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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-06</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.917130000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Becton Dickinson and Company</name>
        <lei>ICE2EP6D98PQUILVRZ91</lei>
        <title>BECTON DICKINSON AND CO SR UNSECURED 06/24 3.363</title>
        <cusip>075887BV0</cusip>
        <identifiers>
          <isin value="US075887BV02"/>
          <ticker value="BDX"/>
        </identifiers>
        <balance>420000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>437240.38</valUSD>
        <pctVal>0.1059248765</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.363000000000</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>Berkshire Hathaway Energy Company</name>
        <lei>549300JD0S5IZJE9LY15</lei>
        <title>BERKSHIRE HATHAWAY ENERGY CO SR UNSECURED 02/20 2.4</title>
        <cusip>084659AB7</cusip>
        <identifiers>
          <isin value="US084659AB70"/>
          <ticker value="BRKHEC"/>
        </identifiers>
        <balance>260000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>260083.49</valUSD>
        <pctVal>0.0630072445</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.400000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Bristol-Myers Squibb Company</name>
        <lei>HLYYNH7UQUORYSJQCN42</lei>
        <title>BRISTOL-MYERS SQUIBB CO SR UNSECURED 144A 11/20 VAR</title>
        <cusip>110122CE6</cusip>
        <identifiers>
          <isin value="US110122CE69"/>
          <ticker value="BMY"/>
        </identifiers>
        <balance>635000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>635323.03</valUSD>
        <pctVal>0.1539119362</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-11-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.104130000000</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>CCO Holdings LLC/CCO Holdings Capital Corp.</name>
        <lei>N/A</lei>
        <title>CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 09/22 5.25</title>
        <cusip>1248EPAY9</cusip>
        <identifiers>
          <isin value="US1248EPAY96"/>
          <ticker value="CHTR"/>
        </identifiers>
        <balance>575000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>581468.75</valUSD>
        <pctVal>0.1408653188</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CCO Holdings LLC/CCO Holdings Capital Corp.</name>
        <lei>N/A</lei>
        <title>CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 02/23 5.125</title>
        <cusip>1248EPAZ6</cusip>
        <identifiers>
          <isin value="US1248EPAZ61"/>
          <ticker value="CHTR"/>
        </identifiers>
        <balance>253000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>255530</valUSD>
        <pctVal>0.0619041262</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CCO Holdings LLC/CCO Holdings Capital Corp.</name>
        <lei>N/A</lei>
        <title>CHARTER COMMUNICATIONS INC. CCO HOLDING CO GUAR 09/23 5.75</title>
        <cusip>1248EPBD4</cusip>
        <identifiers>
          <isin value="US1248EPBD41"/>
          <ticker value="CHTR"/>
        </identifiers>
        <balance>402000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>409537.5</valUSD>
        <pctVal>0.0992136387</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CCO Holdings LLC/CCO Holdings Capital Corp.</name>
        <lei>N/A</lei>
        <title>CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 01/24 5.75</title>
        <cusip>1248EPBE2</cusip>
        <identifiers>
          <isin value="US1248EPBE24"/>
          <ticker value="CHTR"/>
        </identifiers>
        <balance>41000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>41717.5</valUSD>
        <pctVal>0.0101063882</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CCO Holdings LLC/CCO Holdings Capital Corp.</name>
        <lei>N/A</lei>
        <title>CHARTER COMMUNICATIONS INC. CCO HOLDING CO 144A 5/23 5.125</title>
        <cusip>1248EPBF9</cusip>
        <identifiers>
          <isin value="US1248EPBF98"/>
          <ticker value="CHTR"/>
        </identifiers>
        <balance>400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>408252</valUSD>
        <pctVal>0.0989022164</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CCO Holdings LLC/CCO Holdings Capital Corp.</name>
        <lei>N/A</lei>
        <title>CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 04/24 5.875</title>
        <cusip>1248EPBP7</cusip>
        <identifiers>
          <isin value="US1248EPBP70"/>
          <ticker value="CHTR"/>
        </identifiers>
        <balance>550000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>568562.5</valUSD>
        <pctVal>0.1377386795</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CCO Holdings LLC/CCO Holdings Capital Corp.</name>
        <lei>N/A</lei>
        <title>CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 03/23 4</title>
        <cusip>1248EPBZ5</cusip>
        <identifiers>
          <isin value="US1248EPBZ52"/>
          <ticker value="CHTR"/>
        </identifiers>
        <balance>416000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>421720</valUSD>
        <pctVal>0.1021649439</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CEDAR FAIR LP / CANADA'S WONDE COMPANY GUAR 04/27 5.375</name>
        <lei>N/A</lei>
        <title>CEDAR FAIR LP / CANADA'S WONDE COMPANY GUAR 04/27 5.375</title>
        <cusip>150190AB2</cusip>
        <identifiers>
          <isin value="US150190AB26"/>
          <ticker value="FUN"/>
        </identifiers>
        <balance>589000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>633811.12</valUSD>
        <pctVal>0.1535456642</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CEDAR FAIR LP / CANADA'S WONDE COMPANY GUAR 06/24 5.375</name>
        <lei>N/A</lei>
        <title>CEDAR FAIR LP / CANADA'S WONDE COMPANY GUAR 06/24 5.375</title>
        <cusip>150191AJ3</cusip>
        <identifiers>
          <isin value="US150191AJ35"/>
          <ticker value="FUN"/>
        </identifiers>
        <balance>566000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>581565</valUSD>
        <pctVal>0.1408886361</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>5.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Charter Communications Operating LLC/Charter Communications Operating Capital C</name>
        <lei>N/A</lei>
        <title>CHARTER COMMUNICATIONS OPT LLC SR SECURED 07/20 3.579</title>
        <cusip>161175AX2</cusip>
        <identifiers>
          <isin value="US161175AX26"/>
          <ticker value="CHTR"/>
        </identifiers>
        <balance>150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>150953.77</valUSD>
        <pctVal>0.0365697227</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-07-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.579000000000</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>Comcast Corporation</name>
        <lei>51M0QTTNCGUN7KFCFZ59</lei>
        <title>COMCAST CORP COMPANY GUAR 10/21 3.45</title>
        <cusip>20030NCQ2</cusip>
        <identifiers>
          <isin value="US20030NCQ25"/>
          <ticker value="CMCSA"/>
        </identifiers>
        <balance>310000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>319018.69</valUSD>
        <pctVal>0.0772847543</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.450000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Comcast Corporation</name>
        <lei>51M0QTTNCGUN7KFCFZ59</lei>
        <title>COMCAST CORP COMPANY GUAR 10/20 VAR</title>
        <cusip>20030NCV1</cusip>
        <identifiers>
          <isin value="US20030NCV10"/>
          <ticker value="CMCSA"/>
        </identifiers>
        <balance>335000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>335576.86</valUSD>
        <pctVal>0.0812960995</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-10-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.239380000000</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>Comcast Corporation</name>
        <lei>51M0QTTNCGUN7KFCFZ59</lei>
        <title>COMCAST CORP COMPANY GUAR 10/21 VAR</title>
        <cusip>20030NCW9</cusip>
        <identifiers>
          <isin value="US20030NCW92"/>
          <ticker value="CMCSA"/>
        </identifiers>
        <balance>265000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>266302.09</valUSD>
        <pctVal>0.0645137487</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-10-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.349380000000</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>Conagra Brands Inc.</name>
        <lei>54930035UDEIH090K650</lei>
        <title>CONAGRA BRANDS INC SR UNSECURED 10/20 VAR</title>
        <cusip>205887BX9</cusip>
        <identifiers>
          <isin value="US205887BX94"/>
          <ticker value="CAG"/>
        </identifiers>
        <balance>170000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>170015.4</valUSD>
        <pctVal>0.0411875505</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-10-22</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.703250000000</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>Continental Airlines 2012-1 Class A Pass Through Trust</name>
        <lei>N/A</lei>
        <title>CONTINENTAL AIRLINES 2012-1 CL PASS THRU CE 10/25 4.15</title>
        <cusip>210795PZ7</cusip>
        <identifiers>
          <isin value="US210795PZ71"/>
          <ticker value="UAL"/>
        </identifiers>
        <balance>170019.59</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>178600.09</valUSD>
        <pctVal>0.0432672583</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.150000000000</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>Crown Castle International Corp.</name>
        <lei>54930012H97VSM0I2R19</lei>
        <title>CROWN CASTLE INTERNATIONAL COR SR UNSECURED 04/22 4.875</title>
        <cusip>228227BE3</cusip>
        <identifiers>
          <isin value="US228227BE31"/>
          <ticker value="CCI"/>
        </identifiers>
        <balance>400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>423579.74</valUSD>
        <pctVal>0.1026154804</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DTE Energy Company</name>
        <lei>549300IX8SD6XXD71I78</lei>
        <title>DTE ENERGY CO SR UNSECURED 08/23 3.7</title>
        <cusip>233331BA4</cusip>
        <identifiers>
          <isin value="US233331BA46"/>
          <ticker value="DTE"/>
        </identifiers>
        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>208654.45</valUSD>
        <pctVal>0.0505481603</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.700000000000</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>Dollar Tree Inc.</name>
        <lei>549300PMSTQITB1WHR43</lei>
        <title>DOLLAR TREE INC SR UNSECURED 04/20 VAR</title>
        <cusip>256746AE8</cusip>
        <identifiers>
          <isin value="US256746AE84"/>
          <ticker value="DLTR"/>
        </identifiers>
        <balance>135000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>135025.07</valUSD>
        <pctVal>0.0327108714</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.702130000000</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>Domino's Pizza Master Issuer LLC</name>
        <lei>N/A</lei>
        <title>DOMINO'S PIZZA MASTER ISSUER L DPABS 2017 1A A23 144A</title>
        <cusip>25755TAH3</cusip>
        <identifiers>
          <isin value="US25755TAH32"/>
          <ticker value="DPABS"/>
        </identifiers>
        <balance>509600</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>527864.06</valUSD>
        <pctVal>0.1278791665</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.118000000000</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>Domino's Pizza Master Issuer LLC</name>
        <lei>N/A</lei>
        <title>DOMINO'S PIZZA MASTER ISSUER L DPABS 2018 1A A2I 144A</title>
        <cusip>25755TAJ9</cusip>
        <identifiers>
          <isin value="US25755TAJ97"/>
          <ticker value="DPABS"/>
        </identifiers>
        <balance>483875</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>497626.73</valUSD>
        <pctVal>0.1205539385</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.116000000000</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>Domino's Pizza Master Issuer LLC</name>
        <lei>N/A</lei>
        <title>DOMINO'S PIZZA MASTER ISSUER L DPABS 2019 1A A2 144A</title>
        <cusip>25755TAL4</cusip>
        <identifiers>
          <isin value="US25755TAL44"/>
          <ticker value="DPABS"/>
        </identifiers>
        <balance>215000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>215036.55</valUSD>
        <pctVal>0.0520942736</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-10-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.668000000000</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>Edison International</name>
        <lei>N/A</lei>
        <title>EDISON INTERNATIONAL SR UNSECURED 04/20 2.125</title>
        <cusip>281020AK3</cusip>
        <identifiers>
          <isin value="US281020AK32"/>
          <ticker value="EIX"/>
        </identifiers>
        <balance>114000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>114065.34</valUSD>
        <pctVal>0.0276332141</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Elanco Animal Health Incorporated</name>
        <lei>N/A</lei>
        <title>ELANCO ANIMAL HEALTH INC SR UNSECURED 08/21 3.912</title>
        <cusip>28414HAF0</cusip>
        <identifiers>
          <isin value="US28414HAF01"/>
          <ticker value="ELAN"/>
        </identifiers>
        <balance>416000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>426678.02</valUSD>
        <pctVal>0.1033660627</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-08-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.912000000000</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>Emerald TopCo Inc.</name>
        <lei>N/A</lei>
        <title>EMERALD TOPCO INC TERM LOAN</title>
        <cusip>29102TAB8</cusip>
        <identifiers>
          <isin value="US29102TAB89"/>
          <ticker value="PGND"/>
        </identifiers>
        <balance>423937.5</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>425925.77</valUSD>
        <pctVal>0.1031838243</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-24</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Enterprise Products Operating LLC</name>
        <lei>5493004LGN656HWLDA30</lei>
        <title>ENTERPRISE PRODUCTS OPERATING COMPANY GUAR 02/22 3.5</title>
        <cusip>29379VBS1</cusip>
        <identifiers>
          <isin value="US29379VBS16"/>
          <ticker value="EPD"/>
        </identifiers>
        <balance>335000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>345365.32</valUSD>
        <pctVal>0.0836674299</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Equinix Inc.</name>
        <lei>549300EVUN2BTLJ3GT74</lei>
        <title>EQUINIX INC SR UNSECURED 01/22 5.375</title>
        <cusip>29444UAN6</cusip>
        <identifiers>
          <isin value="US29444UAN63"/>
          <ticker value="EQIX"/>
        </identifiers>
        <balance>135000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>136814.4</valUSD>
        <pctVal>0.0331443505</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Eversource Energy</name>
        <lei>SJ7XXD41SQU3ZNWUJ746</lei>
        <title>EVERSOURCE ENERGY SR UNSECURED 03/22 2.75</title>
        <cusip>30040WAC2</cusip>
        <identifiers>
          <isin value="US30040WAC29"/>
          <ticker value="ES"/>
        </identifiers>
        <balance>275000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>278997.45</valUSD>
        <pctVal>0.0675892982</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Eversource Energy</name>
        <lei>SJ7XXD41SQU3ZNWUJ746</lei>
        <title>EVERSOURCE ENERGY SR UNSECURED 12/23 3.8</title>
        <cusip>30040WAG3</cusip>
        <identifiers>
          <isin value="US30040WAG33"/>
          <ticker value="ES"/>
        </identifiers>
        <balance>125000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>131568.36</valUSD>
