<SEC-DOCUMENT>0001752724-22-222598.txt : 20220929
<SEC-HEADER>0001752724-22-222598.hdr.sgml : 20220929
<ACCEPTANCE-DATETIME>20220929100146
ACCESSION NUMBER:		0001752724-22-222598
CONFORMED SUBMISSION TYPE:	NPORT-P
PUBLIC DOCUMENT COUNT:		2
CONFORMED PERIOD OF REPORT:	20220731
FILED AS OF DATE:		20220929
DATE AS OF CHANGE:		20220929
PERIOD START:           	20221031

FILER:

	COMPANY DATA:	
		COMPANY CONFORMED NAME:			ADVENT CONVERTIBLE & INCOME FUND
		CENTRAL INDEX KEY:			0001219120
		IRS NUMBER:				000000000
		STATE OF INCORPORATION:			DE
		FISCAL YEAR END:			1031

	FILING VALUES:
		FORM TYPE:		NPORT-P
		SEC ACT:		1940 Act
		SEC FILE NUMBER:	811-21309
		FILM NUMBER:		221278241

	BUSINESS ADDRESS:	
		STREET 1:		227 W. MONROE STREET
		CITY:			CHICAGO
		STATE:			IL
		ZIP:			60606
		BUSINESS PHONE:		312-827-0100

	MAIL ADDRESS:	
		STREET 1:		227 W. MONROE STREET
		CITY:			CHICAGO
		STATE:			IL
		ZIP:			60606

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	ADVENT CLAYMORE CONVERTIBLE SECURITIES & INCOME FUND
		DATE OF NAME CHANGE:	20030219
</SEC-HEADER>
<DOCUMENT>
<TYPE>NPORT-P
<SEQUENCE>1
<FILENAME>primary_doc.xml
<TEXT>
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        <invCountry>KY</invCountry>

