA6</cusip>
        <identifiers>
          <isin value="US77314EAA64"/>
          <other otherDesc="Internal Id" value="77314EAA6"/>
        </identifiers>
        <balance>7175000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7235951.480000000000</valUSD>
        <pctVal>0.3858105297</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-15</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>ROCKPOINT GAS STORAGE CANADA LTD</name>
        <lei>N/A</lei>
        <title>ROCKPOINT GAS STORAGE CANADA LTD</title>
        <cusip>77381WAA4</cusip>
        <identifiers>
          <isin value="US77381WAA45"/>
          <other otherDesc="Internal Id" value="77381WAA4"/>
        </identifiers>
        <balance>4216000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4264130.910000000000</valUSD>
        <pctVal>0.2273573295</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>
          <annualizedRt>7.000000000000</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>ROLLS-ROYCE PLC</name>
        <lei>X57JK1U580XATGR67572</lei>
        <title>ROLLS-ROYCE PLC</title>
        <cusip>77578JAC2</cusip>
        <identifiers>
          <isin value="US77578JAC27"/>
          <other otherDesc="Internal Id" value="77578JAC2"/>
        </identifiers>
        <balance>4667000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4964382.220000000000</valUSD>
        <pctVal>0.2646937226</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-10-15</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>ROYAL CARIBBEAN CRUISES LTD</name>
        <lei>K2NEH8QNVW44JIWK7Z55</lei>
        <title>ROYAL CARIBBEAN CRUISES LTD</title>
        <cusip>780153BA9</cusip>
        <identifiers>
          <isin value="US780153BA90"/>
          <other otherDesc="Internal Id" value="780153BA9"/>
        </identifiers>
        <balance>4200000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5903100.000000000000</valUSD>
        <pctVal>0.3147448050</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>4.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <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"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="13.867200000000" curCd="NOK"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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"/>
        </identifiers>
        <balance>4272000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4704917.900000000000</valUSD>
        <pctVal>0.2508594581</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>
        </debtSec>
        <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"/>
        </identifiers>
        <balance>17300.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6104651.000000000000</valUSD>
        <pctVal>0.3254912146</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>Sabre Corp</name>
        <lei>529900VKCYZW8GZ4WW58</lei>
        <title>SABRE CORP</title>
        <cusip>78573M203</cusip>
        <identifiers>
          <isin value="US78573M2035"/>
          <other otherDesc="Internal Id" value="78573M203"/>
        </identifiers>
        <balance>27000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5061150.000000000000</valUSD>
        <pctVal>0.2698532415</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>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"/>
        </identifiers>
        <balance>1800000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2150075.660000000000</valUSD>
        <pctVal>0.1146389430</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>9.250000000000</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>SABRE GLBL INC</name>
        <lei>N/A</lei>
        <title>SABRE GLBL INC</title>
        <cusip>78573NAF9</cusip>
        <identifiers>
          <isin value="US78573NAF96"/>
          <other otherDesc="Internal Id" value="78573NAF9"/>
        </identifiers>
        <balance>923000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1007174.970000000000</valUSD>
        <pctVal>0.0537011214</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.375000000000</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>SAFEWAY INC</name>
        <lei>549300NKZ6VCN5P3K723</lei>
        <title>SAFEWAY INC</title>
        <cusip>786514BA6</cusip>
        <identifiers>
          <isin value="US786514BA67"/>
          <other otherDesc="Internal Id" value="786514BA6"/>
        </identifiers>
        <balance>4512000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5240318.020000000000</valUSD>
        <pctVal>0.2794062227</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>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"/>
        </identifiers>
        <balance>40000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5061200.000000000000</valUSD>
        <pctVal>0.2698559074</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>SNAP-ON INC</name>
        <lei>HHWAT5TDOYZMM26KKQ73</lei>
        <title>Snap-on Inc</title>
        <cusip>833034101</cusip>
        <identifiers>
          <isin value="US8330341012"/>
          <ticker value="SNA"/>
          <other otherDesc="Internal Id" value="833034101"/>
        </identifiers>
        <balance>18700.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4314838.000000000000</valUSD>
        <pctVal>0.2300609587</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>South Jersey Industries Inc</name>
        <lei>549300DJYWYT5VXLFA46</lei>
        <title>South Jersey Industries Inc</title>
        <cusip>838518306</cusip>
        <identifiers>
          <isin value="US8385183061"/>
          <other otherDesc="Internal Id" value="838518306"/>
        </identifiers>
        <balance>140000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6933773.560000000000</valUSD>
        <pctVal>0.3696988374</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>SOUTHWEST AIRLINES CO</name>
        <lei>UDTZ87G0STFETI6HGH41</lei>
        <title>Southwest Airlines Co</title>
        <cusip>844741108</cusip>
        <identifiers>
          <isin value="US8447411088"/>
          <ticker value="LUV"/>
          <other otherDesc="Internal Id" value="844741108"/>
        </identifiers>
        <balance>23700.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1447122.000000000000</valUSD>
        <pctVal>0.0771584645</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>6234866.790000000000</valUSD>
        <pctVal>0.3324341333</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>SPIRE INC</name>
        <lei>549300NXSY15DRY2R511</lei>
        <title>Spire Inc</title>
        <cusip>84857L606</cusip>
        <identifiers>
          <isin value="US84857L6065"/>
          <other otherDesc="Internal Id" value="84857L606"/>
        </identifiers>
        <balance>140000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7581523.040000000000</valUSD>
        <pctVal>0.4042359084</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>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>5700000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6488124.290000000000</valUSD>
        <pctVal>0.3459374591</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>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"/>
        </identifiers>
        <balance>6300000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6770770.020000000000</valUSD>
        <pctVal>0.3610077230</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>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>87500.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>10323250.000000000000</valUSD>
        <pctVal>0.5504208481</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>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"/>
        </identifiers>
        <balance>4600000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4894280.580000000000</valUSD>
        <pctVal>0.2609560039</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>
        </debtSec>
        <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"/>
        </identifiers>
        <balance>400000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9896000.000000000000</valUSD>
        <pctVal>0.5276404924</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>SUMMIT MIDSTREAM PARTNERS LP</name>
        <lei>N/A</lei>
        <title>Summit Midstream Partners LP</title>
        <cusip>866142409</cusip>
        <identifiers>
          <isin value="US8661424098"/>
          <ticker value="SMLP"/>
          <other otherDesc="Internal Id" value="866142409"/>
        </identifiers>
        <balance>112000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2639840.000000000000</valUSD>
        <pctVal>0.1407524735</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>SUNPOWER CORP</name>
        <lei>549300TXO070764WUH65</lei>
        <title>SUNPOWER CORP</title>
        <cusip>867652AL3</cusip>
        <identifiers>
          <isin value="US867652AL32"/>
          <other otherDesc="Internal Id" value="867652AL3"/>
        </identifiers>
        <balance>2500000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3932812.500000000000</valUSD>
        <pctVal>0.2096919082</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"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="32.756800000000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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"/>
        </identifiers>
        <balance>250000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3300000.000000000000</valUSD>
        <pctVal>0.1759512555</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>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"/>
        </identifiers>
        <balance>78700.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>15588109.000000000000</valUSD>
        <pctVal>0.8311355606</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"/>
        </identifiers>
        <balance>2286000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2287922.690000000000</valUSD>
        <pctVal>0.1219887484</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"/>
        </identifiers>
        <balance>5979000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6229096.970000000000</valUSD>
        <pctVal>0.3321264948</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TESLA INC</name>
        <lei>54930043XZGB27CTOV49</lei>
        <title>Tesla Inc</title>
        <cusip>88160R101</cusip>
        <identifiers>
          <isin value="US88160R1014"/>
          <ticker value="TSLA"/>
          <other otherDesc="Internal Id" value="88160R101"/>
        </identifiers>
        <balance>8100.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5410233.000000000000</valUSD>
        <pctVal>0.2884658452</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"/>
        </identifiers>
        <balance>55000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>10394450.000000000000</valUSD>
        <pctVal>0.5542171297</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>4820156.250000000000</valUSD>
        <pctVal>0.2570038012</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"/>
              </identifiers>
            </dbtSecRefInstrument>
          </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>TRAVEL + LEISURE CO</name>
        <lei>T4VNTWMFQ7JQB65L7T35</lei>
        <title>Travel + Leisure Co</title>
        <cusip>894164102</cusip>
        <identifiers>
          <isin value="US8941641024"/>
          <ticker value="TNL"/>
          <other otherDesc="Internal Id" value="894164102"/>
        </identifiers>
        <balance>110000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6727600.000000000000</valUSD>
        <pctVal>0.3587059596</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>TRITON WATER HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>TRITON WATER HOLDINGS INC</title>
        <cusip>89680EAA7</cusip>
        <identifiers>
          <isin value="US89680EAA73"/>
          <other otherDesc="Internal Id" value="89680EAA7"/>
        </identifiers>
        <balance>2442000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2489602.740000000000</valUSD>
        <pctVal>0.1327420388</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-01</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>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>4100.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4611065.000000000000</valUSD>
        <pctVal>0.2458553564</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>24000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6872640.000000000000</valUSD>
        <pctVal>0.3664392839</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>US BANCORP</name>
        <lei>N1GZ7BBF3NP8GI976H15</lei>
        <title>US Bancorp</title>
        <cusip>902973304</cusip>
        <identifiers>
          <isin value="US9029733048"/>
          <ticker value="USB"/>