        <pctVal>0.0318734566</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.800000000000</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>Refinitiv US Holdings Inc.</name>
        <lei>N/A</lei>
        <title>REFINITIV US HOLDINGS INC SR SECURED 144A 05/26 6.25</title>
        <cusip>31740LAA1</cusip>
        <identifiers>
          <isin value="US31740LAA17"/>
          <ticker value="FINRSK"/>
        </identifiers>
        <balance>550000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>600187.5</valUSD>
        <pctVal>0.1454000813</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Refinitiv US Holdings Inc.</name>
        <lei>N/A</lei>
        <title>REFINITIV US HOLDINGS INC COMPANY GUAR 144A 11/26 8.25</title>
        <cusip>31740LAC7</cusip>
        <identifiers>
          <isin value="US31740LAC72"/>
          <ticker value="FINRSK"/>
        </identifiers>
        <balance>735000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>827793.75</valUSD>
        <pctVal>0.2005394623</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fiserv Inc.</name>
        <lei>GI7UBEJLXYLGR2C7GV83</lei>
        <title>FISERV INC SR UNSECURED 06/20 2.7</title>
        <cusip>337738AN8</cusip>
        <identifiers>
          <isin value="US337738AN81"/>
          <ticker value="FISV"/>
        </identifiers>
        <balance>580000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>581435.84</valUSD>
        <pctVal>0.1408573461</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fiserv Inc.</name>
        <lei>GI7UBEJLXYLGR2C7GV83</lei>
        <title>FISERV INC SR UNSECURED 10/23 3.8</title>
        <cusip>337738AQ1</cusip>
        <identifiers>
          <isin value="US337738AQ13"/>
          <ticker value="FISV"/>
        </identifiers>
        <balance>240000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>253342.97</valUSD>
        <pctVal>0.0613743012</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.800000000000</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>Fresenius Medical Care US Finance Inc.</name>
        <lei>B8RI7LM5Z25R6H3S2R89</lei>
        <title>FRESENIUS MEDICAL CARE US FINA COMPANY GUAR 144A 02/21 5.75</title>
        <cusip>35803QAA5</cusip>
        <identifiers>
          <isin value="US35803QAA58"/>
          <ticker value="FMEGR"/>
        </identifiers>
        <balance>75000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>77785.79</valUSD>
        <pctVal>0.0188442115</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Gartner Inc.</name>
        <lei>PP55B5R38BFB8O8HH686</lei>
        <title>GARTNER INC TERM LOAN A</title>
        <cusip>36665GAR5</cusip>
        <identifiers>
          <isin value="US36665GAR56"/>
          <ticker value="IT"/>
        </identifiers>
        <balance>95264.41</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>95502.57</valUSD>
        <pctVal>0.0231362390</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.3</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>H.B. Fuller Company</name>
        <lei>JSMX3Z5FOYM8V0Q52357</lei>
        <title>H B FULLER CO TERM LOAN</title>
        <cusip>40409VAR5</cusip>
        <identifiers>
          <isin value="US40409VAR50"/>
          <ticker value="FUL"/>
        </identifiers>
        <balance>202636.75</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>203100.79</valUSD>
        <pctVal>0.0492027431</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.76</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>HCA Healthcare Inc.</name>
        <lei>N/A</lei>
        <title>HCA HEALTHCARE INC SR UNSECURED 02/21 6.25</title>
        <cusip>40412CAC5</cusip>
        <identifiers>
          <isin value="US40412CAC55"/>
          <ticker value="HCA"/>
        </identifiers>
        <balance>175000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>182437.5</valUSD>
        <pctVal>0.0441969007</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Hilton Domestic Operating Company Inc.</name>
        <lei>5493003EG7H0N1E4XV50</lei>
        <title>HILTON DOMESTIC OPERATING CO I COMPANY GUAR 09/24 4.25</title>
        <cusip>432833AB7</cusip>
        <identifiers>
          <isin value="US432833AB70"/>
          <ticker value="HILDOC"/>
        </identifiers>
        <balance>205000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>208843.75</valUSD>
        <pctVal>0.0505940197</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Hologic Inc.</name>
        <lei>549300DYP6F5ZJL0LB74</lei>
        <title>HOLOGIC INC COMPANY GUAR 144A 10/25 4.375</title>
        <cusip>436440AK7</cusip>
        <identifiers>
          <isin value="US436440AK75"/>
          <ticker value="HOLX"/>
        </identifiers>
        <balance>287000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>296327.5</valUSD>
        <pctVal>0.0717876373</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Home Depot Inc.</name>
        <lei>QEKMOTMBBKA8I816DO57</lei>
        <title>HOME DEPOT INC/THE SR UNSECURED 03/22 VAR</title>
        <cusip>437076BU5</cusip>
        <identifiers>
          <isin value="US437076BU55"/>
          <ticker value="HD"/>
        </identifiers>
        <balance>235000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>235525.77</valUSD>
        <pctVal>0.0570579462</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.216880000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Home Depot Inc.</name>
        <lei>QEKMOTMBBKA8I816DO57</lei>
        <title>HOME DEPOT INC/THE SR UNSECURED 03/22 3.25</title>
        <cusip>437076BV3</cusip>
        <identifiers>
          <isin value="US437076BV39"/>
          <ticker value="HD"/>
        </identifiers>
        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>206555</valUSD>
        <pctVal>0.0500395523</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HUB International Limited</name>
        <lei>549300JQT6ATTUNS5E06</lei>
        <title>HUB INTERNATIONAL LIMITED 2019 INCREMENTAL TERM LOAN B</title>
        <cusip>44332EAT3</cusip>
        <identifiers>
          <isin value="US44332EAT38"/>
          <ticker value="HBGCN"/>
        </identifiers>
        <balance>915000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>923399.7</valUSD>
        <pctVal>0.2237007459</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.9</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase and Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMORGAN CHASE and CO PREFERRED STOCK 5.75</title>
        <cusip>48128B655</cusip>
        <identifiers>
          <isin value="US48128B6552"/>
          <ticker value="JPM"/>
        </identifiers>
        <balance>25000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>683250</valUSD>
        <pctVal>0.1655226167</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KFC HOLDING CO/PIZZA HUT HOLDI COMPANY GUAR 144A 06/24 5</name>
        <lei>N/A</lei>
        <title>KFC HOLDING CO/PIZZA HUT HOLDI COMPANY GUAR 144A 06/24 5</title>
        <cusip>48250NAA3</cusip>
        <identifiers>
          <isin value="US48250NAA37"/>
          <ticker value="YUM"/>
        </identifiers>
        <balance>467000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>483928.75</valUSD>
        <pctVal>0.1172354965</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>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Korn Ferry</name>
        <lei>549300FOD20OM0GT5G40</lei>
        <title>KORN FERRY SR UNSECURED 144A 12/27 4.625</title>
        <cusip>50067PAA7</cusip>
        <identifiers>
          <isin value="US50067PAA75"/>
          <ticker value="KFY"/>
        </identifiers>
        <balance>90000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>90450</valUSD>
        <pctVal>0.0219122147</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Lennox International Inc.</name>
        <lei>S7DWAC87RDMPBF77GJ92</lei>
        <title>LENNOX INTERNATIONAL INC COMPANY GUAR 11/23 3</title>
        <cusip>526107AD9</cusip>
        <identifiers>
          <isin value="US526107AD92"/>
          <ticker value="LII"/>
        </identifiers>
        <balance>90000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>91531.53</valUSD>
        <pctVal>0.0221742237</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Level 3 Financing Inc.</name>
        <lei>N/A</lei>
        <title>LEVEL 3 FINANCING INC COMPANY GUAR 08/22 5.375</title>
        <cusip>527298BD4</cusip>
        <identifiers>
          <isin value="US527298BD49"/>
          <ticker value="LVLT"/>
        </identifiers>
        <balance>336000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>337243.2</valUSD>
        <pctVal>0.0816997833</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Welbilt Inc.</name>
        <lei>549300UR3W71YLZWI068</lei>
        <title>WELBILT INC COMPANY GUAR 02/24 9.5</title>
        <cusip>563568AB0</cusip>
        <identifiers>
          <isin value="US563568AB08"/>
          <ticker value="WBT"/>
        </identifiers>
        <balance>342000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>362520</valUSD>
        <pctVal>0.0878232843</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Marsh and McLennan Companies Inc.</name>
        <lei>549300XMP3KDCKJXIU47</lei>
        <title>MARSH and MCLENNAN COS INC SR UNSECURED 03/20 2.35</title>
        <cusip>571748AY8</cusip>
        <identifiers>
          <isin value="US571748AY80"/>
          <ticker value="MMC"/>
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        <balance>140000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>140050.21</valUSD>
        <pctVal>0.0339282506</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-03-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.350000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Marsh and McLennan Companies Inc.</name>
        <lei>549300XMP3KDCKJXIU47</lei>
        <title>MARSH and MCLENNAN COS INC SR UNSECURED 03/23 3.3</title>
        <cusip>571748BA9</cusip>
        <identifiers>
          <isin value="US571748BA95"/>
          <ticker value="MMC"/>
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        <balance>65000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>67211.54</valUSD>
        <pctVal>0.0162825173</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.300000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Marsh and McLennan Companies Inc.</name>
        <lei>549300XMP3KDCKJXIU47</lei>
        <title>MARSH and MCLENNAN COS INC SR UNSECURED 01/22 2.75</title>
        <cusip>571748BB7</cusip>
        <identifiers>
          <isin value="US571748BB78"/>
          <ticker value="MMC"/>
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        <balance>190000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>192970.39</valUSD>
        <pctVal>0.0467485751</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Marriott International Inc.</name>
        <lei>225YDZ14ZO8E1TXUSU86</lei>
        <title>MARRIOTT INTERNATIONAL INC/MD SR UNSECURED 03/21 VAR</title>
        <cusip>571900BA6</cusip>
        <identifiers>
          <isin value="US571900BA65"/>
          <ticker value="MAR"/>
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        <balance>135000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>135497.49</valUSD>
        <pctVal>0.0328253189</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-08</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.535000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Moog Inc.</name>
        <lei>549300WM2I4U7OBAHG07</lei>
        <title>MOOG INC COMPANY GUAR 144A 12/22 5.25</title>
        <cusip>615394AK9</cusip>
        <identifiers>
          <isin value="US615394AK96"/>
          <ticker value="MOGA"/>
        </identifiers>
        <balance>16000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16219.2</valUSD>
        <pctVal>0.0039292271</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NVA Holdings Inc.</name>
        <lei>N/A</lei>
        <title>NVA HLDGS INC TERM LOAN B 3</title>
        <cusip>62943XAJ6</cusip>
        <identifiers>
          <isin value="US62943XAJ63"/>
          <ticker value="NATVET"/>
        </identifiers>
        <balance>405223.29</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>404801.86</valUSD>
        <pctVal>0.0980663932</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-02</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Netflix Inc.</name>
        <lei>549300Y7VHGU0I7CE873</lei>
        <title>NETFLIX INC SR UNSECURED 02/21 5.375</title>
        <cusip>64110LAE6</cusip>
        <identifiers>
          <isin value="US64110LAE65"/>
          <ticker value="NFLX"/>
        </identifiers>
        <balance>25000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>25781.25</valUSD>
        <pctVal>0.0062457080</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Netflix Inc.</name>
        <lei>549300Y7VHGU0I7CE873</lei>
        <title>NETFLIX INC SR UNSECURED 02/22 5.5</title>
        <cusip>64110LAJ5</cusip>
        <identifiers>
          <isin value="US64110LAJ52"/>
          <ticker value="NFLX"/>
        </identifiers>
        <balance>80000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>84700</valUSD>
        <pctVal>0.0205192325</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>5.500000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Netflix Inc.</name>
        <lei>549300Y7VHGU0I7CE873</lei>
        <title>NETFLIX INC SR UNSECURED 02/25 5.875</title>
        <cusip>64110LAL0</cusip>
        <identifiers>
          <isin value="US64110LAL09"/>
          <ticker value="NFLX"/>
        </identifiers>
        <balance>405000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>451575</valUSD>
        <pctVal>0.1093975494</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NextEra Energy Capital Holdings Inc.</name>
        <lei>UMI46YPGBLUE4VGNNT48</lei>
        <title>NEXTERA ENERGY CAPITAL HOLDING COMPANY GUAR 04/22 2.9</title>
        <cusip>65339KBF6</cusip>
        <identifiers>
          <isin value="US65339KBF66"/>
          <ticker value="NEE"/>
        </identifiers>
        <balance>225000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>229537.7</valUSD>
        <pctVal>0.0556072898</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.900000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NiSource Inc.</name>
        <lei>N/A</lei>
        <title>NISOURCE INC PREFERRED STOCK VAR</title>
        <cusip>65473P881</cusip>
        <identifiers>
          <isin value="US65473P8813"/>
          <ticker value="NI"/>
        </identifiers>
        <balance>22637</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>631119.56</valUSD>
        <pctVal>0.1528936129</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NiSource Inc.</name>
        <lei>N/A</lei>
        <title>NISOURCE INC JR SUBORDINA VAR</title>
        <cusip>65473PAG0</cusip>
        <identifiers>
          <isin value="US65473PAG00"/>
          <ticker value="NI"/>
        </identifiers>
        <balance>575000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>589375</valUSD>
        <pctVal>0.1427806692</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.650000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NiSource Inc.</name>
        <lei>N/A</lei>
        <title>NISOURCE INC SR UNSECURED 05/27 3.49</title>
        <cusip>65473QBE2</cusip>
        <identifiers>
          <isin value="US65473QBE26"/>
          <ticker value="NI"/>
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        <balance>585000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>614743.01</valUSD>
        <pctVal>0.1489262666</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.490000000000</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>NiSource Inc.</name>
        <lei>N/A</lei>
        <title>NISOURCE INC SR UNSECURED 05/47 4.375</title>
        <cusip>65473QBF9</cusip>
        <identifiers>
          <isin value="US65473QBF90"/>
          <ticker value="NI"/>
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        <balance>430000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>475611.71</valUSD>
        <pctVal>0.1152206290</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Northrop Grumman Corporation</name>
