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      <invstOrSec>
        <name>DANAHER CORPORATION</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Sunshine Luxembourg VII SARL</name>
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          <isin value="XAL8908YAB47"/>
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        <name>REYNOLDS GROUP ISSUER LLC</name>
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      <invstOrSec>
        <name>KFC HOLDING CO.</name>
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      <invstOrSec>
        <name>WELLS FARGO &amp; COMPANY</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>AMAZON.COM, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>AZALEA TOPCO, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Alcon AG</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>NXP Semiconductors N.V.</name>
        <lei>724500M9BY5293JDF951</lei>
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          <isin value="N/A"/>
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        <assetCat>DE</assetCat>
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        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ALLIANT HOLDINGS INTERMEDIATE, LLC</name>
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          <isin value="US01881UAE55"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FACEBOOK, INC.</name>
        <lei>BQ4BKCS1HXDV9HN80Z93</lei>
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          <isin value="N/A"/>
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        <name>BECTON, DICKINSON AND COMPANY</name>
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          <ticker value="BDX"/>
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        <name>GARTNER INC.</name>
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        <name>T-MOBILE USA, INC.</name>
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        <name>MICROSOFT CORPORATION</name>
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        <name>The Bank of New York Mellon Corporation</name>
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        <name>Dreyfus Treasury Securities Cash Management; Institutional Shares</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>MILEAGE PLUS HOLDINGS, LLC</name>
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        <name>BOSTON SCIENTIFIC CORPORATION</name>
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      <invstOrSec>
        <name>ROPER TECHNOLOGIES, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>BOSTON SCIENTIFIC CORPORATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>LENNOX INTERNATIONAL INC.</name>
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        <valUSD>289182.60000000</valUSD>
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      <invstOrSec>
        <name>VISA INC.</name>
        <lei>549300JZ4OKEHW3DPJ59</lei>
        <title>VISA INC., CLASS A</title>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>ATMOS ENERGY CORPORATION</name>
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        <title>ATMOS ENERGY CORP.</title>
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        <balance>91173.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>HILTON WORLDWIDE HOLDINGS INC.</name>
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          <isin value="N/A"/>
          <ticker value="HLT"/>
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        <balance>-30.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <assetCat>DE</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
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                <issuerName>HILTON WORLDWIDE HOLDINGS INC.</issuerName>
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            <shareNo>30.00000000</shareNo>
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            <delta>XXXX</delta>
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      <invstOrSec>
        <name>PERKINELMER, INC.</name>
        <lei>549300IKL1SDPFI7N655</lei>
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          <isin value="N/A"/>
          <ticker value="PKI"/>
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        <balance>-40.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-14227.23000000</valUSD>
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        <assetCat>DE</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <putOrCall>Call</putOrCall>
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            <delta>XXXX</delta>
            <unrealizedAppr>-5226.48000000</unrealizedAppr>
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      <invstOrSec>
        <name>THE CHARLES SCHWAB CORPORATION</name>
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        <title>CHARLES SCHWAB CORP. PREFERRED</title>
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          <isin value="US8085136005"/>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>KFC HOLDING CO.</name>
        <lei>549300G2LG4YUB3MM115</lei>
        <title>KFC HLD / PIZZA HUT / TACO BELL</title>
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        <balance>4548000.00000000</balance>
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        <valUSD>4650330.00000000</valUSD>
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      <invstOrSec>
        <name>VISA INC.</name>
        <lei>549300JZ4OKEHW3DPJ59</lei>
        <title>VISA INC (CALL OPTION)</title>
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          <ticker value="V"/>
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        <valUSD>-69684.94000000</valUSD>
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      <invstOrSec>
        <name>NISOURCE INC.</name>
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        <title>NISOURCE, INC.</title>
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        <assetCat>EC</assetCat>
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        <name>VISA INC.</name>
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          <ticker value="V"/>
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        <name>SIRIUS XM RADIO INC.</name>
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        <name>YUM! Brands, Inc.</name>
        <lei>549300JE8XHZZ7OHN517</lei>
        <title>YUM! BRANDS INC</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>ULTIMATE SOFTWARE GROUP</name>
        <lei>N/A</lei>
        <title>ULTIMATE SOFTWARE GROUP</title>
        <cusip>90385K9A1</cusip>
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        <balance>525000.00000000</balance>
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        <valUSD>532875.00000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CME GROUP INC.</name>
        <lei>LCZ7XYGSLJUHFXXNXD88</lei>
        <title>CME GROUP INC (CALL OPTION)</title>
        <cusip>N/A</cusip>
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        <name>PRESTIGE BRANDS, INC.</name>
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        <name>TE Connectivity Ltd.</name>
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        <name>THERMO FISHER SCIENTIFIC INC.</name>
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        <name>CPI HOLDCO LLC</name>
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        <name>U.S. BANCORP</name>
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        <name>FACEBOOK, INC.</name>
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        <name>HUMANA INC.</name>
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        <name>DANAHER CORPORATION</name>
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        <name>SIX FLAGS ENTERTAINMENT CORPORATION</name>
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        <name>HUMANA INC.</name>
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        <name>KFC HOLDING CO.</name>
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      <invstOrSec>
        <name>GLOBAL PAYMENTS INC.</name>
        <lei>549300NOMHGVQBX6S778</lei>
        <title>GLOBAL PAYMENTS INC (CALL OPTION)</title>
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          <isin value="N/A"/>
          <ticker value="GPN"/>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>GLOBAL PAYMENTS INC.</issuerName>
                <issueTitle>GLOBAL PAYMENTS INC (CALL OPTION)</issueTitle>
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                  <cusip value="37940X102"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>30.00000000</shareNo>
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            <expDt>2020-12-18</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>6919.90000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>YUM! Brands, Inc.</name>
        <lei>549300JE8XHZZ7OHN517</lei>
        <title>YUM! BRANDS, INC.</title>
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          <isin value="US9884981013"/>
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        <balance>202570.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>17605358.70000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AMERICAN ELECTRIC POWER COMPANY, INC.</name>
        <lei>1B4S6S7G0TW5EE83BO58</lei>
        <title>AMERICAN ELECTRIC POWER PFD</title>
        <cusip>025537127</cusip>
