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        <AverageMonthlyFMVOfSecAmt>25335951</AverageMonthlyFMVOfSecAmt>
        <AverageMonthlyCashBalancesAmt>836744</AverageMonthlyCashBalancesAmt>
        <FMVAllOtherNoncharitableAstAmt>3328158</FMVAllOtherNoncharitableAstAmt>
        <TotalFMVOfUnusedAssetsAmt>29500853</TotalFMVOfUnusedAssetsAmt>
        <ReductionClaimedAmt>0</ReductionClaimedAmt>
        <AcquisitionIndebtednessAmt>0</AcquisitionIndebtednessAmt>
        <AdjustedTotalFMVOfUnusedAstAmt>29500853</AdjustedTotalFMVOfUnusedAstAmt>
        <CashDeemedCharitableAmt>442513</CashDeemedCharitableAmt>
        <NetVlNoncharitableAssetsAmt>29058340</NetVlNoncharitableAssetsAmt>
        <MinimumInvestmentReturnAmt>1452917</MinimumInvestmentReturnAmt>
      </MinimumInvestmentReturnGrp>
      <DistributableAmountGrp>
        <MinimumInvestmentReturnAmt>1452917</MinimumInvestmentReturnAmt>
        <TaxBasedOnInvestmentIncomeAmt>27991</TaxBasedOnInvestmentIncomeAmt>
        <IncomeTaxAmt>7665</IncomeTaxAmt>
        <TotalTaxAmt>35656</TotalTaxAmt>
        <DistributableBeforeAdjAmt>1417261</DistributableBeforeAdjAmt>
        <RecoveriesQualfiedDistriAmt>0</RecoveriesQualfiedDistriAmt>
        <DistributableBeforeDedAmt>1417261</DistributableBeforeDedAmt>
        <DeductionFromDistributableAmt>0</DeductionFromDistributableAmt>
        <DistributableAsAdjustedAmt>1417261</DistributableAsAdjustedAmt>
      </DistributableAmountGrp>
      <PFQualifyingDistributionsGrp>
        <ExpensesAndContributionsAmt>454546</ExpensesAndContributionsAmt>
        <ProgramRelatedInvstTotalAmt>0</ProgramRelatedInvstTotalAmt>
        <QualifyingDistributionsAmt>454546</QualifyingDistributionsAmt>
      </PFQualifyingDistributionsGrp>
      <UndistributedIncomeGrp>
        <DistributableAsAdjustedAmt>1417261</DistributableAsAdjustedAmt>
        <UndistributedIncomePYAmt>0</UndistributedIncomePYAmt>
        <TotalForPriorYearsAmt>0</TotalForPriorYearsAmt>
        <ExcessDistributionCyovYr4Amt>2072043</ExcessDistributionCyovYr4Amt>
        <ExcessDistributionCyovYr3Amt>113655</ExcessDistributionCyovYr3Amt>
        <ExcessDistributionCyovYr2Amt>1032655</ExcessDistributionCyovYr2Amt>
        <ExcessDistributionCyovYr1Amt>1038761</ExcessDistributionCyovYr1Amt>
        <TotalExcessDistributionCyovAmt>4257114</TotalExcessDistributionCyovAmt>
        <QualifyingDistributionsAmt>454546</QualifyingDistributionsAmt>
        <AppliedToYear1Amt>0</AppliedToYear1Amt>
        <AppliedToPriorYearsAmt>0</AppliedToPriorYearsAmt>
        <TreatedAsDistriFromCorpusAmt>0</TreatedAsDistriFromCorpusAmt>
        <AppliedToCurrentYearAmt>454546</AppliedToCurrentYearAmt>
        <RemainingDistriFromCorpusAmt>0</RemainingDistriFromCorpusAmt>
        <ExcessDistriCyovAppCYCorpusAmt>962715</ExcessDistriCyovAppCYCorpusAmt>
        <ExcessDistributionCyovAppCYAmt>962715</ExcessDistributionCyovAppCYAmt>
        <TotalCorpusAmt>3294399</TotalCorpusAmt>
        <PriorYearUndistributedIncmAmt>0</PriorYearUndistributedIncmAmt>
        <PriorYearDeficiencyOrTaxAmt>0</PriorYearDeficiencyOrTaxAmt>
        <Taxable1Amt>0</Taxable1Amt>
        <Taxable2Amt>0</Taxable2Amt>
        <UndistributedIncomeCYAmt>0</UndistributedIncomeCYAmt>
        <CorpusDistri170b1EOr4942g3Amt>0</CorpusDistri170b1EOr4942g3Amt>
        <ExcessDistriCyovFromYr5Amt>0</ExcessDistriCyovFromYr5Amt>
        <ExcessDistriCyovToNextYrAmt>3294399</ExcessDistriCyovToNextYrAmt>
        <ExcessFromYear4Amt>1109328</ExcessFromYear4Amt>
        <ExcessFromYear3Amt>113655</ExcessFromYear3Amt>
        <ExcessFromYear2Amt>1032655</ExcessFromYear2Amt>
        <ExcessFromYear1Amt>1038761</ExcessFromYear1Amt>
      </UndistributedIncomeGrp>
      <SupplementaryInformationGrp>
        <ContributingManagerNm>JEAN MCLAUGHLIN</ContributingManagerNm>
        <ContributingManagerNm>AMY MCLAUGHLIN-GRAY</ContributingManagerNm>
        <ContributingManagerNm>ROBERT MCLAUGHLIN</ContributingManagerNm>
        <ContributingManagerNm>CHRISTINA MCLAUGHLIN</ContributingManagerNm>
        <ContributingManagerNm>DAVID MCLAUGHLIN</ContributingManagerNm>
        <ContributingManagerNm>TIM MCLAUGHLIN</ContributingManagerNm>
        <ContributingManagerNm>ELIZABETH MCLAUGHLIN</ContributingManagerNm>
        <ContributingManagerNm>BETH MCLAUGHLIN</ContributingManagerNm>
        <ContributingManagerNm>KELLY GRAY</ContributingManagerNm>
        <ApplicationSubmissionInfoGrp>
          <RecipientPersonNm>KELLY GRAY</RecipientPersonNm>
          <RecipientUSAddress>
            <AddressLine1Txt>6824 N ROBINSON</AddressLine1Txt>
            <CityNm>OKLAHOMA CITY</CityNm>
            <StateAbbreviationCd>OK</StateAbbreviationCd>
            <ZIPCd>73116</ZIPCd>
          </RecipientUSAddress>
          <RecipientPhoneNum>4052564199</RecipientPhoneNum>
          <FormAndInfoAndMaterialsTxt>MCLAUGHLIN FAMILY FOUNDATION ACCEPTS GRANT APPLICATIONS BY INVITATION ONLY. GRANT APPLICATION DEADLINES ARE TYPICALLY IN EARLY OCTOBER, WITH DECISIONS MADE IN DECEMBER EACH YEAR. MORE DETAILS AVAILABLE ONLINE.</FormAndInfoAndMaterialsTxt>
          <SubmissionDeadlinesTxt>THERE ARE NO DEADLINES FOR APPLICATIONS.</SubmissionDeadlinesTxt>
          <RestrictionsOnAwardsTxt>GRANTS ARE ONLY CONSIDERED FOR 501(C) 3 OR EDUCATIONAL ENTITIES THAT PROVIDE SERVICES IN CENTRAL OKLAHOMA.</RestrictionsOnAwardsTxt>
        </ApplicationSubmissionInfoGrp>
        <GrantOrContributionPdDurYrGrp>
          <RecipientBusinessName>
            <BusinessNameLine1Txt>BECAUSE WE CARE PHILANTHROPY INC</BusinessNameLine1Txt>
          </RecipientBusinessName>
          <RecipientUSAddress>
            <AddressLine1Txt>1024 E BRITTON ROAD</AddressLine1Txt>
            <CityNm>OKLAHOMA CITY</CityNm>
            <StateAbbreviationCd>OK</StateAbbreviationCd>
            <ZIPCd>73131</ZIPCd>
          </RecipientUSAddress>