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              <name>China Lodging Group Ltd</name>
              <title>China Lodging Group Ltd</title>
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          </dbtSecRefInstruments>
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            <currencyInfo convRatio="24.12020000" curCd="USD"/>
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          <delta>XXXX</delta>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>KINGSOFT CORP LTD</name>
        <lei>529900UVT35D3Q7YQY41</lei>
        <title>Kingsoft Corporation Ltd.</title>
        <cusip>BJ0873668</cusip>
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          <isin value="XS2158580493"/>
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        <pctVal>0.257920347340</pctVal>
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        <assetCat>DBT</assetCat>
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        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
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          <couponKind>Fixed</couponKind>
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          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Kingsoft Corp Ltd</name>
              <title>Kingsoft Corp Ltd</title>
              <curCd>HKD</curCd>
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                <isin value="KYG5264Y1089"/>
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            <currencyInfo convRatio="28312.57080000" curCd="HKD"/>
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          <delta>XXXX</delta>
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        <securityLending>
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      <invstOrSec>
        <name>JPMORGAN CHASE FINANCIAL</name>
        <lei>549300NJFDJOFYVV6789</lei>
        <title>JPMorgan Chase Financial Company LLC</title>
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          <isin value="US48133DL244"/>
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        <curCd>USD</curCd>
        <valUSD>4253858.00000000</valUSD>
        <pctVal>0.909002248399</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Boeing Co/The</name>
              <title>Boeing Co/The</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="097023105"/>
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            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="4.78530000" curCd="USD"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CCO HLDGS LLC/CAP CORP</name>
        <lei>N/A</lei>
        <title>CCO Holdings LLC / CCO Holdings Capital Corp.</title>
        <cusip>1248EPBX0</cusip>
        <identifiers>
          <isin value="US1248EPBX05"/>
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        <balance>2729000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2638479.07000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LUMEN TECHNOLOGIES INC</name>
        <lei>8M3THTGWLTYZVE6BBY25</lei>
        <title>Lumen Technologies, Inc.</title>
        <cusip>156700AX4</cusip>
        <identifiers>
          <isin value="US156700AX46"/>
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        <balance>2065000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2100768.26000000</valUSD>
        <pctVal>0.448910864374</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.75000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PLAYTIKA HOLDING CORP</name>
        <lei>254900E35Z4TKA4UFG64</lei>
        <title>Playtika Holding Corp.</title>
        <cusip>72815LAA5</cusip>
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          <isin value="US72815LAA52"/>
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        <balance>2327000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2090216.12000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>The Bank of New York Mellon</name>
        <lei>HPFHU0OQ28E4N0NFVK49</lei>
        <title>CURRENCY CONTRACT - Rec USD / Deliver EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CC.USD.EUR9"/>
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        <balance>-177000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.98073000"/>
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        <pctVal>-0.00006013633</pctVal>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="Derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>THE BANK OF NEW YORK MELLON</counterpartyName>
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            <amtCurSold>177000.00000000</amtCurSold>
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            <settlementDt>2022-09-13</settlementDt>
            <unrealizedAppr>-281.42000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SC GAMES HOLDIN/US FINCO</name>
        <lei>N/A</lei>
        <title>Scientific Games Holdings Limited Partnership/Scientific Games US FinCo, Inc.</title>
        <cusip>80874DAA4</cusip>
        <identifiers>
          <isin value="US80874DAA46"/>
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        <balance>1492000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1342315.10000000</valUSD>
        <pctVal>0.286837840840</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>The Bank of New York Mellon</name>
        <lei>HPFHU0OQ28E4N0NFVK49</lei>
        <title>CURRENCY CONTRACT - Rec EUR / Deliver USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CC.EUR.USD16"/>
        </identifiers>
        <balance>305000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.98073000"/>
        <valUSD>-6904.32000000</valUSD>
        <pctVal>-0.00147537656</pctVal>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="Derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>THE BANK OF NEW YORK MELLON</counterpartyName>
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            <unrealizedAppr>-6904.32000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The Bank of New York Mellon</name>
        <lei>HPFHU0OQ28E4N0NFVK49</lei>
        <title>CURRENCY CONTRACT - Rec USD / Deliver JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CC.USD.JPY1"/>
        </identifiers>
        <balance>-1142402300.00000000</balance>
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        <currencyConditional curCd="JPY" exchangeRt="133.65000000"/>
        <valUSD>33019.27000000</valUSD>
        <pctVal>0.007055851575</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>THE BANK OF NEW YORK MELLON</counterpartyName>
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            <amtCurSold>1142402300.00000000</amtCurSold>
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            <settlementDt>2022-09-13</settlementDt>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ELECTRICITE DE FRANCE SA</name>
        <lei>549300X3UK4GG3FNMO06</lei>
        <title>Electricite de France S.A.</title>
        <cusip>ZO3861812</cusip>
        <identifiers>
          <isin value="FR0013534518"/>
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        <balance>103982.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.98073000"/>
        <valUSD>1633316.72000000</valUSD>
        <pctVal>0.349021657711</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-14</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Electricite de France SA</name>
              <title>Electricite de France SA</title>
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          <currencyInfos>
            <currencyInfo convRatio="1.12400000" curCd="EUR"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>XERO INVESTMENTS LTD</name>
        <lei>25490002CIY32NFE4689</lei>
        <title>Xero Investments Ltd.</title>
        <cusip>BM7530900</cusip>
        <identifiers>
          <isin value="XS2263667250"/>
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        <balance>609000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>493290.00000000</valUSD>
        <pctVal>0.105410598828</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NZ</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-02</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Xero Ltd</name>
              <title>Xero Ltd</title>
              <curCd>USD</curCd>
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                <isin value="NZXROE0001S2"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="7.42250000" curCd="USD"/>
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          <delta>XXXX</delta>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
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      <invstOrSec>
        <name>BLOCK INC</name>
        <lei>549300OHIIUWSTIZME52</lei>
        <title>Block, Inc.</title>
        <cusip>852234AF0</cusip>
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          <isin value="US852234AF05"/>
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        <balance>3325000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3412281.25000000</valUSD>
        <pctVal>0.729166636126</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Square Inc</name>
              <title>Square Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="852234103"/>
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          <currencyInfos>
            <currencyInfo convRatio="8.26410000" curCd="USD"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The Bank of New York Mellon</name>
        <lei>HPFHU0OQ28E4N0NFVK49</lei>
        <title>CURRENCY CONTRACT - Rec EUR / Deliver USD</title>
        <cusip>N/A</cusip>
        <identifiers>
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        <balance>1200000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.98073000"/>
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        <isRestrictedSec>N</isRestrictedSec>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PARAMOUNT GLOBAL</name>
        <lei>5KYC8KF17ROCY24M3H09</lei>
        <title>Paramount Global</title>
        <cusip>92556H305</cusip>
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          <isin value="US92556H3057"/>
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        <balance>17612.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>680351.56000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ITRON INC</name>
        <lei>24F6LSZD18II6ICG6S41</lei>
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          <delta>XXXX</delta>
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      <invstOrSec>
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            <currencyInfo convRatio="21.08590000" curCd="USD"/>
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          <delta>XXXX</delta>
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      <invstOrSec>
        <name>SOLAR EDGE TECHNOLOGIES</name>
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        <curCd>USD</curCd>
        <valUSD>1515645.00000000</valUSD>
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          <maturityDt>2025-09-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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          <isContngtConvrtbl>Y</isContngtConvrtbl>
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            <currencyInfo convRatio="3.59970000" curCd="USD"/>
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          <delta>XXXX</delta>
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      <invstOrSec>
        <name>SPIRIT AIRLINES INC</name>
        <lei>549300DCAFIXFNFR3304</lei>
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        <debtSec>
          <maturityDt>2026-05-15</maturityDt>
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          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
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              <title>Spirit Airlines Inc</title>
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          <currencyInfos>
            <currencyInfo convRatio="20.37910000" curCd="USD"/>
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          <delta>XXXX</delta>
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      <invstOrSec>
        <name>ROYAL CARIBBEAN CRUISES</name>
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        <isRestrictedSec>N</isRestrictedSec>
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          <delta>XXXX</delta>
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      <invstOrSec>
        <name>The Bank of New York Mellon</name>
        <lei>HPFHU0OQ28E4N0NFVK49</lei>
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      <invstOrSec>
        <name>NRG ENERGY INC</name>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
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              <title>NRG Energy Inc</title>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>VIAVI SOLUTIONS INC</name>
        <lei>5493006K3E3N1QOBF092</lei>
        <title>Viavi Solutions, Inc.</title>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
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              <title>Viavi Solutions Inc</title>
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          <currencyInfos>
            <currencyInfo convRatio="75.62290000" curCd="USD"/>
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          <delta>XXXX</delta>
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      <invstOrSec>
        <name>MPH ACQUISITION HOLDINGS</name>
        <lei>5493002WXOPRPTXWTU06</lei>
        <title>MPH Acquisition Holdings LLC</title>
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        <valUSD>2144474.00000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>The Bank of New York Mellon</name>
        <lei>HPFHU0OQ28E4N0NFVK49</lei>
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        <balance>-600000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>
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        <securityLending>
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      <invstOrSec>
        <name>HERBALIFE LTD</name>
        <lei>549300BA7TYPBSZZIA41</lei>
        <title>Herbalife Nutrition Ltd.</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Herbalife Nutrition Ltd</name>
              <title>Herbalife Nutrition Ltd</title>
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          <currencyInfos>
            <currencyInfo convRatio="16.03520000" curCd="USD"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AETHON UN/AETHIN UN FIN</name>
        <lei>N/A</lei>
        <title>Aethon United BR Limited Partnership / Aethon United Finance Corp.</title>
        <cusip>00810GAC8</cusip>
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          <isin value="US00810GAC87"/>
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        <balance>1956000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2024078.58000000</valUSD>
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        <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>8.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AMERICA MOVIL BV</name>
        <lei>724500AVF7ZU7L61BL70</lei>
        <title>America Movil BV</title>
        <cusip>BO2399141</cusip>
        <identifiers>
          <isin value="XS2308171383"/>
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        <balance>1200000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>
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            <dbtSecRefInstrument>
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        <name>SOCIETE GENERALE</name>
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        <isRestrictedSec>N</isRestrictedSec>
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      <invstOrSec>
        <name>BOOKING HOLDINGS INC</name>
        <lei>FXM8FAOHMYDIPD38UZ17</lei>
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            <currencyInfo convRatio="0.53010000" curCd="USD"/>
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          <delta>XXXX</delta>
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      <invstOrSec>
        <name>APTIV PLC</name>
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          <isin value="JE00BMHMX696"/>
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        <invCountry>JE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ARRAY TECHNOLOGIES INC</name>
        <lei>549300JM5FECYJQ85V37</lei>
        <title>Array Technologies, Inc.</title>
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          <isin value="US04271TAA88"/>
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            <dbtSecRefInstrument>
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      <invstOrSec>
        <name>The Bank of New York Mellon</name>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DAVITA INC</name>
        <lei>M2XHYMU3TZNEZURC6H66</lei>
        <title>DaVita, Inc.</title>
        <cusip>23918KAS7</cusip>
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        <balance>3523000.00000000</balance>
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        <invCountry>US</invCountry>
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          <maturityDt>2030-06-01</maturityDt>
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      <invstOrSec>
        <name>MATCH GROUP FINANCECO 3</name>
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        <title>Match Group Financeco 3, Inc.</title>
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            <dbtSecRefInstrument>
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              <title>Match Group Inc</title>
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          <currencyInfos>
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      <invstOrSec>
        <name>LCI INDUSTRIES</name>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
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            <dbtSecRefInstrument>
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      <invstOrSec>
        <name>NRG ENERGY INC</name>
        <lei>5E2UPK5SW04M13XY7I38</lei>
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      <invstOrSec>
        <name>MACY'S RETAIL HLDGS LLC</name>
        <lei>N/A</lei>
        <title>Macy's Retail Holdings LLC</title>
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        <balance>2046000.00000000</balance>
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          <couponKind>Fixed</couponKind>
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        <name>NMI HOLDINGS</name>
        <lei>529900KNNGFXJX1C3Z08</lei>
        <title>NMI Holdings, Inc.</title>
        <cusip>629209AA5</cusip>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>7.37500000</annualizedRt>
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      <invstOrSec>
        <name>SEA LTD</name>
        <lei>529900OM6JLLW44YKI15</lei>
        <title>Sea Ltd.</title>
        <cusip>81141RAG5</cusip>
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        <balance>1348000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1001723.99000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
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          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Sea Ltd</name>
              <title>Sea Ltd</title>
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          <currencyInfos>
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          <delta>XXXX</delta>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SEALED AIR CORP</name>
        <lei>Q0M0CZB4YN6JZ65WXI09</lei>
        <title>Sealed Air Corp.</title>
        <cusip>81211KAW0</cusip>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>QIAGEN NV</name>
        <lei>54930036WK3GMCN17Z57</lei>
        <title>QIAGEN N.V.</title>
        <cusip>AV5355400</cusip>
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          <isin value="XS1908221507"/>
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        <balance>4400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5174510.35000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>QIAGEN NV</name>
              <title>QIAGEN NV</title>
              <curCd>USD</curCd>
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                <isin value="NL0012169213"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="4360.30980000" curCd="USD"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TENET HEALTHCARE CORP</name>
        <lei>0W9AIBT6U6ADJ2I8HK17</lei>
        <title>Tenet Healthcare Corp.</title>
        <cusip>88033GDP2</cusip>
        <identifiers>
          <isin value="US88033GDP28"/>
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        <balance>1175000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1188559.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.12500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SOUTHWESTERN ENERGY CO</name>
        <lei>EFWMP121W54QV9MGOP87</lei>
        <title>Southwestern Energy Co.</title>
        <cusip>845467AL3</cusip>
        <identifiers>
          <isin value="US845467AL33"/>
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        <balance>2754000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2791041.30000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.95000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TRANSDIGM INC</name>
        <lei>88Q84GB3X55CF5OC7582</lei>
        <title>TransDigm, Inc.</title>
        <cusip>89364MBR4</cusip>
        <identifiers>
          <isin value="US89364MBR43"/>
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        <balance>3251649.76000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3153196.31000000</valUSD>
        <pctVal>0.673803059583</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-09</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.62200000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MICHAELS COS INC/THE</name>
        <lei>549300H9LWMBP7HYLR98</lei>
        <title>Michaels Companies, Inc.</title>
        <cusip>55916AAB0</cusip>
        <identifiers>
          <isin value="US55916AAB08"/>
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        <balance>2348000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1614191.30000000</valUSD>
        <pctVal>0.344934767697</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.87500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NCL CORPORATION LTD</name>
        <lei>UNZWILHE4KMRP9K2L524</lei>
        <title>NCL Corporation Ltd.</title>
        <cusip>62886HBC4</cusip>
        <identifiers>
          <isin value="US62886HBC43"/>
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        <balance>2057000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1410073.50000000</valUSD>
        <pctVal>0.301317058987</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.12500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Norwegian Cruise Line Holdings Ltd</name>
              <title>Norwegian Cruise Line Holdings Ltd</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="BMG667211046"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="29.68500000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEXTERA ENERGY PARTNERS</name>
        <lei>5493008F4ZOQFNG3WN54</lei>
        <title>NextEra Energy Partners, LP</title>
        <cusip>65341BAD8</cusip>
        <identifiers>
          <isin value="US65341BAD82"/>
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        <balance>1861000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2088972.50000000</valUSD>
        <pctVal>0.446390241363</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>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>NextEra Energy Partners LP</name>
              <title>NextEra Energy Partners LP</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="65341B106"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="13.16530000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WELLS FARGO &amp; COMPANY</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>Wells Fargo &amp; Co.</title>
        <cusip>949746804</cusip>
        <identifiers>
          <isin value="US9497468044"/>
        </identifiers>
        <balance>3949.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5030236.20000000</valUSD>
        <pctVal>1.074905654062</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</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>DELIVERY HERO AG</name>
        <lei>529900C3EX1FZGE48X78</lei>
        <title>Delivery Hero SE</title>
        <cusip>ZP5363111</cusip>
        <identifiers>
          <isin value="DE000A254Y84"/>
        </identifiers>
        <balance>800000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.98073000"/>
        <valUSD>751417.14000000</valUSD>
        <pctVal>0.160569504140</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Delivery Hero SE</name>
              <title>Delivery Hero SE</title>
              <curCd>EUR</curCd>
              <identifiers>
                <isin value="DE000A2E4K43"/>
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            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="1020.40820000" curCd="EUR"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UBER TECHNOLOGIES INC</name>
        <lei>549300B2FTG34FILDR98</lei>
        <title>Uber Technologies, Inc.</title>
        <cusip>90353TAJ9</cusip>
        <identifiers>
          <isin value="US90353TAJ97"/>
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        <balance>1708000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1426887.95000000</valUSD>
        <pctVal>0.304910120357</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Uber Technologies Inc</name>
              <title>Uber Technologies Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="90353T100"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="12.37010000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SCOTTS MIRACLE-GRO CO</name>
        <lei>2TH9E0JTOUXOEGI2R879</lei>
        <title>Scotts Miracle-Gro Co.</title>
        <cusip>810186AW6</cusip>
        <identifiers>
          <isin value="US810186AW67"/>
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        <balance>2055000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1687792.05000000</valUSD>
        <pctVal>0.360662431205</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.37500000</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 HEALTHCARE CORP</name>
        <lei>0W9AIBT6U6ADJ2I8HK17</lei>
        <title>Tenet Healthcare Corp.</title>
        <cusip>88033GDN7</cusip>
        <identifiers>
          <isin value="US88033GDN79"/>
        </identifiers>
        <balance>2115000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1973971.80000000</valUSD>
        <pctVal>0.421815867966</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BILL.COM HOLDINGS INC</name>
        <lei>549300IBF9VZZIGOZW63</lei>
        <title>Bill.com Holdings, Inc.</title>
        <cusip>090043AB6</cusip>
        <identifiers>
          <isin value="US090043AB64"/>
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        <balance>4100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4624800.00000000</valUSD>
        <pctVal>0.988268437356</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-01</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Bill.com Holdings Inc</name>
              <title>Bill.com Holdings Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="090043100"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="6.21590000" curCd="USD"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>VM CONSOLIDATED INC</name>
        <lei>N/A</lei>
        <title>VM Consolidated, Inc.</title>
        <cusip>91835HAA0</cusip>
        <identifiers>
          <isin value="US91835HAA05"/>
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        <balance>2988000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2622993.03000000</valUSD>
        <pctVal>0.560504502455</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>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NETFLIX INC</name>
        <lei>549300Y7VHGU0I7CE873</lei>
        <title>Netflix, Inc.</title>
        <cusip>64110LAL0</cusip>
        <identifiers>
          <isin value="US64110LAL09"/>
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        <balance>4000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4144445.68000000</valUSD>
        <pctVal>0.885622049793</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Bank of New York Mellon</name>
        <lei>HPFHU0OQ28E4N0NFVK49</lei>
        <title>CURRENCY CONTRACT - Rec EUR / Deliver USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CC.EUR.USD18"/>
        </identifiers>
        <balance>400000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.98073000"/>
        <valUSD>-1098.04000000</valUSD>
        <pctVal>-0.00023463896</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>THE BANK OF NEW YORK MELLON</counterpartyName>
              <counterpartyLei>HPFHU0OQ28E4N0NFVK49</counterpartyLei>
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            <amtCurSold>410252.40000000</amtCurSold>
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            <amtCurPur>400000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2022-09-13</settlementDt>
            <unrealizedAppr>-1098.04000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LYFT INC</name>
        <lei>549300H7I5VN334XVZ52</lei>
        <title>Lyft, Inc.</title>
        <cusip>55087PAB0</cusip>
        <identifiers>
          <isin value="US55087PAB04"/>
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        <balance>5670000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4935735.00000000</valUSD>
        <pctVal>1.054711796328</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>1.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Lyft Inc</name>
              <title>Lyft Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="55087P104"/>
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            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="26.04910000" curCd="USD"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CIENA CORP</name>
        <lei>W0CZ7N0GH8UIGXDM1H41</lei>
        <title>Ciena Corp.</title>
        <cusip>171779AL5</cusip>
        <identifiers>
          <isin value="US171779AL52"/>
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        <balance>2831000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2594016.99000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>REALOGY GROUP/CO-ISSUER</name>
        <lei>N/A</lei>
        <title>Realogy Group LLC / Realogy Company-Issuer Corp.</title>
        <cusip>75606DAP6</cusip>
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          <isin value="US75606DAP69"/>
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        <balance>4150000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3129100.00000000</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.25000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Anywhere Real Estate Inc</name>
              <title>Anywhere Real Estate Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="75605Y106"/>
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          <currencyInfos>
            <currencyInfo convRatio="40.83970000" curCd="USD"/>
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          <delta>XXXX</delta>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The Bank of New York Mellon</name>
        <lei>HPFHU0OQ28E4N0NFVK49</lei>
        <title>CURRENCY CONTRACT - Rec USD / Deliver EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CC.USD.EUR1"/>
        </identifiers>
        <balance>-3022500.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.98073000"/>
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        <pctVal>0.035322299095</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>THE BANK OF NEW YORK MELLON</counterpartyName>
              <counterpartyLei>HPFHU0OQ28E4N0NFVK49</counterpartyLei>
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            <amtCurSold>3022500.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>3256970.44000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-09-13</settlementDt>
            <unrealizedAppr>165297.77000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AMERICAN AIRLINES GROUP</name>
        <lei>N/A</lei>
        <title>American Airlines Group, Inc.</title>
        <cusip>02376RAF9</cusip>
        <identifiers>
          <isin value="US02376RAF91"/>
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        <balance>4068000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4560228.00000000</valUSD>
        <pctVal>0.974470117529</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>6.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>American Airlines Group Inc</name>
              <title>American Airlines Group Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="02376R102"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="61.72840000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JAMF HOLDING CORP</name>
        <lei>254900IHLXZU4Z5ANA12</lei>
        <title>Jamf Holding Corp.</title>
        <cusip>47074LAA3</cusip>
        <identifiers>
          <isin value="US47074LAA35"/>
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        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1703000.00000000</valUSD>
        <pctVal>0.363912201353</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Jamf Holding Corp</name>
              <title>Jamf Holding Corp</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="47074L105"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="20.00240000" curCd="USD"/>
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          <delta>XXXX</delta>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>IBERDROLA INTL BV</name>
        <lei>549300ZMLFJKWC63XN87</lei>
        <title>Iberdrola International BV</title>
        <cusip>QJ6996202</cusip>
        <identifiers>
          <isin value="XS1321004118"/>
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        <balance>600000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.98073000"/>
        <valUSD>790679.39000000</valUSD>
        <pctVal>0.168959411262</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-11</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Iberdrola SA</name>
              <title>Iberdrola SA</title>
              <curCd>EUR</curCd>
              <identifiers>
                <isin value="ES0144580Y14"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="12336.38870000" curCd="EUR"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BP Capital Markets PLC</name>
        <lei>N/A</lei>
        <title>BP Capital Markets plc</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS1410519976"/>
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        <balance>600000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.82176000"/>
        <valUSD>752369.30000000</valUSD>
        <pctVal>0.160772970166</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>BP PLC</name>
              <title>BP PLC</title>
              <curCd>GBP</curCd>
              <identifiers>
                <isin value="GB0007980591"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="23445.00970000" curCd="GBP"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LIBERTY MEDIA CORP</name>
        <lei>549300ZKUTPIBZLWLL89</lei>
        <title>Liberty Media Corp.</title>
        <cusip>531229AK8</cusip>
        <identifiers>
          <isin value="US531229AK88"/>
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        <balance>1853000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2221747.22000000</valUSD>
        <pctVal>0.474762725590</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Live Nation Entertainment Inc</name>
              <title>Live Nation Entertainment Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="538034109"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="11.09830000" curCd="USD"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOCIETE GENERALE</name>
        <lei>O2RNE8IBXP4R0TD8PU41</lei>
        <title>SCGEN RR FLOAT 175 DY ROL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SCGNR0618"/>
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        <balance>-32010086.11000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-32010086.11000000</valUSD>
        <pctVal>-6.84020017721</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="O2RNE8IBXP4R0TD8PU41" name="SOCIETE GENERALE"/>
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          <isTriParty>Y</isTriParty>
          <repurchaseRt>3.78229000</repurchaseRt>
          <maturityDt>2022-11-11</maturityDt>
          <repurchaseCollaterals>
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              <collateralVal>47001352.83000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCatConditional desc="Corporate Debt Securities and Equities" invstCat="Other instrument"/>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SAIL VANTAGE LTD</name>
        <lei>254900G8GWH4KOG4MQ81</lei>
        <title>Sail Vantage Ltd.</title>
        <cusip>BT3565715</cusip>
        <identifiers>
          <isin value="XS2429783074"/>
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        <balance>9000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="HKD" exchangeRt="7.84990000"/>
        <valUSD>949884.71000000</valUSD>
        <pctVal>0.202979821402</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>VG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-13</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>China Meidong Auto Holdings Ltd</name>
              <title>China Meidong Auto Holdings Ltd</title>
              <curCd>HKD</curCd>
              <identifiers>
                <isin value="KYG211921021"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="21390.37430000" curCd="HKD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEXI SPA</name>
        <lei>5493000P70CQRQG8SN85</lei>
        <title>Nexi SpA</title>
        <cusip>BH9546384</cusip>
        <identifiers>
          <isin value="XS2161819722"/>
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        <balance>1500000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.98073000"/>
        <valUSD>1332983.14000000</valUSD>
        <pctVal>0.284843704547</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Nexi SpA</name>
              <title>Nexi SpA</title>
              <curCd>EUR</curCd>
              <identifiers>
                <isin value="IT0005366767"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="5136.10680000" curCd="EUR"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CNX RESOURCES CORP</name>
        <lei>549300JK3KH8PWM3B226</lei>
        <title>CNX Resources Corp.</title>
        <cusip>12653CAG3</cusip>
        <identifiers>
          <isin value="US12653CAG33"/>
        </identifiers>
        <balance>659000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1000032.50000000</valUSD>
        <pctVal>0.213695847621</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>CNX Resources Corp</name>
              <title>CNX Resources Corp</title>
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                <cusip value="12653C108"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="77.88160000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NICE LTD</name>
        <lei>254900YTY4EF5Z4W0A51</lei>
        <title>Nice Ltd.</title>
        <cusip>653656AB4</cusip>
        <identifiers>
          <isin value="US653656AB42"/>
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        <balance>2931000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2964706.50000000</valUSD>
        <pctVal>0.633524878908</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Nice Ltd</name>
              <title>Nice Ltd</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="653656108"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="3.34240000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Q2 HOLDINGS INC</name>
        <lei>549300M9RKR9DZXWS696</lei>
        <title>Q2 Holdings, Inc.</title>
        <cusip>74736LAD1</cusip>
        <identifiers>
          <isin value="US74736LAD10"/>
        </identifiers>
        <balance>1002000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>869235.00000000</valUSD>
        <pctVal>0.185745873366</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.75000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Q2 Holdings Inc</name>
              <title>Q2 Holdings Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="74736L109"/>
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            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="11.28510000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ZILLOW GROUP INC</name>
        <lei>2549002XEELQDIR6FU05</lei>
        <title>Zillow Group, Inc.</title>
        <cusip>98954MAH4</cusip>
        <identifiers>
          <isin value="US98954MAH43"/>
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        <balance>4800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4689600.00000000</valUSD>
        <pctVal>1.002115478254</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>2.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Zillow Group Inc</name>
              <title>Zillow Group Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="98954M200"/>
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            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="14.88100000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ALTERYX INC</name>
        <lei>549300XWZG0JHL7I0827</lei>
        <title>Alteryx, Inc.</title>
        <cusip>02156BAF0</cusip>
        <identifiers>
          <isin value="US02156BAF04"/>
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        <balance>1316000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1056090.00000000</valUSD>
        <pctVal>0.225674713286</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SPLUNK INC</name>
        <lei>549300XGDSGBP6UEI867</lei>
        <title>Splunk, Inc.</title>
        <cusip>848637AD6</cusip>
        <identifiers>
          <isin value="US848637AD65"/>
        </identifiers>
        <balance>5987000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6016935.00000000</valUSD>
        <pctVal>1.285752237962</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Splunk Inc</name>
              <title>Splunk Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="848637104"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="6.74330000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WOLVERINE WORLD WIDE</name>
        <lei>549300OVC7PK14LQ8D87</lei>
        <title>Wolverine World Wide, Inc.</title>
        <cusip>978097AG8</cusip>
        <identifiers>
          <isin value="US978097AG86"/>
        </identifiers>
        <balance>1956000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1706453.52000000</valUSD>
        <pctVal>0.364650180252</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RINGCENTRAL INC</name>
        <lei>549300C8EH0H1614VE84</lei>
        <title>RingCentral, Inc.</title>
        <cusip>76680RAF4</cusip>
        <identifiers>
          <isin value="US76680RAF47"/>
        </identifiers>
        <balance>4176000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3460860.00000000</valUSD>
        <pctVal>0.739547375910</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-01</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>RingCentral Inc</name>
              <title>RingCentral Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="76680R206"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="2.77450000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GLENCORE FUNDING LLC</name>
        <lei>213800STG1QDNBY87K49</lei>
        <title>Glencore Funding LLC</title>
        <cusip>AR8389751</cusip>
        <identifiers>
          <isin value="XS1799614232"/>
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        <balance>1200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1265610.00000000</valUSD>
        <pctVal>0.270446812187</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-27</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Glencore PLC</name>
              <title>Glencore PLC</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="JE00B4T3BW64"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="29386.61360000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FORD MOTOR COMPANY</name>
        <lei>20S05OYHG0MQM4VUIC57</lei>
        <title>Ford Motor Co.</title>
        <cusip>345370CZ1</cusip>
        <identifiers>
          <isin value="US345370CZ16"/>
        </identifiers>
        <balance>9170000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9811900.00000000</valUSD>
        <pctVal>2.096694144720</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>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Ford Motor Co</name>
              <title>Ford Motor Co</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="345370860"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="57.77210000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Bank of New York Mellon</name>
        <lei>HPFHU0OQ28E4N0NFVK49</lei>
        <title>CURRENCY CONTRACT - Rec USD / Deliver EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CC.USD.EUR10"/>
        </identifiers>
        <balance>-350000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.98073000"/>
        <valUSD>-3257.42000000</valUSD>
        <pctVal>-0.00069607450</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>THE BANK OF NEW YORK MELLON</counterpartyName>
              <counterpartyLei>HPFHU0OQ28E4N0NFVK49</counterpartyLei>
            </counterparties>
            <amtCurSold>350000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>354752.65000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-09-13</settlementDt>
            <unrealizedAppr>-3257.42000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LIVEPERSON INC</name>
        <lei>549300IN2P1JZ20G7N40</lei>
        <title>LivePerson, Inc.</title>
        <cusip>538146AB7</cusip>
        <identifiers>
          <isin value="US538146AB76"/>
        </identifiers>
        <balance>1377000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1262020.50000000</valUSD>
        <pctVal>0.269679775870</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>LivePerson Inc</name>
              <title>LivePerson Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="538146101"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="25.91820000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PENN NATIONAL GAMING INC</name>
        <lei>N/A</lei>
        <title>Penn National Gaming, Inc.</title>
        <cusip>707569AU3</cusip>
        <identifiers>
          <isin value="US707569AU31"/>
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        <balance>887000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1467186.70000000</valUSD>
        <pctVal>0.313521516026</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Penn National Gaming Inc</name>
              <title>Penn National Gaming Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="707569109"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="42.73500000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Bank of New York Mellon</name>
        <lei>HPFHU0OQ28E4N0NFVK49</lei>
        <title>CURRENCY CONTRACT - Rec JPY / Deliver USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CC.JPY.USD6"/>
        </identifiers>
        <balance>11018000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="133.65000000"/>
        <valUSD>578.10000000</valUSD>
        <pctVal>0.000123533554</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>THE BANK OF NEW YORK MELLON</counterpartyName>
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      <invstOrSec>
        <name>MIDAS OPCO HOLDINGS LLC</name>
        <lei>N/A</lei>
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          <isin value="US59565JAA97"/>
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        <balance>2686000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2261289.68000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.62500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>LIBERTY BROADBAND CORP</name>
        <lei>549300MIX43II8JLN536</lei>
        <title>Liberty Broadband Corp.</title>
        <cusip>530307AA5</cusip>
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          <isin value="US530307AA53"/>
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        <balance>4227000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4046066.31000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-09-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.75000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
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            <dbtSecRefInstrument>
              <name>Charter Communications Inc</name>
              <title>Charter Communications Inc</title>
              <curCd>USD</curCd>
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                <cusip value="16119P108"/>
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          <currencyInfos>
            <currencyInfo convRatio="1.16610000" curCd="USD"/>
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          <delta>XXXX</delta>
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        <securityLending>
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      <invstOrSec>
        <name>KAKAO CORP</name>
        <lei>988400FTKUBQXKVZP434</lei>
        <title>Kakao Corp.</title>
        <cusip>BM0687608</cusip>
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          <isin value="XS2247556199"/>
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        <balance>600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>594150.00000000</valUSD>
        <pctVal>0.126963261558</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-28</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Kakao Corp</name>
              <title>Kakao Corp</title>
              <curCd>USD</curCd>
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                <isin value="KR7035720002"/>
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          <currencyInfos>
            <currencyInfo convRatio="1186.29150000" curCd="USD"/>
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          <delta>XXXX</delta>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ANLLIAN CAPITAL LTD</name>
        <lei>529900WNC73E6N8L3G81</lei>
        <title>ANLLIAN Capital Ltd.</title>
        <cusip>ZP4808231</cusip>
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          <isin value="XS2089160506"/>
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        <balance>900000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.98073000"/>
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        <pctVal>0.213845782440</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>VG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-05</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>ANTA Sports Products Ltd</name>
              <title>ANTA Sports Products Ltd</title>
              <curCd>EUR</curCd>
              <identifiers>
                <isin value="KYG040111059"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="8425.02190000" curCd="EUR"/>
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          <delta>XXXX</delta>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ARCHER OBLIGATIONS</name>
        <lei>9695004P3VIN4H10XX33</lei>
        <title>Archer Obligations S.A.</title>
        <cusip>AP2206757</cusip>
        <identifiers>
          <isin value="FR0013284130"/>
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        <balance>600000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.98073000"/>
        <valUSD>855149.74000000</valUSD>
        <pctVal>0.182736009612</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-31</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Kering SA</name>
              <title>Kering SA</title>
              <curCd>EUR</curCd>
              <identifiers>
                <isin value="FR0000121485"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="248.62600000" curCd="EUR"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The Bank of New York Mellon</name>
        <lei>HPFHU0OQ28E4N0NFVK49</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CC.USD.CHF1"/>
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        <balance>-674686.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.95240000"/>
        <valUSD>-16684.46000000</valUSD>
        <pctVal>-0.00356528395</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>THE BANK OF NEW YORK MELLON</counterpartyName>
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            <amtCurSold>674686.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>694222.10000000</amtCurPur>
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            <settlementDt>2022-09-13</settlementDt>
            <unrealizedAppr>-16684.46000000</unrealizedAppr>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TWITTER INC</name>
        <lei>549300I8RX485XMK6836</lei>
        <title>Twitter, Inc.</title>
        <cusip>90184LAN2</cusip>
        <identifiers>
          <isin value="US90184LAN29"/>
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        <balance>2356000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2182834.00000000</valUSD>
        <pctVal>0.466447402307</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>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Twitter Inc</name>
              <title>Twitter Inc</title>
              <curCd>USD</curCd>
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                <cusip value="90184L102"/>
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          <currencyInfos>
            <currencyInfo convRatio="7.69050000" curCd="USD"/>
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          <delta>XXXX</delta>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GREENBRIER COS INC</name>
        <lei>5493001GAGGFR30BP390</lei>
        <title>Greenbrier Companies, Inc.</title>
        <cusip>393657AM3</cusip>
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          <isin value="US393657AM33"/>
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        <balance>3000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2658000.00000000</valUSD>
        <pctVal>0.567985103462</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>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Greenbrier Cos Inc/The</name>
              <title>Greenbrier Cos Inc/The</title>
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              <identifiers>
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          <currencyInfos>
            <currencyInfo convRatio="18.03170000" curCd="USD"/>
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          <delta>XXXX</delta>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DROPBOX INC</name>
        <lei>549300JCDF7UAR6TJR51</lei>
        <title>Dropbox, Inc.</title>
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          <isin value="US26210CAD65"/>
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        <balance>3953000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3616995.00000000</valUSD>
        <pctVal>0.772911692738</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-01</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Dropbox Inc</name>
              <title>Dropbox Inc</title>
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              <identifiers>
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          <currencyInfos>
            <currencyInfo convRatio="28.28890000" curCd="USD"/>
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          <delta>XXXX</delta>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>WYNN LAS VEGAS LLC/CORP</name>
        <lei>N/A</lei>
        <title>Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp.</title>
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          <isin value="US983130AU95"/>
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        <balance>2350000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-30</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>The Bank of New York Mellon</name>
        <lei>HPFHU0OQ28E4N0NFVK49</lei>
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        <balance>-214200.00000000</balance>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>
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              <counterpartyName>THE BANK OF NEW YORK MELLON</counterpartyName>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SEAWORLD PARKS &amp; ENTERTA</name>
        <lei>549300UZV72O3371JJ53</lei>
        <title>SeaWorld Parks &amp; Entertainment, Inc.</title>
        <cusip>78488CAH3</cusip>
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          <isin value="US78488CAH34"/>
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        <balance>2620200.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2493120.30000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FORD MOTOR COMPANY</name>
        <lei>20S05OYHG0MQM4VUIC57</lei>
        <title>Ford Motor Co.</title>
        <cusip>345370DA5</cusip>
        <identifiers>
          <isin value="US345370DA55"/>
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        <balance>1468000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1227967.32000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-02-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SAFRAN SA</name>
        <lei>969500UIC89GT3UL7L24</lei>
        <title>Safran S.A.</title>
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        <name>EXACT SCIENCES CORP</name>
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        <name>Expedia Group Inc</name>
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        <name>NCL CORPORATION LTD</name>
        <lei>UNZWILHE4KMRP9K2L524</lei>
        <title>NCL Corporation Ltd.</title>
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        <name>FIRST QUANTUM MINERALS L</name>
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        <name>PIONEER NATURAL RESOURCE</name>
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        <title>Pioneer Natural Resources Co.</title>
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              <title>Pioneer Natural Resources Co</title>
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          <currencyInfos>
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          <delta>XXXX</delta>
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      <invstOrSec>
        <name>AT&amp;T Inc</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>AT&amp;T, Inc.</title>
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          <isin value="US00206R1023"/>
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        <balance>200000.00000000</balance>
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        <valUSD>3756000.00000000</valUSD>
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        <invCountry>US</invCountry>
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      </invstOrSec>
      <invstOrSec>
        <name>2020 CASH EXCH TRUST</name>
        <lei>N/A</lei>
        <title>2020 Cash Mandatory Exchangeable Trust</title>
        <cusip>901375105</cusip>
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          <isin value="US9013751055"/>
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        <balance>3945.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MONGODB INC</name>
        <lei>549300TPTG69WKWE1Z37</lei>
        <title>MongoDB, Inc.</title>
        <cusip>60937PAD8</cusip>
        <identifiers>
          <isin value="US60937PAD87"/>
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        <balance>1219000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1970208.75000000</valUSD>
        <pctVal>0.421011745941</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.25000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>MongoDB Inc</name>
              <title>MongoDB Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="60937P106"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="4.73490000" curCd="USD"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DISH NETWORK CORP</name>
        <lei>529900U350CWHH15G169</lei>
        <title>DISH Network Corp.</title>
        <cusip>25470MAF6</cusip>
        <identifiers>
          <isin value="US25470MAF68"/>
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        <balance>3866000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2756071.40000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>DISH Network Corp</name>
              <title>DISH Network Corp</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="25470M109"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="24.41230000" curCd="USD"/>
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          <delta>XXXX</delta>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The Bank of New York Mellon</name>
        <lei>HPFHU0OQ28E4N0NFVK49</lei>
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        <cusip>N/A</cusip>
        <identifiers>
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        <balance>12270000.00000000</balance>
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        <pctVal>0.000008795435</pctVal>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>
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          <fwdDeriv derivCat="FWD">
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            <unrealizedAppr>41.16000000</unrealizedAppr>
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      <invstOrSec>
        <name>CCO HLDGS LLC/CAP CORP</name>
        <lei>N/A</lei>
        <title>CCO Holdings LLC / CCO Holdings Capital Corp.</title>
        <cusip>1248EPCP6</cusip>
        <identifiers>
          <isin value="US1248EPCP61"/>
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        <balance>2752000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2280087.04000000</valUSD>
        <pctVal>0.487229297712</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DANAHER CORP</name>
        <lei>S4BKK9OTCEWQ3YHPFM11</lei>
        <title>Danaher Corp.</title>
        <cusip>235851409</cusip>
        <identifiers>
          <isin value="US2358514097"/>
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        <balance>1766.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2687587.10000000</valUSD>
        <pctVal>0.574307538396</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>LIVONGO HEALTH</name>
        <lei>54930061HKCVF1H2O156</lei>
        <title>Livongo Health, Inc.</title>
        <cusip>539183AA1</cusip>
        <identifiers>
          <isin value="US539183AA12"/>
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        <balance>1013000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>875708.46000000</valUSD>
        <pctVal>0.187129179930</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Teladoc Inc</name>
              <title>Teladoc Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="87918A105"/>
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          <currencyInfos>
            <currencyInfo convRatio="8.25250000" curCd="USD"/>
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          <delta>XXXX</delta>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HEALTH CATALYST INC</name>
        <lei>549300223PL6GWKVJG92</lei>
        <title>Health Catalyst, Inc.</title>
        <cusip>42225TAB3</cusip>
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          <isin value="US42225TAB35"/>
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        <balance>4248000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4024980.00000000</valUSD>
        <pctVal>0.860093559719</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>2.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Health Catalyst Inc</name>
              <title>Health Catalyst Inc</title>
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              <identifiers>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="32.67970000" curCd="USD"/>
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          <delta>XXXX</delta>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NEOGENOMICS INC</name>
        <lei>N/A</lei>
        <title>NeoGenomics, Inc.</title>
        <cusip>64049MAA8</cusip>
        <identifiers>
          <isin value="US64049MAA80"/>
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        <balance>1203000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1035181.50000000</valUSD>
        <pctVal>0.221206798863</pctVal>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>NeoGenomics Inc</name>
              <title>NeoGenomics Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="64049M209"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="27.51980000" curCd="USD"/>
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          <delta>XXXX</delta>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TRI POINTE GROUP / HOMES</name>
        <lei>N/A</lei>
        <title>TRI Pointe Group Inc. / TRI Pointe Homes Inc.</title>
        <cusip>962178AN9</cusip>
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          <isin value="US962178AN91"/>
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        <balance>2056000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2078924.40000000</valUSD>
        <pctVal>0.444243073899</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BURLINGTON STORES INC</name>
        <lei>5299003Z37DVGKKC1W09</lei>
        <title>Burlington Stores, Inc.</title>
        <cusip>122017AB2</cusip>
        <identifiers>
          <isin value="US122017AB26"/>
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        <balance>5150000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5304500.00000000</valUSD>
        <pctVal>1.133512784544</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>2.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Burlington Stores Inc</name>
              <title>Burlington Stores Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="122017106"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="4.54180000" curCd="USD"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FMG RESOURCES AUG 2006</name>
        <lei>549300EFD6S2NFE9D745</lei>
        <title>FMG Resources August 2006 Pty Ltd.</title>
        <cusip>30251GBC0</cusip>
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          <isin value="US30251GBC06"/>
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        <balance>2536000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2210136.68000000</valUSD>
        <pctVal>0.472281682037</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The Bank of New York Mellon</name>
        <lei>HPFHU0OQ28E4N0NFVK49</lei>
        <title>CURRENCY CONTRACT - Rec JPY / Deliver USD</title>
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        <balance>30000000.00000000</balance>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="Derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
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            <unrealizedAppr>3350.49000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>COPA HOLDINGS SA</name>
        <lei>529900BB9UQJV6QQHA59</lei>
        <title>Copa Holdings S.A.</title>
        <cusip>21720AAB8</cusip>
        <identifiers>
          <isin value="US21720AAB89"/>
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        <balance>2926000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4304146.00000000</valUSD>
        <pctVal>0.919748235940</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>PA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>INGEVITY CORP</name>
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      <invstOrSec>
        <name>ENCOMPASS HEALTH CORP</name>
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        <title>Encompass Health Corp.</title>
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      <invstOrSec>
        <name>UNISYS CORP</name>
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      <invstOrSec>
        <name>AHEAD DB HOLDINGS LLC</name>
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          <isin value="US00867FAA66"/>
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        <curCd>USD</curCd>
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        <debtSec>
          <maturityDt>2028-05-01</maturityDt>
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      <invstOrSec>
        <name>CHARLES RIVER LABORATORI</name>
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        <title>Charles River Laboratories International, Inc.</title>
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        <debtSec>
          <maturityDt>2028-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25000000</annualizedRt>
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      <invstOrSec>
        <name>The Bank of New York Mellon</name>
        <lei>HPFHU0OQ28E4N0NFVK49</lei>
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          <fwdDeriv derivCat="FWD">
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        <securityLending>
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      <invstOrSec>
        <name>SIRIUS XM RADIO INC</name>
        <lei>WP5O65E6BMU84LNO4227</lei>
        <title>Sirius XM Radio, Inc.</title>
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        <name>VISHAY INTERTECHNOLOGY</name>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
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          <dbtSecRefInstruments>
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        <name>ETSY INC</name>
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        <name>JACOBS ENTERTAINMENT INC</name>
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        <title>Jacobs Entertainment, Inc.</title>
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        <name>RBC BEARINGS INC</name>
        <lei>N/A</lei>
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        <name>GARDEN SPINCO CORP</name>
        <lei>N/A</lei>
        <title>Garden Spinco Corp.</title>
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        <name>CSC HOLDINGS LLC</name>
        <lei>3HG2WD2W22M120IUNG49</lei>
        <title>CSC Holdings LLC</title>
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        <name>ROHM COMPANY LTD</name>
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        <title>Rohm Company Ltd.</title>
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              <title>Rohm Co Ltd</title>
              <curCd>JPY</curCd>
              <identifiers>
                <isin value="JP3982800009"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="738.47060000" curCd="JPY"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>IMAX CORP</name>
        <lei>5493002KS2T1Q0X7VZ21</lei>
        <title>IMAX Corp.</title>
        <cusip>45245EAJ8</cusip>
        <identifiers>
          <isin value="US45245EAJ82"/>
        </identifiers>
        <balance>3500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3116750.00000000</valUSD>
        <pctVal>0.666014887591</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>IMAX Corp</name>
              <title>IMAX Corp</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="45245E109"/>
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            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="34.77660000" curCd="USD"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>KONTOOR BRANDS INC</name>
        <lei>549300M0CPXV65RFF271</lei>
        <title>Kontoor Brands, Inc.</title>
        <cusip>50050NAA1</cusip>
        <identifiers>
          <isin value="US50050NAA19"/>
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        <balance>2108000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1780848.20000000</valUSD>
        <pctVal>0.380547497791</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>IRON MOUNTAIN INC</name>
        <lei>SQL3F6CKNNBM3SQGHX24</lei>
        <title>Iron Mountain, Inc.</title>
        <cusip>46284VAN1</cusip>
        <identifiers>
          <isin value="US46284VAN10"/>
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        <balance>2644000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2326045.78000000</valUSD>
        <pctVal>0.497050170433</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NIPPON STEEL CORP</name>
        <lei>35380065QWQ4U2V3PA33</lei>
        <title>Nippon Steel Corp.</title>
        <cusip>BR4845219</cusip>
        <identifiers>
          <isin value="XS2387597573"/>
        </identifiers>
        <balance>90000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="JPY" exchangeRt="133.65000000"/>
        <valUSD>693939.39000000</valUSD>
        <pctVal>0.148287146811</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-05</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Nippon Steel Corp</name>
              <title>Nippon Steel Corp</title>
              <curCd>JPY</curCd>
              <identifiers>
                <isin value="JP3381000003"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="3586.92920000" curCd="JPY"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>QVC INC</name>
        <lei>549300WBLU5NKPX5X472</lei>
        <title>QVC, Inc.</title>
        <cusip>747262AZ6</cusip>
        <identifiers>
          <isin value="US747262AZ65"/>
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        <balance>1301000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1018338.24000000</valUSD>
        <pctVal>0.217607581116</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>VISTA OUTDOOR INC</name>
        <lei>549300QI2D33ESTJLN81</lei>
        <title>Vista Outdoor, Inc.</title>
        <cusip>928377AC4</cusip>
        <identifiers>
          <isin value="US928377AC45"/>
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        <balance>2312000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1763524.24000000</valUSD>
        <pctVal>0.376845559787</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Bank of New York Mellon</name>
        <lei>HPFHU0OQ28E4N0NFVK49</lei>
        <title>CURRENCY CONTRACT - Rec USD / Deliver GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CC.USD.GBP2"/>
        </identifiers>
        <balance>-558184.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.82176000"/>
        <valUSD>20198.73000000</valUSD>
        <pctVal>0.004316244450</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>THE BANK OF NEW YORK MELLON</counterpartyName>
              <counterpartyLei>HPFHU0OQ28E4N0NFVK49</counterpartyLei>
            </counterparties>
            <amtCurSold>558184.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>700156.43000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-09-13</settlementDt>
            <unrealizedAppr>20198.73000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <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>29786AAL0</cusip>
        <identifiers>
          <isin value="US29786AAL08"/>
        </identifiers>
        <balance>2880000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2603520.00000000</valUSD>
        <pctVal>0.556343332041</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Etsy Inc</name>
              <title>Etsy Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="29786A106"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="5.00070000" curCd="USD"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JP MORGAN CHASE BANK NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>JPMorgan Chase Bank North America</title>
        <cusip>BO0411732</cusip>
        <identifiers>
          <isin value="XS2303829308"/>
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        <balance>800000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.98073000"/>
        <valUSD>804543.55000000</valUSD>
        <pctVal>0.171922028399</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-18</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Siemens AG</name>
              <title>Siemens AG</title>
              <curCd>EUR</curCd>
              <identifiers>
                <isin value="DE0007236101"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="655.68220000" curCd="EUR"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JP MORGAN CHASE BANK NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>JPMorgan Chase Bank North America</title>
        <cusip>BP9257679</cusip>
        <identifiers>
          <isin value="XS2352315571"/>
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        <balance>700000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.98073000"/>
        <valUSD>763003.07000000</valUSD>
        <pctVal>0.163045288809</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-10</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>LVMH Moet Hennessy Louis Vuitton SE</name>
              <title>LVMH Moet Hennessy Louis Vuitton SE</title>
              <curCd>EUR</curCd>
              <identifiers>
                <isin value="FR0000121014"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="127.81050000" curCd="EUR"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LUMENTUM HOLDINGS INC</name>
        <lei>549300JLWRRC38DWEF52</lei>
        <title>Lumentum Holdings, Inc.</title>
        <cusip>55024UAE9</cusip>
        <identifiers>
          <isin value="US55024UAE91"/>
        </identifiers>
        <balance>3237000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2997462.00000000</valUSD>
        <pctVal>0.640524365762</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Lumentum Holdings Inc</name>
              <title>Lumentum Holdings Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="55024U109"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="7.63190000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RAG-STIFTUNG</name>
        <lei>529900C4BQB2G2UM9E04</lei>
        <title>RAG-Stiftung</title>
        <cusip>BJ9815504</cusip>
        <identifiers>
          <isin value="DE000A3E44N7"/>
        </identifiers>
        <balance>700000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.98073000"/>
        <valUSD>699432.57000000</valUSD>
        <pctVal>0.149460978418</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-17</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Evonik Industries AG</name>
              <title>Evonik Industries AG</title>
              <curCd>EUR</curCd>
              <identifiers>
                <isin value="DE000EVNK013"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="3869.98400000" curCd="EUR"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EVE BATTERY INVESTMENT L</name>
        <lei>655600YHAC8Z3JTNW753</lei>
        <title>Eve Battery Investment Ltd.</title>
        <cusip>BS4547102</cusip>
        <identifiers>
          <isin value="XS2383419061"/>
        </identifiers>
        <balance>1451000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1148466.50000000</valUSD>
        <pctVal>0.245414546209</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>VG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Smoore International Holdings Ltd</name>
              <title>Smoore International Holdings Ltd</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="KYG8245V1023"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="167.26710000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CLOUDFLARE INC</name>
        <lei>5493007DY18BGNLDWU14</lei>
        <title>Cloudflare, Inc.</title>
        <cusip>18915MAD9</cusip>
        <identifiers>
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        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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              <name>Cloudflare Inc</name>
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          <delta>XXXX</delta>
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      <invstOrSec>
        <name>MEITUAN</name>
        <lei>21380033K525E5JLIA77</lei>
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        <isRestrictedSec>N</isRestrictedSec>
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            <dbtSecRefInstrument>
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      <invstOrSec>
        <name>The Bank of New York Mellon</name>
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        <isRestrictedSec>N</isRestrictedSec>
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          <fwdDeriv derivCat="FWD">
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        <securityLending>
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      <invstOrSec>
        <name>SNAP INC</name>
        <lei>549300JNC0L6VP8A2Q35</lei>
        <title>Snap, Inc.</title>
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          <isin value="US83304AAG13"/>
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        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2028-03-01</maturityDt>
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          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Snap Inc</name>
              <title>Snap Inc</title>
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            <currencyInfo convRatio="17.74940000" curCd="USD"/>
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          <delta>XXXX</delta>
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      <invstOrSec>
        <name>CELLNEX TELECOM SA</name>
        <lei>5493008T4YG3AQUI7P67</lei>
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          <isin value="XS2021212332"/>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Cellnex Telecom SA</name>
              <title>Cellnex Telecom SA</title>
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      <invstOrSec>
        <name>CONMED CORP</name>
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          <isin value="US207410AG64"/>
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          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
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              <title>CONMED Corp</title>
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          <currencyInfos>
            <currencyInfo convRatio="6.88100000" curCd="USD"/>
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          <delta>XXXX</delta>
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      <invstOrSec>
        <name>FLUOR CORP</name>
        <lei>CQ7WZ4NOFWT7FAE6Q943</lei>
        <title>Fluor Corp.</title>
        <cusip>343412607</cusip>
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          <isin value="US3434126070"/>
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        <balance>756.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EP</assetCat>
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        <invCountry>US</invCountry>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>EQT Corp</name>
        <lei>4NT01YGM4X7ZX86ISY52</lei>
        <title>Equities Corp.</title>
        <cusip>26884L109</cusip>
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          <isin value="US26884L1098"/>
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        <balance>20000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>AMERICAN GREETINGS CORP</name>
        <lei>549300WMJOT8C9DNMF90</lei>
        <title>American Greetings Corp.</title>
        <cusip>026375AR6</cusip>
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          <isin value="US026375AR68"/>
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        <curCd>USD</curCd>
        <valUSD>1863868.79000000</valUSD>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>NEXTERA ENERGY INC</name>
        <lei>N/A</lei>
        <title>NextEra Energy, Inc.</title>
        <cusip>65339F770</cusip>
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          <isin value="US65339F7704"/>
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        <balance>102268.00000000</balance>
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        <assetCat>EP</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>LAND O LAKES CAP TRST I</name>
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        <name>NEXSTAR MEDIA INC</name>
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        <name>SELENA SARL</name>
        <lei>969500NRAPWZMPGW7689</lei>
        <title>Selena Sarl</title>
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          <couponKind>None</couponKind>
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              <name>Puma SE</name>
              <title>Puma SE</title>
              <curCd>EUR</curCd>
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        <name>RACKSPACE TECHNOLOGY</name>
        <lei>549300QTYCKLMFSE8I97</lei>
        <title>Rackspace Technology Global, Inc.</title>
        <cusip>750098AA3</cusip>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>CENTERPOINT ENERGY INC</name>
        <lei>21TPXMRRHFKOBHDC8J74</lei>
        <title>CenterPoint Energy, Inc.</title>
        <cusip>15189T206</cusip>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-09-15</maturityDt>
          <couponKind>Variable</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>N/A</name>
              <title>CNP Var 9/29 EC181642 Corp</title>
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          <currencyInfos>
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        <name>PRIMO WATER HOLDINGS INC</name>
        <lei>9845008F9A5F2E1D4832</lei>
        <title>Primo Water Holdings, Inc.</title>
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        <curCd>USD</curCd>
        <valUSD>2884011.57000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>IVANHOE MINES LTD</name>
        <lei>5299006XZISURYIA4G32</lei>
        <title>Ivanhoe Mines Ltd.</title>
        <cusip>46579RAA2</cusip>
        <identifiers>
          <isin value="US46579RAA23"/>
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        <balance>2063000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2248807.00000000</valUSD>
        <pctVal>0.480545100287</pctVal>
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        <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>2.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Ivanhoe Mines Ltd</name>
              <title>Ivanhoe Mines Ltd</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="46579R104"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="134.56820000" curCd="USD"/>
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          <delta>XXXX</delta>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>INTERDIGITAL INC</name>
        <lei>N/A</lei>
        <title>InterDigital, Inc.</title>
        <cusip>45867GAC5</cusip>
        <identifiers>
          <isin value="US45867GAC50"/>
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        <balance>1043000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1077419.00000000</valUSD>
        <pctVal>0.230232483893</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>InterDigital Inc</name>
              <title>InterDigital Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="45867G101"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="12.90410000" curCd="USD"/>
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          <delta>XXXX</delta>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ServiceNow Inc</name>
        <lei>549300HJTQM36M0E1G39</lei>
        <title>ServiceNow, Inc.</title>
        <cusip>81762P102</cusip>
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          <isin value="US81762P1021"/>
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        <balance>4000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1786640.00000000</valUSD>
        <pctVal>0.381785141177</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MACY'S RETAIL HLDGS LLC</name>
        <lei>N/A</lei>
        <title>Macy's Retail Holdings LLC</title>
        <cusip>55617LAR3</cusip>
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          <isin value="US55617LAR33"/>
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        <balance>4000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3369065.12000000</valUSD>
        <pctVal>0.719931828726</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MATCH GROUP FINANCECO 2</name>
        <lei>549300IPGK4BWL134U96</lei>
        <title>Match Group Financeco 2, Inc.</title>
        <cusip>44932FAA5</cusip>
        <identifiers>
          <isin value="US44932FAA57"/>
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        <balance>4044000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4395828.00000000</valUSD>
        <pctVal>0.939339661920</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Match Group Inc</name>
              <title>Match Group Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="57667L107"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="11.42590000" curCd="USD"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>EXACT SCIENCES CORP</name>
        <lei>549300VM3X1FYD4N9Z14</lei>
        <title>Exact Sciences Corp.</title>
        <cusip>30063PAB1</cusip>
        <identifiers>
          <isin value="US30063PAB13"/>
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        <balance>1381000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1076316.88000000</valUSD>
        <pctVal>0.229996973079</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Exact Sciences Corp</name>
              <title>Exact Sciences Corp</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="30063P105"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="8.95540000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TRIPADVISOR INC</name>
        <lei>549300XVG45PT5BART17</lei>
        <title>TripAdvisor, Inc.</title>
        <cusip>896945AA0</cusip>
        <identifiers>
          <isin value="US896945AA07"/>
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        <balance>2056000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2053758.96000000</valUSD>
        <pctVal>0.438865498639</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>7.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>WORKDAY INC</name>
        <lei>549300J0DYC0N31V7G13</lei>
        <title>Workday, Inc.</title>
        <cusip>98138HAF8</cusip>
        <identifiers>
          <isin value="US98138HAF82"/>
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        <balance>2447000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2653771.50000000</valUSD>
        <pctVal>0.567081519937</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Workday Inc</name>
              <title>Workday Inc</title>
              <curCd>USD</curCd>
              <identifiers>
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          <currencyInfos>
            <currencyInfo convRatio="6.79820000" curCd="USD"/>
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          <delta>XXXX</delta>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SHOPIFY INC</name>
        <lei>549300HGQ43STJLLP808</lei>
        <title>Shopify, Inc.</title>
        <cusip>82509LAA5</cusip>
        <identifiers>
          <isin value="US82509LAA52"/>
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        <balance>1926000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1662814.02000000</valUSD>
        <pctVal>0.355324903381</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Shopify Inc</name>
              <title>Shopify Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="82509L107"/>
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          <currencyInfos>
            <currencyInfo convRatio="6.94400000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
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      <invstOrSec>
        <name>LEG Immobilien AG</name>
        <lei>N/A</lei>
        <title>LEG Immobilien AG</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BF168L8"/>
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        <balance>600000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.98073000"/>
        <valUSD>603224.13000000</valUSD>
        <pctVal>0.128902302441</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>LEG Immobilien AG</name>
              <title>LEG Immobilien AG</title>
              <curCd>EUR</curCd>
              <identifiers>
                <isin value="DE000LEG1110"/>
              </identifiers>
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          <currencyInfos>
            <currencyInfo convRatio="882.9897" curCd="EUR"/>
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          <delta>XXXX</delta>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CIVITAS RESOURCES INC</name>
        <lei>IIVIHPH28S64K95M2381</lei>
        <title>Civitas Resources, Inc.</title>
        <cusip>097793AE3</cusip>
        <identifiers>
          <isin value="US097793AE35"/>
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        <balance>1967000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1850750.30000000</valUSD>
        <pctVal>0.395484800838</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BIOMARIN PHARMACEUTICAL</name>
        <lei>NSLL8ITTRR0J5HEMR848</lei>
        <title>BioMarin Pharmaceutical, Inc.</title>
        <cusip>09061GAK7</cusip>
        <identifiers>
          <isin value="US09061GAK76"/>
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        <balance>384000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>387606.65000000</valUSD>
        <pctVal>0.082827239730</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>BioMarin Pharmaceutical Inc</name>
              <title>BioMarin Pharmaceutical Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="09061G101"/>
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          <currencyInfos>
            <currencyInfo convRatio="7.27430000" curCd="USD"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ZENDESK INC</name>
        <lei>549300SLI6BN94BKKO36</lei>
        <title>Zendesk, Inc.</title>
        <cusip>98936JAD3</cusip>
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          <isin value="US98936JAD37"/>
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        <balance>956000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>936880.00000000</valUSD>
        <pctVal>0.200200859191</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>0.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Zendesk Inc</name>
              <title>Zendesk Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="98936J101"/>
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            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="9.19440000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TRINET GROUP INC</name>
        <lei>5299003FJVBETSFKE990</lei>
        <title>TriNet Group, Inc.</title>
        <cusip>896288AA5</cusip>
        <identifiers>
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        <isRestrictedSec>N</isRestrictedSec>
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      <invstOrSec>
        <name>VALVOLINE INC</name>
        <lei>549300CMHPBEY6VPOT75</lei>
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      <invstOrSec>
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        <title>GFL Environmental, Inc.</title>
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        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2028-09-01</maturityDt>
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      <invstOrSec>
        <name>WOLFSPEED INC</name>
        <lei>549300OGU88P3AW3TO93</lei>
        <title>Wolfspeed, Inc.</title>
        <cusip>977852AA0</cusip>
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          <isin value="US977852AA06"/>
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        <balance>5915000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5630340.64000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.25000000</annualizedRt>
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          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
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              <title>Wolfspeed Inc</title>
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          <currencyInfos>
            <currencyInfo convRatio="7.86020000" curCd="USD"/>
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          <delta>XXXX</delta>
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        <securityLending>
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      <invstOrSec>
        <name>UNITY SOFTWARE INC</name>
        <lei>549300D1ESJMGNQNG432</lei>
        <title>Unity Software, Inc.</title>
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          <isin value="US91332UAA97"/>
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        <balance>1162000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Unity Software Inc</name>
              <title>Unity Software Inc</title>
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          <currencyInfos>
            <currencyInfo convRatio="3.23920000" curCd="USD"/>
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          <delta>XXXX</delta>
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      <invstOrSec>
        <name>ALCOA NEDERLAND HOLDING</name>
        <lei>5493000UL1QLQLT1VQ42</lei>
        <title>Alcoa Nederland Holding BV</title>
        <cusip>013822AE1</cusip>
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          <isin value="US013822AE11"/>
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        <balance>1976000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NABORS INDUSTRIES INC</name>
        <lei>549300VFQWRKICUFNU92</lei>
        <title>Nabors Industries, Inc.</title>
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        <balance>2632000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2609996.48000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>RANGE RESOURCES CORP</name>
        <lei>H3Y3WLYCX0BTO1TRW162</lei>
        <title>Range Resources Corp.</title>
        <cusip>75281ABK4</cusip>
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          <isin value="US75281ABK43"/>
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        <balance>2039000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1950221.94000000</valUSD>
        <pctVal>0.416740786443</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DISH NETWORK CORP</name>
        <lei>529900U350CWHH15G169</lei>
        <title>DISH Network Corp.</title>
        <cusip>25470MAB5</cusip>
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          <isin value="US25470MAB54"/>
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        <balance>741000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>529107.01000000</valUSD>
        <pctVal>0.113064296394</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>3.37500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>DISH Network Corp</name>
              <title>DISH Network Corp</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="25470M109"/>
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          <currencyInfos>
            <currencyInfo convRatio="15.34290000" curCd="USD"/>
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          <delta>XXXX</delta>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DIRECTV FIN LLC/COINC</name>
        <lei>N/A</lei>
        <title>Directv Financing LLC / Directv Financing Company-Obligor, Inc.</title>
        <cusip>25461LAA0</cusip>
        <identifiers>
          <isin value="US25461LAA08"/>
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        <balance>2708000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2534647.38000000</valUSD>
        <pctVal>0.541626017445</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NCL CORPORATION LTD</name>
        <lei>UNZWILHE4KMRP9K2L524</lei>
        <title>NCL Corporation Ltd.</title>
        <cusip>62886HBE0</cusip>
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          <isin value="US62886HBE09"/>
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        <balance>1520000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1400687.60000000</valUSD>
        <pctVal>0.299311396314</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.87500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The Bank of New York Mellon</name>
        <lei>HPFHU0OQ28E4N0NFVK49</lei>
        <title>CURRENCY CONTRACT - Rec HKD / Deliver USD</title>
        <cusip>N/A</cusip>
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        <balance>3000000.00000000</balance>
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        <currencyConditional curCd="HKD" exchangeRt="7.84990000"/>
        <valUSD>-288.33000000</valUSD>
        <pctVal>-0.00006161292</pctVal>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="Derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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            <settlementDt>2022-09-13</settlementDt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CITIGROUP GLOB MKT FND L</name>
        <lei>549300EVRWDWFJUNNP53</lei>
        <title>Citigroup Global Markets Funding Luxembourg SCA</title>
        <cusip>BP5542504</cusip>
        <identifiers>
          <isin value="XS2344373134"/>
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        <balance>8000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="HKD" exchangeRt="7.84990000"/>
        <valUSD>981923.34000000</valUSD>
        <pctVal>0.209826121091</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-28</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Hong Kong Exchanges &amp; Clearing Ltd</name>
              <title>Hong Kong Exchanges &amp; Clearing Ltd</title>
              <curCd>HKD</curCd>
              <identifiers>
                <isin value="HK0388045442"/>
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          <currencyInfos>
            <currencyInfo convRatio="1702.02450000" curCd="HKD"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MENICON CO LTD</name>
        <lei>3538000OOSRECSEX2327</lei>
        <title>Menicon Company Ltd.</title>
        <cusip>BN5110687</cusip>
        <identifiers>
          <isin value="XS2286418046"/>
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        <balance>60000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="JPY" exchangeRt="133.65000000"/>
        <valUSD>492929.29000000</valUSD>
        <pctVal>0.105333519104</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-29</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Menicon Co Ltd</name>
              <title>Menicon Co Ltd</title>
              <curCd>JPY</curCd>
              <identifiers>
                <isin value="JP3921270009"/>
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            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="2710.24740000" curCd="JPY"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TWITTER INC</name>
        <lei>549300I8RX485XMK6836</lei>
        <title>Twitter, Inc.</title>
        <cusip>90184LAF9</cusip>
        <identifiers>
          <isin value="US90184LAF94"/>
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        <balance>1755000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1784835.00000000</valUSD>
        <pctVal>0.381399432708</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Twitter Inc</name>
              <title>Twitter Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="90184L102"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="17.50010000" curCd="USD"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CHARTER COMM OPT LLC/CAP</name>
        <lei>N/A</lei>
        <title>Charter Communications Operating LLC / Charter Communications Operating Capital</title>
        <cusip>161175AY0</cusip>
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          <isin value="US161175AY09"/>
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        <balance>3000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3045886.17000000</valUSD>
        <pctVal>0.650872073515</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.90800000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PEDIATRIX MEDICAL GROUP</name>
        <lei>N/A</lei>
        <title>Pediatrix Medical Group, Inc.</title>
        <cusip>58502BAE6</cusip>
        <identifiers>
          <isin value="US58502BAE65"/>
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        <balance>2716000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2509665.48000000</valUSD>
        <pctVal>0.536287662646</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.37500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NCR CORP</name>
        <lei>549300YKTY8JX1DV2R67</lei>
        <title>NCR Corp.</title>
        <cusip>62886EBA5</cusip>
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          <isin value="US62886EBA55"/>
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        <balance>1122000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1079666.94000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.12500000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CARNIVAL CORP</name>
        <lei>F1OF2ZSX47CR0BCWA982</lei>
        <title>Carnival Corp.</title>
        <cusip>143658BS0</cusip>
        <identifiers>
          <isin value="US143658BS00"/>
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        <balance>1469000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1308791.24000000</valUSD>
        <pctVal>0.279674163981</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>PA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>10.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ConocoPhillips</name>
        <lei>WPTL2Z3FIYTHSP5V2253</lei>
        <title>ConocoPhillips</title>
        <cusip>20825C104</cusip>
        <identifiers>
          <isin value="US20825C1045"/>
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        <balance>20000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1948600.00000000</valUSD>
        <pctVal>0.416394195864</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SYNAPTICS INC</name>
        <lei>549300AJ3LI4FWNRQX29</lei>
        <title>Synaptics, Inc.</title>
        <cusip>87157DAG4</cusip>
        <identifiers>
          <isin value="US87157DAG43"/>
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        <balance>2681000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2343194.00000000</valUSD>
        <pctVal>0.500714554749</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CHEMOURS CO</name>
        <lei>549300M1BOLNXL8DOV14</lei>
        <title>Chemours Co.</title>
        <cusip>163851AH1</cusip>
        <identifiers>
          <isin value="US163851AH15"/>
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        <balance>1639000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1440910.46000000</valUSD>
        <pctVal>0.307906575133</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SPIRIT LOYALTY KY LTD/IP</name>
        <lei>N/A</lei>
        <title>Spirit Loyalty Cayman Limited / Spirit IP Cayman Ltd</title>
        <cusip>84859BAA9</cusip>
        <identifiers>
          <isin value="US84859BAA98"/>
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        <balance>2750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2877228.75000000</valUSD>
        <pctVal>0.614831854497</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SUMMIT HOTEL PROPERTIES</name>
        <lei>254900OBQWJK6X20LS71</lei>
        <title>Summit Hotel Properties, Inc.</title>
        <cusip>866082AA8</cusip>
        <identifiers>
          <isin value="US866082AA86"/>
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        <balance>1004000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>880006.00000000</valUSD>
        <pctVal>0.188047516537</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>1.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Summit Hotel Properties Inc</name>
              <title>Summit Hotel Properties Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="866082100"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="83.40280000" curCd="USD"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MAKEMYTRIP LIMITED</name>
        <lei>529900DNT8HNJ7RYUO60</lei>
        <title>MakeMyTrip Ltd.</title>
        <cusip>56087FAB0</cusip>
        <identifiers>
          <isin value="US56087FAB04"/>
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        <balance>782000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>866164.62000000</valUSD>
        <pctVal>0.185089767233</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>MakeMyTrip Ltd</name>
              <title>MakeMyTrip Ltd</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="MU0295S00016"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="25.80350000" curCd="USD"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PRA GROUP INC</name>
        <lei>549300Q5HW3JSSB86K27</lei>
        <title>PRA Group, Inc.</title>
        <cusip>69354NAD8</cusip>
        <identifiers>
          <isin value="US69354NAD84"/>
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        <balance>2957000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2550841.27000000</valUSD>
        <pctVal>0.545086472030</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SNAP INC</name>
        <lei>549300JNC0L6VP8A2Q35</lei>
        <title>Snap, Inc.</title>
        <cusip>83304AAB2</cusip>
        <identifiers>
          <isin value="US83304AAB26"/>
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        <balance>4000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3537000.00000000</valUSD>
        <pctVal>0.755817648964</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Snap Inc</name>
              <title>Snap Inc</title>
              <curCd>USD</curCd>
              <identifiers>
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          <currencyInfos>
            <currencyInfo convRatio="43.84810000" curCd="USD"/>
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          <delta>XXXX</delta>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DEXCOM INC</name>
        <lei>549300YSK3QDSFR5EU59</lei>
        <title>Dexcom, Inc.</title>
        <cusip>252131AK3</cusip>
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          <isin value="US252131AK39"/>
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        <balance>2327000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2212104.38000000</valUSD>
        <pctVal>0.472702157691</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>0.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>DexCom Inc</name>
              <title>DexCom Inc</title>
              <curCd>USD</curCd>
              <identifiers>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="6.66200000" curCd="USD"/>
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          <delta>XXXX</delta>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CAESARS ENTERTAIN INC</name>
        <lei>549300FA4CTCW903Y781</lei>
        <title>Caesars Entertainment, Inc.</title>
        <cusip>28470RAH5</cusip>
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          <isin value="US28470RAH57"/>
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        <balance>2742000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2738531.37000000</valUSD>
        <pctVal>0.585193763553</pctVal>
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        <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>6.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NEWS CORP</name>
        <lei>549300ITS31QK8VRBQ14</lei>
        <title>News Corp.</title>
        <cusip>65249BAB5</cusip>
        <identifiers>
          <isin value="US65249BAB53"/>
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        <balance>2644000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2528245.68000000</valUSD>
        <pctVal>0.540258045197</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LUMEN TECHNOLOGIES INC</name>
        <lei>8M3THTGWLTYZVE6BBY25</lei>
        <title>Lumen Technologies, Inc.</title>
        <cusip>156700BC9</cusip>
        <identifiers>
          <isin value="US156700BC99"/>
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        <balance>3346000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3095200.57000000</valUSD>
        <pctVal>0.661410013540</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>AMADEUS IT GROUP SA</name>
        <lei>9598004A3FTY3TEHHN09</lei>
        <title>Amadeus IT Group S.A.</title>
        <cusip>BH5506184</cusip>
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          <isin value="XS2154448059"/>
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        <balance>1500000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.98073000"/>
        <valUSD>1879836.96000000</valUSD>
        <pctVal>0.401700297298</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Amadeus IT Group SA</name>
              <title>Amadeus IT Group SA</title>
              <curCd>EUR</curCd>
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                <isin value="ES0109067019"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="1831.50180000" curCd="EUR"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HILCORP ENERGY I/HILCORP</name>
        <lei>N/A</lei>
        <title>Hilcorp Energy I Limited Partnership / Hilcorp Finance Co.</title>
        <cusip>431318AZ7</cusip>
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          <isin value="US431318AZ78"/>
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        <balance>2651000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2388776.36000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.25000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CYBERARK SOFTWARE LTD</name>
        <lei>529900YEXNDM894PWS93</lei>
        <title>CyberArk Software Ltd.</title>
        <cusip>23248VAB1</cusip>
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          <isin value="US23248VAB18"/>
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        <balance>7528000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8151474.83000000</valUSD>
        <pctVal>1.741879712073</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>CyberArk Software Ltd</name>
              <title>CyberArk Software Ltd</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="IL0011334468"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="6.34780000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FORD MOTOR CREDIT CO LLC</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
        <title>Ford Motor Credit Company LLC</title>
        <cusip>345397ZQ9</cusip>
        <identifiers>
          <isin value="US345397ZQ92"/>
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        <balance>4761000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4805134.09000000</valUSD>
        <pctVal>1.026803831174</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.58400000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PARKLAND CORP</name>
        <lei>549300XHQS1JYWBNK868</lei>
        <title>Parkland Corp.</title>
        <cusip>70137WAL2</cusip>
        <identifiers>
          <isin value="US70137WAL28"/>
        </identifiers>
        <balance>2632000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2360943.48000000</valUSD>
        <pctVal>0.504507421654</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.62500000</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>SEA LTD</name>
        <lei>529900OM6JLLW44YKI15</lei>
        <title>Sea Ltd.</title>
        <cusip>81141RAF7</cusip>
        <identifiers>
          <isin value="US81141RAF73"/>
        </identifiers>
        <balance>525000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>616087.50000000</valUSD>
        <pctVal>0.131651061862</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Sea Ltd</name>
              <title>Sea Ltd</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="81141R100"/>
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            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="11.05490000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Bank of New York Mellon</name>
        <lei>HPFHU0OQ28E4N0NFVK49</lei>
        <title>CURRENCY CONTRACT - Rec USD / Deliver HKD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CC.USD.HKD2"/>
        </identifiers>
        <balance>-55287430.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="HKD" exchangeRt="7.84990000"/>
        <valUSD>6806.88000000</valUSD>
        <pctVal>0.001454554718</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>THE BANK OF NEW YORK MELLON</counterpartyName>
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            <amtCurSold>55287430.00000000</amtCurSold>
            <curSold>HKD</curSold>
            <amtCurPur>7059613.02000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2022-09-13</settlementDt>
            <unrealizedAppr>6806.88000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ZHONGSHENG GROUP</name>
        <lei>3003005VYMEBAJNJ2Y26</lei>
        <title>Zhongsheng Group Holdings Ltd.</title>
        <cusip>BJ4661549</cusip>
        <identifiers>
          <isin value="XS2171663227"/>
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        <balance>14000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="HKD" exchangeRt="7.84990000"/>
        <valUSD>2087096.65000000</valUSD>
        <pctVal>0.445989393035</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-21</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Zhongsheng Group Holdings Ltd</name>
              <title>Zhongsheng Group Holdings Ltd</title>
              <curCd>HKD</curCd>
              <identifiers>
                <isin value="KYG9894K1085"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="21923.51430000" curCd="HKD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EDGEWELL PERSONAL CARE</name>
        <lei>549300CY8QZDL4Z3RU59</lei>
        <title>Edgewell Personal Care Co.</title>
        <cusip>28035QAB8</cusip>
        <identifiers>
          <isin value="US28035QAB86"/>
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        <balance>2650000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2382244.00000000</valUSD>
        <pctVal>0.509059106400</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>4.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PURE STORAGE INC</name>
        <lei>549300NPDB0BZTK3WO90</lei>
        <title>Pure Storage, Inc.</title>
        <cusip>74624MAB8</cusip>
        <identifiers>
          <isin value="US74624MAB81"/>
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        <balance>568000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>673080.00000000</valUSD>
        <pctVal>0.143829726651</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Pure Storage Inc</name>
              <title>Pure Storage Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="74624M102"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="38.05940000" curCd="USD"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>American Express Co</name>
        <lei>R4PP93JZOLY261QX3811</lei>
        <title>American Express Co.</title>
        <cusip>025816109</cusip>
        <identifiers>
          <isin value="US0258161092"/>
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        <balance>20000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3080400.00000000</valUSD>
        <pctVal>0.658247295976</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>KKR &amp; CO INC</name>
        <lei>54930013V5I303TF9571</lei>
        <title>KKR &amp; Company, Inc.</title>
        <cusip>48251W401</cusip>
        <identifiers>
          <isin value="US48251W4015"/>
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        <balance>33455.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2341850.00000000</valUSD>
        <pctVal>0.500427356863</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>VAREX IMAGING CORPORATIO</name>
        <lei>549300CWYWPVCT8E9W67</lei>
        <title>Varex Imaging Corp.</title>
        <cusip>92214XAC0</cusip>
        <identifiers>
          <isin value="US92214XAC02"/>
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        <balance>2183000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2180052.95000000</valUSD>
        <pctVal>0.465853122784</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LEVEL 3 FINANCING INC</name>
        <lei>254900AE5FEFIJOXWL19</lei>
        <title>Level 3 Financing, Inc.</title>
        <cusip>527298BH5</cusip>
        <identifiers>
          <isin value="US527298BH52"/>
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        <balance>1755000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1759545.45000000</valUSD>
        <pctVal>0.375995336518</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>5.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Morgan Stanley</title>
        <cusip>617446448</cusip>
        <identifiers>
          <isin value="US6174464486"/>
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        <balance>30000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2529000.00000000</valUSD>
        <pctVal>0.540419235010</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>The Bank of New York Mellon</name>
        <lei>HPFHU0OQ28E4N0NFVK49</lei>
        <title>CURRENCY CONTRACT - Rec JPY / Deliver USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CC.JPY.USD7"/>
        </identifiers>
        <balance>11355000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="133.65000000"/>
        <valUSD>843.87000000</valUSD>
        <pctVal>0.000180325654</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>DISH DBS CORP</name>
        <lei>N/A</lei>
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          <isin value="US25470XBF15"/>
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        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
          <maturityDt>2028-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>RADIAN GROUP INC</name>
        <lei>54930005OUP720S5U385</lei>
        <title>Radian Group, Inc.</title>
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          <isin value="US750236AW16"/>
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        <balance>1647000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1610271.90000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2027-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>ROYAL CARIBBEAN CRUISES</name>
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          <isin value="US780153BF87"/>
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          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
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              <title>Royal Caribbean Cruises Ltd</title>
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                <isin value="LR0008862868"/>
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            <currencyInfo convRatio="12.12120000" curCd="USD"/>
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      <invstOrSec>
        <name>AVAYA INC</name>
        <lei>J6LB5QIFSP2MFEFG4U76</lei>
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        <curCd>USD</curCd>
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          <maturityDt>2028-09-15</maturityDt>
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      <invstOrSec>
        <name>HCA INC</name>
        <lei>L3CJ6J7LJ2DX62FTXD46</lei>
        <title>HCA, Inc.</title>
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          <isin value="US404119BR91"/>
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        <curCd>USD</curCd>
        <valUSD>5108611.50000000</valUSD>
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        <invCountry>US</invCountry>
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        <debtSec>
          <maturityDt>2025-02-01</maturityDt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DAVE &amp; BUSTER'S INC</name>
        <lei>549300JAVWTAY1FT5Z45</lei>
        <title>Dave &amp; Buster's, Inc.</title>
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          <isin value="US23833NAH70"/>
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        <curCd>USD</curCd>
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        <debtSec>
          <maturityDt>2025-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        <name>STANLEY BLACK &amp; DECKER I</name>
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        <title>Stanley Black &amp; Decker, Inc.</title>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        <name>CHEGG INC</name>
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          <couponKind>Fixed</couponKind>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
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            <dbtSecRefInstrument>
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        <name>SOCIETE GENERALE</name>
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        <curCd>USD</curCd>
        <valUSD>-49015639.17000000</valUSD>
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        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
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          <notClearedCentCparty isCleared="N">
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          <maturityDt>2022-12-15</maturityDt>
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              <invstCatConditional desc="Corporate Debt Securities and Equities" invstCat="Other instrument"/>
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        <securityLending>
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        <name>VICTORIA'S SECRET &amp; CO</name>
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        <curCd>USD</curCd>
        <valUSD>4517922.30000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.62500000</annualizedRt>
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        <securityLending>
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        <name>DMG MORI CO LTD</name>
        <lei>353800P4I3FIXTQV2E13</lei>
        <title>DMG Mori Company Ltd.</title>
        <cusip>BQ3357663</cusip>
        <identifiers>
          <isin value="XS2357278204"/>
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        <balance>90000000.00000000</balance>
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        <currencyConditional curCd="JPY" exchangeRt="133.65000000"/>
        <valUSD>684848.48000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
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              <title>DMG Mori Co Ltd</title>
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          <currencyInfos>
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          <delta>XXXX</delta>
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      <invstOrSec>
        <name>JP MORGAN CHASE BANK NA</name>
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        <title>JPMorgan Chase Bank North America</title>
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        <assetCat>DBT</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>None</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
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        <name>The Bank of New York Mellon</name>
        <lei>HPFHU0OQ28E4N0NFVK49</lei>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <derivativeInfo>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ENPHASE ENERGY INC</name>
        <lei>5493008U7KIGMI59Z314</lei>
        <title>Enphase Energy, Inc.</title>
        <cusip>29355AAK3</cusip>
        <identifiers>
          <isin value="US29355AAK34"/>
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        <balance>1293000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1602027.00000000</valUSD>
        <pctVal>0.342335391777</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>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Enphase Energy Inc</name>
              <title>Enphase Energy Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="29355A107"/>
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            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="3.51040000" curCd="USD"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>OCCIDENTAL PETROLEUM COR</name>
        <lei>IM7X0T3ECJW4C1T7ON55</lei>
        <title>Occidental Petroleum Corp.</title>
        <cusip>674599EF8</cusip>
        <identifiers>
          <isin value="US674599EF81"/>
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        <balance>3306000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3557514.10000000</valUSD>
        <pctVal>0.760201284484</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.12500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JAZZ INVESTMENTS I LTD</name>
        <lei>N/A</lei>
        <title>Jazz Investments I Ltd.</title>
        <cusip>472145AF8</cusip>
        <identifiers>
          <isin value="US472145AF83"/>
        </identifiers>
        <balance>2970000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3556398.49000000</valUSD>
        <pctVal>0.759962891007</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Jazz Pharmaceuticals PLC</name>
              <title>Jazz Pharmaceuticals PLC</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="IE00B4Q5ZN47"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="6.41820000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UPWORK INC</name>
        <lei>5493004QJ6WWBXVE2S70</lei>
        <title>Upwork, Inc.</title>
        <cusip>91688FAA2</cusip>
        <identifiers>
          <isin value="US91688FAA21"/>
        </identifiers>
        <balance>2363000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1824510.23000000</valUSD>
        <pctVal>0.389877589072</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>0.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Upwork Inc</name>
              <title>Upwork Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="91688F104"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="15.13380000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BLOCK INC</name>
        <lei>549300OHIIUWSTIZME52</lei>
        <title>Block, Inc.</title>
        <cusip>852234AK9</cusip>
        <identifiers>
          <isin value="US852234AK99"/>
        </identifiers>
        <balance>1861000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1496674.50000000</valUSD>
        <pctVal>0.319822731652</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Square Inc</name>
              <title>Square Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="852234103"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="3.34300000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ROYAL CARIBBEAN CRUISES</name>
        <lei>K2NEH8QNVW44JIWK7Z55</lei>
        <title>Royal Caribbean Cruises Ltd.</title>
        <cusip>780153AY8</cusip>
        <identifiers>
          <isin value="US780153AY85"/>
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        <balance>3000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3071250.00000000</valUSD>
        <pctVal>0.656292042516</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>10.87500000</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>INSULET CORPORATION</name>
        <lei>549300TZTYD2PYN92D43</lei>
        <title>Insulet Corp.</title>
        <cusip>45784PAK7</cusip>
        <identifiers>
          <isin value="US45784PAK75"/>
        </identifiers>
        <balance>2592000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3263328.00000000</valUSD>
        <pctVal>0.697336979576</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Insulet Corp</name>
              <title>Insulet Corp</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="45784P101"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="4.41050000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>STMICROELECTRONICS NV</name>
        <lei>213800Z8NOHIKRI42W10</lei>
        <title>STMicroelectronics N.V.</title>
        <cusip>BK6867034</cusip>
        <identifiers>
          <isin value="XS2211997155"/>
        </identifiers>
        <balance>600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>672606.00000000</valUSD>
        <pctVal>0.143728438111</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-04</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>STMicroelectronics NV</name>
              <title>STMicroelectronics NV</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="NL0000226223"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="4585.05270000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CARNIVAL CORP</name>
        <lei>F1OF2ZSX47CR0BCWA982</lei>
        <title>Carnival Corp.</title>
        <cusip>143658BQ4</cusip>
        <identifiers>
          <isin value="US143658BQ44"/>
        </identifiers>
        <balance>1184000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1035147.52000000</valUSD>
        <pctVal>0.221199537715</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>PA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CLYDESDALE ACQUISITION</name>
        <lei>N/A</lei>
        <title>Clydesdale Acquisition Holdings, Inc.</title>
        <cusip>18972EAB1</cusip>
        <identifiers>
          <isin value="US18972EAB11"/>
        </identifiers>
        <balance>2035000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1936994.40000000</valUSD>
        <pctVal>0.413914207934</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.75000000</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>DIGITALOCEAN HOLDINGS</name>
        <lei>549300EPISPY3RE3DL21</lei>
        <title>DigitalOcean Holdings, Inc.</title>
        <cusip>25402DAA0</cusip>
        <identifiers>
          <isin value="US25402DAA00"/>
        </identifiers>
        <balance>2763000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2084998.15000000</valUSD>
        <pctVal>0.445540966872</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-12-01</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>DigitalOcean Holdings Inc</name>
              <title>DigitalOcean Holdings Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="25402D102"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="5.60180000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CENTENNIAL RESOURCE PROD</name>
        <lei>5493004CTVUMQLRPOE23</lei>
        <title>Centennial Resource Production LLC</title>
        <cusip>15136AAA0</cusip>
        <identifiers>
          <isin value="US15136AAA07"/>
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        <balance>569000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>746812.50000000</valUSD>
        <pctVal>0.159585543671</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Centennial Resource Development Inc/DE</name>
              <title>Centennial Resource Development Inc/DE</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="15136A102"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="159.26100000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KYNDRYL HOLDINGS INC</name>
        <lei>549300LQ4LWX2R8ZV130</lei>
        <title>Kyndryl Holdings, Inc.</title>
        <cusip>50155QAG5</cusip>
        <identifiers>
          <isin value="US50155QAG55"/>
        </identifiers>
        <balance>1953000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1311347.87000000</valUSD>
        <pctVal>0.280220487440</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.10000000</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>VEOLIA ENVIRONNEMENT SA</name>
        <lei>969500LENY69X51OOT31</lei>
        <title>Veolia Environnement S.A.</title>
        <cusip>ZR4789767</cusip>
        <identifiers>
          <isin value="FR0013444148"/>
        </identifiers>
        <balance>50190.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.98073000"/>
        <valUSD>1603988.95000000</valUSD>
        <pctVal>0.342754638720</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-01</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Veolia Environnement SA</name>
              <title>Veolia Environnement SA</title>
              <curCd>EUR</curCd>
              <identifiers>
                <isin value="FR0000124141"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="1.03100000" curCd="EUR"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MITSUBISHI CHEM GROUP</name>
        <lei>353800YNKX4RQUGAR072</lei>
        <title>Mitsubishi Chemical Group Corp.</title>
        <cusip>AM8510118</cusip>
        <identifiers>
          <isin value="XS1580542139"/>
        </identifiers>
        <balance>110000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="JPY" exchangeRt="133.65000000"/>
        <valUSD>821399.18000000</valUSD>
        <pctVal>0.175523889479</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-29</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Mitsubishi Chemical Holdings Corp</name>
              <title>Mitsubishi Chemical Holdings Corp</title>
              <curCd>JPY</curCd>
              <identifiers>
                <isin value="JP3897700005"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="8536.79360000" curCd="JPY"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>The Bank of New York Mellon</name>
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        <isRestrictedSec>N</isRestrictedSec>
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      <invstOrSec>
        <name>SEAGATE HDD CAYMAN</name>
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        <isRestrictedSec>N</isRestrictedSec>
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        <securityLending>
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      <invstOrSec>
        <name>MIDDLEBY CORP</name>
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          <couponKind>Fixed</couponKind>
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          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
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              <title>Middleby Corp/The</title>
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          <currencyInfos>
            <currencyInfo convRatio="7.77460000" curCd="USD"/>
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          <delta>XXXX</delta>
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      <invstOrSec>
        <name>M/A-COM TECH SOLUTIONS</name>
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          <isin value="US55405YAB65"/>
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        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
          <maturityDt>2026-03-15</maturityDt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>MACOM Technology Solutions Holdings Inc</name>
              <title>MACOM Technology Solutions Holdings Inc</title>
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          <currencyInfos>
            <currencyInfo convRatio="12.17670000" curCd="USD"/>
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          <delta>XXXX</delta>
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        <securityLending>
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      <invstOrSec>
        <name>STMICROELECTRONICS NV</name>
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          <isin value="XS2211997239"/>
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        <curCd>USD</curCd>
        <valUSD>1344426.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-08-04</maturityDt>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>STMicroelectronics NV</name>
              <title>STMicroelectronics NV</title>
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                <isin value="NL0000226223"/>
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          <currencyInfos>
            <currencyInfo convRatio="4434.58980000" curCd="USD"/>
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          <delta>XXXX</delta>
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      <invstOrSec>
        <name>Occidental Petroleum Corp</name>
        <lei>IM7X0T3ECJW4C1T7ON55</lei>
        <title>Occidental Petroleum Corp.</title>
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          <isin value="US6745991058"/>
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        <balance>20000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CABLEVISION LIGHTPATH</name>
        <lei>5493002ZVBLRLGES1R71</lei>
        <title>Cablevision Lightpath LLC</title>
        <cusip>12687GAB5</cusip>
        <identifiers>
          <isin value="US12687GAB59"/>
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        <balance>1762000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1427537.16000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TYLER TECHNOLOGIES INC</name>
        <lei>25490040SMU4Z8LBCW70</lei>
        <title>Tyler Technologies, Inc.</title>
        <cusip>902252AB1</cusip>
        <identifiers>
          <isin value="US902252AB17"/>
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        <balance>8181000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8561416.50000000</valUSD>
        <pctVal>1.829479697720</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>0.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Tyler Technologies Inc</name>
              <title>Tyler Technologies Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="902252105"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="2.02660000" curCd="USD"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BARCLAYS BANK PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
        <title>Barclays Bank plc</title>
        <cusip>BT5210856</cusip>
        <identifiers>
          <isin value="XS2341843006"/>
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        <balance>900000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.98073000"/>
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        <pctVal>0.195480999142</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-24</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Mercedes-Benz Group AG</name>
              <title>Mercedes-Benz Group AG</title>
              <curCd>EUR</curCd>
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          <currencyInfos>
            <currencyInfo convRatio="1208.54760000" curCd="EUR"/>
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          <delta>XXXX</delta>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ZSCALER INC.</name>
        <lei>529900MZ0RTK1BWRNF46</lei>
        <title>Zscaler, Inc.</title>
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          <isin value="US98980GAB86"/>
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        <balance>2184000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2715804.00000000</valUSD>
        <pctVal>0.580337176796</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>0.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Zscaler Inc</name>
              <title>Zscaler Inc</title>
              <curCd>USD</curCd>
              <identifiers>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="6.63150000" curCd="USD"/>
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          <delta>XXXX</delta>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BOSIDENG INTERNATIONAL</name>
        <lei>254900G7F1RDM4B3S169</lei>
        <title>Bosideng International Holdings Ltd.</title>
        <cusip>ZQ9273025</cusip>
        <identifiers>
          <isin value="XS2090962775"/>
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        <balance>600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>677250.00000000</valUSD>
        <pctVal>0.144720809375</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Bosideng International Holdings Ltd</name>
              <title>Bosideng International Holdings Ltd</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="KYG126521064"/>
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          <currencyInfos>
            <currencyInfo convRatio="173201.32810000" curCd="USD"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The Bank of New York Mellon</name>
        <lei>HPFHU0OQ28E4N0NFVK49</lei>
        <title>CURRENCY CONTRACT - Rec JPY / Deliver USD</title>
        <cusip>N/A</cusip>
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        <balance>25000000.00000000</balance>
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        <currencyConditional curCd="JPY" exchangeRt="133.65000000"/>
        <valUSD>-2639.34000000</valUSD>
        <pctVal>-0.00056399766</pctVal>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="Derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BENTLEY SYSTEMS INC</name>
        <lei>549300WVEHPGE0Z56F71</lei>
        <title>Bentley Systems, Inc.</title>
        <cusip>08265TAB5</cusip>
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          <isin value="US08265TAB52"/>
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        <balance>2218000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2056086.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Bentley Systems Inc</name>
              <title>Bentley Systems Inc</title>
              <curCd>USD</curCd>
              <identifiers>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="15.59250000" curCd="USD"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BANK OF AMERICA CORP</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>Bank of America Corp.</title>
        <cusip>060505682</cusip>
        <identifiers>
          <isin value="US0605056821"/>
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        <balance>7283.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9060416.15000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>HARVEST MIDSTREAM I LP</name>
        <lei>549300DW5M17KJOXCY66</lei>
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          <isin value="US417558AA18"/>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>The Bank of New York Mellon</name>
        <lei>HPFHU0OQ28E4N0NFVK49</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CC.EUR.USD6"/>
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        <balance>250000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.98073000"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="Derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>THE BANK OF NEW YORK MELLON</counterpartyName>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>VINGROUP JSC</name>
        <lei>254900MJ9C15O3O1V757</lei>
        <title>Vingroup JSC</title>
        <cusip>BP0704034</cusip>
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          <isin value="XS2332809412"/>
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        <balance>1600000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1269600.00000000</valUSD>
        <pctVal>0.271299430909</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>VN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
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            <dbtSecRefInstrument>
              <name>Vinhomes JSC</name>
              <title>Vinhomes JSC</title>
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                <isin value="VN000000VHM0"/>
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          <currencyInfos>
            <currencyInfo convRatio="49508.58200000" curCd="USD"/>
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          <delta>XXXX</delta>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ENERGIZER HOLDINGS INC</name>
        <lei>5493000D6NN0V57UME20</lei>
        <title>Energizer Holdings, Inc.</title>
        <cusip>29272WAC3</cusip>
        <identifiers>
          <isin value="US29272WAC38"/>
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        <balance>2350000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2006454.63000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.75000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ADM AG HOLDING LTD</name>
        <lei>254900F9FYTK7ZOY3Y61</lei>
        <title>ADM Ag Holding Ltd.</title>
        <cusip>ZO0974485</cusip>
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          <isin value="XS2220527001"/>
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        <balance>800000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>782800.00000000</valUSD>
        <pctVal>0.167275673058</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>VG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-26</maturityDt>
          <couponKind>None</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Wilmar International Ltd</name>
              <title>Wilmar International Ltd</title>
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                <isin value="SG1T56930848"/>
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          <currencyInfos>
            <currencyInfo convRatio="54168.56600000" curCd="USD"/>
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          <delta>XXXX</delta>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HUBSPOT INC</name>
        <lei>529900BLNVEW0MVKJB37</lei>
        <title>HubSpot, Inc.</title>
        <cusip>443573AD2</cusip>
        <identifiers>
          <isin value="US443573AD20"/>
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        <balance>772000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1004082.50000000</valUSD>
        <pctVal>0.214561287677</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>HubSpot Inc</name>
              <title>HubSpot Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="443573100"/>
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          <currencyInfos>
            <currencyInfo convRatio="3.53960000" curCd="USD"/>
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          <delta>XXXX</delta>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>EQT CORP</name>
        <lei>4NT01YGM4X7ZX86ISY52</lei>
        <title>Equities Corp.</title>
        <cusip>26884LAK5</cusip>
        <identifiers>
          <isin value="US26884LAK52"/>
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        <balance>605000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1816210.00000000</valUSD>
        <pctVal>0.388103922031</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>EQT Corp</name>
              <title>EQT Corp</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="26884L109"/>
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          <currencyInfos>
            <currencyInfo convRatio="67.28360000" curCd="USD"/>
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          <delta>XXXX</delta>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DCP MIDSTREAM OPERATING</name>
        <lei>549300Y6CTBSE0QIPL28</lei>
        <title>DCP Midstream Operating, LP</title>
        <cusip>23311VAJ6</cusip>
        <identifiers>
          <isin value="US23311VAJ61"/>
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        <balance>2615000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2671486.33000000</valUSD>
        <pctVal>0.570866982522</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The Bank of New York Mellon</name>
        <lei>HPFHU0OQ28E4N0NFVK49</lei>
        <title>CURRENCY CONTRACT - Rec JPY / Deliver USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CC.JPY.USD9"/>
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        <balance>50875000.00000000</balance>
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        <currencyConditional curCd="JPY" exchangeRt="133.65000000"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="Derivative" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SABRE GLBL INC</name>
        <lei>F2TJC7HPPHLHU1AQMP98</lei>
        <title>Sabre GLBL, Inc.</title>
        <cusip>78573NAE2</cusip>
        <identifiers>
          <isin value="US78573NAE22"/>
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        <balance>1252000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1351534.00000000</valUSD>
        <pctVal>0.288807817465</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Sabre Corp</name>
              <title>Sabre Corp</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="78573M104"/>
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          <currencyInfos>
            <currencyInfo convRatio="126.94990000" curCd="USD"/>
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          <delta>XXXX</delta>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freeport-McMoRan Inc</name>
        <lei>549300IRDTHJQ1PVET45</lei>
        <title>Freeport-McMoRan, Inc.</title>
        <cusip>35671D857</cusip>
        <identifiers>
          <isin value="US35671D8570"/>
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        <balance>100000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3155000.00000000</valUSD>
        <pctVal>0.674188488120</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LIVE NATION ENTERTAINMEN</name>
        <lei>5493007B9BM9ZXJINO78</lei>
        <title>Live Nation Entertainment, Inc.</title>
        <cusip>538034AU3</cusip>
        <identifiers>
          <isin value="US538034AU37"/>
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        <balance>3077000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3466240.50000000</valUSD>
        <pctVal>0.740697129051</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Live Nation Entertainment Inc</name>
              <title>Live Nation Entertainment Inc</title>
              <curCd>USD</curCd>
              <identifiers>
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          <currencyInfos>
            <currencyInfo convRatio="9.44690000" curCd="USD"/>
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          <delta>XXXX</delta>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The Bank of New York Mellon</name>
        <lei>HPFHU0OQ28E4N0NFVK49</lei>
        <title>CURRENCY CONTRACT - Rec EUR / Deliver USD</title>
        <cusip>N/A</cusip>
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        <balance>600000.00000000</balance>
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        <valUSD>-16785.05000000</valUSD>
        <pctVal>-0.00358677891</pctVal>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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              <counterpartyName>THE BANK OF NEW YORK MELLON</counterpartyName>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JUST EAT TAKEAWAY</name>
        <lei>724500FVZIBSSQ7SHI95</lei>
        <title>Just Eat Takeaway.com N.V.</title>
        <cusip>AW7955569</cusip>
        <identifiers>
          <isin value="XS1940192039"/>
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        <balance>1000000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.98073000"/>
        <valUSD>942406.38000000</valUSD>
        <pctVal>0.201381785270</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Just Eat Takeaway.com NV</name>
              <title>Just Eat Takeaway.com NV</title>
              <curCd>EUR</curCd>
              <identifiers>
                <isin value="NL0012015705"/>
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            </dbtSecRefInstrument>
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          <currencyInfos>
            <currencyInfo convRatio="1438.33150000" curCd="EUR"/>
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          <delta>XXXX</delta>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>FIVE9 INC</name>
        <lei>254900MXP6EWY0SFFR59</lei>
        <title>Five9, Inc.</title>
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          <isin value="US338307AD33"/>
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        <balance>6568000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6955512.00000000</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-06-01</maturityDt>
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          <annualizedRt>0.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Five9 Inc</name>
              <title>Five9 Inc</title>
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          <currencyInfos>
            <currencyInfo convRatio="7.44370000" curCd="USD"/>
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          <delta>XXXX</delta>
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        <securityLending>
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      <invstOrSec>
        <name>The Bank of New York Mellon</name>
        <lei>HPFHU0OQ28E4N0NFVK49</lei>
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          <other otherDesc="Internal ID" value="CC.USD.EUR12"/>
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        <isRestrictedSec>N</isRestrictedSec>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>THE BANK OF NEW YORK MELLON</counterpartyName>
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      <invstOrSec>
        <name>AKAMAI TECHNOLOGIES INC</name>
        <lei>OC1LZNN2LF5WTJ5RIL89</lei>
        <title>Akamai Technologies, Inc.</title>
        <cusip>00971TAL5</cusip>
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          <isin value="US00971TAL52"/>
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        <balance>3406000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3532022.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.37500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Akamai Technologies Inc</name>
              <title>Akamai Technologies Inc</title>
              <curCd>USD</curCd>
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                <cusip value="00971T101"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="8.60730000" curCd="USD"/>
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          <delta>XXXX</delta>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AMERICAN ELECTRIC POWER</name>
        <lei>1B4S6S7G0TW5EE83BO58</lei>
        <title>American Electric Power Company, Inc.</title>
        <cusip>02557T307</cusip>
        <identifiers>
          <isin value="US02557T3077"/>
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        <balance>17988.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>994376.64000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MCGRAW-HILL EDUCATION</name>
        <lei>N/A</lei>
        <title>McGraw-Hill Education, Inc.</title>
        <cusip>57767XAA8</cusip>
        <identifiers>
          <isin value="US57767XAA81"/>
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        <balance>2031000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1830564.71000000</valUSD>
        <pctVal>0.391171364260</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CIMC ENRIC HOLDINGS LTD</name>
        <lei>254900RKJGCDZN5ZOB09</lei>
        <title>CIMC Enric Holdings Ltd.</title>
        <cusip>BS5175416</cusip>
        <identifiers>
          <isin value="XS2411368926"/>
        </identifiers>
        <balance>13000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="HKD" exchangeRt="7.84990000"/>
        <valUSD>1592313.28000000</valUSD>
        <pctVal>0.340259677609</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-30</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>CIMC Enric Holdings Ltd</name>
              <title>CIMC Enric Holdings Ltd</title>
              <curCd>HKD</curCd>
              <identifiers>
                <isin value="KYG2198S1093"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="87032.20190000" curCd="HKD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>The Bank of New York Mellon</name>
        <lei>HPFHU0OQ28E4N0NFVK49</lei>
        <title>CURRENCY CONTRACT - Rec USD / Deliver JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CC.USD.JPY2"/>
        </identifiers>
        <balance>-21057800.00000000</balance>
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        <valUSD>-304.87000000</valUSD>
        <pctVal>-0.00006514733</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>THE BANK OF NEW YORK MELLON</counterpartyName>
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            <amtCurSold>21057800.00000000</amtCurSold>
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            <amtCurPur>157798.27000000</amtCurPur>
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            <settlementDt>2022-09-13</settlementDt>
            <unrealizedAppr>-304.87000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ROYAL CARIBBEAN CRUISES</name>
        <lei>K2NEH8QNVW44JIWK7Z55</lei>
        <title>Royal Caribbean Cruises Ltd.</title>
        <cusip>780153BC5</cusip>
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          <isin value="US780153BC56"/>
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        <balance>2924000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2972684.60000000</valUSD>
        <pctVal>0.635229710343</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>9.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DEUTSCHE POST AG</name>
        <lei>8ER8GIG7CSMVD8VUFE78</lei>
        <title>Deutsche Post AG</title>
        <cusip>AQ3253046</cusip>
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          <isin value="DE000A2G87D4"/>
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        <balance>1500000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.98073000"/>
        <valUSD>1546541.86000000</valUSD>
        <pctVal>0.330478833093</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Deutsche Post AG</name>
              <title>Deutsche Post AG</title>
              <curCd>EUR</curCd>
              <identifiers>
                <isin value="DE0005552004"/>
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            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="1818.30080000" curCd="EUR"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ANA HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>ANA Holdings, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BMCX107"/>
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        <balance>130000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="JPY" exchangeRt="133.65000000"/>
        <valUSD>959072.20000000</valUSD>
        <pctVal>0.204943086059</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-12-10</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>ANA Holdings Inc</name>
              <title>ANA Holdings Inc</title>
              <curCd>JPY</curCd>
              <identifiers>
                <isin value="JP3429800000"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="3468.6091" curCd="JPY"/>
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          <delta>XXXX</delta>
        </debtSec>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>COMMSCOPE INC</name>
        <lei>549300Z6K4JXMFE8QY54</lei>
        <title>CommScope, Inc.</title>
        <cusip>20338QAA1</cusip>
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          <isin value="US20338QAA13"/>
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        <balance>2055000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1816435.05000000</valUSD>
        <pctVal>0.388152012719</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LENDINGTREE INC</name>
        <lei>549300ISY5YHUJZTON08</lei>
        <title>LendingTree, Inc.</title>
        <cusip>52603BAD9</cusip>
        <identifiers>
          <isin value="US52603BAD91"/>
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        <balance>4000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2960137.68000000</valUSD>
        <pctVal>0.632548572776</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>0.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>LendingTree Inc</name>
              <title>LendingTree Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="52603B107"/>
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            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="2.16830000" curCd="USD"/>
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          <delta>XXXX</delta>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>RINGCENTRAL INC</name>
        <lei>549300C8EH0H1614VE84</lei>
        <title>RingCentral, Inc.</title>
        <cusip>76680RAH0</cusip>
        <identifiers>
          <isin value="US76680RAH03"/>
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        <balance>1258000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>956080.00000000</valUSD>
        <pctVal>0.204303686124</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>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>RingCentral Inc</name>
              <title>RingCentral Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="76680R206"/>
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            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="2.35830000" curCd="USD"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>OSISKO GOLD ROYALTIES</name>
        <lei>549300TJZTXZMPQ6K004</lei>
        <title>Osisko Gold Royalties Ltd.</title>
        <cusip>68827LAA9</cusip>
        <identifiers>
          <isin value="CA68827LAA94"/>
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        <balance>1000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="CAD" exchangeRt="1.28135000"/>
        <valUSD>765630.00000000</valUSD>
        <pctVal>0.163606634599</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Osisko Gold Royalties Ltd</name>
              <title>Osisko Gold Royalties Ltd</title>
              <curCd>CAD</curCd>
              <identifiers>
                <cusip value="68827L101"/>
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            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="43.68720000" curCd="CAD"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SINGAPORE AIRLINES LTD</name>
        <lei>549300ZG62N2599PWR15</lei>
        <title>Singapore Airlines Ltd.</title>
        <cusip>BM4690772</cusip>
        <identifiers>
          <isin value="XS2260025296"/>
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        <balance>500000.00000000</balance>
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        <currencyConditional curCd="SGD" exchangeRt="1.38290000"/>
        <valUSD>382348.69000000</valUSD>
        <pctVal>0.081703672027</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.62500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Singapore Airlines Ltd</name>
              <title>Singapore Airlines Ltd</title>
              <curCd>SGD</curCd>
              <identifiers>
                <isin value="SG1V61937297"/>
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            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="43531.25540000" curCd="SGD"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HAEMONETICS CORP</name>
        <lei>549300ZEL6TXZS6F5F95</lei>
        <title>Haemonetics Corp.</title>
        <cusip>405024AB6</cusip>
        <identifiers>
          <isin value="US405024AB67"/>
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        <balance>1682000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1367560.31000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-01</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Haemonetics Corp</name>
              <title>Haemonetics Corp</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="405024100"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="5.70330000" curCd="USD"/>
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          <delta>XXXX</delta>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PIRELLI &amp; C SPA</name>
        <lei>815600A0C9AFC1F2A709</lei>
        <title>Pirelli &amp; C SpA</title>
        <cusip>BN0747038</cusip>
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          <isin value="XS2276552598"/>
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        <balance>4100000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.98073000"/>
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        <pctVal>0.855158427332</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-22</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Pirelli &amp; C SpA</name>
              <title>Pirelli &amp; C SpA</title>
              <curCd>EUR</curCd>
              <identifiers>
                <isin value="IT0005278236"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="16287.97130000" curCd="EUR"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PALO ALTO NETWORKS</name>
        <lei>549300QXR2YVZV231H43</lei>
        <title>Palo Alto Networks, Inc.</title>
        <cusip>697435AF2</cusip>
        <identifiers>
          <isin value="US697435AF27"/>
        </identifiers>
        <balance>3452000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6003028.00000000</valUSD>
        <pctVal>1.282780466392</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Palo Alto Networks Inc</name>
              <title>Palo Alto Networks Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="697435105"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="3.36020000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LSF9 ATL HLDG/VICTRA FIN</name>
        <lei>N/A</lei>
        <title>LSF9 Atlantis Holdings LLC / Victra Finance Corp.</title>
        <cusip>50220MAA8</cusip>
        <identifiers>
          <isin value="US50220MAA80"/>
        </identifiers>
        <balance>2943000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2674627.83000000</valUSD>
        <pctVal>0.571538286210</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>7.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Bank of New York Mellon</name>
        <lei>HPFHU0OQ28E4N0NFVK49</lei>
        <title>CURRENCY CONTRACT - Rec JPY / Deliver USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CC.JPY.USD4"/>
        </identifiers>
        <balance>32000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="133.65000000"/>
        <valUSD>1748.00000000</valUSD>
        <pctVal>0.000373528201</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>THE BANK OF NEW YORK MELLON</counterpartyName>
              <counterpartyLei>HPFHU0OQ28E4N0NFVK49</counterpartyLei>
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            <amtCurSold>238509.79000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>32000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2022-09-13</settlementDt>
            <unrealizedAppr>1748.00000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NCL CORPORATION LTD</name>
        <lei>UNZWILHE4KMRP9K2L524</lei>
        <title>NCL Corporation Ltd.</title>
        <cusip>62886HAX9</cusip>
        <identifiers>
          <isin value="US62886HAX98"/>
        </identifiers>
        <balance>4295000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4417106.17000000</valUSD>
        <pctVal>0.943886570719</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>5.37500000</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>USD</curCd>
              <identifiers>
                <isin value="BMG667211046"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="53.33330000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DUFRY ONE BV</name>
        <lei>7245003K5MN9U7XW0808</lei>
        <title>Dufry One BV</title>
        <cusip>BO7646199</cusip>
        <identifiers>
          <isin value="CH1105195684"/>
        </identifiers>
        <balance>800000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="CHF" exchangeRt="0.95240000"/>
        <valUSD>691661.66000000</valUSD>
        <pctVal>0.147800421187</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Dufry AG</name>
              <title>Dufry AG</title>
              <curCd>CHF</curCd>
              <identifiers>
                <isin value="CH0023405456"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="2298.85060000" curCd="CHF"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JETBLUE AIRWAYS CORP</name>
        <lei>54930070J9H97ZO93T57</lei>
        <title>JetBlue Airways Corp.</title>
        <cusip>477143AP6</cusip>
        <identifiers>
          <isin value="US477143AP66"/>
        </identifiers>
        <balance>3000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2154000.00000000</valUSD>
        <pctVal>0.460285896485</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>JetBlue Airways Corp</name>
              <title>JetBlue Airways Corp</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="477143101"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="38.58020000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SPRINT CAPITAL CORP</name>
        <lei>549300L17W0GQBR1PO80</lei>
        <title>Sprint Capital Corp.</title>
        <cusip>852060AD4</cusip>
        <identifiers>
          <isin value="US852060AD48"/>
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        <balance>3346000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3760435.56000000</valUSD>
        <pctVal>0.803563348612</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.87500000</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>TELESAT CANADA/TELESAT L</name>
        <lei>N/A</lei>
        <title>Telesat Canada / Telesat LLC</title>
        <cusip>87952VAM8</cusip>
        <identifiers>
          <isin value="US87952VAM81"/>
        </identifiers>
        <balance>1357000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>566445.73000000</valUSD>
        <pctVal>0.121043166501</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>6.50000000</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>FIRST QUANTUM MINERALS L</name>
        <lei>549300I7UVBGWRYMYZ18</lei>
        <title>First Quantum Minerals Ltd.</title>
        <cusip>335934AP0</cusip>
        <identifiers>
          <isin value="US335934AP02"/>
        </identifiers>
        <balance>1170000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1166607.00000000</valUSD>
        <pctVal>0.249290969749</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</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>WH SMITH PLC</name>
        <lei>2138001KJNGUJ34G7X91</lei>
        <title>WH Smith plc</title>
        <cusip>BP3126219</cusip>
        <identifiers>
          <isin value="XS2339232147"/>
        </identifiers>
        <balance>600000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.82176000"/>
        <valUSD>638155.54000000</valUSD>
        <pctVal>0.136366757115</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>WH Smith PLC</name>
              <title>WH Smith PLC</title>
              <curCd>GBP</curCd>
              <identifiers>
                <isin value="GB00B2PDGW16"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="4001.60060000" curCd="GBP"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ATI INC</name>
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        <valUSD>746432.00000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>
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          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Allegheny Technologies Inc</name>
              <title>Allegheny Technologies Inc</title>
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          <currencyInfos>
            <currencyInfo convRatio="64.57450000" curCd="USD"/>
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          <delta>XXXX</delta>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>MICHAEL KORS USA INC</name>
        <lei>549300MIBZ1H6BCOET19</lei>
        <title>Michael Kors USA, Inc.</title>
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          <isin value="US59408TAA88"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>CONSENSUS CLOUD SOLUTION</name>
        <lei>N/A</lei>
        <title>Consensus Cloud Solutions, Inc.</title>
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          <isin value="US20848VAB18"/>
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        <balance>2622000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2334243.44000000</valUSD>
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          <maturityDt>2028-10-15</maturityDt>
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          <annualizedRt>6.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        <name>LUMENTUM HOLDINGS INC</name>
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            <dbtSecRefInstrument>
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              <title>Lumentum Holdings Inc</title>
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            <currencyInfo convRatio="10.07110000" curCd="USD"/>
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      <invstOrSec>
        <name>AES CORP/THE</name>
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        <title>AES Corp.</title>
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          <isin value="US00130H2040"/>
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      <invstOrSec>
        <name>Morgan Stanley Institutional Liquidity Government Portfolio - Institutional Class</name>
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          <ticker value="MVRXX.US"/>
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        <issuerCat>RF</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>SCIENTIFIC GAMES INTERNA</name>
        <lei>RLTHESQ0RNFQJWPBJN60</lei>
        <title>Scientific Games International, Inc.</title>
        <cusip>80874YBG4</cusip>
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          <isin value="US80874YBG44"/>
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        <balance>2039000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BHARTI AIRTEL LTD</name>
        <lei>335800KQ1FPKOQ84OR26</lei>
        <title>Bharti Airtel Ltd.</title>
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          <isin value="USY0889VAB63"/>
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        <balance>1050000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1258425.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.50000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Bharti Airtel Ltd</name>
              <title>Bharti Airtel Ltd</title>
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                <isin value="INE397D01024"/>
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          <currencyInfos>
            <currencyInfo convRatio="137.19290000" curCd="USD"/>
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          <delta>XXXX</delta>
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      <invstOrSec>
        <name>HLF FIN SARL LLC/HERBALI</name>
        <lei>N/A</lei>
        <title>HLF Financing Sarl LLC / Herbalife International, Inc.</title>
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      <invstOrSec>
        <name>MARRIOTT VACATION WORLDW</name>
        <lei>549300WA6BT5H4F7IO94</lei>
        <title>Marriott Vacations Worldwide Corp.</title>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>OCCIDENTAL PETROLEUM COR</name>
        <lei>IM7X0T3ECJW4C1T7ON55</lei>
        <title>Occidental Petroleum Corp.</title>
        <cusip>674599DF9</cusip>
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        <balance>1462000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.45000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AIRBNB INC</name>
        <lei>549300HMUDNO0RY56D37</lei>
        <title>Airbnb, Inc.</title>
        <cusip>009066AB7</cusip>
        <identifiers>
          <isin value="US009066AB74"/>
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        <balance>7398000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6473250.00000000</valUSD>
        <pctVal>1.383261689612</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Airbnb Inc</name>
              <title>Airbnb Inc</title>
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          <currencyInfos>
            <currencyInfo convRatio="3.46450000" curCd="USD"/>
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          <delta>XXXX</delta>
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      <invstOrSec>
        <name>NEXTERA ENERGY INC</name>
        <lei>N/A</lei>
        <title>NextEra Energy, Inc.</title>
        <cusip>65339F739</cusip>
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          <isin value="US65339F7399"/>
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        <balance>66420.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3512289.60000000</valUSD>
        <pctVal>0.750537310702</pctVal>
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        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <securityLending>
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        <name>ENTERCOM MEDIA CORP</name>
        <lei>549300S5JUSXRHNCHD80</lei>
        <title>Audacy Capital Corp.</title>
        <cusip>29365DAB5</cusip>
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          <isin value="US29365DAB55"/>
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        <balance>1363000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>660850.55000000</valUSD>
        <pctVal>0.141216428899</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SOCIETE GENERALE</name>
        <lei>O2RNE8IBXP4R0TD8PU41</lei>
        <title>SCGEN RR 1.535% 12/15/23</title>
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        <balance>-19002430.42000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-19002430.42000000</valUSD>
        <pctVal>-4.06060850569</pctVal>
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        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>