          <other otherDesc="Internal Id" value="902973304"/>
        </identifiers>
        <balance>87500.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4839625.000000000000</valUSD>
        <pctVal>0.2580418470</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>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>2320447.630000000000</valUSD>
        <pctVal>0.1237229315</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>2574196.620000000000</valUSD>
        <pctVal>0.1372524628</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>UNITED NATURAL FOODS INC</name>
        <lei>549300GKGW6WPZ282D40</lei>
        <title>UNITED NATURAL FOODS INC</title>
        <cusip>911163AA1</cusip>
        <identifiers>
          <isin value="US911163AA17"/>
          <other otherDesc="Internal Id" value="911163AA1"/>
        </identifiers>
        <balance>5580000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5956501.520000000000</valUSD>
        <pctVal>0.3175920973</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-15</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>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>129700.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>22047703.000000000000</valUSD>
        <pctVal>1.1755518256</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>100000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7160000.000000000000</valUSD>
        <pctVal>0.3817609060</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>36300.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7214988.000000000000</valUSD>
        <pctVal>0.3846927871</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>VERIZON COMMUNICATIONS INC</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>Verizon Communications Inc</title>
        <cusip>92343V104</cusip>
        <identifiers>
          <isin value="US92343V1044"/>
          <ticker value="VZ"/>
          <other otherDesc="Internal Id" value="92343V104"/>
        </identifiers>
        <balance>325500.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>18927825.000000000000</valUSD>
        <pctVal>1.0092044162</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>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"/>
        </identifiers>
        <balance>23758.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5105356.620000000000</valUSD>
        <pctVal>0.2722102749</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>VIACOMCBS INC</name>
        <lei>5KYC8KF17ROCY24M3H09</lei>
        <title>ViacomCBS Inc</title>
        <cusip>92556H305</cusip>
        <identifiers>
          <isin value="US92556H3057"/>
          <other otherDesc="Internal Id" value="92556H305"/>
        </identifiers>
        <balance>54700.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3650949.910000000000</valUSD>
        <pctVal>0.1946634002</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>VICI PROPERTIES INC</name>
        <lei>254900RKH6RY9KCJQH63</lei>
        <title>VICI Properties Inc</title>
        <cusip>925652109</cusip>
        <identifiers>
          <isin value="US9256521090"/>
          <ticker value="VICI"/>
          <other otherDesc="Internal Id" value="925652109"/>
        </identifiers>
        <balance>180000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5083200.000000000000</valUSD>
        <pctVal>0.2710289158</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>VISHAY INTERTECH INC.</name>
        <lei>5493009O8F3QQJTCQR75</lei>
        <title>Vishay Intertechnology Inc</title>
        <cusip>928298108</cusip>
        <identifiers>
          <isin value="US9282981086"/>
          <ticker value="VSH"/>
          <other otherDesc="Internal Id" value="928298108"/>
        </identifiers>
        <balance>260000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6260800.000000000000</valUSD>
        <pctVal>0.3338168548</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>WALGREENS BOOTS ALLIANCE INC</name>
        <lei>549300RPTUOIXG4LIH86</lei>
        <title>Walgreens Boots Alliance Inc</title>
        <cusip>931427108</cusip>
        <identifiers>
          <isin value="US9314271084"/>
          <ticker value="WBA"/>
          <other otherDesc="Internal Id" value="931427108"/>
        </identifiers>
        <balance>150000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8235000.000000000000</valUSD>
        <pctVal>0.4390783604</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>WARRIOR MET COAL LLC</name>
        <lei>N/A</lei>
        <title>WARRIOR MET COAL LLC</title>
        <cusip>93627CAA9</cusip>
        <identifiers>
          <isin value="US93627CAA99"/>
          <other otherDesc="Internal Id" value="93627CAA9"/>
        </identifiers>
        <balance>3832000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3931919.320000000000</valUSD>
        <pctVal>0.2096442852</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>8.000000000000</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>WEWORK CO INC</name>
        <lei>N/A</lei>
        <title>WEWORK COMPANIES INC</title>
        <cusip>96208LAA9</cusip>
        <identifiers>
          <isin value="US96208LAA98"/>
          <other otherDesc="Internal Id" value="96208LAA9"/>
        </identifiers>
        <balance>7700000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7657799.840000000000</valUSD>
        <pctVal>0.4083028777</pctVal>
        <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>
          <annualizedRt>7.875000000000</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>WEYERHAEUSER COMPANY</name>
        <lei>08IRJODWFYBI7QWRGS31</lei>
        <title>Weyerhaeuser Co</title>
        <cusip>962166104</cusip>
        <identifiers>
          <isin value="US9621661043"/>
          <ticker value="WY"/>
          <other otherDesc="Internal Id" value="962166104"/>
        </identifiers>
        <balance>394900.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>14058440.000000000000</valUSD>
        <pctVal>0.7495758088</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>WHIRLPOOL CORP</name>
        <lei>WHENKOULSSK7WUM60H03</lei>
        <title>Whirlpool Corp</title>
        <cusip>963320106</cusip>
        <identifiers>
          <isin value="US9633201069"/>
          <ticker value="WHR"/>
          <other otherDesc="Internal Id" value="963320106"/>
        </identifiers>
        <balance>25000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5508750.000000000000</valUSD>
        <pctVal>0.2937186300</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>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>4500000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4623709.910000000000</valUSD>
        <pctVal>0.2465295648</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>5602500.000000000000</valUSD>
        <pctVal>0.2987172452</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>Zions Bancorp NA</name>
        <lei>8WH0EE09O9V05QJZ3V89</lei>
        <title>Zions Bancorp NA</title>
        <cusip>989701107</cusip>
        <identifiers>
          <isin value="US9897011071"/>
          <ticker value="ZION"/>
          <other otherDesc="Internal Id" value="989701107"/>
        </identifiers>
        <balance>120000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6595200.000000000000</valUSD>
        <pctVal>0.3516465820</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>7723860.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7419230.960000000000</valUSD>
        <pctVal>0.3955827280</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-24</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.25</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan</name>
        <lei>ZBUT11V806EZRVTWT807</lei>
        <title>S&amp;P500 EMINI JUN 21</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="ESM1"/>
          <other otherDesc="Internal Id" value="ESM1I21"/>
        </identifiers>
        <balance>99.000000000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>197506.980000000000</valUSD>
        <pctVal>0.0105307882</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>JPMorgan</counterpartyName>
              <counterpartyLei>ZBUT11V806EZRVTWT807</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>S&amp;P500 EMINI JUN 21</issuerName>
                <issueTitle>S&amp;P500 EMINI JUN 21</issueTitle>
                <identifiers>
                  <cusip value="000000000"/>
                  <other otherDesc="Contract Identifier" value="ESM1I21"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-06-18</expDate>
            <notionalAmt>19441123.020000000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>197506.980000000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ACCENTURE PLC</name>
        <lei>N/A</lei>
        <title>Accenture PLC</title>
        <cusip>G1151C101</cusip>
        <identifiers>
          <isin value="IE00B4BNMY34"/>
          <ticker value="ACN"/>
          <other otherDesc="Internal Id" value="G1151C101"/>
        </identifiers>
        <balance>7000.000000000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1933750.000000000000</valUSD>
        <pctVal>0.1031047698</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>
    </invstOrSecs>
    <signature>
      <ncom:dateSigned>2021-04-30</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>
</edgarSubmission>
</XML>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>NPORT-EX
<SEQUENCE>2
<FILENAME>nportpoi_15500.htm
<TEXT>
<HTML>
<HEAD>
<!--Document created using ArcReporting-->
<!--Copyright 2021 DFIN-->
<TITLE>
</TITLE>
</HEAD>
<BODY bgcolor="white">
<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<BR>
<FONT
style="font-size:11pt;line-height:14pt;text-transform:none;">Tri-Continental Corporation, March 31, 2021 (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 69.8%
</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 6.7%
</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 1.5%
</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%;">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%;">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%;">9,837,750
</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;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%;">325,500
</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%;">18,927,825
</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%;">28,765,575
</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 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:64.17%;">Activision Blizzard, 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%;">54,300
</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%;">5,049,900
</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 4.3%
</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%;">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%;">22,575
</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%;">46,561,389
</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: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%;">118,500
</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%;">34,901,805
</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%;">81,463,194
</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 0.6%
</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%;">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: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="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%;">4,869,900
</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%;">Interpublic Group of Companies, 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: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%;">204,200
</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%;">5,962,640
</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-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%;">News Corp., 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: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%;">61,800
</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%;">1,571,574
</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%;">12,404,114
</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%;">127,682,783
</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 7.2%
</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="3">Automobiles 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:64.17%;">Tesla Motors, 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: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%;">8,100
</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%;">5,410,233
</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 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%;">Darden Restaurants, 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%;">27,000
</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%;">3,834,000