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          <isin value="US0255371272"/>
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        <balance>27961.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1353592.01000000</valUSD>
        <pctVal>0.117339302046</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>
          <loanByFundCondition isLoanByFund="Y" loanVal="444031.06000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>NETFLIX, INC.</name>
        <lei>549300Y7VHGU0I7CE873</lei>
        <title>NETFLIX INC</title>
        <cusip>64110LAJ5</cusip>
        <identifiers>
          <isin value="US64110LAJ52"/>
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        <balance>300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>313500.00000000</valUSD>
        <pctVal>0.027176483696</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-02-15</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>
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      </invstOrSec>
      <invstOrSec>
        <name>MARRIOTT INTERNATIONAL, INC.</name>
        <lei>225YDZ14ZO8E1TXUSU86</lei>
        <title>MARRIOTT INTERNATIONAL, INC. CLASS A</title>
        <cusip>571903202</cusip>
        <identifiers>
          <isin value="US5719032022"/>
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        <balance>90641.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7770652.93000000</valUSD>
        <pctVal>0.673617297171</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>ALPHABET INC.</name>
        <lei>5493006MHB84DD0ZWV18</lei>
        <title>ALPHABET INC (CALL OPTION)</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="N/A"/>
          <ticker value="GOOG"/>
        </identifiers>
        <balance>-7.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-16923.68000000</valUSD>
        <pctVal>-0.00146706894</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="Equity Option" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>XCBO</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>ALPHABET INC.</issuerName>
                <issueTitle>ALPHABET INC (CALL OPTION)</issueTitle>
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                  <cusip value="02079K107"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>7.00000000</shareNo>
            <exercisePrice>1760.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-01-15</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>12015.32000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>The Bank of New York Mellon Corporation</name>
        <lei>WFLLPEPC7FZXENRZV188</lei>
        <title>BANK OF NY MELLON CORP</title>
        <cusip>064058AD2</cusip>
        <identifiers>
          <isin value="US064058AD28"/>
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        <balance>1415000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1347787.50000000</valUSD>
        <pctVal>0.116836124465</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-12-29</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.72638000</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>AVANTOR, INC.</name>
        <lei>5493003VM0XB4U8YD238</lei>
        <title>AVANTOR INC (CALL OPTION)</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="N/A"/>
          <ticker value="AVTR"/>
        </identifiers>
        <balance>-147.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-16797.81000000</valUSD>
        <pctVal>-0.00145615760</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="Equity Option" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>XCBO</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>AVANTOR, INC.</issuerName>
                <issueTitle>AVANTOR INC (CALL OPTION)</issueTitle>
                <identifiers>
                  <cusip value="05352A100"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>147.00000000</shareNo>
            <exercisePrice>20.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-01-15</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>17214.29000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TELEFLEX INCORPORATED</name>
        <lei>UUL85LWXB4NGSWWXIQ25</lei>
        <title>TELEFLEX INC</title>
        <cusip>879369AF3</cusip>
        <identifiers>
          <isin value="US879369AF39"/>
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        <balance>860000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>903000.00000000</valUSD>
        <pctVal>0.078278675527</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>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>
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      </invstOrSec>
      <invstOrSec>
        <name>ALPHABET INC.</name>
        <lei>5493006MHB84DD0ZWV18</lei>
        <title>ALPHABET INC (CALL OPTION)</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="N/A"/>
          <ticker value="GOOG"/>
        </identifiers>
        <balance>-7.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-13548.81000000</valUSD>
        <pctVal>-0.00117451041</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="Equity Option" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>XCBO</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>ALPHABET INC.</issuerName>
                <issueTitle>ALPHABET INC (CALL OPTION)</issueTitle>
                <identifiers>
                  <cusip value="02079K107"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>7.00000000</shareNo>
            <exercisePrice>1800.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-01-15</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>9870.19000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>YUM! Brands, Inc.</name>
        <lei>549300JE8XHZZ7OHN517</lei>
        <title>YUM! BRANDS INC (CALL OPTION)</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="N/A"/>
          <ticker value="YUM"/>
        </identifiers>
        <balance>-59.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-18816.26000000</valUSD>
        <pctVal>-0.00163113168</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="Equity Option" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>XCBO</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>YUM! Brands, Inc.</issuerName>
                <issueTitle>YUM! BRANDS INC (CALL OPTION)</issueTitle>
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              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>59.00000000</shareNo>
            <exercisePrice>95.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-01-15</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>15753.84000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FORMULA ONE ASSET MANAGEMENT LIMITED</name>
        <lei>N/A</lei>
        <title>DELTA 2 LUX SARL</title>
        <cusip>L2465BAQ9</cusip>
        <identifiers>
          <isin value="XAL2465BAQ94"/>
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        <balance>3980000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3778532.40000000</valUSD>
        <pctVal>0.327550954275</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HILTON WORLDWIDE HOLDINGS INC.</name>
        <lei>549300HVGPK36ICB0B89</lei>
        <title>HILTON WORLDWIDE HOLDINGS INC</title>
        <cusip>43300A203</cusip>
        <identifiers>
          <isin value="US43300A2033"/>
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        <balance>240884.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>17692929.80000000</valUSD>
        <pctVal>1.533753168270</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>Life Time Fitness, Inc.</name>
        <lei>549300PALKE96VYH4X17</lei>
        <title>LIFE TIME INC</title>
        <cusip>50218KAD0</cusip>
        <identifiers>
          <isin value="US50218KAD00"/>
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        <balance>1500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1324695.00000000</valUSD>
        <pctVal>0.114834296875</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NEXTERA ENERGY, INC.</name>
        <lei>N/A</lei>
        <title>NEXTERA ENERGY INC (CALL OPTION)</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="N/A"/>
          <ticker value="NEE"/>
        </identifiers>
        <balance>-24.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2654.09000000</valUSD>
        <pctVal>-0.00023007602</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="Equity Option" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>XCBO</counterpartyName>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
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                <issuerName>NEXTERA ENERGY, INC.</issuerName>
                <issueTitle>NEXTERA ENERGY INC (CALL OPTION)</issueTitle>
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              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>24.00000000</shareNo>
            <exercisePrice>320.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-01-15</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>11597.11000000</unrealizedAppr>
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      </invstOrSec>
      <invstOrSec>
        <name>PERKINELMER, INC.</name>
        <lei>549300IKL1SDPFI7N655</lei>
        <title>PERKINELMER, INC.</title>
        <cusip>714046109</cusip>
        <identifiers>
          <isin value="US7140461093"/>