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          <maturityDt>2023-12-15</maturityDt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MARRIOTT VACATION WORLDW</name>
        <lei>549300WA6BT5H4F7IO94</lei>
        <title>Marriott Vacations Worldwide Corp.</title>
        <cusip>57164YAB3</cusip>
        <identifiers>
          <isin value="US57164YAB39"/>
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        <balance>585000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>589387.50000000</valUSD>
        <pctVal>0.125945568159</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Marriott Vacations Worldwide Corp</name>
              <title>Marriott Vacations Worldwide Corp</title>
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                <cusip value="57164Y107"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="6.84020000" curCd="USD"/>
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          <delta>XXXX</delta>
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        <securityLending>
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      <invstOrSec>
        <name>CINEMARK HOLDINGS INC</name>
        <lei>549300LL2QMPTYIE0K55</lei>
        <title>Cinemark Holdings, Inc.</title>
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          <isin value="US17243VAB80"/>
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        <curCd>USD</curCd>
        <valUSD>1466126.00000000</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-08-15</maturityDt>
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          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Cinemark Holdings Inc</name>
              <title>Cinemark Holdings Inc</title>
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          <currencyInfos>
            <currencyInfo convRatio="69.67670000" curCd="USD"/>
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          <delta>XXXX</delta>
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      <invstOrSec>
        <name>FERRELLGAS LP/FERRELLGAS</name>
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      <invstOrSec>
        <name>VERMILION ENERGY INC</name>
        <lei>WT03B8BB1IX8WI9ZGV02</lei>
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      <invstOrSec>
        <name>SBI HOLDINGS INC</name>
        <lei>353800L6LMHYIPSMRQ17</lei>
        <title>SBI Holdings, Inc.</title>
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          <isin value="XS2199268710"/>
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        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
          <maturityDt>2025-07-25</maturityDt>
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          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>SBI Holdings Inc/Japan</name>
              <title>SBI Holdings Inc/Japan</title>
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                <isin value="JP3436120004"/>
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          <currencyInfos>
            <currencyInfo convRatio="3515.92720000" curCd="JPY"/>
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          <delta>XXXX</delta>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FORD MOTOR COMPANY</name>
        <lei>20S05OYHG0MQM4VUIC57</lei>
        <title>Ford Motor Co.</title>
        <cusip>345370CR9</cusip>
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          <isin value="US345370CR99"/>
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        <balance>2056000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-12-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.34600000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Alterra Mountain Co.</name>
        <lei>N/A</lei>
        <title>Alterra Mountain Co.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BL3680750 1000"/>
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        <balance>2339953.80000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2261956.12000000</valUSD>
        <pctVal>0.483354921311</pctVal>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-30</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.16600000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>HILTON DOMESTIC OPERATIN</name>
        <lei>5493003EG7H0N1E4XV50</lei>
        <title>Hilton Domestic Operating Company, Inc.</title>
        <cusip>432833AG6</cusip>
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          <isin value="US432833AG67"/>
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        <balance>4000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4010000.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.37500000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TEVA PHARMACEUTICALS NE</name>
        <lei>5493004T21MOAFINJP35</lei>
        <title>Teva Pharmaceutical Finance Netherlands III BV</title>
        <cusip>88167AAD3</cusip>
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          <isin value="US88167AAD37"/>
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        <balance>2628000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2577910.32000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
          <maturityDt>2023-07-21</maturityDt>
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      <invstOrSec>
        <name>LIVEPERSON INC</name>
        <lei>549300IN2P1JZ20G7N40</lei>
        <title>LivePerson, Inc.</title>
        <cusip>538146AD3</cusip>
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          <isin value="US538146AD33"/>
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        <balance>858000.00000000</balance>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-12-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>LivePerson Inc</name>
              <title>LivePerson Inc</title>
              <curCd>USD</curCd>
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          <currencyInfos>
            <currencyInfo convRatio="13.29330000" curCd="USD"/>
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          <delta>XXXX</delta>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>URBAN ONE INC</name>
        <lei>549300PLGIGPBRQUP240</lei>
        <title>Urban One, Inc.</title>
        <cusip>91705JAC9</cusip>
        <identifiers>
          <isin value="US91705JAC99"/>
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        <balance>3000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2542740.00000000</valUSD>
        <pctVal>0.543355320533</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NEW GOLD INC</name>
        <lei>5493005G0GNCHP0H6L96</lei>
        <title>New Gold, Inc.</title>
        <cusip>644535AH9</cusip>
        <identifiers>
          <isin value="US644535AH91"/>
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        <balance>1700000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1334415.00000000</valUSD>
        <pctVal>0.285149677139</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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      <invstOrSec>
        <name>HILTON DOMESTIC OPERATIN</name>
        <lei>5493003EG7H0N1E4XV50</lei>
        <title>Hilton Domestic Operating Company, Inc.</title>
        <cusip>432833AF8</cusip>
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          <isin value="US432833AF84"/>
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        <balance>2761000.00000000</balance>
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        <valUSD>2688054.38000000</valUSD>
        <pctVal>0.574407390947</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.87500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>INTERNATIONAL GAME TECH</name>
        <lei>549300UQ6KHRCZDRGZ76</lei>
        <title>International Game Technology plc</title>
        <cusip>460599AC7</cusip>
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        <balance>6340000.00000000</balance>
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        <valUSD>6453359.20000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2025-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>IBM</name>
        <lei>VGRQXHF3J8VDLUA7XE92</lei>
        <title>International Business Machines Corp.</title>
        <cusip>459200101</cusip>
        <identifiers>
          <isin value="US4592001014"/>
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        <balance>15000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1961850.00000000</valUSD>
        <pctVal>0.419225573825</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BLOOM ENERGY CORP</name>
        <lei>549300XB5J9BFW5JXV97</lei>
        <title>Bloom Energy Corp.</title>
        <cusip>093712AH0</cusip>
        <identifiers>
          <isin value="US093712AH05"/>
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        <balance>2807000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4033530.27000000</valUSD>
        <pctVal>0.861920657534</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
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              <name>Bloom Energy Corp</name>
              <title>Bloom Energy Corp</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="093712107"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="61.68080000" curCd="USD"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>COMSTOCK RESOURCES INC</name>
        <lei>I03QQGEA4SS774AURI46</lei>
        <title>Comstock Resources, Inc.</title>
        <cusip>205768AS3</cusip>
        <identifiers>
          <isin value="US205768AS39"/>
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        <name>PEBBLEBROOK HOTEL TRUST</name>
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        <name>The Bank of New York Mellon</name>
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        <name>AMERICAN AIRLINES/AADVAN</name>
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        <name>EMERGENT BIOSOLUTIONS</name>
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        <name>STAPLES INC</name>
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        <name>CALUMET SPECIALTY PROD</name>
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        <name>GENESIS ENERGY LP/FIN</name>
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        <title>Sirius XM Radio, Inc.</title>
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        <name>BRINK'S CO/THE</name>
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        <name>AVALARA INC</name>
        <lei>549300Q16CMW239SS315</lei>
        <title>Avalara, Inc.</title>
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              <title>Avalara Inc</title>
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      <invstOrSec>
        <name>ADVISOR GROUP HOLDINGS I</name>
        <lei>549300XL60BDV6UW5C86</lei>
        <title>Advisor Group Holdings, Inc.</title>
        <cusip>00791GAA5</cusip>
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    <signature>
      <ncom:dateSigned>2022-08-30</ncom:dateSigned>
      <ncom:nameOfApplicant>Advent Convertible and Income Fund</ncom:nameOfApplicant>
      <ncom:signature>Robert White</ncom:signature>
      <ncom:signerName>Robert White</ncom:signerName>
      <ncom:title>Treasurer and CFO</ncom:title>
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<TYPE>NPORT-EX
<SEQUENCE>2
<FILENAME>gug84524.htm
<DESCRIPTION>ADVENT CONVERTIBLE AND INCOME FUND NQ
<TEXT>
<HTML>
<HEAD>
     <TITLE></TITLE>
</HEAD>
<BODY STYLE="font: 10pt Times New Roman, Times, Serif">