</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%;">Hilton Worldwide Holdings, 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%;">38,400
</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: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%;">4,643,328
</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%;">McDonald&#8217;s 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%;">11,100
</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%;">2,487,954
</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%;">Travel + Leisure 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: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%;">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: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%;">6,727,600
</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;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%;">17,692,882
</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 1.5%
</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%;">Lennar 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: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%;">54,600
</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%;">5,527,158
</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%;">200,000
</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%;">5,356,000
</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%;">PulteGroup, 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%;">237,100
</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%;">12,433,524
</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%;">Whirlpool 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%;">25,000
</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%;">5,508,750
</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: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%;">28,825,432
</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 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%;">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%;">7,980
</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%;">24,690,758
</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%;">Etsy, 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%;">44,400
</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%;">8,954,148
</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%;">33,644,906
</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 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-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: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%;">78,700
</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%;">15,588,109
</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 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: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%;">105,200
</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%;">12,078,012
</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%;">32,000
</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%;">9,768,000
</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%;">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%;">81,900
</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%;">15,575,742
</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%;">37,421,754
</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%;">138,583,316
</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 4.8%
</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="3">Food &amp; Staples Retailing 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%;">Kroger 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: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%;">403,300
</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%;">14,514,767
</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%;">Walgreens Boots Alliance, 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%;">150,000
</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%;">8,235,000
</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%;">22,749,767
</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 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%;">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: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%;">43,000
</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%;">2,636,760
</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%;">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%;">40,000
</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%;">5,061,200
</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: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%;">217,900
</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%;">8,716,000
</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%;">16,413,960
</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 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%;">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: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%;">56,250
</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: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%;">7,821,563
</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%;">52,000
</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%;">7,042,360
</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%;">14,863,923
</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 1.9%
</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%;">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%;">376,600
</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%;">19,266,856
</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%;">201,500
</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%;">17,881,110
</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%;">37,147,966
</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%;">91,175,616
</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 2.8%
</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="3">Energy Equipment &amp; 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%;">NOV, 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%;">144,000
</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%;">1,975,680
</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 2.7%
</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%;">Chesapeake Energy Corp.<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%;">3,520
</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%;">152,733
</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.
</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%;">111,100
</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%;">11,642,169
</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%;">EOG Resources, 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%;">163,300
</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%;">11,844,149
</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%;">Exxon Mobil 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%;">175,000
</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%;">9,770,250
</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-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-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%;">218,900
</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:2.25pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">7,832,242
</TD></TR></TABLE>
</DIV>
</DIV>
<DIV
style="clear:both;">
<DIV
style="clear:both;width:100%;" type="Block">
</DIV>
</DIV>
<DIV
style="padding-top:27pt;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 2021<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
</TD></TR></TABLE>
</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
<!--PAGE BREAK-->
<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, March 31, 2021 (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: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%;">Kinder Morgan, 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%;">134,300
</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%;">2,236,095
</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%;">Valero Energy 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%;">100,000
</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%;">7,160,000
</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%;">50,637,638
</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: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%;">52,613,318
</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 9.5%
</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 3.7%
</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%;">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%;">261,900
</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%;">19,053,225
</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%;">370,500
</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%;">16,357,575
</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%;">78,100
</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%;">11,889,163
</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%;">PNC Financial Services Group, 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%;">57,500
</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%;">10,086,075
</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%;">Regions Financial 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%;">142,900
</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%;">2,952,314
</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%;">U.S. Bancorp
</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%;">87,500
</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%;">4,839,625
</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;width:64.17%;">Zions Bancorp
</TD><TD
style="border-bottom:0.5pt solid #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%;">120,000
</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%;">6,595,200
</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: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%;">71,773,177
</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 3.1%
</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%;">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%;">525,000
</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%;">9,822,750
</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%;">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%;">23,750
</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%;">17,906,550
</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%;">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%;">176,700
</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%;">13,722,522
</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%;">17,300
</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%;">6,104,651
</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: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%;">53,200
</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%;">9,129,120
</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%;">3,300,000
</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%;">59,985,593
</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 1.9%
</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%;">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%;">143,800
</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%;">16,522,620
</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%;">Arthur J Gallagher &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%;">21,900
</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%;">2,732,463
</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%;">Hartford Financial Services Group, 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%;">92,500
</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%;">6,178,075
</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%;">179,500
</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%;">10,911,805
</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%;">36,344,963
</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) 0.8%
</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%;">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%;">150,000
</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%;">4,650,000
</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%;">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%;">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%;">9,896,000
</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%;">14,546,000
</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-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-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%;">182,649,733
</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 8.0%