          <RecipientRelationshipTxt>NONE</RecipientRelationshipTxt>
          <RecipientFoundationStatusTxt>PC</RecipientFoundationStatusTxt>
          <GrantOrContributionPurposeTxt>GENERAL PURPOSE</GrantOrContributionPurposeTxt>
          <Amt>197783</Amt>
        </GrantOrContributionPdDurYrGrp>
        <GrantOrContributionPdDurYrGrp>
          <RecipientBusinessName>
            <BusinessNameLine1Txt>CHILDREN'S HOSPITAL FOUNDATION INC</BusinessNameLine1Txt>
          </RecipientBusinessName>
          <RecipientUSAddress>
            <AddressLine1Txt>6501 BROADWAY EXTENSION SUITE 190</AddressLine1Txt>
            <CityNm>OKLAHOMA CITY</CityNm>
            <StateAbbreviationCd>OK</StateAbbreviationCd>
            <ZIPCd>73116</ZIPCd>
          </RecipientUSAddress>
          <RecipientRelationshipTxt>NONE</RecipientRelationshipTxt>
          <RecipientFoundationStatusTxt>PC</RecipientFoundationStatusTxt>
          <GrantOrContributionPurposeTxt>GENERAL PURPOSE</GrantOrContributionPurposeTxt>
          <Amt>10000</Amt>
        </GrantOrContributionPdDurYrGrp>
        <GrantOrContributionPdDurYrGrp>
          <RecipientBusinessName>
            <BusinessNameLine1Txt>DONORSCHOOSEORG</BusinessNameLine1Txt>
          </RecipientBusinessName>
          <RecipientUSAddress>
            <AddressLine1Txt>134 W 37TH STREET FLOOR 11</AddressLine1Txt>
            <CityNm>NEW YORK</CityNm>
            <StateAbbreviationCd>NY</StateAbbreviationCd>
            <ZIPCd>10018</ZIPCd>
          </RecipientUSAddress>
          <RecipientRelationshipTxt>NONE</RecipientRelationshipTxt>
          <RecipientFoundationStatusTxt>PC</RecipientFoundationStatusTxt>
          <GrantOrContributionPurposeTxt>GENERAL PURPOSE</GrantOrContributionPurposeTxt>
          <Amt>35817</Amt>
        </GrantOrContributionPdDurYrGrp>
        <GrantOrContributionPdDurYrGrp>
          <RecipientBusinessName>
            <BusinessNameLine1Txt>EDMOND PUBLIC SCHOOLS</BusinessNameLine1Txt>
          </RecipientBusinessName>
          <RecipientUSAddress>
            <AddressLine1Txt>1001 W DANFORTH ROAD</AddressLine1Txt>
            <CityNm>EDMOND</CityNm>
            <StateAbbreviationCd>OK</StateAbbreviationCd>
            <ZIPCd>73003</ZIPCd>
          </RecipientUSAddress>
          <RecipientRelationshipTxt>NONE</RecipientRelationshipTxt>
          <RecipientFoundationStatusTxt>PC</RecipientFoundationStatusTxt>
          <GrantOrContributionPurposeTxt>GENERAL PURPOSE</GrantOrContributionPurposeTxt>
          <Amt>2500</Amt>
        </GrantOrContributionPdDurYrGrp>
        <GrantOrContributionPdDurYrGrp>
          <RecipientBusinessName>
            <BusinessNameLine1Txt>FILLMORE ELEMENTARY</BusinessNameLine1Txt>
          </RecipientBusinessName>
          <RecipientUSAddress>
            <AddressLine1Txt>5200 S BLACKWELDER AVENUE</AddressLine1Txt>
            <CityNm>OKLAHOMA CITY</CityNm>
            <StateAbbreviationCd>OK</StateAbbreviationCd>
            <ZIPCd>73119</ZIPCd>
          </RecipientUSAddress>
          <RecipientRelationshipTxt>NONE</RecipientRelationshipTxt>
          <RecipientFoundationStatusTxt>PC</RecipientFoundationStatusTxt>
          <GrantOrContributionPurposeTxt>GENERAL PURPOSE</GrantOrContributionPurposeTxt>
          <Amt>2076</Amt>
        </GrantOrContributionPdDurYrGrp>
        <GrantOrContributionPdDurYrGrp>
          <RecipientBusinessName>
            <BusinessNameLine1Txt>HALO PROJECT</BusinessNameLine1Txt>
          </RecipientBusinessName>
          <RecipientUSAddress>
            <AddressLine1Txt>PO BOX 14060</AddressLine1Txt>
            <CityNm>OKLAHOMA CITY</CityNm>
            <StateAbbreviationCd>OK</StateAbbreviationCd>
            <ZIPCd>73113</ZIPCd>
          </RecipientUSAddress>
          <RecipientRelationshipTxt>NONE</RecipientRelationshipTxt>
          <RecipientFoundationStatusTxt>PC</RecipientFoundationStatusTxt>
          <GrantOrContributionPurposeTxt>GENERAL PURPOSE</GrantOrContributionPurposeTxt>
          <Amt>82365</Amt>
        </GrantOrContributionPdDurYrGrp>
        <GrantOrContributionPdDurYrGrp>
          <RecipientBusinessName>
            <BusinessNameLine1Txt>LOVEWORKS LEADERSHIP</BusinessNameLine1Txt>
          </RecipientBusinessName>
          <RecipientUSAddress>
            <AddressLine1Txt>151 12TH AVENUE SE</AddressLine1Txt>
            <CityNm>NORMAN</CityNm>
            <StateAbbreviationCd>OK</StateAbbreviationCd>
            <ZIPCd>73071</ZIPCd>
          </RecipientUSAddress>
          <RecipientRelationshipTxt>NONE</RecipientRelationshipTxt>
          <RecipientFoundationStatusTxt>PC</RecipientFoundationStatusTxt>
          <GrantOrContributionPurposeTxt>GENERAL PURPOSE</GrantOrContributionPurposeTxt>
          <Amt>2000</Amt>
        </GrantOrContributionPdDurYrGrp>
        <GrantOrContributionPdDurYrGrp>
          <RecipientBusinessName>
            <BusinessNameLine1Txt>OKLAHOMA CITY BALLET</BusinessNameLine1Txt>
          </RecipientBusinessName>
          <RecipientUSAddress>
            <AddressLine1Txt>7421 N CLASSEN BLVD</AddressLine1Txt>
            <CityNm>OKLAHOMA CITY</CityNm>
            <StateAbbreviationCd>OK</StateAbbreviationCd>
            <ZIPCd>73116</ZIPCd>
          </RecipientUSAddress>
          <RecipientRelationshipTxt>NONE</RecipientRelationshipTxt>
          <RecipientFoundationStatusTxt>PC</RecipientFoundationStatusTxt>
          <GrantOrContributionPurposeTxt>GENERAL PURPOSE</GrantOrContributionPurposeTxt>
          <Amt>3000</Amt>
        </GrantOrContributionPdDurYrGrp>
        <GrantOrContributionPdDurYrGrp>
          <RecipientBusinessName>
            <BusinessNameLine1Txt>OKLAHOMA CITY POLICE ATHLETIC LEAGUE</BusinessNameLine1Txt>
          </RecipientBusinessName>
          <RecipientUSAddress>
            <AddressLine1Txt>3816 S ROBINSON AVENUE</AddressLine1Txt>