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font-size: 8pt; border-collapse: collapse">
  <TR>
    <TD STYLE="width: 81%; padding-right: 5.4pt; padding-left: 5.4pt">
    <P STYLE="font: 9pt Franklin Gothic Heavy; margin: 0">Advent Convertible and Income Fund</P>
    <P STYLE="font: 14pt Franklin Gothic Heavy; margin: 0"></P></TD>
    <TD STYLE="width: 19%; padding-right: 5.4pt; padding-left: 5.4pt; font: 9pt Franklin Gothic Heavy; text-align: right">&nbsp;</TD></TR>
  <TR>
    <TD STYLE="font: bold 14pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-size: 14pt">SCHEDULE
OF INVESTMENTS</FONT> <I>(Unaudited)&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</I></TD>
    <TD STYLE="font: 9pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">July 31, 2022</TD></TR>
  <TR>
    <TD STYLE="border-bottom: Black 1pt solid; font: 9pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1pt solid; font: 9pt Franklin Gothic Heavy; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">&nbsp;</TD></TR>
  </TABLE>
<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 9pt Calibri, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 48%">&nbsp;</TD>
    <TD STYLE="width: 27%; text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt"><B>Shares</B></FONT></TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 24%; text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt"><B>Value</B></FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: lightgrey">
    <TD COLSPAN="4"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif"><B>COMMON STOCKS<SUP>&#8224;</SUP> - 6.3%</B></FONT></TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD COLSPAN="4"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif"><B>Communications - 1.6%</B></FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">AT&amp;T, Inc.<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">200,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right">$ &nbsp; 3,756,000 &nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Expedia Group, Inc.<SUP>*,1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">35,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right">3,711,750 &nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt"><B>Total Communications</B></FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="border-top: black 1pt solid; border-bottom: black 1pt solid; text-align: right">7,467,750 &nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD COLSPAN="4"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif"><B>Financial - 1.2%</B></FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">American Express Co.<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">20,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right">3,080,400 &nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Morgan Stanley<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">30,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right">2,529,000 &nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt"><B>Total Financial</B></FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="border-top: black 1pt solid; border-bottom: black 1pt solid; text-align: right">5,609,400 &nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD COLSPAN="4"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif"><B>Energy - 0.9%</B></FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">ConocoPhillips</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">20,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right">1,948,600 &nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Occidental Petroleum Corp.<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">20,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right">1,315,000 &nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Equities Corp.<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">20,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right">880,600 &nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt"><B>Total Energy</B></FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="border-top: black 1pt solid; border-bottom: black 1pt solid; text-align: right">4,144,200 &nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD COLSPAN="4"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif"><B>Technology - 0.8%</B></FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">International Business Machines Corp.<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">15,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right">1,961,850 &nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">ServiceNow, Inc.<SUP>*,1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">4,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right">1,786,640 &nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt"><B>Total Technology</B></FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="border-top: black 1pt solid; border-bottom: black 1pt solid; text-align: right">3,748,490 &nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD COLSPAN="4"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif"><B>Consumer, Non-cyclical - 0.7%</B></FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Dexcom, Inc.<SUP>*</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">30,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right">2,462,400 &nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Heska Corp.<SUP>*</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">10,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right">914,900 &nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt"><B>Total Consumer, Non-cyclical</B></FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="border-top: black 1pt solid; border-bottom: black 1pt solid; text-align: right">3,377,300 &nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD COLSPAN="4"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif"><B>Basic Materials - 0.7%</B></FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Freeport-McMoRan, Inc.</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">100,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right">3,155,000 &nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 9pt; text-indent: -9pt">&nbsp;</TD>
    <TD STYLE="text-align: right"></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="border-top: black 1pt solid; text-align: right">&nbsp; &nbsp; &nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD COLSPAN="4"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif"><B>Industrial - 0.4%</B></FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">United Parcel Service, Inc. &#8212; Class&nbsp;B</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">10,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right">1,948,900 &nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 9pt; text-indent: -9pt">&nbsp;</TD>
    <TD STYLE="text-align: right"></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="border-top: black 1pt solid; text-align: right">&nbsp; &nbsp;  &nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD COLSPAN="2"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt"><B>Total Common Stocks</B></FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right">&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="text-indent: 9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">(Cost $27,483,660)</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="border-bottom: black 1pt solid; text-align: right">29,451,040 &nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD COLSPAN="4"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif"><B>CONVERTIBLE PREFERRED STOCKS<SUP>&#8224;</SUP> - 10.4%</B></FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD COLSPAN="4"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif"><B>Financial - 3.5%</B></FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD COLSPAN="4"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Bank of America Corp.</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;7.25%<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">7,283</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right">9,060,416 &nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD COLSPAN="4"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Wells Fargo &amp; Co.</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;7.50%<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">3,949</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right">5,030,236 &nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD COLSPAN="4"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">KKR &amp; Company, Inc.</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;6.00% due 09/15/23<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">33,455</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right">2,341,850 &nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt"><B>Total Financial</B></FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="border-top: black 1pt solid; border-bottom: black 1pt solid; text-align: right">16,432,502 &nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD COLSPAN="4"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif"><B>Utilities - 2.4%</B></FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD COLSPAN="4"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">NextEra Energy, Inc.</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;5.28% due 03/01/23<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">102,268</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right">5,363,957 &nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;6.22% due 09/01/23<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">66,420</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right">3,512,289 &nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD COLSPAN="4"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">AES Corp.</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;6.88% due 02/15/24<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">15,109</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right">1,371,293 &nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD COLSPAN="4"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">American Electric Power Company, Inc.</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;6.13% due 08/15/23<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">17,988</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right">994,377 &nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt"><B>Total Utilities</B></FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="border-top: black 1pt solid; border-bottom: black 1pt solid; text-align: right">11,241,916 &nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD COLSPAN="4"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif"><B>Consumer, Non-cyclical - 1.8%</B></FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD COLSPAN="4"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Boston Scientific Corp.</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;5.50% due 06/01/23<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">51,196</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right">5,571,149 &nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD COLSPAN="4"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Danaher Corp.</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;5.00% due 04/15/23<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">1,766</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right">2,687,587 &nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt"><B>Total Consumer, Non-cyclical</B></FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="border-top: black 1pt solid; border-bottom: black 1pt solid; text-align: right">8,258,736 &nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD COLSPAN="4"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif"><B>Communications - 1.1%</B></FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD COLSPAN="4"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">2020 Cash Mandatory Exchangeable Trust</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;5.25% due 06/01/23<SUP>*,1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">3,945</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right">4,739,286 &nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD COLSPAN="4"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Paramount Global</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;5.75% due 04/01/24<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">17,612</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right">680,352 &nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt"><B>Total Communications</B></FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="border-top: black 1pt solid; border-bottom: black 1pt solid; text-align: right">5,419,638 &nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD COLSPAN="4"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif"><B>Technology - 0.8%</B></FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD COLSPAN="4"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Broadcom, Inc.</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;8.00% due 09/30/22<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">2,304</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right">&nbsp; 3,865,651 &nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="border-top: black 1pt solid; text-align: right">&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD COLSPAN="4"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif"><B>Industrial - 0.4%</B></FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD COLSPAN="4"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Fluor Corp.</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">6.50%<SUP>&#8224;&#8224;,1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">756</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right">966,103 &nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD COLSPAN="4"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">RBC Bearings, Inc.</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;5.00% due 10/15/24<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">8,130</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right">946,088 &nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt"><B>Total Industrial</B></FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="border-top: black 1pt solid; border-bottom: black 1pt solid; text-align: right">1,912,191 &nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD COLSPAN="4"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif"><B>Consumer, Cyclical - 0.4%</B></FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD COLSPAN="4"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Aptiv plc</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;5.50% due 06/15/23<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">14,358</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right">1,744,131 &nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="border-top: black 1pt solid; text-align: right"></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD COLSPAN="2"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt"><B>Total Convertible Preferred Stocks</B></FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right">&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="text-indent: 9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">(Cost $44,407,676)</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="border-bottom: black 1pt solid; text-align: right">48,874,765 &nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD COLSPAN="4"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif"><B>MONEY MARKET FUND<SUP>&#8224;</SUP> - 5.2%</B></FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 9pt; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Morgan Stanley Institutional Liquidity Government Portfolio - Institutional Class, 1.98%<SUP>1,3</SUP></FONT></TD>
    <TD STYLE="text-align: right">24,468,866 &nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right">24,468,866 &nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD COLSPAN="2"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt"><B>Total Money Market Fund</B></FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="border-top: black 1pt solid; text-align: right">&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="text-indent: 9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">(Cost $24,468,866)</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="border-bottom: black 1pt solid; text-align: right">24,468,866 &nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt"><B>Face<BR>
Amount<SUP>~</SUP></B></FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right">&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD COLSPAN="4"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif"><B>CONVERTIBLE BONDS<SUP>&#8224;&#8224;</SUP> - 87.4%</B></FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif"><B>Technology -&nbsp;&nbsp;20.0%</B></FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Tyler Technologies, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">0.25% due 03/15/26<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;8,181,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;8,561,417</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">CyberArk Software Ltd.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;due 11/15/24<SUP>1,4</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;7,528,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;8,151,475</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Five9, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">0.50% due 06/01/25<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;6,913,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;7,320,867</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Splunk, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">1.13% due 09/15/25<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;5,987,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;6,016,935</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Wolfspeed, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">0.25% due 02/15/28<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;5,915,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;5,630,340</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Lumentum Holdings, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">0.50% due 06/15/28<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;3,237,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;2,997,462</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">0.50% due 12/15/26<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;1,936,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;2,146,931</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">RingCentral, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;due 03/01/25<SUP>1,4</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;4,731,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;3,920,816</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;due 03/15/26<SUP>1,4</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;1,258,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;956,080</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Bill.com Holdings, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;due 12/01/25<SUP>1,4</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;4,100,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;4,624,800</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Health Catalyst, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">2.50% due 04/15/25<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;4,248,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;4,024,980</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Rapid7, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">0.25% due 03/15/27<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;4,216,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;3,813,372</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Dropbox, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;due 03/01/28<SUP>1,4</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;3,953,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;3,616,995</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Akamai Technologies, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">0.38% due 09/01/27<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;3,406,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;3,532,022</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Zscaler, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">0.13% due 07/01/25<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,184,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;2,715,804</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Workday, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">0.25% due 10/01/22<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,447,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;2,653,772</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Avalara, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">0.25% due 08/01/26<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,999,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;2,586,637</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">DigitalOcean Holdings, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;due 12/01/26<SUP>1,2,4</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,763,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;2,084,998</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Bentley Systems, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">0.13% due 01/15/26<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,218,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;2,056,086</FONT></TD></TR>
  </TABLE>