</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">Biotechnology 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-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%;">164,224
</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%;">17,772,321
</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%;">Biogen, 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%;">4,320
</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%;">1,208,520
</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%;">32,000
</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%;">2,416,320
</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%;">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%;">23,758
</TD><TD
style="border-bottom:0.5pt solid #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%;">5,105,357
</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%;">26,502,518
</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="3">Health Care Equipment &amp; Supplies 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-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%;">163,900
</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%;">19,641,776
</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%;">93,660
</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%;">5,976,444
</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%;">Hologic, 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%;">10,900
</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: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%;">810,742
</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%;">26,428,962
</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 1.4%
</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%;">Cardinal Health, 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%;">46,400
</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: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%;">2,818,800
</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%;">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: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%;">65,700
</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%;">12,373,938
</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%;">Humana, 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%;">12,700
</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%;">5,324,475
</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%;">McKesson 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%;">32,900
</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%;">6,416,816
</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%;">26,934,029
</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 3.8%
</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%;">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%;">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%;">1,393,000
</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%;">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%;">372,600
</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%;">23,522,238
</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%;">133,900
</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%;">22,006,465
</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: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%;">77,900
</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%;">6,005,311
</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%;">561,700
</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%;">20,350,391
</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%;">73,277,405
</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%;">153,142,914
</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 6.4%
</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">Aerospace &amp; Defense 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%;">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: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: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%;">10,045,100
</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="3">Air Freight &amp; Logistics 1.2%
</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%;">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: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%;">129,700
</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%;">22,047,703
</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">Airlines 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-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%;">Delta Air Lines, 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%;">25,700
</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%;">1,240,796
</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%;">Southwest Airlines Co.<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%;">23,700
</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: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%;">1,447,122
</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%;">2,687,918
</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 0.5%
</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-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-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%;">108,300
</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-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%;">9,528,234
</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:40pt;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%;">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 2021
</TD></TR></TABLE>
</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
<!--PAGE BREAK-->
<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, March 31, 2021 (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">Electrical Equipment 1.3%
</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:64.17%;">Eaton Corp. 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:13.45%;">173,700
</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%;">24,019,236
</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">Machinery 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%;">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%;">32,500
</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%;">7,535,775
</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%;">Deere &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%;">55,200
</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%;">20,652,528
</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%;">Parker-Hannifin 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%;">30,500
</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%;">9,620,615
</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%;">Snap-On, 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%;">18,700
</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: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%;">4,314,838
</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%;">42,123,756
</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 0.2%
</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%;">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%;">45,300
</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%;">3,536,571
</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 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:64.17%;">Norfolk Southern 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%;">31,800
</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%;">8,538,936
</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%;">122,527,454
</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 17.7%
</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 1.7%
</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%;">629,300
</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%;">32,541,103
</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%;">190,000
</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%;">8,266,900
</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: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%;">260,000
</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%;">6,260,800
</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%;">14,527,700
</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 2.2%
</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%;">Accenture PLC, 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: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%;">7,000
</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%;">1,933,750
</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%;">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%;">75,000
</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%;">9,994,500
</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%;">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: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%;">22,644,780
</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%;">VeriSign, 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%;">36,300
</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%;">7,214,988
</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%;">41,788,018
</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 3.9%
</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%;">Advanced Micro Devices, 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%;">61,100
</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%;">4,796,350
</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%;">Applied Materials, 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%;">14,500
</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%;">1,937,200
</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%;">76,800
</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%;">35,609,088
</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%;">338,800
</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%;">21,683,200
</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: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%;">55,000
</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%;">10,394,450
</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%;">74,420,288
</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 5.4%
</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%;">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%;">26,400
</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%;">12,549,768
</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%;">59,400
</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%;">16,462,710
</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%;">Cadence Design Systems, 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%;">12,900
</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%;">1,767,171
</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: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%;">95,600
</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%;">17,630,552
</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%;">203,400
</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%;">47,955,618
</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%;">350,000
</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%;">7,441,000
</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: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%;">103,806,819
</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 3.7%
</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%;">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%;">444,300
</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%;">54,271,245
</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%;">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: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%;">10,318,750
</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;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%;">6,907,500
</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%;">71,497,495
</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: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%;">338,581,423
</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 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: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 1.7%
</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%;">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%;">432,200
</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%;">27,634,868
</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%;">Nutrien Ltd.
</TD><TD
style="border-bottom:0.5pt solid #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%;">100,000
</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%;">5,389,000
</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%;">33,023,868
</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%;">33,700