        <lei>RIMU48P07456QXSO0R61</lei>
        <title>NORTHROP GRUMMAN CORP SR UNSECURED 10/22 2.55</title>
        <cusip>666807BQ4</cusip>
        <identifiers>
          <isin value="US666807BQ44"/>
          <ticker value="NOC"/>
        </identifiers>
        <balance>430000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>436289.67</valUSD>
        <pctVal>0.1056945596</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.550000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NuStar Logistics L.P.</name>
        <lei>N62BF2PKP51FIIOIUN20</lei>
        <title>NUSTAR LOGISTICS LP COMPANY GUAR 09/20 4.8</title>
        <cusip>67059TAB1</cusip>
        <identifiers>
          <isin value="US67059TAB17"/>
          <ticker value="NSUS"/>
        </identifiers>
        <balance>175000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>177187.5</valUSD>
        <pctVal>0.0429250474</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.800000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The PNC Financial Services Group Inc.</name>
        <lei>CFGNEKW0P8842LEUIA51</lei>
        <title>PNC FINANCIAL SERVICES GROUP I JR SUBORDINA 12/49 VAR</title>
        <cusip>693475AQ8</cusip>
        <identifiers>
          <isin value="US693475AQ81"/>
          <ticker value="PNC"/>
        </identifiers>
        <balance>525000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>561419.25</valUSD>
        <pctVal>0.1360081717</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Philip Morris International Inc.</name>
        <lei>HL3H1H2BGXWVG3BSWR90</lei>
        <title>PHILIP MORRIS INTERNATIONAL IN SR UNSECURED 02/20 2</title>
        <cusip>718172BX6</cusip>
        <identifiers>
          <isin value="US718172BX66"/>
          <ticker value="PM"/>
        </identifiers>
        <balance>380000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>379946.8</valUSD>
        <pctVal>0.0920450619</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-02-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Philip Morris International Inc.</name>
        <lei>HL3H1H2BGXWVG3BSWR90</lei>
        <title>PHILIP MORRIS INTERNATIONAL IN SR UNSECURED 02/20 VAR</title>
        <cusip>718172BY4</cusip>
        <identifiers>
          <isin value="US718172BY40"/>
          <ticker value="PM"/>
        </identifiers>
        <balance>255000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>255122.96</valUSD>
        <pctVal>0.0618055176</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-02-21</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.314630000000</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>Philip Morris International Inc.</name>
        <lei>HL3H1H2BGXWVG3BSWR90</lei>
        <title>PHILIP MORRIS INTERNATIONAL IN SR UNSECURED 02/22 2.625</title>
        <cusip>718172BZ1</cusip>
        <identifiers>
          <isin value="US718172BZ15"/>
          <ticker value="PM"/>
        </identifiers>
        <balance>470000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>475691.47</valUSD>
        <pctVal>0.1152399515</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-02-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Prestige Brands Inc.</name>
        <lei>N/A</lei>
        <title>PRESTIGE BRANDS INC DEL TERM LOAN B 4</title>
        <cusip>74112CAT0</cusip>
        <identifiers>
          <isin value="US74112CAT09"/>
          <ticker value="PBH"/>
        </identifiers>
        <balance>29008.71</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>29175.51</valUSD>
        <pctVal>0.0070679938</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-26</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.8</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>Reckitt Benckiser Treasury Services plc</name>
        <lei>N/A</lei>
        <title>RECKITT BENCKISER TREASURY SER COMPANY GUAR 144A 06/22 2.375</title>
        <cusip>75625QAC3</cusip>
        <identifiers>
          <isin value="US75625QAC33"/>
          <ticker value="RBLN"/>
        </identifiers>
        <balance>800000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>805574.03</valUSD>
        <pctVal>0.1951565626</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Reckitt Benckiser Treasury Services plc</name>
        <lei>N/A</lei>
        <title>RECKITT BENCKISER TREASURY SER COMPANY GUAR 144A 06/22 VAR</title>
        <cusip>75625QAF6</cusip>
        <identifiers>
          <isin value="US75625QAF63"/>
          <ticker value="RBLN"/>
        </identifiers>
        <balance>640000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>641439.99</valUSD>
        <pctVal>0.1553938172</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-24</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.494750000000</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>REYNOLDS GROUP ISSUER INC / RE SR SECURED 144A 07/21 VAR</name>
        <lei>N/A</lei>
        <title>REYNOLDS GROUP ISSUER INC / RE SR SECURED 144A 07/21 VAR</title>
        <cusip>761735AR0</cusip>
        <identifiers>
          <isin value="US761735AR08"/>
          <ticker value="REYNOL"/>
        </identifiers>
        <balance>195000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>195243.75</valUSD>
        <pctVal>0.0472993142</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.500880000000</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>REYNOLDS GROUP ISSUER INC / RE SR SECURED 144A 07/23 5.125</name>
        <lei>N/A</lei>
        <title>REYNOLDS GROUP ISSUER INC / RE SR SECURED 144A 07/23 5.125</title>
        <cusip>761735AT6</cusip>
        <identifiers>
          <isin value="US761735AT63"/>
          <ticker value="REYNOL"/>
        </identifiers>
        <balance>440000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>450450</valUSD>
        <pctVal>0.1091250094</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Roper Technologies Inc.</name>
        <lei>N/A</lei>
        <title>ROPER TECHNOLOGIES INC SR UNSECURED 09/23 3.65</title>
        <cusip>776743AE6</cusip>
        <identifiers>
          <isin value="US776743AE68"/>
          <ticker value="ROP"/>
        </identifiers>
        <balance>420000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>440741.15</valUSD>
        <pctVal>0.1067729652</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.650000000000</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>SCE Trust III</name>
        <lei>N/A</lei>
        <title>SCE TRUST III PREFERRED STOCK VAR</title>
        <cusip>78409B207</cusip>
        <identifiers>
          <isin value="US78409B2079"/>
          <ticker value="EIX"/>
        </identifiers>
        <balance>2833</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>69096.87</valUSD>
        <pctVal>0.0167392532</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SCE Trust IV</name>
        <lei>N/A</lei>
        <title>SCE TRUST IV PREFERRED STOCK VAR</title>
        <cusip>78409G206</cusip>
        <identifiers>
          <isin value="US78409G2066"/>
          <ticker value="EIX"/>
        </identifiers>
        <balance>27735</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>679784.85</valUSD>
        <pctVal>0.1646831572</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SCE Trust V</name>
        <lei>N/A</lei>
        <title>SCE TRUST V PREFERRED STOCK VAR</title>
        <cusip>78409W201</cusip>
        <identifiers>
          <isin value="US78409W2017"/>
          <ticker value="EIX"/>
        </identifiers>
        <balance>3531</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>87109.77</valUSD>
        <pctVal>0.0211030180</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SBA Communications Corporation</name>
        <lei>N/A</lei>
        <title>SBA COMMUNICATIONS CORP SR UNSECURED 10/22 4</title>
        <cusip>78410GAB0</cusip>
        <identifiers>
          <isin value="US78410GAB05"/>
          <ticker value="SBAC"/>
        </identifiers>
        <balance>550000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>560312.5</valUSD>
        <pctVal>0.1357400530</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Charles  Schwab Corporation</name>
        <lei>N/A</lei>
        <title>CHARLES SCHWAB CORP/THE PREFERRED STOCK 6</title>
        <cusip>808513402</cusip>
        <identifiers>
          <isin value="US8085134026"/>
          <ticker value="SCHW"/>
        </identifiers>
        <balance>15000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>390000</valUSD>
        <pctVal>0.0944805277</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Charles  Schwab Corporation</name>
        <lei>N/A</lei>
        <title>CHARLES SCHWAB CORP/THE PREFERRED STOCK 5.95</title>
        <cusip>808513600</cusip>
        <identifiers>
          <isin value="US8085136005"/>
          <ticker value="SCHW"/>
        </identifiers>
        <balance>1000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>26500</valUSD>
        <pctVal>0.0064198307</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sensata Technologies B.V.</name>
        <lei>PUCKW5P5O3XMOZVH7T53</lei>
        <title>SENSATA TECHNOLOGIES BV COMPANY GUAR 144A 10/23 4.875</title>
        <cusip>81725WAG8</cusip>
        <identifiers>
          <isin value="US81725WAG87"/>
          <ticker value="ST"/>
        </identifiers>
        <balance>110000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>117150</valUSD>
        <pctVal>0.0283804970</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sensata Technologies B.V.</name>
        <lei>PUCKW5P5O3XMOZVH7T53</lei>
        <title>SENSATA TECHNOLOGIES BV COMPANY GUAR 144A 11/24 5.625</title>
        <cusip>81725WAH6</cusip>
        <identifiers>
          <isin value="US81725WAH60"/>
          <ticker value="ST"/>
        </identifiers>
        <balance>90000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>100125</valUSD>
        <pctVal>0.0242560585</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sensata Technologies B.V.</name>
        <lei>PUCKW5P5O3XMOZVH7T53</lei>
        <title>SENSATA TECHNOLOGIES BV COMPANY GUAR 144A 10/25 5</title>
        <cusip>81725WAJ2</cusip>
        <identifiers>
          <isin value="US81725WAJ27"/>
          <ticker value="ST"/>
        </identifiers>
        <balance>325000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>353031.25</valUSD>
        <pctVal>0.0855245610</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sensata Technologies Uk Financing Co. PLC</name>
        <lei>N/A</lei>
        <title>SENSATA TECHNOLOGIES UK FINANC COMPANY GUAR 144A 02/26 6.25</title>
        <cusip>81727TAA6</cusip>
        <identifiers>
          <isin value="US81727TAA60"/>
          <ticker value="ST"/>
        </identifiers>
        <balance>200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>215500</valUSD>
        <pctVal>0.0522065480</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>V 01/20 C 155 OTC EQUITYOPTION---20200117</name>
        <lei>N/A</lei>
        <title>V 01/20 C 155 OTC EQUITYOPTION---20200117</title>
        <cusip>99ZZ56538</cusip>
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          <ticker value="V "/>
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        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-109077.75</valUSD>
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        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Credit Suisse</counterpartyName>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>VISA INC CLASS A</issuerName>
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            <shareNo>100</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>-84241.950000000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Service Corporation International</name>
        <lei>549300RKVM2ME20JHZ15</lei>
        <title>SERVICE CORP INTERNATIONAL/US SR UNSECURED 05/24 5.375</title>
        <cusip>817565CB8</cusip>
        <identifiers>
          <isin value="US817565CB82"/>
          <ticker value="SCI"/>
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        <balance>250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>257500</valUSD>
        <pctVal>0.0623813740</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.375000000000</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>Shell International Finance B.V.</name>
        <lei>N/A</lei>
        <title>SHELL INTERNATIONAL FINANCE BV COMPANY GUAR 05/20 VAR</title>
        <cusip>822582BH4</cusip>
        <identifiers>
          <isin value="US822582BH45"/>
          <ticker value="RDSALN"/>
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        <balance>810000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>811278.91</valUSD>
        <pctVal>0.1965386141</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-05-11</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.350630000000</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>Sirius XM Radio Inc.</name>
        <lei>WP5O65E6BMU84LNO4227</lei>
        <title>SIRIUS XM RADIO INC COMPANY GUAR 144A 05/23 4.625</title>
        <cusip>82967NAL2</cusip>
        <identifiers>
          <isin value="US82967NAL29"/>
          <ticker value="SIRI"/>
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        <balance>85000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>86275</valUSD>
        <pctVal>0.0209007885</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.625000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Sirius XM Radio Inc.</name>
        <lei>WP5O65E6BMU84LNO4227</lei>
        <title>SIRIUS XM RADIO INC COMPANY GUAR 144A 08/22 3.875</title>
        <cusip>82967NAY4</cusip>
        <identifiers>
          <isin value="US82967NAY40"/>
          <ticker value="SIRI"/>
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        <balance>345000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>352331.25</valUSD>
        <pctVal>0.0853549805</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.875000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>V 01/20 C 150 OTC EQUITYOPTION---20200117</name>
        <lei>N/A</lei>
        <title>V 01/20 C 150 OTC EQUITYOPTION---20200117</title>
        <cusip>99ZZ56553</cusip>
        <identifiers>
          <ticker value="V "/>
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        <balance>33</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-125549.72</valUSD>
        <pctVal>-0.0304153943</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Credit Suisse</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>VISA INC CLASS A</issuerName>
                <issueTitle>VISA INC CLASS A</issueTitle>
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                  <ticker value="V"/>
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            <shareNo>100</shareNo>
            <exercisePrice>150.000000000000</exercisePrice>
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            <expDt>2020-01-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-94978.520000000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>V 01/20 C 160 OTC EQUITYOPTION---20200117</name>
        <lei>N/A</lei>
        <title>V 01/20 C 160 OTC EQUITYOPTION---20200117</title>
        <cusip>99ZZ56561</cusip>
        <identifiers>
          <ticker value="V "/>
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        <balance>54</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-151551.41</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Credit Suisse</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>VISA INC CLASS A</issuerName>
                <issueTitle>VISA INC CLASS A</issueTitle>
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                  <ticker value="V"/>
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            <shareNo>100</shareNo>
            <exercisePrice>160.000000000000</exercisePrice>
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            <expDt>2020-01-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-114284.210000000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>V 01/20 C 165 OTC EQUITYOPTION---20200117</name>
        <lei>N/A</lei>
        <title>V 01/20 C 165 OTC EQUITYOPTION---20200117</title>