            <CityNm>OKLAHOMA CITY</CityNm>
            <StateAbbreviationCd>OK</StateAbbreviationCd>
            <ZIPCd>73109</ZIPCd>
          </RecipientUSAddress>
          <RecipientRelationshipTxt>NONE</RecipientRelationshipTxt>
          <RecipientFoundationStatusTxt>PC</RecipientFoundationStatusTxt>
          <GrantOrContributionPurposeTxt>GENERAL PURPOSE</GrantOrContributionPurposeTxt>
          <Amt>250</Amt>
        </GrantOrContributionPdDurYrGrp>
        <GrantOrContributionPdDurYrGrp>
          <RecipientBusinessName>
            <BusinessNameLine1Txt>SINGLE PARENT BOARD RETREAT</BusinessNameLine1Txt>
          </RecipientBusinessName>
          <RecipientUSAddress>
            <AddressLine1Txt>PO BOX 12593</AddressLine1Txt>
            <CityNm>OKLAHOMA CITY</CityNm>
            <StateAbbreviationCd>OK</StateAbbreviationCd>
            <ZIPCd>73157</ZIPCd>
          </RecipientUSAddress>
          <RecipientRelationshipTxt>NONE</RecipientRelationshipTxt>
          <RecipientFoundationStatusTxt>PC</RecipientFoundationStatusTxt>
          <GrantOrContributionPurposeTxt>GENERAL PURPOSE</GrantOrContributionPurposeTxt>
          <Amt>2500</Amt>
        </GrantOrContributionPdDurYrGrp>
        <GrantOrContributionPdDurYrGrp>
          <RecipientBusinessName>
            <BusinessNameLine1Txt>SUNBEAM FAMILY SERVICES</BusinessNameLine1Txt>
          </RecipientBusinessName>
          <RecipientUSAddress>
            <AddressLine1Txt>1100 NW 14TH STREET</AddressLine1Txt>
            <CityNm>OKLAHOMA CITY</CityNm>
            <StateAbbreviationCd>OK</StateAbbreviationCd>
            <ZIPCd>73106</ZIPCd>
          </RecipientUSAddress>
          <RecipientRelationshipTxt>NONE</RecipientRelationshipTxt>
          <RecipientFoundationStatusTxt>PC</RecipientFoundationStatusTxt>
          <GrantOrContributionPurposeTxt>GENERAL PURPOSE</GrantOrContributionPurposeTxt>
          <Amt>6000</Amt>
        </GrantOrContributionPdDurYrGrp>
        <GrantOrContributionPdDurYrGrp>
          <RecipientBusinessName>
            <BusinessNameLine1Txt>WES WELKER FOUNDATION</BusinessNameLine1Txt>
          </RecipientBusinessName>
          <RecipientUSAddress>
            <AddressLine1Txt>PO BOX 20777</AddressLine1Txt>
            <CityNm>OKLAHOMA CITY</CityNm>
            <StateAbbreviationCd>OK</StateAbbreviationCd>
            <ZIPCd>73156</ZIPCd>
          </RecipientUSAddress>
          <RecipientRelationshipTxt>NONE</RecipientRelationshipTxt>
          <RecipientFoundationStatusTxt>PC</RecipientFoundationStatusTxt>
          <GrantOrContributionPurposeTxt>GENERAL PURPOSE</GrantOrContributionPurposeTxt>
          <Amt>10000</Amt>
        </GrantOrContributionPdDurYrGrp>
        <TotalGrantOrContriPdDurYrAmt>354291</TotalGrantOrContriPdDurYrAmt>
        <TotalGrantOrContriApprvFutAmt>0</TotalGrantOrContriApprvFutAmt>
      </SupplementaryInformationGrp>
      <AnalysisIncomeProducingActyGrp>
        <DividendsAndInterestFromSecDtl>
          <ExclusionCd>14</ExclusionCd>
          <ExclusionAmt>573751</ExclusionAmt>
        </DividendsAndInterestFromSecDtl>
        <GainSalesAstOthThanInvntryGrp>
          <ExclusionCd>18</ExclusionCd>
          <ExclusionAmt>1302205</ExclusionAmt>
        </GainSalesAstOthThanInvntryGrp>
        <OtherRevenueDescribedGrp>
          <Desc>CREDIT CARD CASH REWARDS</Desc>
          <ExclusionCd>01</ExclusionCd>
          <ExclusionAmt>1531</ExclusionAmt>
        </OtherRevenueDescribedGrp>
        <SubtotalsIncmProducingActyGrp>
          <UnrelatedBusinessTaxblIncmAmt>0</UnrelatedBusinessTaxblIncmAmt>
          <ExclusionAmt>1877487</ExclusionAmt>
          <RelatedOrExemptFunctionIncmAmt>0</RelatedOrExemptFunctionIncmAmt>
        </SubtotalsIncmProducingActyGrp>
        <TotalIncomeProducingActyAmt>1877487</TotalIncomeProducingActyAmt>
      </AnalysisIncomeProducingActyGrp>
      <RlnOfActyToAccomOfExmptPrpsGrp>
        <RlnOfActyToAccomOfExmptPrpsGrp>
          <LineNumberTxt>1</LineNumberTxt>
          <RelationshipStatementTxt>N/A</RelationshipStatementTxt>
        </RlnOfActyToAccomOfExmptPrpsGrp>
      </RlnOfActyToAccomOfExmptPrpsGrp>
      <TrnsfrTransRlnNonchrtblEOGrp>
        <TrnsfrOfCashToNonchrtblEOInd>0</TrnsfrOfCashToNonchrtblEOInd>
        <TrnsfrOtherAssetNonchrtblEOInd>0</TrnsfrOtherAssetNonchrtblEOInd>
        <SalesOrExchangesOfAssetsInd>0</SalesOrExchangesOfAssetsInd>
        <PurchaseOfAssetsNonchrtblEOInd>0</PurchaseOfAssetsNonchrtblEOInd>
        <RentalOfFacilitiesOthAssetsInd>0</RentalOfFacilitiesOthAssetsInd>
        <ReimbursementArrangementsInd>0</ReimbursementArrangementsInd>
        <LoansOrLoanGuaranteesInd>0</LoansOrLoanGuaranteesInd>
        <PerformanceOfServicesEtcInd>0</PerformanceOfServicesEtcInd>
        <SharingOfFacilitiesEtcInd>0</SharingOfFacilitiesEtcInd>
        <RelationshipsNonchrtblEOInd>0</RelationshipsNonchrtblEOInd>
      </TrnsfrTransRlnNonchrtblEOGrp>
    </IRS990PF>
    <AccountingFeesSchedule documentId="RetDoc2002200001">
      <AccountingFeesDetail>
        <CategoryTxt>ACCOUNTING FEES</CategoryTxt>
        <Amt>17900</Amt>
        <NetInvestmentIncomeAmt>7400</NetInvestmentIncomeAmt>
        <DisbursementsCharitablePrpsAmt>7400</DisbursementsCharitablePrpsAmt>
      </AccountingFeesDetail>
    </AccountingFeesSchedule>
    <AllOthProgRltdInvestmentsSch documentId="RetDoc2063500001">
      <AllOtherProgramRelatedInvstGrp>
        <Desc>N/A</Desc>
        <Amt>0</Amt>
      </AllOtherProgramRelatedInvstGrp>
    </AllOthProgRltdInvestmentsSch>
    <InvestmentsCorpBondsSchedule documentId="RetDoc2044400001">
      <InvestmentsCorporateBondsGrp>
        <BondNm>51000 SHS VERISK ANALYTICS INC</BondNm>
        <EOYBookValueAmt>52158</EOYBookValueAmt>
        <EOYFMVAmt>52158</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>58000 SHS RPM INTERNATIONAL INC</BondNm>