</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: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%;">1,822,159
</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%;">53,500
</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%;">3,224,445
</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%;">25,100
</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%;">2,014,777
</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%;">5,239,222
</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%;">40,085,249
</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%;">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%;">30,000
</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%;">5,163,900
</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%;">7,200
</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%;">4,893,048
</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%;">Life Storage, 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%;">60,000
</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%;">5,157,000
</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%;">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%;">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: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%;">9,576,000
</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%;">Public Storage
</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%;">5,600
</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%;">1,381,856
</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%;">VICI Properties, 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%;">180,000
</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%;">5,083,200
</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%;">Welltower, 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%;">67,500
</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%;">4,835,025
</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: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%;">394,900
</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%;">14,058,440
</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%;">50,148,469
</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%;">50,148,469
</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:31pt;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 2021<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>
</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
<!--PAGE BREAK-->
<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, March 31, 2021 (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 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">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%;">Duke 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: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%;">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: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%;">5,309,150
</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%;">125,000
</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%;">7,325,000
</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%;">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%;">81,800
</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%;">3,577,932
</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%;">285,700
</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: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%;">10,779,461
</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%;">60,000
</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: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%;">4,881,000
</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: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%;">31,872,543
</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 0.2%
</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%;">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: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%;">160,100
</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: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%;">4,292,281
</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 0.1%
</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%;">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-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%;">9,700
</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%;">1,291,458
</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%;">37,456,282
</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 $974,555,049)
</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%;">1,334,646,557
</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 7.9%
</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 0.4%
</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">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%;">5,500,000
</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%;">8,669,375
</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">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="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;white-space:nowrap;width:98.67%;" colspan="5">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%;">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%;">9,500,000
</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%;">9,132,350
</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="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%;">5,602,500
</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="5">Health Care 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">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%;">3,100,000
</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%;">4,845,671
</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%;">3,868,850
</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%;">1,300,000
</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%;">2,145,364
</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%;">10,859,885
</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">Home Construction 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">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%;">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-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%;">3,932,813
</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 &#8212;%
</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 Escrow<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(d),(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: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:36.92pt;padding-right:4pt;padding-top:1pt;
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="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 0.7%
</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">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%;">4,000,000
</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%;">6,922,000
</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">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%;">5,903,100
</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%;">12,825,100
</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">Media and Entertainment 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">fuboTV, 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%;">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: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%;">5,000,000
</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%;">4,284,375
</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">Metals and Mining 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">Ivanhoe Mines 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%;">04/15/2026
</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%;">2.500%
</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%;">1,136,000
</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%;">1,164,229
</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 0.3%
</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">RWT Holdings, 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%;">10/01/2025
</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%;">6,725,025
</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 0.8%
</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">Blackstone Mortgage Trust, 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%;">05/05/2022
</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%;">4.375%
</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%;">4,800,000
</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%;">4,905,120
</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">PennyMac 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:42.92%;">03/15/2026
</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%;">5.500%
</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%;">9,500,000
</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%;">9,690,000
</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%;">14,595,120
</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 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-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%;">2,134,776
</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">Aerie 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%;">10/01/2024
</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%;">1.500%
</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%;">5,500,000
</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%;">5,653,581
</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">Bridgebio Pharma, 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%;">02/01/2029
</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%;">4,500,000
</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%;">4,274,545
</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%;">7,027,229
</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%;">4,452,400
</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%;">9,000,000
</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%;">7,324,200
</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%;">5,293,875
</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-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%;">4,820,156
</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: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%;">40,980,762
</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:38pt;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 2021
</TD></TR></TABLE>
</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
<!--PAGE BREAK-->
<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, March 31, 2021 (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-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">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),(f)</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: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%;">4,033,129
</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 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-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%;">2,000,000
</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%;">6,852,500
</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="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%;">3.250%
</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%;">2,500,000
</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%;">5,728,125
</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">Guess?, 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%;">04/15/2024
</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%;">2.000%
</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%;">5,000,000
</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%;">5,693,627
</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%;">18,274,252
</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 0.5%
</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">1Life Healthcare, 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%;">06/15/2025
</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%;">3.000%
</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: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%;">4,772,400
</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="border-bottom:0.5pt solid #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%;">2.250%
</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%;">4,000,000
</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%;">4,936,000
</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: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%;">9,708,400
</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-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 $126,110,610)
</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%;">150,787,315