        <cusip>AEI053629</cusip>
        <identifiers>
          <ticker value="V "/>
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        <balance>45</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-103876.44</valUSD>
        <pctVal>-0.0251648740</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Credit Suisse</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>VISA INC CLASS A</issuerName>
                <issueTitle>VISA INC CLASS A</issueTitle>
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                  <ticker value="V"/>
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            <shareNo>100</shareNo>
            <exercisePrice>165.000000000000</exercisePrice>
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            <expDt>2020-01-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-81394.940000000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TXN 01/20 C 130 OTC EQUITYOPTION---20200117</name>
        <lei>N/A</lei>
        <title>TXN 01/20 C 130 OTC EQUITYOPTION---20200117</title>
        <cusip>AEI068148</cusip>
        <identifiers>
          <ticker value="TXN "/>
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        <balance>94</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-10878.14</valUSD>
        <pctVal>-0.0026353139</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>TEXAS INSTRUMENTS INC</issuerName>
                <issueTitle>TEXAS INSTRUMENTS INC</issueTitle>
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                  <ticker value="TXN"/>
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            <shareNo>100</shareNo>
            <exercisePrice>130.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-01-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>28141.760000000000</unrealizedAppr>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Six Flags Entertainment Corporation</name>
        <lei>549300JYTDUAA4JQ3717</lei>
        <title>SIX FLAGS ENTERTAINMENT CORP COMPANY GUAR 144A 07/24 4.875</title>
        <cusip>83001AAB8</cusip>
        <identifiers>
          <isin value="US83001AAB89"/>
          <ticker value="SIX"/>
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        <balance>170000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>176162.5</valUSD>
        <pctVal>0.0426767332</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Six Flags Entertainment Corporation</name>
        <lei>549300JYTDUAA4JQ3717</lei>
        <title>SIX FLAGS ENTERTAINMENT CORP COMPANY GUAR 144A 04/27 5.5</title>
        <cusip>83001AAC6</cusip>
        <identifiers>
          <isin value="US83001AAC62"/>
          <ticker value="SIX"/>
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        <balance>65000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>69306.25</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>2027-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>GOOG 01/20 C 1400 OTC EQUITYOPTION---20200117</name>
        <lei>N/A</lei>
        <title>GOOG 01/20 C 1400 OTC EQUITYOPTION---20200117</title>
        <cusip>AEI105866</cusip>
        <identifiers>
          <ticker value="GOOG "/>
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        <balance>5</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-505.84</valUSD>
        <pctVal>-0.0001225437</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>CITIBANK</counterpartyName>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
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                <issuerName>ALPHABET INC</issuerName>
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            <shareNo>100</shareNo>
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            <expDt>2020-01-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>30767.160000000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>GOOG 01/20 C 1340 OTC EQUITYOPTION---20200117</name>
        <lei>N/A</lei>
        <title>GOOG 01/20 C 1340 OTC EQUITYOPTION---20200117</title>
        <cusip>AEI105882</cusip>
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          <ticker value="GOOG "/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>CITIBANK</counterpartyName>
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            <putOrCall>Call</putOrCall>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>ALPHABET INC</issuerName>
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            <shareNo>100</shareNo>
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            <expDt>2020-01-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>31892.040000000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>MSFT 01/20 C 125 OTC EQUITYOPTION---20200107</name>
        <lei>N/A</lei>
        <title>MSFT 01/20 C 125 OTC EQUITYOPTION---20200107</title>
        <cusip>AEI110619</cusip>
        <identifiers>
          <ticker value="MSFT "/>
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        <balance>204</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-669688.85</valUSD>
        <pctVal>-0.1622373229</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>CITIBANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>MICROSOFT CORP</issuerName>
                <issueTitle>MICROSOFT CORP</issueTitle>
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                  <ticker value="MSFT"/>
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            <delta>XXXX</delta>
            <unrealizedAppr>-565509.050000000000</unrealizedAppr>
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      </invstOrSec>
      <invstOrSec>
        <name>MSFT 01/20 C 135 OTC EQUITYOPTION---20200117</name>
        <lei>N/A</lei>
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        <cusip>AEI110635</cusip>
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          <ticker value="MSFT "/>
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        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-217131.14</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>CITIBANK</counterpartyName>
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            <putOrCall>Call</putOrCall>
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                <issuerName>MICROSOFT CORP</issuerName>
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            <delta>XXXX</delta>
            <unrealizedAppr>-161378.140000000000</unrealizedAppr>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>State Street Corporation</name>
        <lei>549300ZFEEJ2IP5VME73</lei>
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        <cusip>857477AQ6</cusip>
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          <ticker value="STT"/>
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        <curCd>USD</curCd>
        <valUSD>446083.8</valUSD>
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        <assetCat>DBT</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-09-15</maturityDt>
          <couponKind>Variable</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>T-Mobile USA Inc.</name>
        <lei>549300V2JRLO5DIFGE82</lei>
        <title>T-MOBILE USA INC COMPANY GUAR 03/23 6</title>
        <cusip>87264AAM7</cusip>
        <identifiers>
          <isin value="US87264AAM71"/>
          <ticker value="TMUS"/>
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        <balance>165000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MSFT 01/20 C 130 OTC EQUITYOPTION---20200117</name>
        <lei>N/A</lei>
        <title>MSFT 01/20 C 130 OTC EQUITYOPTION---20200117</title>
        <cusip>AEI110676</cusip>
        <identifiers>
          <ticker value="MSFT "/>
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        <balance>206</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-573494.48</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>CITIBANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>MICROSOFT CORP</issuerName>
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                  <ticker value="MSFT"/>
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            <shareNo>100</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>-499680.390000000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MCD 01/20 C 195 OTC EQUITYOPTION---20200117</name>
        <lei>N/A</lei>
        <title>MCD 01/20 C 195 OTC EQUITYOPTION---20200117</title>
        <cusip>AEI173575</cusip>
        <identifiers>
          <ticker value="MCD "/>
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        <balance>37</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-14458.61</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Credit Suisse</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
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                <issuerName>MCDONALD'S CORP</issuerName>
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                  <ticker value="MCD"/>
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            <shareNo>100</shareNo>
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            <expDt>2020-01-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>19995.190000000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MCD 01/20 C 200 OTC EQUITYOPTION---20200117</name>
        <lei>N/A</lei>
        <title>MCD 01/20 C 200 OTC EQUITYOPTION---20200117</title>
        <cusip>AEI173583</cusip>
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          <ticker value="MCD "/>
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        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3134.72</valUSD>
        <pctVal>-0.0007594103</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Credit Suisse</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
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            <descRefInstrmnt>
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                <issuerName>MCDONALD'S CORP</issuerName>
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            <expDt>2020-01-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>20275.700000000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UNH 01/20 C 290 OTC EQUITYOPTION---20200117</name>
        <lei>N/A</lei>
        <title>UNH 01/20 C 290 OTC EQUITYOPTION---20200117</title>
        <cusip>AEI174656</cusip>
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          <ticker value="UNH "/>
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        <units>NC</units>
        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Citibank</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>UNITEDHEALTH GROUP INC</issuerName>
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            <shareNo>100</shareNo>
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            <expDt>2020-01-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>28383.020000000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>T-Mobile USA Inc.</name>
        <lei>549300V2JRLO5DIFGE82</lei>
        <title>T-MOBILE USA INC COMPANY GUAR 01/26 6.5</title>
        <cusip>87264AAP0</cusip>
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          <isin value="US87264AAP03"/>
          <ticker value="TMUS"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>85776.8</valUSD>
        <pctVal>0.0207800957</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
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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>Teleflex Incorporated</name>
        <lei>UUL85LWXB4NGSWWXIQ25</lei>
        <title>TELEFLEX INC COMPANY GUAR 06/26 4.875</title>
        <cusip>879369AE6</cusip>
        <identifiers>
          <isin value="US879369AE63"/>
          <ticker value="TFX"/>
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        <balance>331000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>345895</valUSD>
        <pctVal>0.0837957490</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UNH 01/20 C 300 OTC EQUITYOPTION---20200117</name>
        <lei>N/A</lei>
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        <cusip>AEI174680</cusip>
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          <ticker value="UNH "/>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>CITIBANK</counterpartyName>
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            <putOrCall>Call</putOrCall>
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                <issuerName>UNITEDHEALTH GROUP INC</issuerName>
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      <invstOrSec>
        <name>GOOG 01/20 C 1300 OTC EQUITYOPTION---20200117</name>
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        <cusip>AEI235788</cusip>
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          <ticker value="GOOG "/>
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        <fairValLevel>2</fairValLevel>
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            <putOrCall>Call</putOrCall>
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                <issuerName>ALPHABET INC</issuerName>
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      <invstOrSec>
        <name>Alphabet Inc.</name>
        <lei>5493006MHB84DD0ZWV18</lei>
        <title>ALPHABET INC COMMON STOCK USD.001</title>
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          <ticker value="GOOG "/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>AEP 01/20 C 85 OTC EQUITYOPTION---20200117</name>
        <lei>N/A</lei>
        <title>AEP 01/20 C 85 OTC EQUITYOPTION---20200117</title>
        <cusip>AEI258871</cusip>
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          <ticker value="AEP "/>
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        <valUSD>-151813.94</valUSD>
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        <fairValLevel>2</fairValLevel>
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            <putOrCall>Call</putOrCall>
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            <shareNo>100</shareNo>
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            <unrealizedAppr>-129441.970000000000</unrealizedAppr>
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      <invstOrSec>
        <name>AMT 01/20 C 175 OTC EQUITYOPTION---20200117</name>
        <lei>N/A</lei>
        <title>AMT 01/20 C 175 OTC EQUITYOPTION---20200117</title>
        <cusip>AEI258897</cusip>
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        <balance>20</balance>
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        <valUSD>-109976.5</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>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Citibank</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
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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>American Electric Power Company Inc.</name>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>American Water Works Company Inc.</name>
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          <ticker value="AWK "/>
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        <curCd>USD</curCd>
        <valUSD>2948031.45</valUSD>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Avantor Inc.</name>
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        <balance>88156</balance>
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        <curCd>USD</curCd>
        <valUSD>1600031.4</valUSD>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Avantor Inc.</name>
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        <curCd>USD</curCd>
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        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>Avantor Inc.</name>
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          <isin value="US05352AAC45"/>
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        <balance>1990000</balance>
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        <curCd>USD</curCd>
        <valUSD>2223884.7</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>YUM 01/20 C 100 OTC EQUITYOPTION---20200117</name>
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        <cusip>AEI258939</cusip>