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        <balance>180174.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>17673267.66000000</valUSD>
        <pctVal>1.532048709491</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>BECTON, DICKINSON AND COMPANY</name>
        <lei>ICE2EP6D98PQUILVRZ91</lei>
        <title>BECTON DICKINSON AND CO (CALL OPTION)</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="N/A"/>
          <ticker value="BDX"/>
        </identifiers>
        <balance>-30.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-19054.34000000</valUSD>
        <pctVal>-0.00165177020</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="Equity Option" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>XCBO</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
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        <name>NUSTAR LOGISTICS, L.P.</name>
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      <invstOrSec>
        <name>YUM! Brands, Inc.</name>
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        <issuerCat>CORP</issuerCat>
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      <invstOrSec>
        <name>UNITEDHEALTH GROUP INCORPORATED</name>
        <lei>549300GHBMY8T5GXDE41</lei>
        <title>UNITEDHEALTH GROUP, INC.</title>
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          <isin value="US91324P1021"/>
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        <balance>64367.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>THERMO FISHER SCIENTIFIC INC.</name>
        <lei>HCHV7422L5HDJZCRFL38</lei>
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          <isin value="N/A"/>
          <ticker value="TMO"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>XCBO</counterpartyName>
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            <putOrCall>Call</putOrCall>
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              <otherRefInst>
                <issuerName>THERMO FISHER SCIENTIFIC INC.</issuerName>
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            <unrealizedAppr>-63412.92000000</unrealizedAppr>
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      <invstOrSec>
        <name>KEURIG DR PEPPER INC.</name>
        <lei>DYTQ8KRTKO7Y2BVU5K74</lei>
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          <isin value="N/A"/>
          <ticker value="KDP"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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            <putOrCall>Call</putOrCall>
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                <issuerName>KEURIG DR PEPPER INC.</issuerName>
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            <shareNo>200.00000000</shareNo>
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            <unrealizedAppr>4371.61000000</unrealizedAppr>
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      <invstOrSec>
        <name>GLOBAL PAYMENTS INC.</name>
        <lei>549300NOMHGVQBX6S778</lei>
        <title>GLOBAL PAYMENTS, INC.</title>
        <cusip>37940X102</cusip>
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          <isin value="US37940X1028"/>
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        <balance>123455.00000000</balance>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Xcel Energy Inc.</name>
        <lei>LGJNMI9GH8XIDG5RCM61</lei>
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          <isin value="N/A"/>
          <ticker value="XEL"/>
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        <balance>-78.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-6241.87000000</valUSD>
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        <assetCat>DE</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>XCBO</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
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                <issuerName>Xcel Energy Inc.</issuerName>
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            <shareNo>78.00000000</shareNo>
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            <unrealizedAppr>3383.33000000</unrealizedAppr>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>FILTRATION GROUP CORPORATION</name>
        <lei>549300ZA0D9WN5ECE978</lei>
        <title>FILTERATION GROUP CORP</title>
        <cusip>31732FAM8</cusip>
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          <isin value="US31732FAM86"/>
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        <balance>463912.81000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-03-29</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Domino's Pizza Master Issuer LLC</name>
        <lei>N/A</lei>
        <title>DOMINOS PIZZA MASTER</title>
        <cusip>25755TAJ9</cusip>
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          <isin value="US25755TAJ97"/>
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        <balance>1365675.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1451922.18000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2048-07-25</maturityDt>
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      <invstOrSec>
        <name>CMS ENERGY CORPORATION</name>
        <lei>549300IA9XFBAGNIBW29</lei>
        <title>CMS ENERGY CORP PFD</title>
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        <balance>163900.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>FORTIVE CORPORATION</name>
        <lei>549300MU9YQJYHDQEF63</lei>
        <title>FORTIVE CORP PFD</title>
        <cusip>34959J207</cusip>
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          <isin value="US34959J2078"/>
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        <balance>2609.00000000</balance>
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        <assetCat>EP</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>PERKINELMER, INC.</name>
        <lei>549300IKL1SDPFI7N655</lei>
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          <isin value="N/A"/>
          <ticker value="PKI"/>
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        <balance>-40.00000000</balance>
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        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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            <putOrCall>Call</putOrCall>
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            <shareNo>40.00000000</shareNo>
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      <invstOrSec>
        <name>GENERAL ELECTRIC COMPANY</name>
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      <invstOrSec>
        <name>KEURIG DR PEPPER INC.</name>
        <lei>DYTQ8KRTKO7Y2BVU5K74</lei>
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          <isin value="N/A"/>
          <ticker value="KDP"/>
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        <name>FORTIVE CORPORATION</name>
        <lei>549300MU9YQJYHDQEF63</lei>
        <title>FORTIVE CORPORATION</title>
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      <invstOrSec>
        <name>AVANTOR, INC.</name>
        <lei>5493003VM0XB4U8YD238</lei>
        <title>AVANTOR INC PFD</title>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Sensata Technologies B.V.</name>
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      <invstOrSec>
        <name>INTERCONTINENTAL EXCHANGE, INC.</name>
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          <ticker value="ICE"/>
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      <invstOrSec>
        <name>KORN FERRY</name>
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        <name>NVA HOLDINGS, INC.</name>
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        <assetCat>DBT</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>NETFLIX, INC.</name>
        <lei>549300Y7VHGU0I7CE873</lei>
        <title>NETFLIX INC</title>
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          <isin value="US64110LAL09"/>
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        <balance>1690000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1867450.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-02-15</maturityDt>
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        <name>Ultimate Software</name>
        <lei>N/A</lei>
        <title>ULTIMATE SOFTWARE TL B 1L BANKDEBT</title>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-04-08</maturityDt>
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      <invstOrSec>
        <name>VISA INC.</name>
        <lei>549300JZ4OKEHW3DPJ59</lei>
        <title>VISA INC (CALL OPTION)</title>
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          <isin value="N/A"/>
          <ticker value="V"/>
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        <balance>-39.00000000</balance>
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        <assetCat>DE</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <putOrCall>Call</putOrCall>
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      <invstOrSec>
        <name>CME GROUP INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AMWINS GROUP, LLC</name>
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        <title>AMWINS GROUP INC</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>HUMANA INC.</name>
        <lei>529900YLDW34GJAO4J06</lei>