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  <TR>
    <TD STYLE="width: 81%; padding-right: 5.4pt; padding-left: 5.4pt">
    <P STYLE="font: 9pt Franklin Gothic Heavy; margin: 0">Advent Convertible and Income Fund</P>
    <P STYLE="font: 14pt Franklin Gothic Heavy; margin: 0"></P></TD>
    <TD STYLE="width: 19%; padding-right: 5.4pt; padding-left: 5.4pt; font: 9pt Franklin Gothic Heavy; text-align: right">&nbsp;</TD></TR>
  <TR>
    <TD STYLE="font: bold 14pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-size: 14pt">SCHEDULE
OF INVESTMENTS</FONT> <I>(Unaudited)&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</I></TD>
    <TD STYLE="font: 9pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">July 31, 2022</TD></TR>
  <TR>
    <TD STYLE="border-bottom: Black 1pt solid; font: 9pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1pt solid; font: 9pt Franklin Gothic Heavy; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">&nbsp;</TD></TR>
  </TABLE>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 48%">&nbsp;</TD>
    <TD STYLE="width: 27%; text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt"><B>Face<BR>
Amount<SUP>~</SUP></B></FONT></TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 24%; text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt"><B>Value</B></FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: lightgrey">
    <TD COLSPAN="4"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif"><B>CONVERTIBLE BONDS<SUP>&#8224;&#8224;</SUP> - 87.4% (continued)</B></FONT></TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif"><B>Technology -&nbsp;&nbsp;20.0% (continued)</B></FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">STMicroelectronics N.V.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;due 08/04/27<SUP>1,4</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,200,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">$1,344,426</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;due 08/04/25<SUP>1,4</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;600,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;672,606</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">MongoDB, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">0.25% due 01/15/26<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;1,219,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,970,209</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">LivePerson, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">0.75% due 03/01/24<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;1,377,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,262,021</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;due 12/15/26<SUP>1,4</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;858,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;629,356</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Cloudflare, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;due 08/15/26<SUP>1,2,4</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,264,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,862,028</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Jamf Holding Corp.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">0.13% due 09/01/26<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,000,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,703,000</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">MACOM Technology Solutions Holdings, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">0.25% due 03/15/26<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;1,486,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,460,924</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Kingsoft Corporation Ltd.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">0.63% due 04/29/25<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">HKD &nbsp;9,000,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,206,990</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Rohm Company Ltd.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;due 12/05/24<SUP>1,4</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">JPY &nbsp;130,000,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,005,518</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">HubSpot, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">0.38% due 06/01/25<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;772,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,004,082</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Unity Software, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;due 11/15/26<SUP>1,2,4</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;1,162,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;870,492</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Pure Storage, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">0.13% due 04/15/23<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;568,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;673,080</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Xero Investments Ltd.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;due 12/02/25<SUP>1,4</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;609,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;493,290</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt"><B>Total Technology</B></FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="border-top: black 1pt solid; border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;93,569,811</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif"><B>Communications -&nbsp;&nbsp;19.2%</B></FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Okta, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">0.13% due 09/01/25<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;5,989,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;5,593,726</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">0.38% due 06/15/26<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;3,706,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;3,176,042</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Airbnb, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;due 03/15/26<SUP>1,4</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;7,398,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;6,473,250</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Palo Alto Networks, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">0.38% due 06/01/25<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;3,559,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;6,189,101</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Liberty Media Corp.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">1.38% due 10/15/23<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,748,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;3,480,342</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">0.50% due 12/01/50<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;1,853,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;2,221,747</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Lyft, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">1.50% due 05/15/25<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;5,670,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;4,935,735</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Snap, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">0.75% due 08/01/26<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;4,000,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;3,537,000</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">0.13% due 03/01/28<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;1,881,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,274,378</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Zillow Group, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">2.75% due 05/15/25<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;4,800,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;4,689,600</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Etsy, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">0.13% due 09/01/27<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,880,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;2,603,520</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">0.13% due 10/01/26<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;1,305,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,839,153</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Match Group Financeco 2, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">0.88% due 06/15/26<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;4,044,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;4,395,828</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Booking Holdings, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">0.75% due 05/01/25<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;3,266,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;4,371,663</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Liberty Broadband Corp.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">2.75% due 09/30/50<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;4,227,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;4,046,066</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Twitter, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;due 03/15/26<SUP>1,4</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,356,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;2,182,834</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">0.25% due 06/15/24<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;1,755,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,784,835</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">DISH Network Corp.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;due 12/15/25<SUP>1,4</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;3,866,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">2,756,072</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">3.38% due 08/15/26<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;741,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;529,107</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Nice Ltd.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;due 09/15/25<SUP>1,4</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,931,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;2,964,707</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Match Group Financeco 3, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">2.00% due 01/15/30<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,000,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;2,260,000</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Viavi Solutions, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">1.00% due 03/01/24<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;1,603,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,937,626</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Upwork, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">0.25% due 08/15/26<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,363,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,824,510</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Shopify, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">0.13% due 11/01/25<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;1,926,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,662,814</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">America Movil BV</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;due 03/02/24<SUP>1,4</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">EUR &nbsp;1,500,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,652,144</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Sea Ltd.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">0.25% due 09/15/26<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;1,348,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,001,724</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">2.38% due 12/01/25<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;525,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;616,088</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Uber Technologies, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;due 12/15/25<SUP>1,4</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;1,708,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,426,888</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Bharti Airtel Ltd.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">1.50% due 02/17/25<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;1,050,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,258,425</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">InterDigital, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">3.50% due 06/01/27<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;1,043,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,077,419</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Meituan</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;due 04/27/28<SUP>1,4</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;1,200,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;976,500</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Just Eat Takeaway.com N.V.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">2.25% due 01/25/24<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">EUR &nbsp;1,000,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;942,406</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Zendesk, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">0.63% due 06/15/25<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;956,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;936,880</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Q2 Holdings, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">0.75% due 06/01/26<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;1,002,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;869,235</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">MakeMyTrip Ltd.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;due 02/15/28<SUP>1,4</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;782,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;866,165</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Delivery Hero SE</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">0.25% due 01/23/24<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">EUR &nbsp;800,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;751,417</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Kakao Corp.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;due 04/28/23<SUP>1,4</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;600,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;594,150</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt"><B>Total Communications</B></FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="border-top: black 1pt solid; border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;89,699,097</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif"><B>Consumer, Cyclical -&nbsp;&nbsp;18.9%</B></FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Royal Caribbean Cruises Ltd.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">4.25% due 06/15/23<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;7,365,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;7,241,895</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">2.88% due 11/15/23<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;3,633,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;3,384,417</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Ford Motor Co.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;due 03/15/26<SUP>1,4</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;9,170,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;9,811,900</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Southwest Airlines Co.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">1.25% due 05/01/25<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;6,352,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;8,055,924</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Marriott Vacations Worldwide Corp.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;due 01/15/26<SUP>1,4</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;7,435,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;7,442,435</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">1.50% due 09/15/22<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;585,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;589,388</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">NCL Corporation Ltd.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">5.38% due 08/01/25<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;4,295,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;4,417,106</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">1.13% due 02/15/27<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,057,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,410,073</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Burlington Stores, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">2.25% due 04/15/25<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;5,150,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;5,304,500</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">American Airlines Group, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">6.50% due 07/01/25<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;4,068,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;4,560,228</FONT></TD></TR>
  </TABLE>