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          <ticker value="YUM "/>
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        <units>NC</units>
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        <valUSD>-10089.4</valUSD>
        <pctVal>-0.0024442355</pctVal>
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        <assetCat>DE</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>CITIBANK</counterpartyName>
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            <putOrCall>Call</putOrCall>
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                <issuerName>YUM! BRANDS INC</issuerName>
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            <unrealizedAppr>8427.680000000000</unrealizedAppr>
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      <invstOrSec>
        <name>AMZN 01/20 C 2000 OTC EQUITYOPTION---20200117</name>
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        <cusip>AEI295568</cusip>
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          <ticker value="AMZN "/>
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        <valUSD>-279.36</valUSD>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>CITIBANK</counterpartyName>
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            <putOrCall>Call</putOrCall>
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            <shareNo>100</shareNo>
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      <invstOrSec>
        <name>Teleflex Incorporated</name>
        <lei>UUL85LWXB4NGSWWXIQ25</lei>
        <title>TELEFLEX INC COMPANY GUAR 11/27 4.625</title>
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          <ticker value="TFX"/>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-11-15</maturityDt>
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        <securityLending>
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      <invstOrSec>
        <name>U.S. Bancorp</name>
        <lei>N1GZ7BBF3NP8GI976H15</lei>
        <title>US BANCORP PREFERRED STOCK 5.5</title>
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          <ticker value="USB"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>AMZN 01/20 C 1800 OTC JAN20 1800 CALL</name>
        <lei>N/A</lei>
        <title>AMZN 01/20 C 1800 OTC JAN20 1800 CALL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Custodian Identifier" value="AEI299347"/>
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        <balance>4</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-25263.17</valUSD>
        <pctVal>-0.0061201991</pctVal>
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        <assetCat>DE</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>CITIBANK</counterpartyName>
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            <putOrCall>Call</putOrCall>
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                <issuerName>AMAZON.COM INC</issuerName>
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            <unrealizedAppr>49680.830000000000</unrealizedAppr>
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      <invstOrSec>
        <name>TXN 01/20 C 120 OTC EQUITYOPTION---20200117</name>
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        <cusip>AEI303040</cusip>
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        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-33829.47</valUSD>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>JPMorgan Chase Bank</counterpartyName>
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            <descRefInstrmnt>
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        <name>U.S. Bancorp</name>
        <lei>N1GZ7BBF3NP8GI976H15</lei>
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        <cusip>902973833</cusip>
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          <ticker value="USB"/>
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        <name>U.S. Bancorp</name>
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          <ticker value="USB"/>
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      <invstOrSec>
        <name>US Airways 2010-1 Class A Pass Through Trust</name>
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      <invstOrSec>
        <name>US Airways 2012-2 Class A Pass Through Trust</name>
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        <title>US AIRWAYS 2012-2 CLASS A PASS PASS THRU CE 12/26 4.625</title>
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        <debtSec>
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        <securityLending>
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      <invstOrSec>
        <name>GOOG 01/20 C 1365 OTC EQUITYOPTION---20200117</name>
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        <title>GOOG 01/20 C 1365 OTC EQUITYOPTION---20200117</title>
        <cusip>AEI308189</cusip>
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          <ticker value="GOOG "/>
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        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1280.25</valUSD>
        <pctVal>-0.0003101505</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>CITIBANK</counterpartyName>
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            <putOrCall>Call</putOrCall>
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      <invstOrSec>
        <name>TXN 01/20 C 125 OTC EQUITYOPTION---20200117</name>
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        <cusip>AEI326470</cusip>
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        <curCd>USD</curCd>
        <valUSD>-77174.39</valUSD>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>ROYAL BANK OF CANADA</counterpartyName>
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            <putOrCall>Call</putOrCall>
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                <issuerName>TEXAS INSTRUMENTS INC</issuerName>
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      <invstOrSec>
        <name>Becton Dickinson and Company</name>
        <lei>ICE2EP6D98PQUILVRZ91</lei>
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          <isin value="US0758871091"/>
          <ticker value="BDX "/>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Becton Dickinson and Company</name>
        <lei>ICE2EP6D98PQUILVRZ91</lei>
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          <ticker value="BDX"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>US Airways 2012-2 Class B Pass Through Trust</name>
        <lei>N/A</lei>
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        <cusip>90345WAE4</cusip>
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          <isin value="US90345WAE49"/>
          <ticker value="AAL"/>
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        <balance>50563.89</balance>
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        <curCd>USD</curCd>
        <valUSD>52929.28</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.750000000000</annualizedRt>
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      <invstOrSec>
        <name>US AIRWAYS 2013-1 CLASS A PASS PASS THRU CE 05/27 3.95</name>
        <lei>N/A</lei>
        <title>US AIRWAYS 2013-1 CLASS A PASS PASS THRU CE 05/27 3.95</title>
        <cusip>90346WAA1</cusip>
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          <isin value="US90346WAA18"/>
          <ticker value="AAL"/>
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        <balance>163089.98</balance>
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        <curCd>USD</curCd>
        <valUSD>171047.07</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>US Airways 2013-1 Class B Pass Through Trust</name>
        <lei>N/A</lei>
        <title>US AIRWAYS 2013-1 CLASS B PASS PASS THRU CE 05/23 5.375</title>
        <cusip>90346WAB9</cusip>
        <identifiers>
          <isin value="US90346WAB90"/>
          <ticker value="AAL"/>
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        <balance>53857.69</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>55978.44</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>USI Inc.</name>
        <lei>N/A</lei>
        <title>USI INC INCREMENTAL TERM LOAN B</title>
        <cusip>90351NAE5</cusip>
        <identifiers>
          <isin value="US90351NAE58"/>
          <ticker value="COMINV"/>
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        <balance>24936.23</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>24911.29</valUSD>
        <pctVal>0.0060349534</pctVal>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-16</maturityDt>
          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Bristol-Myers Squibb Company</name>
        <lei>HLYYNH7UQUORYSJQCN42</lei>
        <title>BRISTOL-MYERS SQUIBB CO SR UNSECURED 144A 05/21 2.55</title>
        <cusip>110122BX5</cusip>
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          <isin value="US110122BX59"/>
          <ticker value="BMY"/>
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        <balance>975000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>984430.8</valUSD>
        <pctVal>0.2384860037</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.550000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CCC Information Services Inc.</name>
        <lei>N/A</lei>
        <title>CYPRESS INTER HLDGS III INC FIRST LIEN</title>
        <cusip>124886AH5</cusip>
        <identifiers>
          <isin value="US124886AH57"/>
          <ticker value="CCCG"/>
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        <balance>1249685.94</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1251248.05</valUSD>
        <pctVal>0.3031245538</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-29</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.55</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>FB 01/20 C 220 OTC EQUITYOPTION---20200117</name>
        <lei>N/A</lei>
        <title>FB 01/20 C 220 OTC EQUITYOPTION---20200117</title>
        <cusip>AEI337519</cusip>
        <identifiers>
          <ticker value="FB "/>
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        <balance>94</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1555.88</valUSD>
        <pctVal>-0.0003769240</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>FACEBOOK INC</issuerName>
                <issueTitle>FACEBOOK INC</issueTitle>
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                  <ticker value="FB"/>
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            <shareNo>100</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>38138.910000000000</unrealizedAppr>
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      </invstOrSec>
      <invstOrSec>
        <name>UNH 01/20 C 270 OTC EQUITYOPTION---20200117</name>
        <lei>N/A</lei>
        <title>UNH 01/20 C 270 OTC EQUITYOPTION---20200117</title>
        <cusip>AEI370098</cusip>
        <identifiers>
          <ticker value="UNH "/>
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        <balance>16</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-39824.77</valUSD>
        <pctVal>-0.0096478597</pctVal>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>CITIBANK</counterpartyName>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
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            <shareNo>100</shareNo>
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            <unrealizedAppr>-16179.570000000000</unrealizedAppr>
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      </invstOrSec>
      <invstOrSec>
        <name>CCO Holdings LLC/CCO Holdings Capital Corp.</name>
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        <cusip>1248EPBT9</cusip>
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      <invstOrSec>
        <name>CCO Holdings LLC/CCO Holdings Capital Corp.</name>
        <lei>N/A</lei>
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          <ticker value="CHTR"/>
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      <invstOrSec>
        <name>CMS Energy Corporation</name>
        <lei>549300IA9XFBAGNIBW29</lei>
        <title>CMS ENERGY CORP PREFERRED STOCK 03/79 5.875</title>
        <cusip>125896845</cusip>
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          <isin value="US1258968452"/>
          <ticker value="CMS"/>
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        <curCd>USD</curCd>
        <valUSD>1365500</valUSD>
        <pctVal>0.3308029757</pctVal>
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        <assetCat>EP</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CMS Energy Corporation</name>
        <lei>549300IA9XFBAGNIBW29</lei>
        <title>CMS ENERGY CORP PREFERRED STOCK 10/78 5.875</title>
        <cusip>125896852</cusip>
        <identifiers>
          <isin value="US1258968528"/>
          <ticker value="CMS"/>
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        <balance>50000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1338500</valUSD>
        <pctVal>0.3242620161</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>The Ultimate Software Group Inc.</name>
        <lei>N/A</lei>
        <title>ULTIMATE SOFTWARE GROUP INC TERM LOAN B</title>
        <cusip>90385KAB7</cusip>
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          <isin value="US90385KAB70"/>
          <ticker value="ULTI"/>
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        <balance>164587.5</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>165538.82</valUSD>
        <pctVal>0.0401030643</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-04</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.55</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Unilever Capital Corporation</name>
        <lei>MYF1DAS6G5WY7PRWCU78</lei>
        <title>UNILEVER CAPITAL CORP COMPANY GUAR 03/22 3</title>
        <cusip>904764BF3</cusip>
        <identifiers>
          <isin value="US904764BF35"/>
          <ticker value="UNANA"/>
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        <balance>225000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>230365.46</valUSD>
        <pctVal>0.0558078211</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Verizon Communications Inc.</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>VERIZON COMMUNICATIONS INC SR UNSECURED 03/22 3.125</title>
        <cusip>92343VDW1</cusip>
        <identifiers>
          <isin value="US92343VDW19"/>
          <ticker value="VZ"/>
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        <balance>475000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>487328.23</valUSD>
        <pctVal>0.1180590470</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.125000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Verizon Communications Inc.</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>VERIZON COMMUNICATIONS INC SR UNSECURED 03/22 VAR</title>
        <cusip>92343VDX9</cusip>
        <identifiers>
          <isin value="US92343VDX91"/>
          <ticker value="VZ"/>
        </identifiers>
        <balance>475000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>482940.13</valUSD>
        <pctVal>0.1169959957</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.893630000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Conagra Brands Inc.</name>
        <lei>54930035UDEIH090K650</lei>
        <title>CONAGRA BRANDS INC SR UNSECURED 10/21 3.8</title>
        <cusip>205887BZ4</cusip>
        <identifiers>
          <isin value="US205887BZ43"/>
          <ticker value="CAG"/>
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        <balance>960000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>990402.73</valUSD>
        <pctVal>0.2399327501</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-10-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.800000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Concho Resources Inc.</name>
        <lei>SYHS7HRDXLL4I0IQ8776</lei>
        <title>CONCHO RESOURCES INC COMMON STOCK USD.001</title>
        <cusip>20605P101</cusip>