        <EOYBookValueAmt>58915</EOYBookValueAmt>
        <EOYFMVAmt>58915</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>47000 SHS GLOBAL PAYMENTS INC</BondNm>
        <EOYBookValueAmt>48438</EOYBookValueAmt>
        <EOYFMVAmt>48438</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>44000 SHS TRINITY ACQUISITION PLC</BondNm>
        <EOYBookValueAmt>46162</EOYBookValueAmt>
        <EOYFMVAmt>46162</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>50000 SHS FORTUNE BRANDS HOME &amp; SE</BondNm>
        <EOYBookValueAmt>52387</EOYBookValueAmt>
        <EOYFMVAmt>52387</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>41000 SHS CENTURYLINK INC</BondNm>
        <EOYBookValueAmt>44280</EOYBookValueAmt>
        <EOYFMVAmt>44280</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>19000 SHS AMC NETWORKS INC</BondNm>
        <EOYBookValueAmt>19143</EOYBookValueAmt>
        <EOYFMVAmt>19143</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>14000 SHS CENTURYLINK INC</BondNm>
        <EOYBookValueAmt>15330</EOYBookValueAmt>
        <EOYFMVAmt>15330</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>16000 SHS CONAGRA BRANDS INC</BondNm>
        <EOYBookValueAmt>17028</EOYBookValueAmt>
        <EOYFMVAmt>17028</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>15000 SHS WILLIS NORTH AMERICA INC</BondNm>
        <EOYBookValueAmt>15713</EOYBookValueAmt>
        <EOYFMVAmt>15713</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>58000 SHS MOTOROLA SOLUTIONS INC</BondNm>
        <EOYBookValueAmt>61784</EOYBookValueAmt>
        <EOYFMVAmt>61784</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>65000 SHS ALLEGION US HOLDING CO INC</BondNm>
        <EOYBookValueAmt>67607</EOYBookValueAmt>
        <EOYFMVAmt>67607</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>29000 SHS KLA CORP</BondNm>
        <EOYBookValueAmt>31446</EOYBookValueAmt>
        <EOYFMVAmt>31446</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>60000 SHS CARLISLE COS INC</BondNm>
        <EOYBookValueAmt>63292</EOYBookValueAmt>
        <EOYFMVAmt>63292</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>3000 SHS BECTON DICKINSON AND CO</BondNm>
        <EOYBookValueAmt>3189</EOYBookValueAmt>
        <EOYFMVAmt>3189</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>51000 SHS QVC INC</BondNm>
        <EOYBookValueAmt>53805</EOYBookValueAmt>
        <EOYFMVAmt>53805</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>48000 SHS DOLLAR TREE INC</BondNm>
        <EOYBookValueAmt>51585</EOYBookValueAmt>
        <EOYFMVAmt>51585</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>49000 SHS AMERICAN TOWER CORP</BondNm>
        <EOYBookValueAmt>52455</EOYBookValueAmt>
        <EOYFMVAmt>52455</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>17000 SHS REYNOLDS AMERICAN INC</BondNm>
        <EOYBookValueAmt>18355</EOYBookValueAmt>
        <EOYFMVAmt>18355</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>28000 SHS AMC NETWORKS INC</BondNm>
        <EOYBookValueAmt>28595</EOYBookValueAmt>
        <EOYFMVAmt>28595</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>30000 SHS MICROCHIP TECHNOLOGY INC</BondNm>
        <EOYBookValueAmt>31160</EOYBookValueAmt>
        <EOYFMVAmt>31160</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>22000 SHS CONAGRA BRANDS INC</BondNm>
        <EOYBookValueAmt>24199</EOYBookValueAmt>
        <EOYFMVAmt>24199</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>32000 SHS ZIMMER BIOMET HOLDINGS INC</BondNm>
        <EOYBookValueAmt>33444</EOYBookValueAmt>
        <EOYFMVAmt>33444</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>37000 SHS ALTRIA GROUP LLC</BondNm>
        <EOYBookValueAmt>51728</EOYBookValueAmt>
        <EOYFMVAmt>51728</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>49000 SHS WESTERN DIGITAL CORP</BondNm>
        <EOYBookValueAmt>53533</EOYBookValueAmt>
        <EOYFMVAmt>53533</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>12000 SHS GLOBAL PAYMENTS INC</BondNm>
        <EOYBookValueAmt>13329</EOYBookValueAmt>
        <EOYFMVAmt>13329</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>30000 SHS FISERV INC</BondNm>
        <EOYBookValueAmt>31737</EOYBookValueAmt>
        <EOYFMVAmt>31737</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>34000 SHS STEEL DYNAMICS ICN</BondNm>
        <EOYBookValueAmt>34951</EOYBookValueAmt>
        <EOYFMVAmt>34951</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>40000 SHS AT&amp;T INC</BondNm>
        <EOYBookValueAmt>43464</EOYBookValueAmt>
        <EOYFMVAmt>43464</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>16000 SHS CARRIER GLOBAL CORP</BondNm>
        <EOYBookValueAmt>16447</EOYBookValueAmt>
        <EOYFMVAmt>16447</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>24000 SHS SBA COMMUNICATIONS</BondNm>
        <EOYBookValueAmt>24720</EOYBookValueAmt>
        <EOYFMVAmt>24720</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>59000 SHS CA INC</BondNm>
        <EOYBookValueAmt>64614</EOYBookValueAmt>
        <EOYFMVAmt>64614</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>54000 SHS VERIZON COMMUNICATIONS INC</BondNm>
        <EOYBookValueAmt>60024</EOYBookValueAmt>
        <EOYFMVAmt>60024</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>49000 SHS KRAFT HEINZ FOODS CO</BondNm>
        <EOYBookValueAmt>52960</EOYBookValueAmt>
        <EOYFMVAmt>52960</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>56000 SHS UNITED RENTALS NORTH AMERICA INC</BondNm>
        <EOYBookValueAmt>58240</EOYBookValueAmt>
        <EOYFMVAmt>58240</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>41000 SHS CDK GLOBAL INC</BondNm>
        <EOYBookValueAmt>42435</EOYBookValueAmt>
        <EOYFMVAmt>42435</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>59000 SHS HP INC</BondNm>
        <EOYBookValueAmt>62087</EOYBookValueAmt>