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<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0"></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font-size: 8pt; border-collapse: collapse">
  <TR>
    <TD STYLE="width: 81%; padding-right: 5.4pt; padding-left: 5.4pt">
    <P STYLE="font: 9pt Franklin Gothic Heavy; margin: 0">Advent Convertible and Income Fund</P>
    <P STYLE="font: 14pt Franklin Gothic Heavy; margin: 0"></P></TD>
    <TD STYLE="width: 19%; padding-right: 5.4pt; padding-left: 5.4pt; font: 9pt Franklin Gothic Heavy; text-align: right">&nbsp;</TD></TR>
  <TR>
    <TD STYLE="font: bold 14pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-size: 14pt">SCHEDULE
OF INVESTMENTS</FONT> <I>(Unaudited)&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</I></TD>
    <TD STYLE="font: 9pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">July 31, 2022</TD></TR>
  <TR>
    <TD STYLE="border-bottom: Black 1pt solid; font: 9pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1pt solid; font: 9pt Franklin Gothic Heavy; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">&nbsp;</TD></TR>
  </TABLE>
<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 48%">&nbsp;</TD>
    <TD STYLE="width: 27%; text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt"><B>Face<BR>
Amount<SUP>~</SUP></B></FONT></TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 24%; text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt"><B>Value</B></FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: lightgrey">
    <TD COLSPAN="4"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif"><B>CONVERTIBLE BONDS<SUP>&#8224;&#8224;</SUP> - 87.4% (continued)</B></FONT></TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif"><B>Consumer, Cyclical -&nbsp;&nbsp;18.9% (continued)</B></FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Copa Holdings S.A.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">4.50% due 04/15/25<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;2,926,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">$4,304,146</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Pirelli &amp; C SpA</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;due 12/22/25<SUP>1,4</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">EUR &nbsp;4,100,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;4,001,885</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">LCI Industries</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">1.13% due 05/15/26<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;4,000,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;3,964,000</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Live Nation Entertainment, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">2.00% due 02/15/25<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;3,077,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;3,466,240</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">IMAX Corp.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">0.50% due 04/01/26<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;3,500,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;3,116,750</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">JetBlue Airways Corp.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">0.50% due 04/01/26<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;3,000,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;2,154,000</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Zhongsheng Group Holdings Ltd.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;due 05/21/25<SUP>1,4</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">HKD &nbsp;14,000,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;2,087,097</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Spirit Airlines, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">1.00% due 05/15/26<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,000,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,809,000</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Penn National Gaming, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">2.75% due 05/15/26<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;887,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,467,187</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Cinemark Holdings, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">4.50% due 08/15/25<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;982,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,466,126</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">H World Group Ltd.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">3.00% due 05/01/26<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;896,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,068,928</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">ANLLIAN Capital Ltd.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;due 02/05/25<SUP>1,4</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">EUR &nbsp;900,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,000,734</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">ANA Holdings, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;due 12/10/31<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">JPY &nbsp;130,000,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;959,072</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Sail Vantage Ltd.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;due 01/13/27<SUP>1,4</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">HKD &nbsp;9,000,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;949,885</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Vinpearl JSC</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">3.25% due 09/21/26<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;1,200,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;931,500</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Dufry One BV</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">0.75% due 03/30/26<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">CHF &nbsp;800,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;691,662</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Bosideng International Holdings Ltd.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">1.00% due 12/17/24<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;600,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;677,250</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">WH Smith plc</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">1.63% due 05/07/26<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">GBP &nbsp;600,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;638,155</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Zalando SE</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">0.05% due 08/06/25<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">EUR &nbsp;700,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;616,253</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">International Consolidated Airlines Group S.A.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">1.13% due 05/18/28<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">EUR &nbsp;600,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;433,073</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Singapore Airlines Ltd.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">1.63% due 12/03/25<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">SGD &nbsp;500,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;382,349</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt"><B>Total Consumer, Cyclical</B></FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="border-top: black 1pt solid; border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;88,403,158</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif"><B>Consumer, Non-cyclical -&nbsp;&nbsp;10.9%</B></FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Shift4 Payments, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;due 12/15/25<SUP>1,4</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;6,867,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;5,935,663</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">QIAGEN N.V.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">1.00% due 11/13/24<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;4,400,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;5,174,510</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">CONMED Corp.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">2.25% due 06/15/27<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;5,299,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;5,100,288</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Block, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">0.13% due 03/01/25<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;3,325,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;3,412,281</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">0.25% due 11/01/27<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;1,861,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,496,675</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Dexcom, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">0.75% due 12/01/23<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,196,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">2,415,920</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">0.25% due 11/15/25<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,327,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;2,212,104</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Jazz Investments I Ltd.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">2.00% due 06/15/26<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,970,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;3,556,399</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Insulet Corp.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">0.38% due 09/01/26<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,592,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;3,263,328</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Exact Sciences Corp.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">0.38% due 03/01/28<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,094,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,524,432</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">0.38% due 03/15/27<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;1,381,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,076,317</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Chegg, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">0.13% due 03/15/25<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;3,000,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;2,599,500</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Herbalife Nutrition Ltd.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">2.63% due 03/15/24<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,643,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;2,403,134</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Amadeus IT Group S.A.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">1.50% due 04/09/25<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">EUR &nbsp;1,500,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,879,837</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Haemonetics Corp.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;due 03/01/26<SUP>1,4</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;1,682,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,367,560</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Sabre GLBL, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">4.00% due 04/15/25<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;1,252,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,351,534</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Nexi SpA</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">1.75% due 04/24/27<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">EUR &nbsp;1,500,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,332,983</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Omnicell, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">0.25% due 09/15/25<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;1,037,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,294,695</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">NeoGenomics, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">1.25% due 05/01/25<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;1,203,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,035,182</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Livongo Health, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">0.88% due 06/01/25<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;1,013,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;875,708</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">ADM Ag Holding Ltd.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;due 08/26/23<SUP>1,4</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;800,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;782,800</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Menicon Company Ltd.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;due 01/29/25<SUP>1,4</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">JPY &nbsp;60,000,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;492,929</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">BioMarin Pharmaceutical, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">1.25% due 05/15/27<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;384,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;387,607</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt"><B>Total Consumer, Non-cyclical</B></FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="border-top: black 1pt solid; border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;50,971,386</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif"><B>Financial -&nbsp;&nbsp;6.6%</B></FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Pebblebrook Hotel Trust</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">1.75% due 12/15/26<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;6,026,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;5,986,831</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">JPMorgan Chase Financial Company LLC</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">0.50% due 06/15/27<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;3,908,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;4,253,858</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Realogy Group LLC / Realogy Company-Issuer Corp.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">0.25% due 06/15/26<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;4,522,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;3,409,588</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">LendingTree, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">0.50% due 07/15/25<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;4,000,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;2,960,138</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">JPMorgan Chase Bank North America</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;due 09/18/22<SUP>1,4</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">EUR &nbsp;600,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;992,743</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;due 02/18/24<SUP>1,4</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">EUR &nbsp;800,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;804,544</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;due 06/10/24<SUP>1,4</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">EUR &nbsp;700,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;763,003</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Kite Realty Group, LP</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">0.75% due 04/01/27<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,000,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,877,460</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">SBI Holdings, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;due 07/25/25<SUP>1,4</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">JPY &nbsp;210,000,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,707,968</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Vingroup JSC</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">3.00% due 04/20/26<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;1,600,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,269,600</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Eve Battery Investment Ltd.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">0.75% due 11/22/26<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;1,451,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,148,466</FONT></TD></TR>
  </TABLE>

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<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font-size: 8pt; border-collapse: collapse">
  <TR>
    <TD STYLE="width: 81%; padding-right: 5.4pt; padding-left: 5.4pt">
    <P STYLE="font: 9pt Franklin Gothic Heavy; margin: 0">Advent Convertible and Income Fund</P>
    <P STYLE="font: 14pt Franklin Gothic Heavy; margin: 0"></P></TD>
    <TD STYLE="width: 19%; padding-right: 5.4pt; padding-left: 5.4pt; font: 9pt Franklin Gothic Heavy; text-align: right">&nbsp;</TD></TR>
  <TR>
    <TD STYLE="font: bold 14pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-size: 14pt">SCHEDULE
OF INVESTMENTS</FONT> <I>(Unaudited)&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</I></TD>
    <TD STYLE="font: 9pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">July 31, 2022</TD></TR>
  <TR>
    <TD STYLE="border-bottom: Black 1pt solid; font: 9pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1pt solid; font: 9pt Franklin Gothic Heavy; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">&nbsp;</TD></TR>
  </TABLE>
<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 48%">&nbsp;</TD>
    <TD STYLE="width: 27%; text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt"><B>Face<BR>
Amount<SUP>~</SUP></B></FONT></TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 24%; text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt"><B>Value</B></FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: lightgrey">
    <TD COLSPAN="4"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif"><B>CONVERTIBLE BONDS<SUP>&#8224;&#8224;</SUP> - 87.4% (continued)</B></FONT></TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif"><B>Financial -&nbsp;&nbsp;6.6% (continued)</B></FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Citigroup Global Markets Funding Luxembourg SCA</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;due 05/28/24<SUP>1,4</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">HKD 8,000,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">$981,923</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Barclays Bank plc</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;due 01/24/25<SUP>1,4</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">EUR &nbsp;900,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;914,792</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Selena SARL</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;due 06/25/25<SUP>1,4</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">EUR &nbsp;900,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;897,816</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Summit Hotel Properties, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">1.50% due 02/15/26<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;1,004,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;880,006</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Archer Obligations S.A.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;due 03/31/23<SUP>1,4</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">EUR &nbsp;600,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;855,150</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">LEG Immobilien AG</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">0.88% due 09/01/25<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">EUR &nbsp;600,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;603,224</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Blackstone Mortgage Trust, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">5.50% due 03/15/27<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;587,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;555,816</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt"><B>Total Financial</B></FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="border-top: black 1pt solid; border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;30,862,926</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif"><B>Industrial -&nbsp;&nbsp;4.7%</B></FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Bloom Energy Corp.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">2.50% due 08/15/25<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,807,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;4,033,530</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Vishay Intertechnology, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">2.25% due 06/15/25<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;3,000,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;2,925,104</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Greenbrier Companies, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">2.88% due 04/15/28<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;3,000,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;2,658,000</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Itron, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;due 03/15/26<SUP>1,4</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,876,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;2,435,972</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Middleby Corp.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">1.00% due 09/01/25<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;1,745,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;2,178,633</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Cellnex Telecom S.A.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">0.50% due 07/05/28<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">EUR &nbsp;1,600,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,895,055</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Safran S.A.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">0.88% due 05/15/27<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">13,679<SUP>**</SUP></FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,788,109</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Deutsche Post AG</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">0.05% due 06/30/25<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">EUR &nbsp;1,500,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,546,542</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Chart Industries, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">1.00% due 11/15/24<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;244,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;822,462</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Prysmian SpA</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;due 02/02/26<SUP>1,4</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">EUR &nbsp;700,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;702,006</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">DMG Mori Company Ltd.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;due 07/16/24<SUP>1,4</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">JPY &nbsp;90,000,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;684,848</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Schneider Electric SE</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;due
    06/15/26</FONT><SUP>4</SUP></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">1,752<SUP>**</SUP></FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;342,574</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt"><B>Total Industrial</B></FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="border-top: black 1pt solid; border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;22,012,835</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif"><B>Energy -&nbsp;&nbsp;3.7%</B></FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Pioneer Natural Resources Co.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">0.25% due 05/15/25<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;1,772,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;4,077,372</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">NextEra Energy Partners, LP</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;due 11/15/25<SUP>1,2,4</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;1,861,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;2,088,972</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Array Technologies, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">1.00% due 12/01/28<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,000,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,822,453</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Equities Corp.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">1.75% due 05/01/26<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;605,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,816,210</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">CIMC Enric Holdings Ltd.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;due 11/30/26<SUP>1,4</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">HKD &nbsp;13,000,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,592,313</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">SolarEdge Technologies, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;due 09/15/25<SUP>1,4</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;1,030,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,515,645</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Enphase Energy, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;due 03/01/28<SUP>1,4</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;1,056,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,308,384</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">CNX Resources Corp.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">2.25% due 05/01/26<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;659,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">1,000,032</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">BP Capital Markets plc</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">1.00% due 04/28/23<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">GBP &nbsp;600,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;752,369</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Centennial Resource Production LLC</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">3.25% due 04/01/28<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;569,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;746,813</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">RAG-Stiftung</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;due 06/17/26<SUP>1,4</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">EUR &nbsp;700,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;699,433</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt"><B>Total Energy</B></FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="border-top: black 1pt solid; border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;17,419,996</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif"><B>Basic Materials -&nbsp;&nbsp;1.8%</B></FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Ivanhoe Mines Ltd.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">2.50% due 04/15/26<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,063,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;2,248,807</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Nippon Steel Corp.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;due 10/04/24<SUP>1,4</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">JPY &nbsp;150,000,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,146,745</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;due 10/05/26<SUP>1,4</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">JPY &nbsp;90,000,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;693,940</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Glencore Funding LLC</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;due 03/27/25<SUP>1,4</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;1,200,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,265,610</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Mitsubishi Chemical Group Corp.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;due 03/29/24<SUP>1,4</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">JPY &nbsp;110,000,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;821,399</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Osisko Gold Royalties Ltd.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">4.00% due 12/31/22<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">CAD &nbsp;1,000,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;765,630</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Brenntag Finance BV</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">1.88% due 12/02/22<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;750,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;761,831</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">ATI, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">3.50% due 06/15/25<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;428,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;746,432</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt"><B>Total Basic Materials</B></FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="border-top: black 1pt solid; border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;8,450,394</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif"><B>Utilities -&nbsp;&nbsp;1.6%</B></FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">NRG Energy, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">2.75% due 06/01/48<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,553,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;2,770,005</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Veolia Environnement S.A.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;due 01/01/25<SUP>1,4</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">50,190<SUP>**</SUP></FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,603,989</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Electricite de France S.A.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;due 09/14/24<SUP>1,4</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">87,076<SUP>**</SUP></FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,367,763</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">CenterPoint Energy, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">3.37% due 09/15/29<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;23,210<SUP>**</SUP></FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,009,403</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Iberdrola International BV</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;due 11/11/22<SUP>1,4</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">EUR &nbsp;600,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;790,679</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt"><B>Total Utilities</B></FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="border-top: black 1pt solid; border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;7,541,839</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD COLSPAN="2"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt"><B>Total Convertible Bonds</B></FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD COLSPAN="2" STYLE="text-indent: 9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">(Cost $436,492,815)</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">408,931,442</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD COLSPAN="4"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif"><B>CORPORATE BONDS<SUP>&#8224;&#8224;</SUP> - 62.2%</B></FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif"><B>Consumer, Cyclical -&nbsp;&nbsp;17.7%</B></FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Hilton Domestic Operating Company, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">5.38% due 05/01/25<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;4,000,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;4,010,000</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">4.88% due 01/15/30<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,761,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;2,688,054</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">International Game Technology plc</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">6.50% due 02/15/25<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;6,340,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;6,453,359</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Royal Caribbean Cruises Ltd.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">10.88% due 06/01/23<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;3,000,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;3,071,250</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">9.13% due 06/15/23<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,924,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;2,972,685</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Macy's Retail Holdings LLC</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">6.13% due 03/15/32<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;4,000,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;3,369,065</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">5.88% due 04/01/29<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,046,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,800,480</FONT></TD></TR>
  </TABLE>

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<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font-size: 8pt; border-collapse: collapse">
  <TR>
    <TD STYLE="width: 81%; padding-right: 5.4pt; padding-left: 5.4pt">
    <P STYLE="font: 9pt Franklin Gothic Heavy; margin: 0">Advent Convertible and Income Fund</P>
    <P STYLE="font: 14pt Franklin Gothic Heavy; margin: 0"></P></TD>
    <TD STYLE="width: 19%; padding-right: 5.4pt; padding-left: 5.4pt; font: 9pt Franklin Gothic Heavy; text-align: right">&nbsp;</TD></TR>
  <TR>
    <TD STYLE="font: bold 14pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-size: 14pt">SCHEDULE
OF INVESTMENTS</FONT> <I>(Unaudited)&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</I></TD>
    <TD STYLE="font: 9pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">July 31, 2022</TD></TR>
  <TR>
    <TD STYLE="border-bottom: Black 1pt solid; font: 9pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1pt solid; font: 9pt Franklin Gothic Heavy; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">&nbsp;</TD></TR>
  </TABLE>
<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 48%">&nbsp;</TD>
    <TD STYLE="width: 27%; text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt"><B>Face<BR>
Amount<SUP>~</SUP></B></FONT></TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 24%; text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt"><B>Value</B></FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: lightgrey">
    <TD COLSPAN="4"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif"><B>CORPORATE BONDS<SUP>&#8224;&#8224;</SUP> - 62.2% (continued)</B></FONT></TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif"><B>Consumer, Cyclical -&nbsp;&nbsp;17.7% (continued)</B></FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Ford Motor Credit Company LLC</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">5.58% due 03/18/24<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;4,761,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">$4,805,134</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Victoria's Secret &amp; Co.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">4.63% due 07/15/29<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;5,466,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;4,517,922</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Ford Motor Co.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">4.35% due 12/08/26<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,056,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;2,023,337</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">3.25% due 02/12/32<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;1,468,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,227,967</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Spirit Loyalty Cayman Limited / Spirit IP Cayman Ltd</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">8.00% due 09/20/25<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,750,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;2,877,229</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Caesars Entertainment, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">6.25% due 07/01/25<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,742,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;2,738,531</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">LSF9 Atlantis Holdings LLC / Victra Finance Corp.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">7.75% due 02/15/26<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,943,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;2,674,628</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">NCL Corporation Ltd.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">5.88% due 02/15/27<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;1,520,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,400,688</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">7.75% due 02/15/29<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;1,182,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;950,358</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Carnival Corp.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">10.50% due 06/01/30<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;1,469,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,308,791</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">4.00% due 08/01/28<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;1,184,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,035,147</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">4.25% due 05/30/23<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,350,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;2,335,207</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">American Airlines Incorporated/AAdvantage Loyalty IP Ltd.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">5.75% due 04/20/29<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,388,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;2,303,942</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Scientific Games International, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">8.63% due 07/01/25<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,039,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;2,120,560</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Staples, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">10.75% due 04/15/27<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,792,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;2,087,858</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">TRI Pointe Group Inc. / TRI Pointe Homes Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">5.88% due 06/15/24<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,056,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;2,078,925</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Ferrellgas Limited Partnership / Ferrellgas Finance Corp.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">5.88% due 04/01/29<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,355,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;2,069,704</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Dave &amp; Buster's, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">7.63% due 11/01/25<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,025,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;2,041,329</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Michael Kors USA, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">4.25% due 11/01/24<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,064,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,984,391</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">American Greetings Corp.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">8.75% due 04/15/25<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;1,931,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,863,869</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Kontoor Brands, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">4.13% due 11/15/29<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,108,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,780,848</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Vista Outdoor, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">4.50% due 03/15/29<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,312,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,763,524</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Wolverine World Wide, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">4.00% due 08/15/29<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;1,956,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,706,454</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Scotts Miracle-Gro Co.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">4.38% due 02/01/32<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,055,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,687,792</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Bath &amp; Body Works, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">6.63% due 10/01/30<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;1,762,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,686,208</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Michaels Companies, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">7.88% due 05/01/29<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,348,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,614,191</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Jacobs Entertainment, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">6.75% due 02/15/29<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,762,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">1,465,672</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Scientific Games Holdings Limited Partnership/Scientific Games US FinCo, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">6.63% due 03/01/30<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;1,492,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,342,315</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">QVC, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">4.38% due 09/01/28<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;1,301,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,018,338</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt"><B>Total Consumer, Cyclical</B></FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="border-top: black 1pt solid; border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;82,875,752</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif"><B>Communications -&nbsp;&nbsp;12.5%</B></FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Sirius XM Radio, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">3.13% due 09/01/26<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;4,000,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;3,780,640</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">4.00% due 07/15/28<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;3,212,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;2,988,220</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Lumen Technologies, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">4.00% due 02/15/27<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;3,346,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;3,095,201</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">6.75% due 12/01/23<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,065,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;2,100,768</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">CCO Holdings LLC / CCO Holdings Capital Corp.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">5.00% due 02/01/28<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,729,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;2,638,479</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">4.25% due 01/15/34<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,752,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;2,280,087</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Netflix, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">5.88% due 02/15/25<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;4,000,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;4,144,446</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Sprint Capital Corp.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">6.88% due 11/15/28<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;3,346,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;3,760,435</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">CSC Holdings LLC</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">6.50% due 02/01/29<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;3,367,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;3,269,340</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Charter Communications Operating LLC / Charter Communications Operating Capital</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">4.91% due 07/23/25<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;3,000,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;3,045,886</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Ciena Corp.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">4.00% due 01/31/30<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,831,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;2,594,017</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Urban One, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">7.38% due 02/01/28<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;3,000,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;2,542,740</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Directv Financing LLC / Directv Financing Company-Obligor, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">5.88% due 08/15/27<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,708,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;2,534,647</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">News Corp.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">5.13% due 02/15/32<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,644,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;2,528,246</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Nexstar Media, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">4.75% due 11/01/28<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,586,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;2,415,195</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">DISH DBS Corp.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">5.75% due 12/01/28<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,966,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;2,411,729</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Stagwell Global LLC</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">5.63% due 08/15/29<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,686,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;2,261,290</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">TripAdvisor, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">7.00% due 07/15/25<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,056,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;2,053,759</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">McGraw-Hill Education, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">5.75% due 08/01/28<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,031,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,830,565</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">CommScope, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">8.25% due 03/01/27<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,055,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,816,435</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Level 3 Financing, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">5.38% due 05/01/25<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;1,755,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,759,545</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Cablevision Lightpath LLC</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">5.63% due 09/15/28<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;1,762,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,427,537</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Audacy Capital Corp.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">6.75% due 03/31/29<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;1,363,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;660,850</FONT></TD></TR>
  </TABLE>