</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 6.4%
</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: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 0.2%
</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 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: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%;">4,100
</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: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%;">4,611,065
</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">Media 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%;">ViacomCBS, 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%;">5.750%
</TD><TD
style="border-bottom:0.5pt solid #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%;">54,700
</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%;">3,650,950
</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: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: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%;">8,262,015
</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 0.4%
</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">Auto Components 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%;">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: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%;">42,500
</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: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%;">6,710,325
</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;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: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%;">6,710,325
</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: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%;">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: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%;">4,653,070
</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="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-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%;">4,653,070
</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">Financials 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">Capital Markets 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: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: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%;">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: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%;">4,415,000
</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: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%;">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: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%;">4,998,750
</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: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: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%;">9,413,750
</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: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: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%;">9,413,750
</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="4">Health Care 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: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 1.0%
</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: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%;">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%;">6,978,400
</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%;">45,000
</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%;">4,834,125
</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: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%;">4.750%
</TD><TD
style="border-bottom:0.5pt solid #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%;">4,800
</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: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%;">7,361,782
</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%;">19,174,307
</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%;">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%;">7,221,600
</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: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%;">26,395,907
</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 0.5%
</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">Machinery 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: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%;">87,500
</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: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%;">10,323,250
</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: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: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%;">10,323,250
</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">Information Technology 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: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%;">24,000
</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%;">6,872,640
</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">IT Services 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%;">Sabre 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%;">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%;">5,061,150
</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: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%;">11,933,790
</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="4">Real Estate 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">Equity Real Estate Investment Trusts (REITS) 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%;">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%;">34,500
</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%;">4,838,970
</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%;">4,838,970
</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="4">Utilities 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: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 0.5%
</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: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%;">195,000
</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%;">9,672,000
</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">Gas 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%;">South Jersey Industries, 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%;">8.750%
</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%;">140,000
</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%;">6,933,774
</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%;">Spire, 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: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%;">140,000
</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%;">7,581,523
</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%;">14,515,297
</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:52pt;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 2021<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
</TD></TR></TABLE>
</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
<!--PAGE BREAK-->
<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, March 31, 2021 (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="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">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-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%;">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-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: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%;">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:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:21.06%;">14,907,000
</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;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%;">39,094,297
</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 $108,746,526)
</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%;">121,625,374
</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">Corporate Bonds &amp; Notes 13.1%
</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:40.45%;" 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:15.95%;"
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 0.6%
</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">Rolls-Royce PLC<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:40.45%;">10/15/2027
</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%;">5.750%
</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:15.95%;">4,667,000
</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%;">4,964,382
</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:40.45%;">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:15.95%;">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%;">6,770,770
</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%;">11,735,152
</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 0.1%
</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">American Airlines, Inc./AAdvantage Loyalty IP 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:40.45%;">04/20/2026
</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%;">5.500%
</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:15.95%;">2,459,000
</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%;">2,557,782
</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:40.45%;">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:15.95%;">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%;">4,421,502
</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:40.45%;">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:15.95%;">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%;">2,287,923
</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%;">6,709,425
</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 0.5%
</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">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:40.45%;">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:15.95%;">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%;">4,647,839
</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:40.45%;">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:15.95%;">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%;">4,894,281
</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%;">9,542,120
</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:40.45%;">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:15.95%;">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%;">2,320,448
</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:40.45%;">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:15.95%;">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%;">2,574,196
</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%;">4,894,644
</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 0.1%
</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">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:40.45%;">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:15.95%;">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%;">1,677,783
</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:1pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:40.45%;">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:15.95%;">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%;">819,179
</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: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%;">2,496,962
</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:40.45%;" 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:15.95%;"
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">Finance Companies 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">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-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:40.45%;">10/01/2025
</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%;">6.500%
</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:15.95%;">6,000,000
</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%;">6,273,586
</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:40.45%;">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:15.95%;">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%;">3,144,013
</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:40.45%;">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:15.95%;">5,700,000
</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%;">6,488,124
</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%;">15,905,723
</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="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">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="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:40.45%;">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%;">7.500%
</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:15.95%;">4,197,000