        <EOYFMVAmt>62087</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>57000 SHS CITRIX SYSTEMS INC</BondNm>
        <EOYBookValueAmt>61916</EOYBookValueAmt>
        <EOYFMVAmt>61916</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>5000 SHS SERVICE CORP INTERNATIONAL/US</BondNm>
        <EOYBookValueAmt>5219</EOYBookValueAmt>
        <EOYFMVAmt>5219</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>16000 SHS AT&amp;T INC</BondNm>
        <EOYBookValueAmt>17767</EOYBookValueAmt>
        <EOYFMVAmt>17767</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>58000 SHS TEGNA INC</BondNm>
        <EOYBookValueAmt>58626</EOYBookValueAmt>
        <EOYFMVAmt>58626</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>48000 SHS DISCOVERY COMMUNICATIONS LLC</BondNm>
        <EOYBookValueAmt>52204</EOYBookValueAmt>
        <EOYFMVAmt>52204</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>31000 SHS BAT CAPITAL CORP</BondNm>
        <EOYBookValueAmt>30232</EOYBookValueAmt>
        <EOYFMVAmt>30232</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>54000 SHS ORACLE CORP</BondNm>
        <EOYBookValueAmt>53869</EOYBookValueAmt>
        <EOYFMVAmt>53869</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>11000 SHS CDW LLC/CDW FINANCE CORP</BondNm>
        <EOYBookValueAmt>11358</EOYBookValueAmt>
        <EOYFMVAmt>11358</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>13000 SHS HCA INC</BondNm>
        <EOYBookValueAmt>15190</EOYBookValueAmt>
        <EOYFMVAmt>15190</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>22000 SHS WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP</BondNm>
        <EOYBookValueAmt>25027</EOYBookValueAmt>
        <EOYFMVAmt>25027</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>6000 SHS CONAGRA BRANDS INC</BondNm>
        <EOYBookValueAmt>6927</EOYBookValueAmt>
        <EOYFMVAmt>6927</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>11000 SHS AMC NETWORKS INC</BondNm>
        <EOYBookValueAmt>10931</EOYBookValueAmt>
        <EOYFMVAmt>10931</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>49000 SHS CDW LLC/CDW FINANCE CORP</BondNm>
        <EOYBookValueAmt>49438</EOYBookValueAmt>
        <EOYFMVAmt>49438</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>49000 SHS SERVICE CORP INTERNATIONAL/US</BondNm>
        <EOYBookValueAmt>52553</EOYBookValueAmt>
        <EOYFMVAmt>52553</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>53000 SHS QORVO INC</BondNm>
        <EOYBookValueAmt>56246</EOYBookValueAmt>
        <EOYFMVAmt>56246</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>86000 SHS UNITED STATES TREASURY NOTE</BondNm>
        <EOYBookValueAmt>84411</EOYBookValueAmt>
        <EOYFMVAmt>84411</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>26000 SHS DISH DBS CORP</BondNm>
        <EOYBookValueAmt>26423</EOYBookValueAmt>
        <EOYFMVAmt>26423</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>6000 SHS AIRCASTLE LTD</BondNm>
        <EOYBookValueAmt>6263</EOYBookValueAmt>
        <EOYFMVAmt>6263</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>10000 SHS CF INDUSTRIES INC</BondNm>
        <EOYBookValueAmt>10310</EOYBookValueAmt>
        <EOYFMVAmt>10310</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>6000 SHS YUM! BRANDS INC</BondNm>
        <EOYBookValueAmt>6248</EOYBookValueAmt>
        <EOYFMVAmt>6248</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>14000 SHS CENTURYLINK INC</BondNm>
        <EOYBookValueAmt>15120</EOYBookValueAmt>
        <EOYFMVAmt>15120</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>12000 SHS QVC INC</BondNm>
        <EOYBookValueAmt>12807</EOYBookValueAmt>
        <EOYFMVAmt>12807</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>22000 SHS AMERIGAS PARTNERS LP/AMERIGAS FINANCE CORP</BondNm>
        <EOYBookValueAmt>23786</EOYBookValueAmt>
        <EOYFMVAmt>23786</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>9000 SHS GRAPHIC PACKAGING INTERNATIONAL LLC</BondNm>
        <EOYBookValueAmt>9450</EOYBookValueAmt>
        <EOYFMVAmt>9450</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>1000 SHS PDC ENERGY INC</BondNm>
        <EOYBookValueAmt>1013</EOYBookValueAmt>
        <EOYFMVAmt>1013</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>12000 SHS CDK GLOBAL INC</BondNm>
        <EOYBookValueAmt>13086</EOYBookValueAmt>
        <EOYFMVAmt>13086</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>6000 SHS BOARDWALK PIPELINES LP</BondNm>
        <EOYBookValueAmt>6503</EOYBookValueAmt>
        <EOYFMVAmt>6503</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>18000 SHS SILGAN HOLDINGS INC</BondNm>
        <EOYBookValueAmt>18113</EOYBookValueAmt>
        <EOYFMVAmt>18113</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>19000 SHS RANGE RESOURCES CORP</BondNm>
        <EOYBookValueAmt>19618</EOYBookValueAmt>
        <EOYFMVAmt>19618</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>22000 SHS AMC NETWORKS INC</BondNm>
        <EOYBookValueAmt>22468</EOYBookValueAmt>
        <EOYFMVAmt>22468</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>20000 SHS BALL CORP</BondNm>
        <EOYBookValueAmt>22030</EOYBookValueAmt>
        <EOYFMVAmt>22030</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>24000 SHS PDC ENERGY INC</BondNm>
        <EOYBookValueAmt>24780</EOYBookValueAmt>
        <EOYFMVAmt>24780</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>21000 SHS IIP OPERATING PARTNERSHIP LP</BondNm>
        <EOYBookValueAmt>22242</EOYBookValueAmt>
        <EOYFMVAmt>22242</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>8000 SHS DISH DBS CORP</BondNm>
        <EOYBookValueAmt>8440</EOYBookValueAmt>
        <EOYFMVAmt>8440</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>9000 SHS CROWN AMERICAS LLC/CROWN AMERICAS CAPITAL CORP V</BondNm>