        <identifiers>
          <isin value="US20605P1012"/>
          <ticker value="CXO "/>
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        <balance>12900</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1129653</valUSD>
        <pctVal>0.2736672090</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Crown Castle International Corp.</name>
        <lei>54930012H97VSM0I2R19</lei>
        <title>CROWN CASTLE INTERNATIONAL COR SR UNSECURED 01/23 5.25</title>
        <cusip>228227BD5</cusip>
        <identifiers>
          <isin value="US228227BD57"/>
          <ticker value="CCI"/>
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        <balance>950000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1031530.42</valUSD>
        <pctVal>0.2498962523</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DTE Energy Company</name>
        <lei>549300IX8SD6XXD71I78</lei>
        <title>DTE ENERGY CO PREFERRED STOCK 12/77 5.25</title>
        <cusip>233331859</cusip>
        <identifiers>
          <isin value="US2333318598"/>
          <ticker value="DTE"/>
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        <balance>35000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>925400</valUSD>
        <pctVal>0.2241853341</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MSFT 01/20 C 120 OTC EQUITYOPTION---20200117</name>
        <lei>N/A</lei>
        <title>MSFT 01/20 C 120 OTC EQUITYOPTION---20200117</title>
        <cusip>AEI379610</cusip>
        <identifiers>
          <ticker value="MSFT "/>
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        <balance>52</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-196654.89</valUSD>
        <pctVal>-0.0476411738</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>CITIBANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>MICROSOFT CORP</issuerName>
                <issueTitle>MICROSOFT CORP</issueTitle>
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                  <ticker value="MSFT"/>
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            </descRefInstrmnt>
            <shareNo>100</shareNo>
            <exercisePrice>120.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-01-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-164395.650000000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UNH 01/20 C 280 OTC EQUITYOPTION---20200117</name>
        <lei>N/A</lei>
        <title>UNH 01/20 C 280 OTC EQUITYOPTION---20200117</title>
        <cusip>AEI395251</cusip>
        <identifiers>
          <ticker value="UNH "/>
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        <balance>16</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-25500.11</valUSD>
        <pctVal>-0.0061775996</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>CITIBANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>UNITEDHEALTH GROUP INC</issuerName>
                <issueTitle>UNITEDHEALTH GROUP INC</issueTitle>
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                  <ticker value="UNH"/>
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            <shareNo>100</shareNo>
            <exercisePrice>280.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-01-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-7981.550000000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NVA HOLDINGS INC 2019 TERM LOAN A3</name>
        <lei>N/A</lei>
        <title>NVA HOLDINGS INC 2019 TERM LOAN A3</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Custodian Identifier" value="935ZQUII1"/>
        </identifiers>
        <balance>850000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>847875</valUSD>
        <pctVal>0.2054043010</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-24</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Wendy's Funding LLC</name>
        <lei>N/A</lei>
        <title>WENDY'S FUNDING LLC WEN 2018 1A A2I 144A</title>
        <cusip>95058XAD0</cusip>
        <identifiers>
          <isin value="US95058XAD03"/>
          <ticker value="WEN"/>
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        <balance>326340</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>329750.25</valUSD>
        <pctVal>0.0798845580</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.573000000000</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>SPGI 01/20 C 220 OTC JAN20 220 CALL</name>
        <lei>N/A</lei>
        <title>SPGI 01/20 C 220 OTC JAN20 220 CALL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Custodian Identifier" value="AEI395277"/>
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        <balance>40</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-213094.6</valUSD>
        <pctVal>-0.0516238212</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>CITIBANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>S&amp;P GLOBAL INC</issuerName>
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                  <ticker value="SPGI"/>
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            <shareNo>100</shareNo>
            <exercisePrice>220.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-01-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-174445.860000000000</unrealizedAppr>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>SPGI 01/20 C 230 OTC JAN20 230 CALL</name>
        <lei>N/A</lei>
        <title>SPGI 01/20 C 230 OTC JAN20 230 CALL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Custodian Identifier" value="AEI395293"/>
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        <balance>39</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-168860.62</valUSD>
        <pctVal>-0.0409077961</pctVal>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>CITIBANK</counterpartyName>
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            <putOrCall>Call</putOrCall>
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            <descRefInstrmnt>
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                <issuerName>S&amp;P GLOBAL INC</issuerName>
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            <delta>XXXX</delta>
            <unrealizedAppr>-146270.470000000000</unrealizedAppr>
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      <invstOrSec>
        <name>Danaher Corporation</name>
        <lei>S4BKK9OTCEWQ3YHPFM11</lei>
        <title>DANAHER CORP COMMON STOCK USD.01</title>
        <cusip>235851102</cusip>
        <identifiers>
          <isin value="US2358511028"/>
          <ticker value="DHR "/>
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        <balance>70207</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>10775370.36</valUSD>
        <pctVal>2.6104171215</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Duke Energy Corporation</name>
        <lei>I1BZKREC126H0VB1BL91</lei>
        <title>DUKE ENERGY CORP PREFERRED STOCK 09/78 5.625</title>
        <cusip>26441C402</cusip>
        <identifiers>
          <isin value="US26441C4024"/>
          <ticker value="DUK"/>
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        <balance>40000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1082000</valUSD>
        <pctVal>0.2621228998</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>V 01/20 C 175 OTC JAN20 175 CALL</name>
        <lei>N/A</lei>
        <title>V 01/20 C 175 OTC JAN20 175 CALL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Custodian Identifier" value="AEI397349"/>
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        <balance>151</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-199726.42</valUSD>
        <pctVal>-0.0483852758</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>VISA INC CLASS A</issuerName>
                <issueTitle>VISA INC CLASS A</issueTitle>
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                  <ticker value="V"/>
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            </descRefInstrmnt>
            <shareNo>100</shareNo>
            <exercisePrice>175.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-01-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-132930.580000000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>V 01/20 C 170 OTC JAN20 170 CALL</name>
        <lei>N/A</lei>
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              <counterpartyName>GOLDMAN SACHS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Becton Dickinson and Co</issuerName>
                <issueTitle>Becton Dickinson and Co</issueTitle>
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                  <ticker value="BDX"/>
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            <shareNo>100</shareNo>
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            <unrealizedAppr>-1281.810000000000</unrealizedAppr>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Hilton Worldwide Holdings Inc.</name>
        <lei>549300HVGPK36ICB0B89</lei>
        <title>HILTON WORLDWIDE HOLDINGS INC COMMON STOCK USD.01</title>
        <cusip>43300A203</cusip>
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          <isin value="US43300A2033"/>
          <ticker value="HLT "/>
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        <balance>49868</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5530859.88</valUSD>
        <pctVal>1.3398937433</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HUB International Limited</name>
        <lei>549300JQT6ATTUNS5E06</lei>
        <title>HUB INTL LTD TERM LOAN B 1</title>
        <cusip>44332EAP1</cusip>
        <identifiers>
          <isin value="US44332EAP16"/>
          <ticker value="HBGCN"/>
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        <balance>2877588.01</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2873789.59</valUSD>
        <pctVal>0.6961978381</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.69</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>YUM! Brands Inc.</name>
        <lei>549300JE8XHZZ7OHN517</lei>
        <title>YUM! BRANDS INC SR UNSECURED 11/43 5.35</title>
        <cusip>988498AK7</cusip>
        <identifiers>
          <isin value="US988498AK76"/>
          <ticker value="YUM"/>
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        <balance>564000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>558360</valUSD>
        <pctVal>0.1352670447</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.350000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ZAYO GROUP LLC / ZAYO CAPITAL COMPANY GUAR 144A 01/27 5.75</name>
        <lei>N/A</lei>
        <title>ZAYO GROUP LLC / ZAYO CAPITAL COMPANY GUAR 144A 01/27 5.75</title>
        <cusip>989194AP0</cusip>
        <identifiers>
          <isin value="US989194AP01"/>
          <ticker value="ZAYOGR"/>
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        <balance>461000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>468491.25</valUSD>
        <pctVal>0.1134956423</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Intercontinental Exchange Inc.</name>
        <lei>5493000F4ZO33MV32P92</lei>
        <title>INTERCONTINENTAL EXCHANGE INC COMMON STOCK USD.01</title>
        <cusip>45866F104</cusip>
        <identifiers>
          <isin value="US45866F1049"/>
          <ticker value="ICE "/>
        </identifiers>
        <balance>48706</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4507740.3</valUSD>
        <pctVal>1.0920350823</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>KFC HOLDING CO/PIZZA HUT HOLDI COMPANY GUAR 144A 06/26 5.25</name>
        <lei>N/A</lei>
        <title>KFC HOLDING CO/PIZZA HUT HOLDI COMPANY GUAR 144A 06/26 5.25</title>
        <cusip>48250NAB1</cusip>
        <identifiers>
          <isin value="US48250NAB10"/>
          <ticker value="YUM"/>
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        <balance>1135000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1197425</valUSD>
        <pctVal>0.2900855021</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.250000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Zayo Group LLC</name>
        <lei>549300Q4HWM0W5QWTQ31</lei>
        <title>ZAYO GROUP LLC TERM LOAN B</title>
        <cusip>98919MAM7</cusip>
        <identifiers>
          <isin value="US98919MAM73"/>
          <ticker value="ZAYO"/>
        </identifiers>
        <balance>232017.75</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>232344.9</valUSD>
        <pctVal>0.0562873558</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-01-19</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.8</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>Zayo Group LLC</name>
        <lei>549300Q4HWM0W5QWTQ31</lei>
        <title>ZAYO GROUP LLC REPRICING</title>
        <cusip>98919MAP0</cusip>
        <identifiers>
          <isin value="US98919MAP05"/>
          <ticker value="ZAYO"/>
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        <balance>425000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>426083.75</valUSD>
        <pctVal>0.1032220962</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-19</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.05</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>81235749 GE JAN21 15 CALL</name>
        <lei>N/A</lei>
        <title>81235749 GE JAN21 15 CALL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Custodian Identifier" value="AEI770180"/>
        </identifiers>
        <balance>347</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-15841.52</valUSD>
        <pctVal>-0.0038377312</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>General Electric Company</issuerName>
                <issueTitle>General Electric Company</issueTitle>
                <identifiers>
                  <ticker value="GE"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100</shareNo>
            <exercisePrice>15.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-01-15</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>2202.480000000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>81235779 AEP JAN21 105 CALL</name>
        <lei>N/A</lei>
        <title>81235779 AEP JAN21 105 CALL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Custodian Identifier" value="AEI770198"/>
        </identifiers>
        <balance>56</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-10784.84</valUSD>
        <pctVal>-0.0026127112</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>CITIBANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>AMERICAN ELECTRIC POWER</issuerName>
                <issueTitle>AMERICAN ELECTRIC POWER</issueTitle>
                <identifiers>
                  <ticker value="AEP"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100</shareNo>
            <exercisePrice>105.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-01-15</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-1992.840000000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AMZN 01/20 C 2300 OTC EQUITYOPTION---20200117</name>
        <lei>N/A</lei>
        <title>AMZN 01/20 C 2300 OTC EQUITYOPTION---20200117</title>
        <cusip>99ZZ89588</cusip>
        <identifiers>
          <ticker value="AMZN "/>
        </identifiers>
        <balance>6</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-220.7</valUSD>
        <pctVal>-0.0000534663</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>CITIBANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>AMAZON.COM INC</issuerName>
                <issueTitle>AMAZON.COM INC</issueTitle>
                <identifiers>
                  <ticker value="AMZN"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100</shareNo>
            <exercisePrice>2300.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-01-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>63347.200000000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOOG 01/20 C 1500 OTC EQUITYOPTION---20200117</name>
        <lei>N/A</lei>
        <title>GOOG 01/20 C 1500 OTC EQUITYOPTION---20200117</title>
        <cusip>AEI105874</cusip>
        <identifiers>
          <ticker value="GOOG "/>
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        <balance>4</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-0.23</valUSD>