</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%;">4,362,681
</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">Triton Water 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:40.45%;">04/01/2029
</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%;">6.250%
</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:15.95%;">2,442,000
</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%;">2,489,603
</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">United Natural Foods, 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:40.45%;">10/15/2028
</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%;">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:15.95%;">5,580,000
</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%;">5,956,502
</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%;">12,808,786
</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 0.2%
</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">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:40.45%;">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:15.95%;">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%;">4,518,204
</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 0.8%
</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">Quotient Ltd.<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(c),(d),(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-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:40.45%;">04/15/2024
</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: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:15.95%;">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:40.45%;">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:15.95%;">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:40.45%;">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:15.95%;">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%;">6,234,867
</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:40.45%;">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:15.95%;">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%;">6,229,097
</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%;">15,563,964
</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 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-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:40.45%;">02/01/2029
</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%;">5.375%
</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:15.95%;">9,663,000
</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%;">9,518,527
</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">Occidental Petroleum 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:40.45%;">07/15/2044
</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%;">4.500%
</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:15.95%;">5,700,000
</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%;">4,852,434
</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:40.45%;">04/15/2046
</TD><TD
style="border-bottom:0.5pt solid #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%;">4.400%
</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:15.95%;">5,700,000
</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%;">4,878,068
</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%;">19,249,029
</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 0.7%
</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">Cedar Fair LP/Canada&#8217;s Wonderland Co./Magnum Management Corp./Millennium Operations 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:40.45%;">10/01/2028
</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%;">6.500%
</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:15.95%;">4,100,000
</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%;">4,391,849
</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:40.45%;">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:15.95%;">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%;">4,479,006
</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:40.45%;">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:15.95%;">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%;">4,704,918
</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: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%;">13,575,773
</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:36pt;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 2021
</TD></TR></TABLE>
</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
<!--PAGE BREAK-->
<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, March 31, 2021 (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-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:40.45%;" 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:15.95%;"
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">Media and Entertainment 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">Clear Channel Outdoor 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:40.45%;">04/15/2028
</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%;">7.750%
</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:5.09pt;padding-right:4.5pt;padding-top:1pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:15.95%;">9,500,000
</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%;">9,414,813
</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),(g)</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:40.45%;">04/15/2029
</TD><TD
style="border-bottom:0.5pt solid #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%;">5.500%
</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:15.95%;">11,500,000
</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: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%;">11,488,945
</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%;">20,903,758
</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 0.4%
</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">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:40.45%;">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:5.09pt;padding-right:4.5pt;padding-top:1pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:15.95%;">4,600,000
</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%;">4,254,510
</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:40.45%;">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:5.09pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:15.95%;">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%;">3,931,919
</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: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%;">8,186,429
</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 0.2%
</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">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:40.45%;">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:5.09pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:15.95%;">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%;">4,264,131
</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 0.2%
</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">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:40.45%;">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:5.09pt;padding-right:4.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:15.95%;">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%;">2,904,412
</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:40.45%;">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:5.09pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:15.95%;">1,754,000
</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%;">1,440,747
</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%;">4,345,159
</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 0.4%
</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">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:40.45%;">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:5.09pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:15.95%;">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%;">7,657,800
</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 1.3%
</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">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:40.45%;">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:5.09pt;padding-right:4.5pt;padding-top:1pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:15.95%;">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%;">8,396,739
</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:40.45%;">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:5.09pt;padding-right:4.5pt;padding-top:1pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:15.95%;">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%;">8,492,967
</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:40.45%;">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:5.09pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:15.95%;">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%;">7,400,451
</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%;">24,290,157
</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">Pharmaceuticals 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">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-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:40.45%;">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:5.09pt;padding-right:4.5pt;padding-top:1pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:15.95%;">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%;">1,251,938
</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:40.45%;">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:5.09pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:15.95%;">8,028,000
</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%;">8,062,397
</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%;">9,314,335
</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">Restaurants 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">Dave &amp; Buster&#8217;s, 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:40.45%;">11/01/2025
</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%;">7.625%
</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:5.09pt;padding-right:4.5pt;padding-top:1pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:15.95%;">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%;">4,489,555
</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:40.45%;">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:5.09pt;padding-right:4.5pt;padding-top:1pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:15.95%;">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%;">4,345,603
</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%;">8,835,158
</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:40.45%;" 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:15.95%;"
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">Retailers 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">Academy 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:40.45%;">11/15/2027
</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%;">6.000%
</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:15.95%;">4,667,000
</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%;">4,923,685
</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:40.45%;">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: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%;">6.625%
</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:15.95%;">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%;">4,794,011
</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%;">9,717,696
</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 0.3%
</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">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:40.45%;">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: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%;">7.250%
</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:15.95%;">4,512,000
</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%;">5,240,318
</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 1.3%
</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">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:40.45%;">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: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%;">6.125%
</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:15.95%;">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%;">4,790,771
</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:40.45%;">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: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:15.95%;">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%;">2,559,473