        <EOYBookValueAmt>9608</EOYBookValueAmt>
        <EOYFMVAmt>9608</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>13000 SHS GENERAL MOTORS FINANCIAL CO INC</BondNm>
        <EOYBookValueAmt>14329</EOYBookValueAmt>
        <EOYFMVAmt>14329</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>17000 SHS HEXCEL CORP</BondNm>
        <EOYBookValueAmt>18264</EOYBookValueAmt>
        <EOYFMVAmt>18264</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>10000 SHS QVC INC</BondNm>
        <EOYBookValueAmt>10275</EOYBookValueAmt>
        <EOYFMVAmt>10275</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>18000 SHS SBA COMMUNICATIONS CORP</BondNm>
        <EOYBookValueAmt>18540</EOYBookValueAmt>
        <EOYFMVAmt>18540</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>22000 SHS GOODYEAR TIRE &amp; RUBBER CO/THE</BondNm>
        <EOYBookValueAmt>23293</EOYBookValueAmt>
        <EOYFMVAmt>23293</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>22000 SHS CEDAR FAIR LP/CANADA'S WONDE RLAND CO/MAGNUM MANAGEMENT C</BondNm>
        <EOYBookValueAmt>22550</EOYBookValueAmt>
        <EOYFMVAmt>22550</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>15000 SHS KB HOME</BondNm>
        <EOYBookValueAmt>17588</EOYBookValueAmt>
        <EOYFMVAmt>17588</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>6000 SHS OLIN CORP</BondNm>
        <EOYBookValueAmt>6158</EOYBookValueAmt>
        <EOYFMVAmt>6158</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>21000 SHS MPT OPERATING PARTNERSHIP LP/MPT FINANCE CORP</BondNm>
        <EOYBookValueAmt>21971</EOYBookValueAmt>
        <EOYFMVAmt>21971</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>20000 SHS TELEFLEX INC</BondNm>
        <EOYBookValueAmt>20800</EOYBookValueAmt>
        <EOYFMVAmt>20800</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>16000 SHS CENTENE CORP</BondNm>
        <EOYBookValueAmt>16680</EOYBookValueAmt>
        <EOYFMVAmt>16680</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>21000 SHS SERVICE CORP INTERNATIONAL/US</BondNm>
        <EOYBookValueAmt>21919</EOYBookValueAmt>
        <EOYFMVAmt>21919</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>21000 SHS NRG ENERGY INC</BondNm>
        <EOYBookValueAmt>22199</EOYBookValueAmt>
        <EOYFMVAmt>22199</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>21000 SHS UNITED RENTALS NORTH AMERICA INC</BondNm>
        <EOYBookValueAmt>22068</EOYBookValueAmt>
        <EOYFMVAmt>22068</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>9000 SHS SILGAN HOLDINGS INC</BondNm>
        <EOYBookValueAmt>9191</EOYBookValueAmt>
        <EOYFMVAmt>9191</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>21000 SHS T-MOBILE USA INC</BondNm>
        <EOYBookValueAmt>22103</EOYBookValueAmt>
        <EOYFMVAmt>22103</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>8000 SHS CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATION</BondNm>
        <EOYBookValueAmt>8576</EOYBookValueAmt>
        <EOYFMVAmt>8576</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>10000 SHS DELL INC</BondNm>
        <EOYBookValueAmt>12528</EOYBookValueAmt>
        <EOYFMVAmt>12528</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>9000 SHS PG&amp;E CORP</BondNm>
        <EOYBookValueAmt>9466</EOYBookValueAmt>
        <EOYFMVAmt>9466</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>15000 SHS NETFLIX INC</BondNm>
        <EOYBookValueAmt>18038</EOYBookValueAmt>
        <EOYFMVAmt>18038</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>22000 SHS LAMAR MEDIA CORP</BondNm>
        <EOYBookValueAmt>22963</EOYBookValueAmt>
        <EOYFMVAmt>22963</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>14000 SHS OCCIDENTAL PETROLEUM CORP</BondNm>
        <EOYBookValueAmt>14363</EOYBookValueAmt>
        <EOYFMVAmt>14363</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>17000 SHS QORVO INC</BondNm>
        <EOYBookValueAmt>18041</EOYBookValueAmt>
        <EOYFMVAmt>18041</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>16000 SHS SCOTTS MIRACLE-GRO CO/THE</BondNm>
        <EOYBookValueAmt>16680</EOYBookValueAmt>
        <EOYFMVAmt>16680</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>24000 SHS DIAMONBACK ENERGY INC</BondNm>
        <EOYBookValueAmt>25450</EOYBookValueAmt>
        <EOYFMVAmt>25450</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>13000 SHS APACHE CORP</BondNm>
        <EOYBookValueAmt>14108</EOYBookValueAmt>
        <EOYFMVAmt>14108</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>13000 SHS OLIN CORP</BondNm>
        <EOYBookValueAmt>13650</EOYBookValueAmt>
        <EOYFMVAmt>13650</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>18000 SHS HCA INC</BondNm>
        <EOYBookValueAmt>19024</EOYBookValueAmt>
        <EOYFMVAmt>19024</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>18000 SHS CENTRAL GARDEN &amp; PET CO</BondNm>
        <EOYBookValueAmt>18158</EOYBookValueAmt>
        <EOYFMVAmt>18158</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>10000 SHS OCCIDENTAL PETROLEUM CORP</BondNm>
        <EOYBookValueAmt>13350</EOYBookValueAmt>
        <EOYFMVAmt>13350</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>13000 SHS XPO CNW INC</BondNm>
        <EOYBookValueAmt>15893</EOYBookValueAmt>
        <EOYFMVAmt>15893</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>14000 SHS FREEPORT-MCMORAN INC</BondNm>
        <EOYBookValueAmt>17045</EOYBookValueAmt>
        <EOYFMVAmt>17045</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>8000 SHS EMBARQ CORP</BondNm>
        <EOYBookValueAmt>8960</EOYBookValueAmt>
        <EOYFMVAmt>8960</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>9000 SHS KRAFT HEINZ FOODS CO</BondNm>
        <EOYBookValueAmt>13224</EOYBookValueAmt>
        <EOYFMVAmt>13224</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>13000 SHS APACHE CORP</BondNm>