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        <name>ROPER TECHNOLOGIES, INC.</name>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <name>CEDAR FAIR, L.P.</name>
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        <name>MARRIOTT INTERNATIONAL, INC.</name>
        <lei>225YDZ14ZO8E1TXUSU86</lei>
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        <name>UNITEDHEALTH GROUP INCORPORATED</name>
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      <invstOrSec>
        <name>LINDE PUBLIC LIMITED COMPANY</name>
        <lei>8945002PAZHZLBGKGF02</lei>
        <title>LINDE PLC</title>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      </invstOrSec>
      <invstOrSec>
        <name>USIS MERGER SUB, INC.</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>YUM! Brands, Inc.</name>
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      <invstOrSec>
        <name>CCO HOLDINGS, LLC</name>
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        <name>MAXIM INTEGRATED PRODUCTS, INC.</name>
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        <fairValLevel>1</fairValLevel>
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        <name>MARSH &amp; MCLENNAN COMPANIES, INC.</name>
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        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>HUB INTERNATIONAL LIMITED</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BECTON, DICKINSON AND COMPANY</name>
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      <invstOrSec>
        <name>HUB INTERNATIONAL LIMITED</name>
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      <invstOrSec>
        <name>AVANTOR, INC.</name>
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        <name>LGC GROUP TL</name>
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        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GENERAL ELECTRIC COMPANY</name>
        <lei>3C7474T6CDKPR9K6YT90</lei>
        <title>GENERAL ELECTRIC CO.</title>
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        <fairValLevel>1</fairValLevel>
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        <name>ROPER TECHNOLOGIES, INC.</name>
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        <name>KEURIG DR PEPPER INC.</name>
        <lei>DYTQ8KRTKO7Y2BVU5K74</lei>
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        <name>HUB INTERNATIONAL LIMITED</name>
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        <name>ALPHABET INC.</name>
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          <ticker value="GOOG"/>
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        <name>SERVICE CORPORATION INTERNATIONAL</name>
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      <invstOrSec>
        <name>CCO HOLDINGS, LLC</name>
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        <issuerCat>CORP</issuerCat>
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      <invstOrSec>
        <name>Domino's Pizza Master Issuer LLC</name>
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      <invstOrSec>
        <name>CME GROUP INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>HUMANA INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <putOrCall>Call</putOrCall>
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                <issuerName>HUMANA INC.</issuerName>
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      <invstOrSec>
        <name>AMERICAN ELECTRIC POWER COMPANY, INC.</name>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>DANAHER CORPORATION</name>
        <lei>S4BKK9OTCEWQ3YHPFM11</lei>
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          <ticker value="DHR"/>
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        <balance>-89.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <putOrCall>Call</putOrCall>
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      <invstOrSec>
        <name>HILTON WORLDWIDE HOLDINGS INC.</name>
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          <ticker value="HLT"/>
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        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>VISA INC.</name>
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      <invstOrSec>
        <name>NXP Semiconductors N.V.</name>
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      <invstOrSec>
        <name>Domino's Pizza Master Issuer LLC</name>
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      <invstOrSec>
        <name>VISA INC.</name>
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      <invstOrSec>
        <name>SCE TRUST IV</name>
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        <name>ELANCO ANIMAL HEALTH INCORPORATED</name>
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      <invstOrSec>
        <name>ROPER TECHNOLOGIES, INC.</name>
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      <invstOrSec>
        <name>SOLERA, LLC</name>
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      <invstOrSec>
        <name>HUMANA INC.</name>
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      <invstOrSec>
        <name>NETFLIX, INC.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ALPHABET INC.</name>
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          <isin value="N/A"/>
          <ticker value="GOOG"/>
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        <balance>-7.00000000</balance>
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        <valUSD>-18891.80000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>T-MOBILE USA, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ALPHABET INC.</name>
        <lei>5493006MHB84DD0ZWV18</lei>
        <title>ALPHABET INC - CLASS C</title>
        <cusip>02079K107</cusip>
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          <isin value="US02079K1079"/>
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        <balance>20134.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>28461623.74000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CASH</name>
        <lei>N/A</lei>
        <title>BLACKROCK LIQUIDITY FEDFUND INSTITUTIONAL SHARES</title>
        <cusip>09248U700</cusip>
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          <isin value="N/A"/>
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        <balance>2983489.42000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2983489.42000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <cashCollateralCondition cashCollateralVal="2983489.42000000" isCashCollateral="Y"/>
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      <invstOrSec>
        <name>VISA INC.</name>
        <lei>549300JZ4OKEHW3DPJ59</lei>
        <title>VISA INC (CALL OPTION)</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="N/A"/>
          <ticker value="V"/>
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        <balance>-123.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-120004.10000000</valUSD>
        <pctVal>-0.01040283721</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="Equity Option" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>XCBO</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>VISA INC.</issuerName>
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            </descRefInstrmnt>
            <shareNo>123.00000000</shareNo>
            <exercisePrice>210.00000000</exercisePrice>
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            <expDt>2021-01-15</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>11750.09000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LEVEL 3 FINANCING, INC.</name>
        <lei>N/A</lei>
        <title>LEVEL 3 COMMUNICATIONS INC</title>
        <cusip>527298BD4</cusip>
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          <isin value="US527298BD49"/>
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        <balance>815000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>815000.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>DANAHER CORPORATION</name>
        <lei>S4BKK9OTCEWQ3YHPFM11</lei>
        <title>DANAHER CORP (CALL OPTION)</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="N/A"/>
          <ticker value="DHR"/>
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        <balance>-59.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-64126.32000000</valUSD>
        <pctVal>-0.00555894063</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="Equity Option" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>XCBO</counterpartyName>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>DANAHER CORPORATION</issuerName>
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            <shareNo>59.00000000</shareNo>
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            <expDt>2021-01-15</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-36210.47000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>YUM! Brands, Inc.</name>
        <lei>549300JE8XHZZ7OHN517</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <isin value="N/A"/>
          <ticker value="YUM"/>
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        <balance>-98.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-20836.24000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="Equity Option" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>XCBO</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