        <pctVal>-0.0000000557</pctVal>
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        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>CITIBANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>ALPHABET INC</issuerName>
                <issueTitle>ALPHABET INC</issueTitle>
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                  <ticker value="GOOG"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100</shareNo>
            <exercisePrice>1500.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-01-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>17035.770000000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>81231559 AMZN JAN21 2200 CALL</name>
        <lei>N/A</lei>
        <title>81231559 AMZN JAN21 2200 CALL</title>
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        <identifiers>
          <other otherDesc="Custodian Identifier" value="AEI770222"/>
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        <balance>4</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-33765.29</valUSD>
        <pctVal>-0.0081799036</pctVal>
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        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Credit Suisse</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>AMAZON.COM INC</issuerName>
                <issueTitle>AMAZON.COM INC</issueTitle>
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                  <ticker value="AMZN"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100</shareNo>
            <exercisePrice>2200.000000000000</exercisePrice>
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            <expDt>2021-01-15</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-7854.490000000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>81244550 TMO JAN21 400 CALL</name>
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        <title>81244550 TMO JAN21 400 CALL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Custodian Identifier" value="AEI770461"/>
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        <balance>10</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-8659.15</valUSD>
        <pctVal>-0.0020977463</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>ROYAL BANK OF CANADA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Thermo Fisher Scientific Inc.</issuerName>
                <issueTitle>Thermo Fisher Scientific Inc.</issueTitle>
                <identifiers>
                  <ticker value="TMO"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100</shareNo>
            <exercisePrice>400.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-01-15</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-862.450000000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>KFC HOLDING CO/PIZZA HUT HOLDI COMPANY GUAR 144A 06/27 4.75</name>
        <lei>N/A</lei>
        <title>KFC HOLDING CO/PIZZA HUT HOLDI COMPANY GUAR 144A 06/27 4.75</title>
        <cusip>48250NAC9</cusip>
        <identifiers>
          <isin value="US48250NAC92"/>
          <ticker value="YUM"/>
        </identifiers>
        <balance>1642000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1728205</valUSD>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Keurig Dr Pepper Inc.</name>
        <lei>DYTQ8KRTKO7Y2BVU5K74</lei>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>AMZN 01/20 C 2600 OTC EQUITYOPTION---20200117</name>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>Credit Suisse</counterpartyName>
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            <putOrCall>Call</putOrCall>
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            <unrealizedAppr>20530.540000000000</unrealizedAppr>
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      <invstOrSec>
        <name>AMZN 01/20 C 2700 OTC EQUITYOPTION---20200117</name>
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        <valUSD>-10.06</valUSD>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>Credit Suisse</counterpartyName>
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            <putOrCall>Call</putOrCall>
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            <delta>XXXX</delta>
            <unrealizedAppr>25652.940000000000</unrealizedAppr>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>81255675 AMZN JAN21 2200 CALL</name>
        <lei>N/A</lei>
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          <other otherDesc="Custodian Identifier" value="AEI771212"/>
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        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>Credit Suisse</counterpartyName>
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            <putOrCall>Call</putOrCall>
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                <issuerName>AMAZON.COM INC</issuerName>
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            <delta>XXXX</delta>
            <unrealizedAppr>-7287.370000000000</unrealizedAppr>
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      <invstOrSec>
        <name>81258286 NXPI JAN21 140 CALL</name>
        <lei>N/A</lei>
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          <other otherDesc="Custodian Identifier" value="AEI771261"/>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>Credit Suisse</counterpartyName>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>NXP Semiconductors NV</issuerName>
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                  <ticker value="NXPI"/>
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              </otherRefInst>
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            <shareNo>100</shareNo>
            <exercisePrice>140.000000000000</exercisePrice>
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            <expDt>2021-01-15</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-7563.910000000000</unrealizedAppr>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>81258596 BDX JAN21 300 CALL</name>
        <lei>N/A</lei>
        <title>81258596 BDX JAN21 300 CALL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Custodian Identifier" value="AEI771279"/>
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        <balance>10</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-12561.83</valUSD>
        <pctVal>-0.0030432008</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Becton Dickinson and Co</issuerName>
                <issueTitle>Becton Dickinson and Co</issueTitle>
                <identifiers>
                  <ticker value="BDX"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100</shareNo>
            <exercisePrice>300.000000000000</exercisePrice>
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            <expDt>2021-01-15</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-3423.730000000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>81225626 TMO EQUITYOPTION---20210115</name>
        <lei>N/A</lei>
        <title>81225626 TMO EQUITYOPTION---20210115</title>
        <cusip>AEI771287</cusip>
        <identifiers>
          <ticker value="TMO "/>
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        <balance>18</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-15586.47</valUSD>
        <pctVal>-0.0037759434</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">
            <counterparties>
              <counterpartyName>ROYAL BANK OF CANADA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Thermo Fisher Scientific Inc.</issuerName>
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                  <ticker value="TMO"/>
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            <shareNo>100</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>-2855.250000000000</unrealizedAppr>
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      </invstOrSec>
      <invstOrSec>
        <name>81240324 NXPI JAN21 140 CALL</name>
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        <fairValLevel>2</fairValLevel>
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            <delta>XXXX</delta>
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      </invstOrSec>
      <invstOrSec>
        <name>81255691 AEP EQUITYOPTION---20210115</name>
        <lei>N/A</lei>
        <title>81255691 AEP EQUITYOPTION---20210115</title>
        <cusip>AEI773077</cusip>
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          <ticker value="AEP"/>
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                <issuerName>AMERICAN ELECTRIC POWER</issuerName>
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            <exercisePrice>105.000000000000</exercisePrice>
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            <delta>XXXX</delta>
            <unrealizedAppr>-1957.250000000000</unrealizedAppr>
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      <invstOrSec>
        <name>AMZN 01/20 C 2500 OTC EQUITYOPTION---20200117</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AMZN 01/20 C 2025 OTCE EQUITYOPTION---20200117</name>
        <lei>N/A</lei>
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          <ticker value="AMZN "/>
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        <assetCat>DE</assetCat>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>CITIBANK</counterpartyName>
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            <putOrCall>Call</putOrCall>
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            <shareNo>100</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>10708.080000000000</unrealizedAppr>
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      </invstOrSec>
      <invstOrSec>
        <name>81265955 BDX EQUITYOPTION---20210115</name>
        <lei>N/A</lei>
        <title>81265955 BDX EQUITYOPTION---20210115</title>
        <cusip>AEI773085</cusip>
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          <ticker value="BDX "/>
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        <balance>14</balance>
        <units>NC</units>
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        <valUSD>-17586.56</valUSD>
        <pctVal>-0.0042604807</pctVal>
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        <assetCat>DE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS</counterpartyName>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Becton Dickinson and Co</issuerName>
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                <identifiers>
                  <ticker value="BDX"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100</shareNo>
            <exercisePrice>300.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-01-15</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-3596.640000000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>81271066 NXPI EQUITYOPTION---20210115</name>
        <lei>N/A</lei>
        <title>81271066 NXPI EQUITYOPTION---20210115</title>
        <cusip>AEI773119</cusip>
        <identifiers>
          <ticker value="NXPI"/>
        </identifiers>
        <balance>54</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Marsh and McLennan Companies Inc.</name>
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        <name>Nestle Holdings Inc.</name>
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        <name>81399186 AMZN EQUITYOPTION---20210115</name>
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        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>CITIBANK</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</issueTitle>
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                  <ticker value="YUM"/>
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            </descRefInstrmnt>
            <shareNo>100</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>740.000000000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NextEra Energy Inc.</name>
        <lei>N/A</lei>
        <title>NEXTERA ENERGY INC COMMON STOCK USD.01</title>
        <cusip>65339F101</cusip>
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          <isin value="US65339F1012"/>
          <ticker value="NEE "/>
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        <balance>10456</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2532024.96</valUSD>
        <pctVal>0.6134027033</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NiSource Inc.</name>
        <lei>N/A</lei>
        <title>NISOURCE INC COMMON STOCK USD.01</title>
        <cusip>65473P105</cusip>
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          <isin value="US65473P1057"/>
          <ticker value="NI "/>
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        <balance>173031</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4817183.04</valUSD>
        <pctVal>1.1669999884</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>The PNC Financial Services Group Inc.</name>
        <lei>CFGNEKW0P8842LEUIA51</lei>
        <title>PNC FINANCIAL SERVICES GROUP I COMMON STOCK USD5.0</title>
        <cusip>693475105</cusip>
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          <isin value="US6934751057"/>
          <ticker value="PNC "/>
        </identifiers>
        <balance>7100</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1133373</valUSD>
        <pctVal>0.2745684079</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PerkinElmer Inc.</name>
        <lei>549300IKL1SDPFI7N655</lei>
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        <cusip>714046109</cusip>
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          <isin value="US7140461093"/>
          <ticker value="PKI "/>
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        <balance>134682</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>13077622.2</valUSD>
        <pctVal>3.1681555026</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>
          <loanByFundCondition isLoanByFund="Y" loanVal="135870.000000000000"/>
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      <invstOrSec>
        <name>ROWE T PRICE GOV RES FD 20340919 00000.0000000000</name>
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        <title>ROWE T PRICE GOV RES FD 20340919 00000.0000000000</title>
        <cusip>76105Y109</cusip>
        <identifiers>
          <isin value="US76105Y1091"/>
          <ticker value="76105Y109010"/>
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        <balance>48119594.02</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>48119594.02</valUSD>
        <pctVal>11.6573452151</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>RF</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>REYNOLDS GROUP ISSUER INC / RE SR SECURED 10/20 5.75</name>
        <lei>N/A</lei>
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        <cusip>761735AP4</cusip>
        <identifiers>
          <isin value="US761735AP42"/>
          <ticker value="REYNOL"/>
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        <balance>1322832.03</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1324485.57</valUSD>
        <pctVal>0.3208669116</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
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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>80004415 YUM JAN20 115 CALL</name>
        <lei>N/A</lei>
        <title>80004415 YUM JAN20 115 CALL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Custodian Identifier" value="AEI703942"/>
        </identifiers>
        <balance>10</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-0.18</valUSD>
        <pctVal>-0.0000000436</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>CITIBANK</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</issueTitle>
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                  <ticker value="YUM"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100</shareNo>
            <exercisePrice>115.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-01-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>2019.820000000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>80433555 YUM JAN20 115 CALL</name>
        <lei>N/A</lei>