        <EOYBookValueAmt>14690</EOYBookValueAmt>
        <EOYFMVAmt>14690</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>16000 SHS FORD MOTOR CO</BondNm>
        <EOYBookValueAmt>18804</EOYBookValueAmt>
        <EOYFMVAmt>18804</EOYFMVAmt>
      </InvestmentsCorporateBondsGrp>
      <InvestmentsCorporateBondsGrp>
        <BondNm>41000 SHS SHELL INTERNATIONAL FINANCE BV</BondNm>
        <EOYBookValueAmt>43512</EOYBookValueAmt>
        <EOYFMVAmt>43512</EOYFMVAmt>
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        <BondNm>38000 SHS VERIZON COMMUNICATIONS INC</BondNm>
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        <EOYFMVAmt>42239</EOYFMVAmt>
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        <BondNm>40000 SHS CVS HEALTH CORP</BondNm>
        <EOYBookValueAmt>47166</EOYBookValueAmt>
        <EOYFMVAmt>47166</EOYFMVAmt>
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        <EOYFMVAmt>43029</EOYFMVAmt>
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      <InvestmentsCorporateBondsGrp>
        <BondNm>40000 SHS CITIGROUP INC FXD TO 072027 VAR THREAFTR 3.6680%</BondNm>
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        <EOYFMVAmt>43170</EOYFMVAmt>
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        <EOYFMVAmt>40901</EOYFMVAmt>
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      <InvestmentsCorporateBondsGrp>
        <BondNm>54000 SHS JPMORGAN CHASE &amp; CO FXD TO 072028 VAR THRAFTR 4.2030%</BondNm>
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        <EOYFMVAmt>60454</EOYFMVAmt>
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      <InvestmentsCorporateBondsGrp>
        <BondNm>37000 SHS GOLDMAN SACHS GROUP INC/THE</BondNm>
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        <EOYFMVAmt>40769</EOYFMVAmt>
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      <InvestmentsCorporateBondsGrp>
        <BondNm>41000 SHS BANK OF AMERICA CORP FXD TO 102029 VAR THRAFTR 2.8840%</BondNm>
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        <EOYFMVAmt>42375</EOYFMVAmt>
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        <BondNm>42000 SHS AMAZON.COM INC</BondNm>
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        <EOYFMVAmt>42605</EOYFMVAmt>
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        <EOYFMVAmt>32968</EOYFMVAmt>
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      <InvestmentsCorporateBondsGrp>
        <BondNm>55000 SHS UNITED STATES TREASURY NOTE</BondNm>
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        <EOYFMVAmt>54351</EOYFMVAmt>
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        <EOYFMVAmt>100747</EOYFMVAmt>
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        <BondNm>59000 SHS UNITED STATES TREASURY NOTE</BondNm>
        <EOYBookValueAmt>57243</EOYBookValueAmt>
        <EOYFMVAmt>57243</EOYFMVAmt>
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        <BondNm>68000 SHS UNITED STATES TREASURY NOTE</BondNm>
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        <EOYFMVAmt>69201</EOYFMVAmt>
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        <BondNm>93000 SHS UNITED STATES TREASURY NOTE</BondNm>
        <EOYBookValueAmt>91140</EOYBookValueAmt>
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        <BondNm>88000 SHS UNITED STATES TREASURY NOTE</BondNm>
        <EOYBookValueAmt>85501</EOYBookValueAmt>
        <EOYFMVAmt>85501</EOYFMVAmt>
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        <BondNm>69000 SHS UNITED STATES TREASURY BOND</BondNm>
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        <EOYFMVAmt>82827</EOYFMVAmt>
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        <BondNm>68000 SHS UNITED STATES TREASURY BOND</BondNm>
        <EOYBookValueAmt>75406</EOYBookValueAmt>
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        <BondNm>99000 SHS UNITED STATES TREASURY BOND</BondNm>
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        <EOYFMVAmt>122206</EOYFMVAmt>
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      <InvestmentsCorporateBondsGrp>
        <BondNm>20000 SHS FED NATL MTG ASSN</BondNm>
        <EOYBookValueAmt>28189</EOYBookValueAmt>
        <EOYFMVAmt>28189</EOYFMVAmt>
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      <InvestmentsCorporateBondsGrp>
        <BondNm>86000 SHS FEDERAL NATIONAL MTG ASSN POOL MA4387</BondNm>
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      <InvestmentsCorporateBondsGrp>
        <BondNm>78000 SHS FEDERAL NATIONAL MTG ASSN POOL FM3619</BondNm>
        <EOYBookValueAmt>25106</EOYBookValueAmt>
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      <InvestmentsCorporateBondsGrp>
        <BondNm>53000 SHS FEDERAL NATIONAL MTG ASSN POOL MA4438</BondNm>
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        <EOYFMVAmt>53201</EOYFMVAmt>
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    </InvestmentsCorpBondsSchedule>
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        <EOYFMVAmt>232651</EOYFMVAmt>
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        <EOYFMVAmt>249202</EOYFMVAmt>
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        <StockNm>SCULPTOR OVERSEAS FD II LTD</StockNm>
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      <InvestmentsCorporateStockGrp>
        <StockNm>THIRD POINT</StockNm>
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        <StockNm>250.755 SHSHP/PALOMA LTD - CLASS D</StockNm>
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      <InvestmentsCorporateStockGrp>
        <StockNm>38 SHS ALLEGHANY CP DELAWARE</StockNm>
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        <EOYFMVAmt>25368</EOYFMVAmt>