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<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font-size: 8pt; border-collapse: collapse">
  <TR>
    <TD STYLE="width: 81%; padding-right: 5.4pt; padding-left: 5.4pt">
    <P STYLE="font: 9pt Franklin Gothic Heavy; margin: 0">Advent Convertible and Income Fund</P>
    <P STYLE="font: 14pt Franklin Gothic Heavy; margin: 0"></P></TD>
    <TD STYLE="width: 19%; padding-right: 5.4pt; padding-left: 5.4pt; font: 9pt Franklin Gothic Heavy; text-align: right">&nbsp;</TD></TR>
  <TR>
    <TD STYLE="font: bold 14pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-size: 14pt">SCHEDULE
OF INVESTMENTS</FONT> <I>(Unaudited)&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</I></TD>
    <TD STYLE="font: 9pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">July 31, 2022</TD></TR>
  <TR>
    <TD STYLE="border-bottom: Black 1pt solid; font: 9pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1pt solid; font: 9pt Franklin Gothic Heavy; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">&nbsp;</TD></TR>
  </TABLE>
<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 48%">&nbsp;</TD>
    <TD STYLE="width: 27%; text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt"><B>Face<BR>
Amount<SUP>~</SUP></B></FONT></TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 24%; text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt"><B>Value</B></FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: lightgrey">
    <TD COLSPAN="4"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif"><B>CORPORATE BONDS<SUP>&#8224;&#8224;</SUP> - 62.2% (continued)</B></FONT></TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif"><B>Communications -&nbsp;&nbsp;12.5% (continued)</B></FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Telesat Canada / Telesat LLC</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">6.50% due 10/15/27<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,357,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">$566,446</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt"><B>Total Communications</B></FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="border-top: black 1pt solid; border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;58,506,503</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif"><B>Consumer, Non-cyclical -&nbsp;&nbsp;10.4%</B></FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">HCA, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">5.38% due 02/01/25<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;5,000,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;5,108,611</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Land O'Lakes Capital Trust I</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">7.45% due 03/15/28<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;3,151,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;3,212,625</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Tenet Healthcare Corp.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">4.38% due 01/15/30<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,115,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,973,972</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">6.13% due 06/15/30<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;1,175,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,188,560</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">DaVita, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">4.63% due 06/01/30<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;3,523,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;2,895,589</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Primo Water Holdings, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">4.38% due 04/30/29<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;3,333,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;2,884,012</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Charles River Laboratories International, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">4.25% due 05/01/28<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,754,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;2,696,235</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Teva Pharmaceutical Finance Netherlands III BV</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">2.80% due 07/21/23<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,628,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;2,577,910</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Central Garden &amp; Pet Co.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">4.13% due 04/30/31<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,998,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;2,575,646</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Pediatrix Medical Group, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">5.38% due 02/15/30<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,716,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;2,509,665</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Brink's Co.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">4.63% due 10/15/27<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,665,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;2,442,257</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Garden Spinco Corp.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">8.63% due 07/20/30<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,293,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;2,411,135</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Edgewell Personal Care Co.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">4.13% due 04/01/29<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,650,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;2,382,244</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">TriNet Group, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">3.50% due 03/01/29<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,644,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;2,310,129</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Varex Imaging Corp.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">7.88% due 10/15/27<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,183,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;2,180,053</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">MPH Acquisition Holdings LLC</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">5.50% due 09/01/28<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,300,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;2,144,474</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Bausch Health Companies, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">4.88% due 06/01/28<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,471,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,967,719</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Service Corporation International</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">3.38% due 08/15/30<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;1,762,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,569,607</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">HLF Financing SARL LLC / Herbalife International, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">4.88% due 06/01/29<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;1,735,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,286,116</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Emergent BioSolutions, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">3.88% due 08/15/28<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;1,408,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,070,319</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Encompass Health Corp.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">4.63% due 04/01/31<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;1,182,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,062,565</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt"><B>Total Consumer, Non-cyclical</B></FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="border-top: black 1pt solid; border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;48,449,443</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif"><B>Energy -&nbsp;&nbsp;8.5%</B></FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Occidental Petroleum Corp.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">6.13% due 01/01/31<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;3,306,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;3,557,514</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">6.45% due 09/15/36<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;1,462,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,627,769</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Southwestern Energy Co.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">5.95% due 01/23/25<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,754,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;2,791,041</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">DCP Midstream Operating, LP</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">5.63% due 07/15/27<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,615,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;2,671,486</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Nabors Industries, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">7.38% due 05/15/27<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;2,632,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">2,609,997</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Tallgrass Energy Partners Limited Partnership / Tallgrass Energy Finance Corp.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">6.00% due 03/01/27<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,672,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;2,486,940</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Genesis Energy Limited Partnership / Genesis Energy Finance Corp.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">8.00% due 01/15/27<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,510,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;2,467,029</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">New Fortress Energy, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">6.50% due 09/30/26<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,522,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;2,399,557</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Hilcorp Energy I Limited Partnership / Hilcorp Finance Co.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">6.25% due 04/15/32<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,651,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;2,388,776</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Parkland Corp.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">4.63% due 05/01/30<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,632,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;2,360,943</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Harvest Midstream I, LP</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">7.50% due 09/01/28<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,202,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;2,105,184</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Aethon United BR Limited Partnership / Aethon United Finance Corp.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">8.25% due 02/15/26<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;1,956,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;2,024,079</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Vermilion Energy, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">6.88% due 05/01/30<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,047,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,978,477</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Range Resources Corp.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">4.75% due 02/15/30<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,039,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,950,222</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Civitas Resources, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">5.00% due 10/15/26<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;1,967,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,850,750</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Alliance Resource Operating Partners Limited Partnership / Alliance Resource Finance Corp.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">7.50% due 05/01/25<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;1,757,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,741,187</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Comstock Resources, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">6.75% due 03/01/29<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;1,511,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,499,668</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Calumet Specialty Products Partners Limited Partnership / Calumet Finance Corp.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">8.13% due 01/15/27<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;1,712,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,478,765</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt"><B>Total Energy</B></FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="border-top: black 1pt solid; border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;39,989,384</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif"><B>Technology -&nbsp;&nbsp;4.5%</B></FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Unisys Corp.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">6.88% due 11/01/27<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,625,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;2,464,883</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Synaptics, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">4.00% due 06/15/29<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,681,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;2,343,194</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Consensus Cloud Solutions, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">6.50% due 10/15/28<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,622,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;2,334,243</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">CA Magnum Holdings</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">5.38% due 10/31/26<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,502,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;2,214,195</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Playtika Holding Corp.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">4.25% due 03/15/29<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,327,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;2,090,216</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Ahead DB Holdings LLC</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">6.63% due 05/01/28<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,094,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,942,164</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Rackspace Technology Global, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">5.38% due 12/01/28<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,047,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,508,419</FONT></TD></TR>
  </TABLE>

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<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font-size: 8pt; border-collapse: collapse">
  <TR>
    <TD STYLE="width: 81%; padding-right: 5.4pt; padding-left: 5.4pt">
    <P STYLE="font: 9pt Franklin Gothic Heavy; margin: 0">Advent Convertible and Income Fund</P>
    <P STYLE="font: 14pt Franklin Gothic Heavy; margin: 0"></P></TD>
    <TD STYLE="width: 19%; padding-right: 5.4pt; padding-left: 5.4pt; font: 9pt Franklin Gothic Heavy; text-align: right">&nbsp;</TD></TR>
  <TR>
    <TD STYLE="font: bold 14pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-size: 14pt">SCHEDULE
OF INVESTMENTS</FONT> <I>(Unaudited)&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</I></TD>
    <TD STYLE="font: 9pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">July 31, 2022</TD></TR>
  <TR>
    <TD STYLE="border-bottom: Black 1pt solid; font: 9pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1pt solid; font: 9pt Franklin Gothic Heavy; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">&nbsp;</TD></TR>
  </TABLE>
<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 48%">&nbsp;</TD>
    <TD STYLE="width: 27%; text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt"><B>Face<BR>
Amount<SUP>~</SUP></B></FONT></TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 24%; text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt"><B>Value</B></FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: lightgrey">
    <TD COLSPAN="4"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif"><B>CORPORATE BONDS<SUP>&#8224;&#8224;</SUP> - 62.2% (continued)</B></FONT></TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif"><B>Technology -&nbsp;&nbsp;4.5% (continued)</B></FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Seagate HDD Cayman</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">5.75% due 12/01/34<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,644,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">$1,484,277</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Kyndryl Holdings, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">4.10% due 10/15/41<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;1,953,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,311,348</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Condor Merger Sub, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">7.38% due 02/15/30<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;1,395,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,228,298</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">NCR Corp.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">5.13% due 04/15/29<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;1,122,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,079,667</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Alteryx, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">1.00% due 08/01/26<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;1,316,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,056,090</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt"><B>Total Technology</B></FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="border-top: black 1pt solid; border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;21,056,994</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif"><B>Basic Materials -&nbsp;&nbsp;2.8%</B></FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">First Quantum Minerals Ltd.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">6.88% due 10/15/27<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,083,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,988,754</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">6.50% due 03/01/24<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;1,170,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,166,607</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">FMG Resources August 2006 Pty Ltd.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">4.38% due 04/01/31<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,536,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;2,210,137</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Ingevity Corp.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">3.88% due 11/01/28<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,223,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,975,480</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Alcoa Nederland Holding BV</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">5.50% due 12/15/27<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;1,976,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,965,478</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Chemours Co.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">4.63% due 11/15/29<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;1,639,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,440,911</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">New Gold, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">7.50% due 07/15/27<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;1,700,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,334,415</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Valvoline, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">4.25% due 02/15/30<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;1,097,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;996,833</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt"><B>Total Basic Materials</B></FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="border-top: black 1pt solid; border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;13,078,615</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif"><B>Industrial -&nbsp;&nbsp;2.7%</B></FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">VM Consolidated, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">5.50% due 04/15/29<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,988,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;2,622,993</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Sealed Air Corp.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">5.13% due 12/01/24<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,344,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;2,370,101</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">GFL Environmental, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">3.50% due 09/01/28<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,598,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;2,355,749</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Energizer Holdings, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">4.75% due 06/15/28<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,350,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;2,006,455</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Clydesdale Acquisition Holdings, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">8.75% due 04/15/30<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,035,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,936,994</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">IEA Energy Services LLC</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">6.63% due 08/15/29<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;1,349,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,336,987</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt"><B>Total Industrial</B></FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="border-top: black 1pt solid; border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;12,629,279</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif"><B>Financial -&nbsp;&nbsp;2.6%</B></FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">PRA Group, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">5.00% due 10/01/29<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,957,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;2,550,841</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Iron Mountain, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">4.50% due 02/15/31<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;2,644,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">2,326,046</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Advisor Group Holdings, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">10.75% due 08/01/27<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,088,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;2,119,424</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">VistaJet Malta Finance plc / XO Management Holding, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">6.38% due 02/01/30<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,032,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,777,472</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Radian Group, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">4.88% due 03/15/27<SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;1,647,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,610,272</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">NMI Holdings, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">7.38% due 06/01/25<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;1,546,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;1,569,499</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt"><B>Total Financial</B></FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="border-top: black 1pt solid; border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;11,953,554</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif"><B>Utilities -&nbsp;&nbsp;0.5%</B></FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">NRG Energy, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">5.25% due 06/15/29<SUP>1,2</SUP></FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,598,000</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;2,439,002</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD COLSPAN="2"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt"><B>Total Corporate Bonds</B></FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="border-top: black 1pt solid">&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD COLSPAN="2" STYLE="text-indent: 9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">(Cost $305,947,732)</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">290,978,526</FONT></TD></TR>
  <TR STYLE="vertical-align: top; background-color: rgb(204,238,255)">
    <TD COLSPAN="4"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif"><B>SENIOR FLOATING RATE INTERESTS<SUP>&#8224;&#8224;,&#9674;</SUP> - 1.7%</B></FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif"><B>Consumer, Cyclical -&nbsp;&nbsp;1.0%</B></FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">SeaWorld Parks &amp; Entertainment, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">5.38% (1 Month USD LIBOR + 3.00%, Rate Floor: 3.50%) due 08/25/28</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,620,200</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;2,493,121</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Alterra Mountain Co.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">5.17% (1 Month USD LIBOR + 3.50%, Rate Floor: 4.00%) due 07/30/28</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;2,339,954</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;2,261,956</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt"><B>Total Consumer, Cyclical</B></FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="border-top: black 1pt solid; border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;4,755,077</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif"><B>Industrial -&nbsp;&nbsp;0.7%</B></FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">TransDigm, Inc.</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="padding-left: 0.25in; text-indent: -9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">4.62% (1 Month USD LIBOR + 2.25%, Rate Floor: 2.25%) due 12/09/25</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;&nbsp;3,251,650</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;3,153,196</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD COLSPAN="2"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt"><B>Total Senior Floating Rate Interests</B></FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="border-top: black 1pt solid">&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD COLSPAN="2" STYLE="text-indent: 9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">(Cost $8,186,052)</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">7,908,273</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD COLSPAN="2"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt"><B>Total Investments - 173.2%</B></FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right">&nbsp;</TD></TR>
  <TR STYLE="background-color: White">
    <TD COLSPAN="2" STYLE="text-indent: 9pt"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">(Cost $846,986,801)</FONT></TD>
    <TD STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt"><B>$
    &nbsp; 810,612,912</B></FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD COLSPAN="3"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt"><B>Other Assets &amp; Liabilities, net
    - (73.2)%</B></FONT></TD>
    <TD STYLE="border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt"><B>(342,474,449)</B></FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD COLSPAN="2"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt"><B>Total Net Assets - 100.0%</B></FONT></TD>
    <TD><B>&nbsp;</B></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt"><B>$ &nbsp; 468,138,463</B></FONT></TD></TR>
  </TABLE>
<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
  <TR STYLE="vertical-align: bottom">
    <TD COLSPAN="5"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif"><B>Forward Foreign Currency Exchange Contracts<SUP>&#8224;&#8224;</SUP></B></FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 27%; border-bottom: black 1pt solid"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt"><B>Counterparty</B></FONT></TD>
    <TD STYLE="width: 12%; border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt"><B>Currency</B></FONT></TD>
    <TD STYLE="width: 7%; border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt"><B>Type</B></FONT></TD>
    <TD STYLE="width: 12%; border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt"><B>Quantity</B></FONT></TD>
    <TD STYLE="width: 15%; border-bottom: black 1pt solid; text-align: center"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt"><B>Contract Amount</B></FONT></TD>
    <TD STYLE="width: 12%; border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt"><B>Settlement Date</B></FONT></TD>
    <TD STYLE="width: 15%; border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt"><B>Unrealized Appreciation (Depreciation)</B></FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Bank of New York Mellon</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">EUR</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Sell</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">33,137,381</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">35,548,990 USD</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">09/13/22</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">$1,653,230</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Bank of New York Mellon</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">JPY</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Sell</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">1,163,460,100</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">8,768,038 USD</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">09/13/22</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;32,714</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Bank of New York Mellon</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">CAD</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Sell</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">1,004,096</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">799,315 USD</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">09/13/22</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;15,794</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Bank of New York Mellon</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">GBP</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Sell</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">1,158,184</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">1,421,830 USD</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">09/13/22</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;10,977</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Bank of New York Mellon</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">HKD</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Sell</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">58,087,430</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">7,417,103 USD</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">09/13/22</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;7,112</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Bank of New York Mellon</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">SGD</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Sell</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">540,112</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">392,837 USD</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">09/13/22</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;2,243</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Bank of New York Mellon</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">CAD</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Buy</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">20,000</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">15,449 USD</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">09/13/22</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;157</FONT></TD></TR>

<TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="width: 27%"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Bank of New York Mellon</FONT></TD>
    <TD STYLE="width: 12%; text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">HKD</FONT></TD>
    <TD STYLE="width: 7%; text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Buy</FONT></TD>
    <TD STYLE="width: 12%; text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">4,200,000</FONT></TD>
    <TD STYLE="width: 15%; text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">536,102 USD</FONT></TD>
    <TD STYLE="width: 12%; text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">09/13/22</FONT></TD>
    <TD STYLE="width: 15%; text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">(324)</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Bank of New York Mellon</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">JPY</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Buy</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">172,518,000</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">1,297,724 USD</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">09/13/22</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;(2,449)</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Bank of New York Mellon</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">CHF</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Sell</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">674,686</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">694,222 USD</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">09/13/22</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;(16,684)</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Bank of New York Mellon</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">EUR</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">Buy</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">4,976,500</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">5,201,266 USD</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">09/13/22</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">&nbsp;(110,875)</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="border-top: black 1pt solid; border-bottom: black 1pt solid; text-align: right"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt">$1,591,895</FONT></TD></TR>
  </TABLE>
<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0"></P>

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    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt"></DIV>
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<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 9pt Calibri, Helvetica, Sans-Serif; margin: 0"></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font-size: 8pt; border-collapse: collapse">
  <TR>
    <TD STYLE="width: 81%; padding-right: 5.4pt; padding-left: 5.4pt">
    <P STYLE="font: 9pt Franklin Gothic Heavy; margin: 0">Advent Convertible and Income Fund</P>
    <P STYLE="font: 14pt Franklin Gothic Heavy; margin: 0"></P></TD>
    <TD STYLE="width: 19%; padding-right: 5.4pt; padding-left: 5.4pt; font: 9pt Franklin Gothic Heavy; text-align: right">&nbsp;</TD></TR>
  <TR>
    <TD STYLE="font: bold 14pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font-size: 14pt">SCHEDULE
OF INVESTMENTS</FONT> <I>(Unaudited)&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</I></TD>
    <TD STYLE="font: 9pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">July 31, 2022</TD></TR>
  <TR>
    <TD STYLE="border-bottom: Black 1pt solid; font: 9pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1pt solid; font: 9pt Franklin Gothic Heavy; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">&nbsp;</TD></TR>
  </TABLE>
<P STYLE="font: 9pt Calibri, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 9pt Calibri, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
  <TR>
    <TD STYLE="vertical-align: top; width: 3%; padding-right: 0.05in; text-align: right"><FONT STYLE="font-size: 9pt"><I>~</I></FONT></TD>
    <TD STYLE="vertical-align: bottom; width: 97%"><FONT STYLE="font-size: 9pt"><I>The face amount is denominated in U.S. dollars unless otherwise indicated.</I></FONT></TD></TR>
  <TR>
    <TD STYLE="vertical-align: top; padding-right: 0.05in; text-align: right"><FONT STYLE="font-size: 9pt"><I>*</I></FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt"><I>Non-income producing security.</I></FONT></TD></TR>
  <TR>
    <TD STYLE="vertical-align: top; padding-right: 0.05in; text-align: right"><FONT STYLE="font-size: 9pt"><I>**</I></FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt"><I>Represents Shares</I></FONT></TD></TR>
  <TR>
    <TD STYLE="vertical-align: top; padding-right: 0.05in; text-align: right"><FONT STYLE="font-size: 9pt"><I>&#8224;</I></FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt"><I>Value determined based on Level 1 inputs, unless otherwise noted &#8212; See Note 3.</I></FONT></TD></TR>
  <TR>
    <TD STYLE="vertical-align: top; padding-right: 0.05in; text-align: right"><FONT STYLE="font-size: 9pt"><I>&#8224;&#8224;</I></FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt"><I>Value determined based on Level 2 inputs &#8212; See Note 3.</I></FONT></TD></TR>
  <TR>
    <TD STYLE="vertical-align: top; padding-right: 0.05in; text-align: right"><FONT STYLE="font-size: 9pt"><I>&#9674;</I></FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt"><I>Variable rate security. Rate indicated is the rate effective at July 31, 2022. In some instances, the effective rate is limited by a minimum rate floor or a maximum rate cap established by the issuer. The settlement status of a position may also impact the effective rate indicated. In some cases, a position may be unsettled at period end and may not have a stated effective rate. In instances where multiple underlying reference rates and spread amounts are shown, the effective rate is based on a weighted average.</I></FONT></TD></TR>
  <TR>
    <TD STYLE="vertical-align: top; padding-right: 0.05in; text-align: right"><FONT STYLE="font-size: 9pt"><I>1</I></FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt"><I>All or a portion of these securities have been physically segregated in connection with the borrowings and reverse repurchase agreements. As of July 31, 2022, the total value of securities segregated was $788,302,331.</I></FONT></TD></TR>
  <TR>
    <TD STYLE="vertical-align: top; padding-right: 0.05in; text-align: right"><FONT STYLE="font-size: 9pt"><I>2</I></FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt"><I>Security is a 144A or Section 4(a)(2) security.&nbsp;These securities have been determined to be liquid under guidelines established by the Board of Trustees. The total market value of 144A or Section 4(a)(2) securities is $287,998,434&nbsp;(cost $305,738,197), or 61.5%&nbsp;of total net assets. </I></FONT></TD></TR>
  <TR>
    <TD STYLE="vertical-align: top; padding-right: 0.05in; text-align: right"><FONT STYLE="font-size: 9pt"><I>3</I></FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt"><I>Rate indicated is the 7-day yield as of July 31, 2022.</I></FONT></TD></TR>
  <TR>
    <TD STYLE="vertical-align: top; padding-right: 0.05in; text-align: right"><FONT STYLE="font-size: 9pt"><I>4</I></FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt"><I>Zero coupon rate security.</I></FONT></TD></TR>
  </TABLE>
<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 9pt Calibri, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 6%">&nbsp;</TD>
    <TD STYLE="width: 94%"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt"><I>CAD &#8212; Canadian Dollar</I></FONT></TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD>&nbsp;</TD>
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt"><I>CHF &#8212; Swiss Franc</I></FONT></TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD>&nbsp;</TD>
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt"><I>EUR &#8212; Euro</I></FONT></TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD>&nbsp;</TD>
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt"><I>GBP &#8212; British Pound</I></FONT></TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD>&nbsp;</TD>
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt"><I>HKD &#8212; Hong Kong Dollar</I></FONT></TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD>&nbsp;</TD>
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt"><I>JPY &#8212; Japanese Yen</I></FONT></TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD>&nbsp;</TD>
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt"><I>LIBOR &#8212; London Interbank Offered Rate</I></FONT></TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD>&nbsp;</TD>
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt"><I>LLC &#8212; Limited Liability Company</I></FONT></TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD>&nbsp;</TD>
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt"><I>plc &#8212; Public Limited Company</I></FONT></TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD>&nbsp;</TD>
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt"><I>SARL &#8212;&nbsp;&nbsp;Soci&eacute;t&eacute; &agrave; Responsabilit&eacute; Limit&eacute;e</I></FONT></TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD>&nbsp;</TD>
    <TD><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt"><I>SGD &#8212; Singapore Dollar</I></FONT></TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD COLSPAN="2" STYLE="padding-top: 0.1in">&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD COLSPAN="2" STYLE="padding-top: 0.1in"><FONT STYLE="font-family: Franklin Gothic Medium,sans-serif; font-size: 9pt"><I>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;See Sector Classification in Other Information section.</I></FONT></TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD COLSPAN="2">&nbsp;</TD></TR>
  </TABLE>
<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 9pt Calibri, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
  <TR STYLE="vertical-align: bottom">
    <TD COLSPAN="6" STYLE="padding-bottom: 1.4pt"><FONT STYLE="font-size: 9pt">The following table summarizes the inputs used to value the Fund's investments at July 31, 2022 (See Note 3 in the Notes to Schedule of Investments):</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD COLSPAN="6" STYLE="padding-bottom: 1.4pt">&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 47%; border-bottom: black 1pt solid; padding-bottom: 1.4pt"><FONT STYLE="font-size: 9pt"><B>Investments in Securities (Assets) </B></FONT></TD>
    <TD STYLE="width: 13%; border-bottom: black 1pt solid; padding-bottom: 1.4pt; text-align: right"><FONT STYLE="font-size: 9pt"><B>Level 1 Quoted Prices </B></FONT></TD>
    <TD STYLE="width: 13%; border-bottom: black 1pt solid; padding-bottom: 1.4pt; text-align: right"><FONT STYLE="font-size: 9pt"><B>Level 2 Significant Observable Inputs </B></FONT></TD>
    <TD STYLE="width: 13%; border-bottom: black 1pt solid; padding-bottom: 1.4pt; text-align: right"><FONT STYLE="font-size: 9pt"><B>Level 3 Significant Unobservable Inputs </B></FONT></TD>
    <TD STYLE="width: 1%; border-bottom: black 1pt solid; padding-bottom: 1.4pt">&nbsp;</TD>
    <TD STYLE="width: 13%; border-bottom: black 1pt solid; padding-bottom: 1.4pt; text-align: right"><FONT STYLE="font-size: 9pt"><B>Total </B></FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-size: 9pt">Common Stocks</FONT></TD>
    <TD STYLE="text-align: right">$ 29,451,040 &nbsp;</TD>
    <TD STYLE="text-align: right">&nbsp; $ &#8212; &nbsp;</TD>
    <TD STYLE="text-align: right">&nbsp; $ &#8212; &nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right">$ 29,451,040 &nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-size: 9pt">Convertible Preferred Stocks</FONT></TD>
    <TD STYLE="text-align: right">47,908,662 &nbsp;</TD>
    <TD STYLE="text-align: right">966,103 &nbsp;</TD>
    <TD STYLE="text-align: right">&nbsp; &nbsp; &#8212; &nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right">48,874,765 &nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-size: 9pt">Money Market Fund</FONT></TD>
    <TD STYLE="text-align: right">24,468,866 &nbsp;</TD>
    <TD STYLE="text-align: right">&nbsp; &nbsp; &#8212; &nbsp;</TD>
    <TD STYLE="text-align: right">&nbsp; &nbsp; &#8212; &nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right">24,468,866 &nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-size: 9pt">Convertible Bonds</FONT></TD>
    <TD STYLE="text-align: right">&nbsp; &nbsp; &#8212; &nbsp;</TD>
    <TD STYLE="text-align: right">408,931,442 &nbsp;</TD>
    <TD STYLE="text-align: right">&nbsp; &nbsp; &#8212; &nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right">408,931,442 &nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-size: 9pt">Corporate Bonds</FONT></TD>
    <TD STYLE="text-align: right">&nbsp; &nbsp; &#8212; &nbsp;</TD>
    <TD STYLE="text-align: right">290,978,526 &nbsp;</TD>
    <TD STYLE="text-align: right">&nbsp; &nbsp; &#8212; &nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right">290,978,526 &nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD><FONT STYLE="font-size: 9pt">Senior Floating Rate Interests</FONT></TD>
    <TD STYLE="text-align: right">&nbsp; &nbsp; &#8212; &nbsp;</TD>
    <TD STYLE="text-align: right">7,908,273 &nbsp;</TD>
    <TD STYLE="text-align: right">&nbsp; &nbsp; &#8212; &nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right">7,908,273 &nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-size: 9pt">Forward Foreign Currency Exchange Contracts**</FONT></TD>
    <TD STYLE="text-align: right">&nbsp; &nbsp; &#8212; &nbsp;</TD>
    <TD STYLE="text-align: right">1,722,227 &nbsp;</TD>
    <TD STYLE="text-align: right">&nbsp; &nbsp; &#8212; &nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right">1,722,227 &nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: White">
    <TD STYLE="border-top: black 1pt solid; border-bottom: black 1pt solid"><FONT STYLE="font-size: 9pt">Total Assets</FONT></TD>
    <TD STYLE="border-top: black 1pt solid; border-bottom: black 1pt solid; text-align: right">$ 101,828,568 &nbsp;</TD>
    <TD STYLE="border-top: black 1pt solid; border-bottom: black 1pt solid; text-align: right">$ 710,506,571 &nbsp;</TD>
    <TD STYLE="border-top: black 1pt solid; border-bottom: black 1pt solid; text-align: right">&nbsp; $ &#8212; &nbsp;</TD>
    <TD STYLE="border-top: black 1pt solid; border-bottom: black 1pt solid">&nbsp;</TD>
    <TD STYLE="border-top: black 1pt solid; border-bottom: black 1pt solid; text-align: right">$ 812,335,139 &nbsp;</TD></TR>
</TABLE>