        <title>80433555 YUM JAN20 115 CALL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Custodian Identifier" value="AEI705111"/>
        </identifiers>
        <balance>8</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-0.15</valUSD>
        <pctVal>-0.0000000363</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>CITIBANK</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</issueTitle>
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            </descRefInstrmnt>
            <shareNo>100</shareNo>
            <exercisePrice>115.000000000000</exercisePrice>
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            <expDt>2020-01-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>1615.850000000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Roper Technologies Inc.</name>
        <lei>N/A</lei>
        <title>ROPER TECHNOLOGIES INC COMMON STOCK USD.01</title>
        <cusip>776696106</cusip>
        <identifiers>
          <isin value="US7766961061"/>
          <ticker value="ROP "/>
        </identifiers>
        <balance>25107</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8893652.61</valUSD>
        <pctVal>2.1545563883</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>SBA Communications Corporation</name>
        <lei>N/A</lei>
        <title>SBA COMMUNICATIONS CORP SR UNSECURED 07/22 4.875</title>
        <cusip>78388JAT3</cusip>
        <identifiers>
          <isin value="US78388JAT34"/>
          <ticker value="SBAC"/>
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        <balance>1010000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1022625</valUSD>
        <pctVal>0.2477388451</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SandP Global Inc.</name>
        <lei>Y6X4K52KMJMZE7I7MY94</lei>
        <title>SandP GLOBAL INC COMMON STOCK USD1.0</title>
        <cusip>78409V104</cusip>
        <identifiers>
          <isin value="US78409V1044"/>
          <ticker value="SPGI "/>
        </identifiers>
        <balance>21749</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5938564.45</valUSD>
        <pctVal>1.4386633405</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>SOLERA LLC / SOLERA FINANCE IN SR UNSECURED 144A 03/24 10.5</name>
        <lei>N/A</lei>
        <title>SOLERA LLC / SOLERA FINANCE IN SR UNSECURED 144A 03/24 10.5</title>
        <cusip>83422AAA1</cusip>
        <identifiers>
          <isin value="US83422AAA16"/>
          <ticker value="SLH"/>
        </identifiers>
        <balance>2115000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2244141.9</valUSD>
        <pctVal>0.5436607971</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>80433605 YUM JAN20 120 CALL</name>
        <lei>N/A</lei>
        <title>80433605 YUM JAN20 120 CALL</title>
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        <identifiers>
          <other otherDesc="Custodian Identifier" value="AEI705137"/>
        </identifiers>
        <balance>8</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>0</valUSD>
        <pctVal>0.0000000000</pctVal>
        <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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              <counterpartyName>CITIBANK</counterpartyName>
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            <putOrCall>Call</putOrCall>
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            <descRefInstrmnt>
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                <issuerName>YUM! BRANDS INC</issuerName>
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            <shareNo>100</shareNo>
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            <expDt>2020-01-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>592.000000000000</unrealizedAppr>
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      </invstOrSec>
      <invstOrSec>
        <name>80435234 YUM 115 JAN20 115 CALL</name>
        <lei>N/A</lei>
        <title>80435234 YUM 115 JAN20 115 CALL</title>
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          <other otherDesc="Custodian Identifier" value="AEI706069"/>
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        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-0.37</valUSD>
        <pctVal>-0.0000000896</pctVal>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>CITIBANK</counterpartyName>
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            <putOrCall>Call</putOrCall>
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            <descRefInstrmnt>
              <otherRefInst>
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            <expDt>2020-01-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>3666.430000000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>80435242 YUM 120 JAN20 120 CALL</name>
        <lei>N/A</lei>
        <title>80435242 YUM 120 JAN20 120 CALL</title>
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          <other otherDesc="Custodian Identifier" value="AEI706101"/>
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        <units>NC</units>
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        <pctVal>-0.0000000024</pctVal>
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        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>CITIBANK</counterpartyName>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>YUM! BRANDS INC</issuerName>
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                  <ticker value="YUM"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100</shareNo>
            <exercisePrice>120.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-01-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>1299.390000000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>79953539 YUM JAN20 115 CALL</name>
        <lei>N/A</lei>
        <title>79953539 YUM JAN20 115 CALL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Custodian Identifier" value="AEI709139"/>
        </identifiers>
        <balance>18</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-0.33</valUSD>
        <pctVal>-0.0000000799</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>BANK OF AMERICA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>YUM! BRANDS INC</issuerName>
                <issueTitle>YUM! BRANDS INC</issueTitle>
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                  <ticker value="YUM"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100</shareNo>
            <exercisePrice>115.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-01-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>2208.450000000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Texas Instruments Incorporated</name>
        <lei>WDJNR2L6D8RWOEB8T652</lei>
        <title>TEXAS INSTRUMENTS INC COMMON STOCK USD1.0</title>
        <cusip>882508104</cusip>
        <identifiers>
          <isin value="US8825081040"/>
          <ticker value="TXNN "/>
        </identifiers>
        <balance>40200</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5157258</valUSD>
        <pctVal>1.2493857875</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>Thermo Fisher Scientific Inc.</name>
        <lei>HCHV7422L5HDJZCRFL38</lei>
        <title>THERMO FISHER SCIENTIFIC INC COMMON STOCK USD1.0</title>
        <cusip>883556102</cusip>
        <identifiers>
          <isin value="US8835561023"/>
          <ticker value="TMO "/>
        </identifiers>
        <balance>29545</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9598284.15</valUSD>
        <pctVal>2.3252588491</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>Unitedhealth Group Incorporated</name>
        <lei>549300GHBMY8T5GXDE41</lei>
        <title>UNITEDHEALTH GROUP INC COMMON STOCK USD.01</title>
        <cusip>91324P102</cusip>
        <identifiers>
          <isin value="US91324P1021"/>
          <ticker value="UNHN "/>
        </identifiers>
        <balance>13800</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4056924</valUSD>
        <pctVal>0.9828213339</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>JH COLLATERAL</name>
        <lei>N/A</lei>
        <title>JH COLLATERAL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Custodian Identifier" value="926EMC902"/>
        </identifiers>
        <balance>970641.5</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9711947.68</valUSD>
        <pctVal>2.3527947216</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <cashCollateralCondition cashCollateralVal="9711947.680000000000" isCashCollateral="Y"/>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>79953547 YUM JAN20 120 CALL</name>
        <lei>N/A</lei>
        <title>79953547 YUM JAN20 120 CALL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Custodian Identifier" value="AEI709154"/>
        </identifiers>
        <balance>18</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-0.01</valUSD>
        <pctVal>-0.0000000024</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>BANK OF AMERICA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>YUM! BRANDS INC</issuerName>
                <issueTitle>YUM! BRANDS INC</issueTitle>
                <identifiers>
                  <ticker value="YUM"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100</shareNo>
            <exercisePrice>120.000000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-01-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>739.250000000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Formula One Management Limited</name>
        <lei>N/A</lei>
        <title>DELTA 2  LUX  SARL TERM LOAN B</title>
        <cusip>L2465BAQ9</cusip>
        <identifiers>
          <isin value="XAL2465BAQ94"/>
          <ticker value="FMUONE"/>
        </identifiers>
        <balance>425000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>426462</valUSD>
        <pctVal>0.1033137302</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.3</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>Sunshine Luxembourg VII SARL</name>
        <lei>N/A</lei>
        <title>SUNSHINE LUXEMBOURG VII SARL TERM LOAN</title>
        <cusip>L8908YAB4</cusip>
        <identifiers>
          <isin value="XAL8908YAB47"/>
          <ticker value="SUNLUX"/>
        </identifiers>
        <balance>480000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>484027.2</valUSD>
        <pctVal>0.1172593468</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.19</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 COMMON STOCK USD.0001</title>
        <cusip>92826C839</cusip>
        <identifiers>
          <isin value="US92826C8394"/>
          <ticker value="V "/>
        </identifiers>
        <balance>82593</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>15519224.7</valUSD>
        <pctVal>3.7596526630</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>Waste Connections Inc.</name>
        <lei>549300HDLRTPBQU69P29</lei>
        <title>WASTE CONNECTIONS INC COMMON STOCK</title>
        <cusip>94106B101</cusip>
        <identifiers>
          <isin value="CA94106B1013"/>
          <ticker value="WCN "/>
        </identifiers>
        <balance>44043</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3998663.97</valUSD>
        <pctVal>0.9687073893</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>Wells Fargo and Company</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>WELLS FARGO and CO PREFERRED STOCK 7.5</title>
        <cusip>949746804</cusip>
        <identifiers>
          <isin value="US9497468044"/>
          <ticker value="WFC"/>
        </identifiers>
        <balance>3702</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5367900</valUSD>
        <pctVal>1.3004154473</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Xcel Energy Inc.</name>
        <lei>LGJNMI9GH8XIDG5RCM61</lei>
        <title>XCEL ENERGY INC COMMON STOCK USD2.5</title>
        <cusip>98389B100</cusip>
        <identifiers>
          <isin value="US98389B1008"/>
          <ticker value="XEL "/>
        </identifiers>
        <balance>99362</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6308493.38</valUSD>
        <pctVal>1.5282814956</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>YUM! Brands Inc.</name>
        <lei>549300JE8XHZZ7OHN517</lei>
        <title>YUM! BRANDS INC COMMON STOCK</title>
        <cusip>988498101</cusip>
        <identifiers>
          <isin value="US9884981013"/>
          <ticker value="YUM "/>
        </identifiers>
        <balance>48677</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4903234.21</valUSD>
        <pctVal>1.1878465523</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>YUM! Brands Inc.</name>
        <lei>549300JE8XHZZ7OHN517</lei>
        <title>YUM! BRANDS INC SR UNSECURED 11/21 3.75</title>
        <cusip>988498AH4</cusip>
        <identifiers>
          <isin value="US988498AH48"/>
          <ticker value="YUM"/>
        </identifiers>
        <balance>950000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>969000</valUSD>
        <pctVal>0.2347477726</pctVal>
        <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>3.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Alcon Inc.</name>
        <lei>N/A</lei>
        <title>ALCON INC COMMON STOCK CHF.04</title>
        <cusip>ACI198PY5</cusip>
        <identifiers>
          <isin value="CH0432492467"/>
          <ticker value="ALC "/>
        </identifiers>
        <balance>144169</balance>
        <units>NS</units>
        <currencyConditional curCd="CHF" exchangeRt="0.9678"/>
        <valUSD>8165964.99</valUSD>
        <pctVal>1.9782684131</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Aptiv PLC</name>
        <lei>N/A</lei>
        <title>APTIV PLC COMMON STOCK USD.01</title>
        <cusip>G6095L109</cusip>
        <identifiers>
          <isin value="JE00B783TY65"/>
          <ticker value="APTV "/>
        </identifiers>
        <balance>25719</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2442533.43</valUSD>
        <pctVal>0.5917226854</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TE Connectivity Ltd.</name>
        <lei>N/A</lei>
        <title>TE CONNECTIVITY LTD COMMON STOCK CHF.57</title>
        <cusip>H84989104</cusip>
        <identifiers>
          <isin value="CH0102993182"/>
          <ticker value="TEL "/>
        </identifiers>
        <balance>25403</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2434623.52</valUSD>
        <pctVal>0.5898064483</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NXP Semiconductors N.V.</name>
        <lei>N/A</lei>
        <title>NXP SEMICONDUCTORS NV COMMON STOCK</title>
        <cusip>N6596X109</cusip>
        <identifiers>
          <isin value="NL0009538784"/>
          <ticker value="NXPI "/>
        </identifiers>
        <balance>40389</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5139904.14</valUSD>
        <pctVal>1.2451816802</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FIXED INC CLEARING CORP.REPO</name>
        <lei>N/A</lei>
        <title>FIXED INC CLEARING CORP.REPO</title>
        <cusip>85748R009</cusip>
        <identifiers>
          <ticker value="85748R009013"/>
        </identifiers>
        <balance>2942000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2942000</valUSD>
        <pctVal>0.7127223394</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="N/A" name="STATE STREET"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>0.550000000000000</repurchaseRt>
          <maturityDt>2020-01-02</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>2975000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>3001620.3</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>UST</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <explntrNotes>
      <explntrNote note="Returns are reported without deduction of sales loads and redemption fees, if applicable." noteItem="B.5.a"/>
    </explntrNotes>
    <signature>
      <ncom:dateSigned>2020-01-30</ncom:dateSigned>
      <ncom:nameOfApplicant>John Hancock Variable Insurance Trust</ncom:nameOfApplicant>
      <ncom:signature>/s/Salvatore Schiavone</ncom:signature>
      <ncom:signerName>Salvatore Schiavone</ncom:signerName>
      <ncom:title>Treasurer</ncom:title>
    </signature>
  </formData>
</edgarSubmission>