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      <InvestmentsCorporateStockGrp>
        <StockNm>777 SHS AXALTA COATING SYSTEMS LTD</StockNm>
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        <EOYFMVAmt>25734</EOYFMVAmt>
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        <StockNm>254 SHS CLEAN HARBORS</StockNm>
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      <InvestmentsCorporateStockGrp>
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      <InvestmentsCorporateStockGrp>
        <StockNm>231 SHS FMC CORP NEW</StockNm>
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      <InvestmentsCorporateStockGrp>
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        <EOYFMVAmt>12792</EOYFMVAmt>
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      <InvestmentsCorporateStockGrp>
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        <EOYFMVAmt>38138</EOYFMVAmt>
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      <InvestmentsCorporateStockGrp>
        <StockNm>1683 SHS LIONS GATE ENTMNT CORP CL B</StockNm>
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        <EOYFMVAmt>25901</EOYFMVAmt>
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      <InvestmentsCorporateStockGrp>
        <StockNm>3929 SHS LUMEN TECHNOLOGIES INC</StockNm>
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      <InvestmentsCorporateStockGrp>
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        <StockNm>208 SHS SENSATA TECHNOLOGIES HLDG PLC</StockNm>
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      <InvestmentsCorporateStockGrp>
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      <InvestmentsCorporateStockGrp>
        <StockNm>507 SHS ACI WORLDWIDE INC</StockNm>
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        <StockNm>160 SHS AERIE PHARMACEUTICALS INC COM</StockNm>
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      <InvestmentsCorporateStockGrp>
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        <StockNm>53 SHS BIOMARIN PHARMAC SE</StockNm>
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      <InvestmentsCorporateStockGrp>
        <StockNm>20 SHS CONSENSUS CLOUD SOLUTIONS INC</StockNm>
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      <InvestmentsCorporateStockGrp>
        <StockNm>84 SHS ETSY INC COM</StockNm>
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      <InvestmentsCorporateStockGrp>
        <StockNm>124 SHS EURONET WORLDWIDE INC</StockNm>
        <EOYBookValueAmt>14777</EOYBookValueAmt>
        <EOYFMVAmt>14777</EOYFMVAmt>
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      <InvestmentsCorporateStockGrp>
        <StockNm>62 SHS FATE THERAPEUTICS INC</StockNm>
        <EOYBookValueAmt>3628</EOYBookValueAmt>
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      <InvestmentsCorporateStockGrp>
        <StockNm>83 SHS GLOBAL BLOOD THERAPEUTICS INC</StockNm>
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        <EOYFMVAmt>2429</EOYFMVAmt>
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      <InvestmentsCorporateStockGrp>
        <StockNm>122 SHS GODADDY INC.</StockNm>
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        <EOYFMVAmt>10353</EOYFMVAmt>
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      <InvestmentsCorporateStockGrp>
        <StockNm>43 SHS GXO LOGISTICS INCORPORATED</StockNm>
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      <InvestmentsCorporateStockGrp>
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      <InvestmentsCorporateStockGrp>
        <StockNm>160 SHS IOVANCE BIOTHERAPEUTICS INC</StockNm>
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      <InvestmentsCorporateStockGrp>
        <StockNm>152 SHS KARYOPHARM THERAPEUTICS INC CO</StockNm>
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        <EOYFMVAmt>977</EOYFMVAmt>
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      <InvestmentsCorporateStockGrp>
        <StockNm>75 SHS LCI INDS</StockNm>
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        <EOYFMVAmt>11690</EOYFMVAmt>
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      <InvestmentsCorporateStockGrp>
        <StockNm>58 SHS LIGAND PHARMACEUTICALS INC NEW</StockNm>
        <EOYBookValueAmt>8959</EOYBookValueAmt>
        <EOYFMVAmt>8959</EOYFMVAmt>
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        <StockNm>330 SHS LKQ CORPORATION</StockNm>
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        <EOYFMVAmt>19810</EOYFMVAmt>
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      <InvestmentsCorporateStockGrp>
        <StockNm>116 SHS MASONITE INTL CORP NEW COM</StockNm>
        <EOYBookValueAmt>13682</EOYBookValueAmt>
        <EOYFMVAmt>13682</EOYFMVAmt>
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        <StockNm>93 SHS MAXIMUS INC</StockNm>
        <EOYBookValueAmt>7409</EOYBookValueAmt>
        <EOYFMVAmt>7409</EOYFMVAmt>
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      <InvestmentsCorporateStockGrp>
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      <InvestmentsCorporateStockGrp>
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      <InvestmentsCorporateStockGrp>
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      <InvestmentsCorporateStockGrp>
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      <InvestmentsCorporateStockGrp>
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      <InvestmentsCorporateStockGrp>
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      <InvestmentsCorporateStockGrp>
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      <InvestmentsCorporateStockGrp>
        <StockNm>323 SHS ISHARES MSCI TAIWAN ETF</StockNm>
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      <InvestmentsCorporateStockGrp>
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