<P STYLE="margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="border-bottom: black 1pt solid; padding-bottom: 1.4pt; width: 47%"><FONT STYLE="font-size: 9pt"><B>Investments in Securities (Liabilities) </B></FONT></TD>
    <TD STYLE="border-bottom: black 1pt solid; padding-bottom: 1.4pt; text-align: right; width: 13%"><FONT STYLE="font-size: 9pt"><B>Level 1 Quoted Prices </B></FONT></TD>
    <TD STYLE="border-bottom: black 1pt solid; padding-bottom: 1.4pt; text-align: right; width: 13%"><FONT STYLE="font-size: 9pt"><B>Level 2 Significant Observable Inputs </B></FONT></TD>
    <TD STYLE="border-bottom: black 1pt solid; padding-bottom: 1.4pt; text-align: right; width: 13%"><FONT STYLE="font-size: 9pt"><B>Level 3 Significant Unobservable Inputs </B></FONT></TD>
    <TD STYLE="border-bottom: black 1pt solid; padding-bottom: 1.4pt; width: 1%">&nbsp;</TD>
    <TD STYLE="border-bottom: black 1pt solid; padding-bottom: 1.4pt; text-align: right; width: 13%"><FONT STYLE="font-size: 9pt"><B>Total </B></FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD><FONT STYLE="font-size: 9pt">Forward Foreign Currency Exchange Contracts**</FONT></TD>
    <TD STYLE="text-align: right">&nbsp; $ &#8212; &nbsp;</TD>
    <TD STYLE="text-align: right">$ 130,332 &nbsp;</TD>
    <TD STYLE="text-align: right">&nbsp; $ &#8212; &nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right">$ 130,332 &nbsp;</TD></TR>
</TABLE>

<P STYLE="margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 47%">&nbsp;</TD>
    <TD STYLE="text-align: right; width: 13%">&nbsp;</TD>
    <TD STYLE="text-align: right; width: 13%">&nbsp;</TD>
    <TD STYLE="text-align: right; width: 13%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="text-align: right; width: 13%">&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD COLSPAN="6"><FONT STYLE="font-size: 9pt">&nbsp;** This derivative is reported as unrealized appreciation/depreciation at period end.</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD COLSPAN="6">&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD COLSPAN="6"><FONT STYLE="font-size: 9pt">Please refer to the detailed portfolio for the breakdown of investment type by industry category.</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD COLSPAN="6">&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD COLSPAN="6"><P STYLE="margin-top: 0; margin-bottom: 0"><FONT STYLE="font-size: 9pt">The Fund may hold assets and/or liabilities in which the fair value approximates the carrying amount for financial statement purposes. As of the period end, reverse repurchase agreements of $156,036,957 are categorized as Level 2 within the disclosure hierarchy &#8212; See Note 2.</FONT></P>
                    <P STYLE="margin-top: 0; margin-bottom: 0"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></P>
                    <P STYLE="margin-top: 0; margin-bottom: 0"><FONT STYLE="font-size: 9pt">The Fund did not hold Level 3 securities
during the period ended July 31, 2022.&nbsp;</FONT></P></TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD COLSPAN="6"><P STYLE="margin-top: 0; margin-bottom: 0">&nbsp;</P>
                    <P STYLE="margin-top: 0; margin-bottom: 0"></P>
                    <P STYLE="margin-top: 0; margin-bottom: 0">&nbsp;</P>
                    <P STYLE="margin-top: 0; margin-bottom: 0">&nbsp;</P></TD></TR>
  </TABLE>

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<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0; border-bottom: Black 1pt solid"></P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0"><B></B></P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; font: 9pt Arial, Helvetica, Sans-Serif; width: 100%">
<TR STYLE="vertical-align: top; text-align: left">
  <TD STYLE="border-bottom: Black 1pt solid; width: 80%"><FONT STYLE="font-size: 14pt"><B>NOTES TO SCHEDULE
OF INVESTMENTS (Unaudited)</B></FONT></TD>
  <TD STYLE="border-bottom: Black 1pt solid; text-align: right; width: 20%"><FONT STYLE="font-size: 9pt; font-weight: normal">July
31, 2022</FONT></TD></TR>
</TABLE>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0"></P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0"><B>Note&nbsp;1 &#8211;&nbsp;Organization and Significant Accounting Policies</B></P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0"><B>Organization</B></P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">Advent Convertible and Income Fund&nbsp;(the &#8220;Fund&#8221;) was organized as
a Delaware statutory trust on February 19, 2003. The Fund is registered as a diversified, closed-end management investment company under
the Investment Company Act of 1940, as amended (the &#8220;1940 Act&#8221;).</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">The Fund&#8217;s investment objective is to provide total return through a combination
of capital appreciation and current income. The Fund pursues its investment objective by investing at least 80% of its managed assets
in a diversified portfolio of convertible securities and non-convertible income producing securities.</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">For information on the Fund&#8217;s policy regarding valuation of investments and
other significant accounting policies, please refer to the Fund&#8217;s most recent semi-annual or annual shareholder report.</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0"><B>Significant Accounting Policies</B></P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">The&nbsp;Fund operates as an investment company and, accordingly, follows the investment
company accounting and reporting guidance of the Financial Accounting Standards Board (&#8220;FASB&#8221;) Accounting Standards Codification
Topic 946 Financial Services &#8211; Investment Companies.&nbsp;</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">The following significant accounting policies are in conformity with U.S. generally
accepted accounting principles (&#8220;U.S. GAAP&#8221;) and are consistently followed by the Fund. This requires management to make
estimates and assumptions that affect the reported amount of assets and liabilities, contingent assets and liabilities at the date of
the financial statements, and the reported amounts of revenues and expenses during the reporting period. Actual results could differ from
these estimates. All time references are based on Eastern Time.</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;&nbsp;</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0"><B>(a) Valuation of Investments&nbsp;</B></P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">The Board of Trustees of the Fund&nbsp;(the &#8220;Board&#8221;) has adopted policies
and procedures for the valuation of the&nbsp;Fund's investments (the &#8220;Valuation Procedures&#8221;). Pursuant to the Valuation Procedures,
the Board has delegated to a valuation committee, consisting of representatives from Guggenheim&#8217;s investment management, fund administration,
legal and compliance departments (the &#8220;Valuation Committee&#8221;), the day-to-day responsibility for implementing the Valuation
Procedures, including, under most circumstances, the responsibility for determining the fair value of the Fund's&nbsp;securities and/or
other assets.</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">Valuations of the Fund's&nbsp;securities and other assets are supplied primarily
by pricing services appointed pursuant to the processes set forth in the Valuation Procedures. The Valuation Committee convenes monthly,
or more frequently as needed, to review the valuation of all assets which have been fair valued for reasonableness. The Fund's&nbsp;officers,
through the Valuation Committee and consistent with the monitoring and review responsibilities set forth in the Valuation Procedures,
regularly review procedures used and valuations provided by the pricing services.</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">If the pricing service cannot or does not provide a valuation for a particular investment
or such valuation is deemed unreliable, such investment is fair valued by the Valuation Committee.</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">Securities listed on an exchange or on an over-the-counter market will be valued
at the last reported sale price on the primary exchange or market on which they are traded; provided, however, that securities listed
on the National Association of Securities Dealers Automated Quotations (&#8220;NASDAQ&#8221;) National Market system will be valued at
the NASDAQ Official Closing Price, which may not necessarily represent the last sale price.</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">Equity securities that are traded on an exchange or on the over-the-counter (&#8220;OTC&#8221;)
market and for which there are no transactions on a given day are valued at the mean of the closing bid and asked prices.&nbsp;</P>

<P STYLE="font: 9pt ScalaSansOffcPro-Cond; margin: 0">&nbsp;</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">Open-end investment companies are valued at their net asset value
as of the close of business, on the valuation date. Exchange-traded funds and closed-end investment companies are valued at the last quoted
sale price.</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">Generally, trading in foreign securities markets is substantially completed each
day at various times prior to the close of the New York Stock Exchange (&#8220;NYSE&#8221;). The values of foreign securities are determined
as of the close of such foreign markets or the close of the NYSE, if earlier. All investments quoted in foreign currencies are valued
in U.S. dollars on the basis of the foreign currency exchange rates prevailing at the close of U.S. business at 4:00 p.m. Investments
in foreign securities may involve risks not present in domestic investments. The Valuation Committee will determine the current value
of such foreign securities by taking into consideration certain factors which may include those discussed above, as</P>


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<TR STYLE="vertical-align: top; text-align: left">
  <TD STYLE="border-bottom: Black 1pt solid; text-align: left; width: 80%; vertical-align: bottom"><FONT STYLE="font-size: 14pt"><B>NOTES TO SCHEDULE
OF INVESTMENTS (Unaudited)</B></FONT></TD>
  <TD STYLE="border-bottom: Black 1pt solid; vertical-align: bottom; text-align: right; width: 20%"><FONT STYLE="font-size: 9pt; font-weight: normal">July
31, 2022</FONT></TD></TR>
</TABLE>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">well as the following factors, among others: the value of the securities traded on
other foreign markets, ADR trading, closed-end fund trading, foreign currency exchange activity, and the trading prices of financial products
that are tied to foreign securities. In addition, under the Valuation Procedures, the Valuation Committee is authorized to use prices
and other information supplied by a third party pricing vendor in valuing foreign securities.</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">Debt securities are valued based on prices provided by independent pricing services or, if not available or if Advent Capital Management,
LLC (&ldquo;Advent&rdquo; or the &ldquo;Investment Adviser&rdquo;) considers that price to not represent fair value, by dealers using
the mean of the closing bid and asked prices for such securities or, if such prices are not available, at prices for securities of comparable
maturity, quality and type. If sufficient market activity is limited or does not exist, the pricing services or dealers may utilize proprietary
valuation models which may, for example, consider market characteristics such as benchmark yield curves, option-adjusted spreads, credit
spreads, estimated default rates, coupon rates, anticipated timing of principal repayments, underlying collateral, or other unique security
features in order to estimate relevant cash flows, which are then discounted to calculate a security&rsquo;s fair value. Short-term debt
securities with remaining maturities of 60 days or less at the time of valuation are valued at amortized cost, which approximates market
value. Shortterm debt securities which have a term-to-maturity greater than 60 days from the date of purchase are valued at their current
market quotations until maturity or disposition. Convertible securities are valued in the same manner as debt securities. Repurchase agreements
are valued at amortized cost, provided such amounts approximate market value.</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">Typically, loans are valued using information provided by an independent third party
pricing service&nbsp;which uses broker quotes, among other inputs.&nbsp;If the pricing service cannot or does not provide a valuation
for a particular loan, or such valuation is deemed unreliable, such investment is valued based on a quote from a broker-dealer or is fair
valued by the Valuation Committee.</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">Exchange-traded options are valued at the mean of the bid and ask prices on the principal
exchange on which they are traded. OTC options are valued using a price provided by an independent pricing service.</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">Forward foreign currency exchange contracts are valued by pricing services or, if
not available or if Advent considers that price to not represent fair value, by dealers using the mid price. Forward foreign currency
exchange contracts are valued daily based on the applicable exchange rate of the underlying currency. Futures contracts are valued using
the settlement price established each day on the exchange on which they are traded.</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">Investments for which market quotations are not readily available are fair-valued
as determined in good faith by Advent, subject to review and approval by the Valuation Committee, pursuant to methods established or
ratified by the Board. Valuations in accordance with these methods are intended to reflect each security&#8217;s (or asset&#8217;s or
liability&#8217;s) &#8220;fair value&#8221;. Each such determination is based on a consideration of all relevant factors, which are likely
to vary from one pricing context to another. Examples of such factors may include, but are not limited to market prices; sale prices;
broker quotes; and models which derive prices based on inputs such as prices of securities with comparable maturities and characteristics,
or based on inputs such as anticipated cash flows or collateral, spread over U.S. Treasury securities, and other information analysis.&nbsp;&nbsp;</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0"><B>&nbsp;</B></P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0"><B>Note 2 &#8211;&nbsp;Financial
Instruments and Derivatives</B></P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">As part of&nbsp;its investment strategy, the&nbsp;Fund utilizes derivative instruments.
These investments involve, to varying degrees, elements of market risk. Valuation and accounting treatment of these instruments can be
found under Significant Accounting Policies in Note&nbsp;1 of these Notes to Schedule of Investments.</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">Derivatives are instruments whose values depend on, or are derived from, in whole
or in part, the value of one or more other assets, such as securities, currencies, commodities or indices. Derivative instruments may
be used to increase investment flexibility (including to maintain cash reserves while maintaining exposure to certain other assets), for
risk management (hedging) purposes, to facilitate trading, to reduce&nbsp;transaction costs and to pursue higher investment returns. Derivative
instruments may also be used to mitigate certain investment risks, such as foreign currency exchange rate risk, interest rate risk and
credit risk. U.S. GAAP requires disclosures to enable investors to better understand how and why a Fund uses derivative instruments, how
these derivative instruments are accounted for and their effects on the Fund&#8217;s financial position and results of operations.</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">The Fund may&nbsp;utilize derivatives for the following purposes:</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0"><B>Hedge:</B> an investment made in order to reduce the risk of adverse price movements
in a security, by taking an offsetting position to protect against broad market moves.</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0"><B>Income:</B> the use of any instrument that distributes cash flows typically based
upon some rate of interest.</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0"><B>&nbsp;</B></P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0"><B>Options Purchased and Written</B></P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">A call option on a security gives the purchaser of the option the right to buy, and
the writer of a call option the obligation to sell, the underlying security. The purchaser of a put option has the right to sell, and
the writer of the put option the</P>


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<TR STYLE="vertical-align: top; text-align: left">
  <TD STYLE="border-bottom: Black 1pt solid; text-align: left; vertical-align: bottom; width: 80%"><FONT STYLE="font-size: 14pt"><B>NOTES TO SCHEDULE
OF INVESTMENTS (Unaudited)</B></FONT></TD>
  <TD STYLE="border-bottom: Black 1pt solid; vertical-align: bottom; text-align: right; width: 20%"><FONT STYLE="font-size: 9pt; font-weight: normal">July
31, 2022</FONT></TD></TR>
</TABLE>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">obligation to buy, the underlying security at any time during the option period.
The risk associated with purchasing options is limited to the premium originally paid.</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">The risk in writing a call option is that a Fund may incur a loss if the market price
of the underlying security increases and the option is exercised<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt">.
</FONT>The risk in writing a put option is that a Fund may incur a loss if the market price of the underlying security decreases and the
option is exercised. In addition, there may be an imperfect correlation between the movement in prices of options and the underlying securities
where a Fund may not be able to enter into a closing transaction because of an illiquid secondary market; or, for OTC options, a Fund
may be at risk because of the counterparty&#8217;s inability to perform.</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;&nbsp;</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0"><B>Forward Foreign Currency Exchange Contracts&nbsp;</B></P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">A forward foreign currency exchange contract is an agreement between two parties
to exchange two designated currencies at a specific time in the future. Certain types of contracts may be cash settled, in an amount equal
to the change in exchange rates during the term of the contract. The contracts can be used to hedge or manage exposure to foreign currency
risks with portfolio investments or to gain exposure to foreign currencies.</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">The market value of a forward foreign currency exchange contract changes with fluctuations
in foreign currency exchange rates. Furthermore, the Fund may be exposed to risk if the counterparties cannot meet the contract terms
or if the currency value changes unfavorably as compared to the U.S. dollar.</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">In conjunction with the use of derivative instruments, the&nbsp;Fund&nbsp;is required
to maintain collateral in various forms. Depending on the financial instrument utilized and the broker involved, the&nbsp;Fund uses&nbsp;margin
deposits at the broker, cash and/or securities segregated at the custodian bank, discount notes or repurchase agreements allocated to&nbsp;the&nbsp;Fund
as collateral.</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">The Fund has established counterparty credit guidelines and enters into transactions
only with financial institutions of investment grade or better. The Fund monitors the counterparty credit risk.</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0"><B>&nbsp;</B></P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0"><B>Reverse Repurchase Agreements</B></P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">The&nbsp;Fund may enter into reverse repurchase agreements as part of its
financial leverage strategy. Under a reverse repurchase agreement, the&nbsp;Fund temporarily transfers possession of a portfolio instrument
to another party, such as a bank or broker-dealer, in return for cash. At the same time, the&nbsp;Fund agrees to repurchase the instrument
at an agreed upon time and price, which reflects an interest payment. Such agreements have the economic effect of borrowings. The&nbsp;Fund
may enter into such agreements when it is able to invest the cash acquired at a rate higher than the cost of the agreement, which would
increase earned income. When the&nbsp;Fund enters into a reverse repurchase agreement, any fluctuations in the market value of either
the instruments transferred to another party or the instruments in which the proceeds may be invested would affect the market value of
the&nbsp;Fund's assets. As a result, such transactions may increase fluctuations in the market value of the&nbsp;Fund's assets.&nbsp;</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;&nbsp;</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0"><B>Note&nbsp;3 &#8211; Fair Value Measurement&nbsp;&nbsp;</B></P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">In accordance with U.S. GAAP, fair value is defined as the price that the&nbsp;Fund
would receive to sell an investment or pay to transfer a liability in an orderly transaction with an independent buyer in the principal
market, or in the absence of a principal market, the most advantageous market for the investment or liability. U.S. GAAP establishes a
three-tier fair value hierarchy based on the types of inputs used to value assets and liabilities and requires corresponding disclosure.
The hierarchy and the corresponding inputs are summarized below:</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">Level 1 &#8212; quoted prices in active markets for identical assets or liabilities.</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">Level 2 &#8212; significant other observable inputs (for example quoted prices for
securities that are similar based on characteristics such as interest rates, prepayment speeds, credit risk, etc.).</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">Level 3 &#8212; significant unobservable inputs based on the best information available
under the circumstances, to the extent observable inputs are not available, which may include assumptions.</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">The types of inputs available depend on a variety of factors, such as the type of
security and the characteristics of the markets in which it trades, if any. Fair valuation determinations that rely on fewer or no observable
inputs require greater judgment. Accordingly, fair value determinations for Level 3 securities require the greatest amount of judgment.</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>


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<TR STYLE="vertical-align: top; text-align: left">
  <TD STYLE="border-bottom: Black 1pt solid; text-align: left; vertical-align: bottom; width: 80%"><FONT STYLE="font-size: 14pt"><B>NOTES TO SCHEDULE
OF INVESTMENTS (Unaudited)</B></FONT></TD>
  <TD STYLE="border-bottom: Black 1pt solid; vertical-align: bottom; text-align: right; width: 20%"><FONT STYLE="font-size: 9pt; font-weight: normal">July
31, 2022</FONT></TD></TR>
</TABLE>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">Independent pricing services are used to value a majority of the Fund&#8217;s investments.
When values are not available from a pricing service, they will be determined using a variety of sources and techniques, including: market
prices; broker quotes; and models which derive prices based on inputs such as prices of securities with comparable maturities and characteristics
or based on inputs such as anticipated cash flows or collateral, spread over U.S. Treasury securities, and other information and analysis.<BR>
<BR>
The inputs or methodologies used for valuing securities are not necessarily an indication of the risk associated with investing in those
securities. The suitability of the techniques and sources employed to determine fair valuation are regularly monitored and subject to
change.&nbsp;</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0"><B>&nbsp;</B></P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0"><B>Note 4 &#8211; Federal Income Tax Information</B></P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">The Fund intends to continue to comply with the provisions of Subchapter M of the
Internal Revenue Code of 1986, as amended, applicable to regulated investment companies. Accordingly, no provision for U.S. federal income
taxes is required. In addition, by distributing substantially all of its ordinary income and long-term capital gains, if any, during each
calendar year, the Fund avoids a 4% federal excise tax that is assessed on the amount of the under distribution.</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">At July 31, 2022, the cost of investments for U.S. federal income tax purposes, the
aggregate gross unrealized appreciation for all investments for which there was an excess of value over tax cost, and the aggregate gross
unrealized depreciation for all investments for which there was an excess of tax cost over value, were as follows:</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<TABLE BORDER="0" CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; border-collapse: collapse; font: 9pt Calibri, Helvetica, Sans-Serif">
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="border-bottom: black 0.5pt solid; font-weight: bold; text-align: right; width: 25%">Tax Cost</TD>
    <TD STYLE="border-bottom: black 0.5pt solid; font-weight: bold; text-align: right; width: 25%">Tax Unrealized Appreciation</TD>
    <TD STYLE="border-bottom: black 0.5pt solid; font-weight: bold; text-align: right; width: 25%">Tax Unrealized Depreciation</TD>
    <TD STYLE="border-bottom: black 0.5pt solid; font-weight: bold; text-align: right; width: 25%">Net Tax Unrealized Appreciation (Depreciation)</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: rgb(204,238,255)">
    <TD STYLE="text-align: right">&nbsp;$ 852,971,157</TD>
    <TD STYLE="text-align: right">&nbsp;$17,188,304</TD>
    <TD STYLE="text-align: right">&nbsp;$(57,954,654)</TD>
    <TD STYLE="text-align: right">&nbsp;$(40,766,350)</TD></TR>
  </TABLE>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0"></P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;&nbsp;&nbsp;</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0"><B>Note 5 &#8211; COVID-19 and Other Market Risks</B></P>

<P STYLE="font: 9pt FranklinGothic-Book,sans-serif; margin: 0">The COVID-19 pandemic and the recovery response has caused and
continues to cause at times reduced consumer demand and economic output, supply chain disruptions, market closures, travel
restrictions, quarantines, and disparate global vaccine distributions. As with other serious economic disruptions, governmental
authorities and regulators have responded in recent years to this situation with significant fiscal and monetary policy changes.
These included providing direct capital infusions into companies, introducing new monetary programs, and lowering interest rates. In
some cases, these responses resulted in high inflation, low interest rates, and negative interest rates (which have since risen).
Recently, the United States and other governments have also made investments and engaged in infrastructure modernization projects
that have also increased public debt and spending. These actions, including their reversal or potential ineffectiveness, could
further increase volatility in securities and other financial markets, reduce market liquidity, continue to cause higher inflation,
heighten investor uncertainty, and adversely affect the value of the Fund&#8217;s investments and the performance of the Fund. These
actions also contribute to a risk that asset prices have a high degree of correlation across markets and asset classes. The duration
and extent of COVID-19 over the long term cannot be reasonably estimated at this time. The ultimate impact of COVID-19 and the
extent to which COVID-19 impacts the Fund will depend on future developments, which are highly uncertain and difficult to
predict.</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 9pt FranklinGothic-Book,sans-serif; margin: 0">The value of, or income generated by, the investments held by the
Fund are subject to the possibility of rapid and unpredictable fluctuation, and loss. These movements may result from factors
affecting individual companies, or from broader influences, including real or perceived changes in prevailing interest rates (which
have since risen and may continue to rise), changes in inflation rates or expectations about inflation rates (which are currently
elevated relative to normal conditions), adverse investor confidence or sentiment, changing economic, political (including
geopolitical), social or financial market conditions, increased instability or general uncertainty, environmental disasters,
governmental actions, public health emergencies (such as the spread of infectious diseases, pandemics and epidemics), debt crises,
actual or threatened wars or other armed conflicts (such as the current Russia-Ukraine conflict and its risk of expansion or
collateral economic and other effects) or ratings downgrades, and other similar events, each of which may be temporary or last for
extended periods. Moreover, changing economic, political, geopolitical, social, financial market or other conditions in one country
or geographic region could adversely affect the value, yield and return of the investments held by the Fund in a different country
or geographic region and economies, markets and issuers generally because of the increasingly interconnected global economies and
financial markets.&nbsp;</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>


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  <TR>
    <TD STYLE="width: 81%; border-bottom: Black 1pt solid; font: bold 14pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt">OTHER
    INFORMATION (Unaudited)</TD>
    <TD STYLE="border-bottom: Black 1pt solid; font: 9pt Arial, Helvetica, Sans-Serif; width: 19%; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right"><FONT STYLE="font-size: 9pt; font-weight: normal">July
31, 2022</FONT></TD></TR>
  <TR>
    <TD STYLE="font: 9pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="font: 9pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">&nbsp;</TD></TR>
  </TABLE>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;&nbsp;</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0"><B>Sector Classification</B></P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">Information in the Schedule of Investments is categorized by sectors
using sector-level Classifications defined by the Bloomberg Industry Classification System, a widely recognized industry classification
system provider.&nbsp;The Fund&#8217;s registration statement has investment policies relating to concentration in specific sectors/industries.
For purposes of these investment policies, the Fund usually classifies sectors/industries based on industry-level Classifications used
by widely recognized industry classification system providers such as Bloomberg Industry Classification System, Global Industry Classification
Standards and Barclays Global Classification Scheme.</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

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