</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:40.45%;">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%;">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:15.95%;">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%;">6,743,306
</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">Rocket Software, 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:40.45%;">02/15/2029
</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%;">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:15.95%;">7,175,000
</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%;">7,235,952
</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="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:40.45%;">04/15/2025
</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: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%;">9.250%
</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:15.95%;">1,800,000
</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%;">2,150,076
</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:40.45%;">09/01/2025
</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:13.94%;">7.375%
</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: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:15.95%;">923,000
</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%;">1,007,175
</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%;">24,486,753
</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 0.2%
</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">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:40.45%;">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: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%;">6.125%
</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:15.95%;">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%;">4,623,710
</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 $242,417,922)
</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%;">251,422,968
</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="3">Limited Partnerships 0.6%
</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">Energy 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: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 0.6%
</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%;">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: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="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%;">4,349,700
</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%;">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: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%;">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: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%;">4,783,500
</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%;">Summit Midstream Partners LP<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%;">112,000
</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%;">2,639,840
</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%;">11,773,040
</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%;">11,773,040
</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 $17,460,283)
</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%;">11,773,040
</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:30pt;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 2021<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;">
<!--PAGE BREAK-->
<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, March 31, 2021 (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="5">Preferred Debt 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: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;">(f)</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%;">6.582%
</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%;">3,900,500
</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="5">Finance Companies 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">GMAC Capital Trust I<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(f)</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%;">5.983%
</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%;">160,000
</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%;">4,076,800
</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-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 $7,843,901)
</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%;">7,977,300
</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>
06/24/2024
</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%;">7,723,860
</TD><TD
style="border-bottom:0.5pt solid #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%;">7,419,231
</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 $7,662,521)
</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%;">7,419,231
</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 0.0%
</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:60.34%;" 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:17.27%;" 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 0.0%
</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 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-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:60.34%;">Chesapeake Energy Corp.<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:22.75pt;padding-right:4.5pt;padding-top:2.25pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:17.27%;">6,642
</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: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%;">111,585
</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:60.34%;">Goodrich Petroleum Corp.<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(a),(d),(e)</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:18.67pt;padding-right:4.5pt;
padding-top:2.25pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:17.27%;">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: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:60.34%;">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:17.27%;">&#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: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%;">111,585
</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: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%;">111,585
</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 $116,235)
</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: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%;">111,585
</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 1.5%
</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:60.34%;" 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:17.27%;" 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="border-bottom:0.5pt solid #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:60.34%;">Columbia Short-Term Cash Fund, 0.067%<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">(k),(l)</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:17.27%;">29,009,942
</TD><TD
style="border-bottom:0.5pt solid #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%;">29,007,041
</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 $29,006,652)
</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%;">29,007,041
</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: $1,513,919,699)
</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%;">1,914,770,411
</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: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:60.34%;">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:17.27%;">&#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:16.08pt;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%;">(1,749,463)
</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%;">1,913,020,948
</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 March 31, 2021,
securities and/or cash totaling $1,977,609 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:34.26%;" 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:11.21%;" 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:34.26%;">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%;">99
</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%;">06/2021
</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:11.21%;">19,638,630
</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%;">197,507
</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>
</DIV>
<DIV
style="clear:both;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 March 31, 2021, the total value of these securities amounted to $289,763,375, which represents 15.15% 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 fair value as determined in good faith under procedures approved by the Board of Directors. At March 31, 2021, the total value of these securities amounted to $3,100,000,
which represents 0.16% 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%;">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%;">(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 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 March 31, 2021.
</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%;">Represents a security purchased on a when-issued basis.
</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 March 31, 2021 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></TABLE>
</DIV>
</DIV>
</DIV>
<DIV
style="width:100%;" type="Block">
</DIV>
<DIV
style="margin-top:28pt;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%;">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 2021
</TD></TR></TABLE>
</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
<!--PAGE BREAK-->
<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, March 31, 2021 (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;text-align:left;text-decoration:none;text-transform:none;">Notes to Portfolio of Investments&nbsp;&nbsp;<FONT
style="font-size:8pt;line-height:11pt;">(continued)<BR>
</FONT></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:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;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%;">(j)
</TD><TD
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;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%;">Variable rate security. The interest rate shown was the current rate as of March 31, 2021.
</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: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:bold;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 March 31, 2021.
</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: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:bold;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, as amended, 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 March 31, 2021 are as follows:
</TD></TR></TABLE>
</DIV>
<DIV
style="color:#002064;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;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:22.58%;" 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($)
</TD><TD
style="color:#FFFFFF;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:3pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.87%;" bgcolor="#002064">Sales($)
</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)($)
</TD><TD
style="color:#FFFFFF;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:2.25pt;padding-left:4.5pt;padding-right:4.5pt;padding-top:3pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:8.63%;" bgcolor="#002064">End of<BR>
period($)
</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, 0.067%
</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:22.58%;">&#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%;">30,450,397
</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%;">105,090,154
</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:9.87%;">(106,533,510)
</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%;">&#8212;
</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:8.63%;">29,007,041
</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%;">&#8212;
</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%;">6,341
</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%;">29,009,942
</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:387pt;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 2021<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%;">9
</TD></TR></TABLE>
</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
<!--PAGE BREAK-->
<DIV
style="width:100%;">
<DIV
style="width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:Normal;line-height:13pt;margin-top:6pt;text-align:left;text-decoration:none;text-transform:none;">You may at any time request, free
of charge, to receive a paper copy of this report by calling 800.345.6611.</DIV>
</DIV>
<DIV
style="margin-top:5.0pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:right;text-decoration:none;text-transform:none;">1QT240_12_L01_(05/21)</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
</BODY>
</HTML>
</TEXT>
</DOCUMENT>
</SEC-DOCUMENT>