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                <issuerName>YUM! Brands, Inc.</issuerName>
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            <shareNo>98.00000000</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>9338.45000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BECTON, DICKINSON AND COMPANY</name>
        <lei>ICE2EP6D98PQUILVRZ91</lei>
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          <isin value="N/A"/>
          <ticker value="BDX"/>
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        <balance>-20.00000000</balance>
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        <assetCat>DE</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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            <putOrCall>Call</putOrCall>
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            <shareNo>20.00000000</shareNo>
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      <invstOrSec>
        <name>REFINITIV US HOLDINGS INC.</name>
        <lei>549300NF240HXJO7N016</lei>
        <title>REFINITIV US HOLDINGS</title>
        <cusip>31740LAC7</cusip>
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          <isin value="US31740LAC72"/>
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        <balance>1835000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

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      <invstOrSec>
        <name>SBA Communications Corporation</name>
        <lei>5299001HX8ZN8Y8QIT49</lei>
        <title>SBA COMMUNICATIONS CORP</title>
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        <balance>2332000.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>NEXTERA ENERGY, INC.</name>
        <lei>N/A</lei>
        <title>NEXTERA ENERGY INC</title>
        <cusip>65339F101</cusip>
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          <isin value="US65339F1012"/>
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        <balance>27958.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6714672.86000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>MARRIOTT INTERNATIONAL, INC.</name>
        <lei>225YDZ14ZO8E1TXUSU86</lei>
        <title>MARRIOTT INTERNATIONAL</title>
        <cusip>571900BA6</cusip>
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          <isin value="US571900BA65"/>
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        <balance>415000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>410332.91000000</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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          <couponKind>Floating</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>HILTON WORLDWIDE HOLDINGS INC.</name>
        <lei>549300HVGPK36ICB0B89</lei>
        <title>HILTON WORLDWIDE HOLDINGS INC (CALL OPTION)</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="N/A"/>
          <ticker value="HLT"/>
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        <balance>-10.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-4056.76000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="Equity Option" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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            <putOrCall>Call</putOrCall>
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            <shareNo>10.00000000</shareNo>
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            <expDt>2021-01-15</expDt>
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        <name>SBA Communications Corporation</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AMEREN CORPORATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>UNITED AIRLINES, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>BECTON, DICKINSON AND COMPANY</name>
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          <isin value="US0758871091"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>JPMORGAN CHASE &amp; CO.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>Sensata Technologies B.V.</name>
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          <isin value="US81725WAJ27"/>
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        <name>NETFLIX, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ALPHABET INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>AVANTOR, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>SIX FLAGS ENTERTAINMENT CORPORATION</name>
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        <title>SIX FLAGS ENTERTAINMENT</title>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>SBA Communications Corporation</name>
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        <name>ROPER TECHNOLOGIES, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>USI HOLDINGS CORPORATION</name>
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        <name>YUM! Brands, Inc.</name>
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        <name>HOLOGIC, INC.</name>
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        <name>WELBILT, INC.</name>
        <lei>549300UR3W71YLZWI068</lei>
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        <name>SIRIUS XM RADIO INC.</name>
        <lei>WP5O65E6BMU84LNO4227</lei>
        <title>SIRIUS XM RADIO INC</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.87500000</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>ULTIMATE SOFTWARE TL 1L BANKDEBT</name>
        <lei>N/A</lei>
        <title>ULTIMATE SOFTWARE TL 1L BANKDEBT</title>
        <cusip>90385KAD3</cusip>
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          <isin value="US90385KAD37"/>
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        <balance>15515000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15304151.15000000</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>2026-05-03</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.00000000</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>
      <invstOrSec>
        <name>AMERICAN ELECTRIC POWER COMPANY, INC.</name>
        <lei>1B4S6S7G0TW5EE83BO58</lei>
        <title>AMERICAN ELECTRIC POWER CO INC (CALL OPTION)</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="N/A"/>
          <ticker value="AEP"/>
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        <balance>-341.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-11663.55000000</valUSD>
        <pctVal>-0.00101108222</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="Equity Option" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>XCBO</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>AMERICAN ELECTRIC POWER COMPANY, INC.</issuerName>
                <issueTitle>AMERICAN ELECTRIC POWER CO INC (CALL OPTION)</issueTitle>
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                  <cusip value="025537101"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>341.00000000</shareNo>
            <exercisePrice>105.00000000</exercisePrice>
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            <expDt>2021-01-15</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>41873.45000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>YUM! Brands, Inc.</name>
        <lei>549300JE8XHZZ7OHN517</lei>
        <title>YUM! BRANDS, INC.</title>
        <cusip>988498AH4</cusip>
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          <isin value="US988498AH48"/>
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        <balance>3169000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3200690.00000000</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>2021-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.75000000</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>YUM! Brands, Inc.</name>
        <lei>549300JE8XHZZ7OHN517</lei>
        <title>YUM! BRANDS INC</title>
        <cusip>988498AL5</cusip>
        <identifiers>
          <isin value="US988498AL59"/>
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        <balance>370000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>376475.00000000</valUSD>
        <pctVal>0.032635619456</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-15</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>
      <invstOrSec>
        <name>INTERCONTINENTAL EXCHANGE, INC.</name>
        <lei>5493000F4ZO33MV32P92</lei>
        <title>INTERCONTINENTAL EXCHANGE INC (CALL OPTION)</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="N/A"/>
          <ticker value="ICE"/>
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        <balance>-59.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-22740.13000000</valUSD>
        <pctVal>-0.00197128157</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="Equity Option" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>XCBO</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>INTERCONTINENTAL EXCHANGE, INC.</issuerName>
                <issueTitle>INTERCONTINENTAL EXCHANGE INC (CALL OPTION)</issueTitle>
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                  <cusip value="45866F104"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>59.00000000</shareNo>
            <exercisePrice>100.00000000</exercisePrice>
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            <expDt>2021-01-15</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>12204.98000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ALLIANT ENERGY CORPORATION</name>
        <lei>5493009ML300G373MZ12</lei>
        <title>ALLIANT ENERGY CORP.</title>
        <cusip>018802108</cusip>
        <identifiers>
          <isin value="US0188021085"/>
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        <balance>138408.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6621438.72000000</valUSD>
        <pctVal>0.573994964661</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>Kronos, FI</name>
        <lei>N/A</lei>
        <title>KRONOS INC/MA</title>
        <cusip>50105JAM9</cusip>
        <identifiers>
          <isin value="US50105JAM99"/>
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        <balance>12442014.29410000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12414766.28000000</valUSD>
        <pctVal>1.076203168753</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.18000000</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>THERMO FISHER SCIENTIFIC INC.</name>
        <lei>HCHV7422L5HDJZCRFL38</lei>
        <title>THERMO FISHER SCIENTIFIC, INC.</title>
        <cusip>883556102</cusip>
        <identifiers>
          <isin value="US8835561023"/>
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        <balance>61716.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>22362175.44000000</valUSD>
        <pctVal>1.938517691429</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>WASTE CONNECTIONS, INC.</name>
        <lei>549300HDLRTPBQU69P29</lei>
        <title>WASTE CONNECTIONS INC</title>
        <cusip>94106B101</cusip>
        <identifiers>
          <isin value="CA94106B1013"/>
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        <balance>61441.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5762551.39000000</valUSD>
        <pctVal>0.499540299523</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>US Airways Pass Through Trusts</name>
        <lei>N/A</lei>
        <title>US AIRWAYS 2010-1A PTT</title>
        <cusip>90345KAA8</cusip>
        <identifiers>
          <isin value="US90345KAA88"/>
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        <balance>224566.58400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>188979.52000000</valUSD>
        <pctVal>0.016382133474</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-22</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>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>THE CHARLES SCHWAB CORPORATION</name>
        <lei>549300VSGCJ7E698NM85</lei>
        <title>CHARLES SCHWAB CORP PREFERRED STOCK</title>
        <cusip>808513402</cusip>
        <identifiers>
          <isin value="US8085134026"/>
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        <balance>24817.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>632585.33000000</valUSD>
        <pctVal>0.054837144840</pctVal>
        <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>
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      </invstOrSec>
      <invstOrSec>
        <name>NEXTERA ENERGY, INC.</name>
        <lei>N/A</lei>
        <title>NEXTERA ENERGY INC (CALL OPTION)</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="N/A"/>
          <ticker value="NEE"/>
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        <balance>-23.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3742.31000000</valUSD>
        <pctVal>-0.00032441093</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="Equity Option" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>XCBO</counterpartyName>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>NEXTERA ENERGY, INC.</issuerName>
                <issueTitle>NEXTERA ENERGY INC (CALL OPTION)</issueTitle>
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            <shareNo>23.00000000</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>15543.19000000</unrealizedAppr>
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      <invstOrSec>
        <name>NXP Semiconductors N.V.</name>
        <lei>724500M9BY5293JDF951</lei>
        <title>NXP SEMICONDUCTORS NV (CALL OPTION)</title>
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          <isin value="N/A"/>
          <ticker value="NXPI"/>
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        <balance>-25.00000000</balance>
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        <assetCat>DE</assetCat>
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        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>XCBO</counterpartyName>
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            <putOrCall>Call</putOrCall>
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                <issuerName>NXP Semiconductors N.V.</issuerName>
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            <shareNo>25.00000000</shareNo>
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            <expDt>2021-01-15</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-12513.31000000</unrealizedAppr>
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      <invstOrSec>
        <name>REFINITIV US HOLDINGS INC.</name>
        <lei>549300NF240HXJO7N016</lei>
        <title>REFINITIV TL B 1L BANKDEBT</title>
        <cusip>31740MAC5</cusip>
        <identifiers>
          <isin value="US31740MAC55"/>
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        <balance>30360809.38990000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>29624559.76000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-10-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.43000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>SCE TRUST III</name>
        <lei>N/A</lei>
        <title>SCE TRUST III PREFERRED STOCK</title>
        <cusip>78409B207</cusip>
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          <isin value="US78409B2079"/>
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        <balance>1201.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>26013.66000000</valUSD>
        <pctVal>0.002255055205</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>NXP SEMICONDUCTORS (CALL OPTION)</name>
        <lei>N/A</lei>
        <title>NXP SEMICONDUCTORS (CALL OPTION)</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="NXPI"/>
          <other otherDesc="Internal" value="NXPI1C140"/>
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        <balance>-267.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-152269.43000000</valUSD>
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        <assetCat>DE</assetCat>
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        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <putOrCall>Call</putOrCall>
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                <issueTitle>NXP SEMICONDUCTORS (CALL OPTION)</issueTitle>
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            <shareNo>267.00000000</shareNo>
            <exercisePrice>140.00000000</exercisePrice>
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            <expDt>2021-01-15</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>47111.77000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>REFINITIV US HOLDINGS INC.</name>
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        <title>REFINITIV US HOLDINGS</title>
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          <isin value="US31740LAA17"/>
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        <curCd>USD</curCd>
        <valUSD>1743700.00000000</valUSD>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CME GROUP INC.</name>
        <lei>LCZ7XYGSLJUHFXXNXD88</lei>
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        <cusip>N/A</cusip>
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          <isin value="N/A"/>
          <ticker value="CME"/>
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        <curCd>USD</curCd>
        <valUSD>-21825.37000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="Equity Option" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>XCBO</counterpartyName>
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            <putOrCall>Call</putOrCall>
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              <otherRefInst>
                <issuerName>CME GROUP INC.</issuerName>
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            <shareNo>34.00000000</shareNo>
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      <invstOrSec>
        <name>Xcel Energy Inc.</name>
        <lei>LGJNMI9GH8XIDG5RCM61</lei>
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          <isin value="N/A"/>
          <ticker value="XEL"/>
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        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>XCBO</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
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              <otherRefInst>
                <issuerName>Xcel Energy Inc.</issuerName>
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                  <cusip value="98389B100"/>
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            <shareNo>157.00000000</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>5210.32000000</unrealizedAppr>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ENVISTA HOLDINGS CORPORATION</name>
        <lei>549300BX623VURJZ5269</lei>
        <title>ENVISTA HOLDINGS CORP</title>
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          <isin value="US29415F1049"/>
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        <balance>336896.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>NETFLIX, INC.</name>
        <lei>549300Y7VHGU0I7CE873</lei>
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          <isin value="US64110LAS51"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>INTERCONTINENTAL EXCHANGE, INC.</name>
        <lei>5493000F4ZO33MV32P92</lei>
        <title>INTERCONTINENTAL EXCHANGE INC</title>
        <cusip>45866F104</cusip>
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          <isin value="US45866F1049"/>
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        <balance>191099.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>17504668.40000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CCO HOLDINGS, LLC</name>
        <lei>N/A</lei>
        <title>CCO HLDGS LLC/CAP CORP</title>
        <cusip>1248EPBZ5</cusip>
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          <isin value="US1248EPBZ52"/>
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        <balance>1405000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1408512.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-01</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>
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      <invstOrSec>
        <name>STATE STREET CORPORATION</name>
        <lei>549300ZFEEJ2IP5VME73</lei>
        <title>STATE STREET CORP</title>
        <cusip>857477AQ6</cusip>
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          <isin value="US857477AQ64"/>
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        <balance>1355000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1288943.75000000</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>2049-12-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.25000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GARDNER DENVER INC</name>
        <lei>N/A</lei>
        <title>GARDNER DENVER INC</title>
        <cusip>365556AW9</cusip>
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          <isin value="US365556AW98"/>
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        <balance>340000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>329800.00000000</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>2027-02-28</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>NISOURCE INC.</name>
        <lei>549300D8GOWWH0SJB189</lei>
        <title>NISOURCE INC</title>
        <cusip>65473PAG0</cusip>
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          <isin value="US65473PAG00"/>
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        <balance>1705000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1688236.54000000</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>2199-12-31</maturityDt>
          <couponKind>Floating</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>WENDYS FUNDING LLC</name>
        <lei>N/A</lei>
        <title>WENDYS FUNDING LLC</title>
        <cusip>95058XAD0</cusip>
        <identifiers>
          <isin value="US95058XAD03"/>
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        <balance>908700.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>940143.92000000</valUSD>
        <pctVal>0.081498583458</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.57300000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>THE PNC FINANCIAL SERVICES GROUP, INC.</name>
        <lei>CFGNEKW0P8842LEUIA51</lei>
        <title>PNC FINANCIAL SERVICES GROUP, INC.</title>
        <cusip>693475105</cusip>
        <identifiers>
          <isin value="US6934751057"/>
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        <balance>47533.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5000946.93000000</valUSD>
        <pctVal>0.433518828421</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Xcel Energy Inc.</name>
        <lei>LGJNMI9GH8XIDG5RCM61</lei>
        <title>XCEL ENERGY INC (CALL OPTION)</title>
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        <identifiers>
          <isin value="N/A"/>
          <ticker value="XEL"/>
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        <balance>-72.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-38548.15000000</valUSD>
        <pctVal>-0.00334163690</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>XCBO</counterpartyName>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
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                <issuerName>Xcel Energy Inc.</issuerName>
                <issueTitle>XCEL ENERGY INC (CALL OPTION)</issueTitle>
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        <name>SIX FLAGS THEME PARKS INC.</name>
        <lei>5493003MX0ZXTM8EVY68</lei>
        <title>SIX FLAGS THEME PARKS</title>
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          <isin value="US83001WAC82"/>
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        <balance>536000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>APTIV PLC (CALL OPTION)</name>
        <lei>N/A</lei>
        <title>APTIV PLC (CALL OPTION)</title>
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          <ticker value="APTV"/>
          <other otherDesc="Internal" value="TC5GDSEU7"/>
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        <balance>-74.00000000</balance>
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        <assetCat>DE</assetCat>
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        <invCountry>JE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>APTIV PLC (CALL OPTION)</name>
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        <isRestrictedSec>N</isRestrictedSec>

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            <shareNo>75.00000000</shareNo>
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      <invstOrSec>
        <name>NEXTERA ENERGY, INC.</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>INGERSOLL RAND INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <optionSwaptionWarrantDeriv derivCat="OPT">
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      <invstOrSec>
        <name>CMS ENERGY CORPORATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Alabama Power Company</name>
        <lei>0RL818ELFOHP5JHOFU19</lei>
        <title>ALABAMA POWER CO PREFERRED STOCK</title>
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          <isin value="US0103924629"/>
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        <balance>29162.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>INGERSOLL RAND INC.</name>
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        <title>INGERSOLL-RAND INC</title>
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          <isin value="US45687V1061"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>DANAHER CORPORATION</name>
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        <assetCat>DE</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
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      <invstOrSec>
        <name>CCC INFORMATION SERVICES GROUP INC</name>
        <lei>N/A</lei>
        <title>CYPRESS INTERMEDIATE HOLDINGS</title>
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        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>FACEBOOK, INC.</name>
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          <ticker value="FB"/>
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        <balance>-59.00000000</balance>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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            <putOrCall>Call</putOrCall>
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            <unrealizedAppr>-7570.87000000</unrealizedAppr>
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      <invstOrSec>
        <name>AVANTOR, INC.</name>
        <lei>5493003VM0XB4U8YD238</lei>
        <title>AVANTOR INC</title>
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          <isin value="US05352AAC45"/>
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        <balance>9837000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>10574775.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

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          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>NETFLIX, INC.</name>
        <lei>549300Y7VHGU0I7CE873</lei>
        <title>NETFLIX 6.375 05/15/2029</title>
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        <balance>3940000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4580250.00000000</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>2029-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>YUM! Brands, Inc.</name>
        <lei>549300JE8XHZZ7OHN517</lei>
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        <identifiers>
          <isin value="N/A"/>
          <ticker value="YUM"/>
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        <balance>-156.00000000</balance>
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        <valUSD>-73471.95000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <shareNo>156.00000000</shareNo>
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            <unrealizedAppr>-3609.00000000</unrealizedAppr>
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      <invstOrSec>
        <name>ROPER TECHNOLOGIES, INC.</name>
        <lei>54930003T4SXCIWVXY35</lei>
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        <identifiers>
          <isin value="N/A"/>
          <ticker value="ROP"/>
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        <balance>-20.00000000</balance>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>NISOURCE INC.</name>
        <lei>549300D8GOWWH0SJB189</lei>
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      <invstOrSec>
        <name>AVANTOR, INC.</name>
        <lei>5493003VM0XB4U8YD238</lei>
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      <invstOrSec>
        <name>FACEBOOK, INC.</name>
        <lei>BQ4BKCS1HXDV9HN80Z93</lei>
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      <invstOrSec>
        <name>FACEBOOK, INC.</name>
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        <name>GENERAL ELECTRIC COMPANY</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>SENSATA TECHNOLOGIES UK FINANCING CO. PLC</name>
        <lei>635400EUADS212PJER83</lei>
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      <invstOrSec>
        <name>CEDAR FAIR, L.P.</name>
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          <isin value="US150190AB26"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FACEBOOK, INC.</name>
        <lei>BQ4BKCS1HXDV9HN80Z93</lei>
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          <isin value="N/A"/>
          <ticker value="FB"/>
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        <payoffProfile>N/A</payoffProfile>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>XCBO</counterpartyName>
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            <putOrCall>Call</putOrCall>
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      <invstOrSec>
        <name>ALPHABET INC.</name>
        <lei>5493006MHB84DD0ZWV18</lei>
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          <isin value="N/A"/>
          <ticker value="GOOG"/>
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        <balance>-7.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>XCBO</counterpartyName>
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      <invstOrSec>
        <name>VISA INC.</name>
        <lei>549300JZ4OKEHW3DPJ59</lei>
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          <isin value="N/A"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>GENERAL ELECTRIC COMPANY</name>
        <lei>3C7474T6CDKPR9K6YT90</lei>
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          <isin value="N/A"/>
          <ticker value="GE"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>REYNOLDS GROUP ISSUER LLC</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>AVANTOR, INC.</name>
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          <ticker value="AVTR"/>
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      <invstOrSec>
        <name>CME GROUP INC.</name>
        <lei>LCZ7XYGSLJUHFXXNXD88</lei>
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      <invstOrSec>
        <name>EXELON CORPORATION</name>
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        <name>USI INC/NY</name>
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        <name>UNITEDHEALTH GROUP INCORPORATED</name>
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        <name>WELBILT, INC.</name>
        <lei>549300UR3W71YLZWI068</lei>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.50000000</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>CEDAR FAIR, L.P.</name>
        <lei>549300TUVLNQQ6BVKH61</lei>
        <title>CEDAR FAIR LP / CANADA'S WONDERLAND CO</title>
        <cusip>150191AJ3</cusip>
        <identifiers>
          <isin value="US150191AJ35"/>
        </identifiers>
        <balance>2500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2356250.00000000</valUSD>
        <pctVal>0.204257064465</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.37500000</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>VISA INC.</name>
        <lei>549300JZ4OKEHW3DPJ59</lei>
        <title>VISA INC (CALL OPTION)</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="N/A"/>
          <ticker value="V"/>
        </identifiers>
        <balance>-15.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-11882.67000000</valUSD>
        <pctVal>-0.00103007715</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="Equity Option" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>XCBO</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>VISA INC.</issuerName>
                <issueTitle>VISA INC (CALL OPTION)</issueTitle>
                <identifiers>
                  <cusip value="92826C839"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>15.00000000</shareNo>
            <exercisePrice>215.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-01-15</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-2348.22000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KEURIG DR PEPPER INC.</name>
        <lei>DYTQ8KRTKO7Y2BVU5K74</lei>
        <title>KEURIG DR PEPPER INC</title>
        <cusip>49271V100</cusip>
        <identifiers>
          <isin value="US49271V1008"/>
        </identifiers>
        <balance>709932.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>20162068.80000000</valUSD>
        <pctVal>1.747796280799</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>Four Seasons Holdings Inc.</name>
        <lei>549300KN76IMZYPMJC43</lei>
        <title>FOUR SEASONS HOTELS LTD</title>
        <cusip>35100DAR7</cusip>
        <identifiers>
          <isin value="XA35100DAR72"/>
        </identifiers>
        <balance>852860.84000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>805953.49000000</valUSD>
        <pctVal>0.069865970912</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-30</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.17000000</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>MICROSOFT CORPORATION</name>
        <lei>INR2EJN1ERAN0W5ZP974</lei>
        <title>MICROSOFT CORP (CALL OPTION)</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="N/A"/>
          <ticker value="MSFT"/>
        </identifiers>
        <balance>-580.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2356418.46000000</valUSD>
        <pctVal>-0.20427166781</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="Equity Option" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>XCBO</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>MICROSOFT CORPORATION</issuerName>
                <issueTitle>MICROSOFT CORP (CALL OPTION)</issueTitle>
                <identifiers>
                  <cusip value="594918104"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>580.00000000</shareNo>
            <exercisePrice>170.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-01-15</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-1730912.68000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DUKE ENERGY CORPORATION</name>
        <lei>I1BZKREC126H0VB1BL91</lei>
        <title>DUKE ENERGY CORP PFD</title>
        <cusip>26441C402</cusip>
        <identifiers>
          <isin value="US26441C4024"/>
        </identifiers>
        <balance>96887.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2570412.11000000</valUSD>
        <pctVal>0.222822209890</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>
          <loanByFundCondition isLoanByFund="Y" loanVal="5364.00000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Xcel Energy Inc.</name>
        <lei>LGJNMI9GH8XIDG5RCM61</lei>
        <title>XCEL ENERGY, INC</title>
        <cusip>98389B100</cusip>
        <identifiers>
          <isin value="US98389B1008"/>
        </identifiers>
        <balance>182291.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>11393187.50000000</valUSD>
        <pctVal>0.987645213221</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>DANAHER CORPORATION</name>
        <lei>S4BKK9OTCEWQ3YHPFM11</lei>
        <title>DANAHER CORP (CALL OPTION)</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="N/A"/>
          <ticker value="DHR"/>
        </identifiers>
        <balance>-30.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-39742.65000000</valUSD>
        <pctVal>-0.00344518494</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="Equity Option" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>XCBO</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>DANAHER CORPORATION</issuerName>
                <issueTitle>DANAHER CORP (CALL OPTION)</issueTitle>
                <identifiers>
                  <cusip value="235851102"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>30.00000000</shareNo>
            <exercisePrice>180.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-01-15</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-12812.55000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <signature>
      <ncom:dateSigned>2020-07-30</ncom:dateSigned>
      <ncom:nameOfApplicant>Allianz Variable Insurance Products Trust</ncom:nameOfApplicant>
      <ncom:signature>Bashir C. Asad</ncom:signature>
      <ncom:signerName>Bashir C. Asad</ncom:signerName>
      <ncom:title>Treasurer</ncom:title>
    </signature>
  </formData>
</edgarSubmission>
