NPORT-P: Part A: General Information

Item A.1. Information about the Registrant.

a. Name of Registrant	Calamos Convertible Opportunities & Income Fund
b. Investment Company Act file number for Registrant: (e.g., 811-______)	811-21080
c. CIK number of Registrant	0001171471
d. LEI of Registrant	549300ZBRGRX6VMFJ315
e. Address and telephone number of Registrant:

i. Street Address 1	2020 Calamos Court
ii. Street Address 2
iii. City	Naperville
iv. State, if applicable
v. Foreign country, if applicable
vi. Zip / Postal Code	60563
vii. Telephone number	6302457200

Item A.2. Information about the Series.

a. Name of Series.	Calamos Convertible Opportunities & Income Fund
b. EDGAR series identifier (if any).
c. LEI of Series.	549300ZBRGRX6VMFJ315

Item A.3. Reporting period.

a. Date of fiscal year-end.	2021-10-31
b. Date as of which information is reported.	2021-10-31

Item A.4. Final filing

a. Does the Fund anticipate that this will be its final filing on Form N PORT?

☐ Yes ☒ No

NPORT-P: Part B: Information About the Fund

Report the following information for the Fund and its consolidated subsidiaries.

Item B.1. Assets and liabilities. Report amounts in U.S. dollars.

a. Total assets, including assets attributable to miscellaneous securities reported in Part D.	1655170677.490000000000
b. Total liabilities.	544418918.930000000000
c. Net assets.	1110751758.560000000000

Item B.2. Certain assets and liabilities. Report amounts in U.S. dollars.

a. Assets attributable to miscellaneous securities reported in Part D.	0.000000000000
b. Assets invested in a Controlled Foreign Corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities.	0.000000000000

c. Borrowings attributable to amounts payable for notes payable, bonds, and similar debt, as reported pursuant to rule 6-04(13)(a) of Regulation S-X [17 CFR 210.6-04(13)(a)].

Amounts payable within one year.
Banks or other financial institutions for borrowings.	0.000000000000
Controlled companies.	0.000000000000
Other affiliates.	0.000000000000
Others.	0.000000000000
Amounts payable after one year.
Banks or other financial institutions for borrowings.	399400000.000000000000
Controlled companies.	0.000000000000
Other affiliates.	0.000000000000
Others.	0.000000000000

d. Payables for investments purchased either (i) on a delayed delivery, when-issued, or other firm commitment basis, or (ii) on a standby commitment basis.

(i) On a delayed delivery, when-issued, or other firm commitment basis:	0.000000000000
(ii) On a standby commitment basis:	0.000000000000
e. Liquidation preference of outstanding preferred stock issued by the Fund.	133000000.000000000000
f. Cash and cash equivalents not reported in Parts C and D.	62515175.210000000000

Item B.3. Portfolio level risk metrics.

If the average value of the Fund's debt securities positions for the previous three months, in the aggregate, exceeds 25% or more of the Fund's net asset value, provide:

a. Interest Rate Risk (DV01). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset value, provide the change in value of the portfolio resulting from a 1 basis point change in interest rates, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.

b. Interest Rate Risk (DV100). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset value, provide the change in value of the portfolio resulting from a 100 basis point change in interest rates, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.

Currency Metric Record	ISO Currency code	3 month	1 year	5 years	10 years	30 years
#1	United States Dollar
		Interest Rate Risk (DV01)
		13016.071131728326	592315.900468820097	684085.411241027990	50089.790828233122	25636.916958865505
		Interest Rate Risk (DV100)
		1301607.113172832424	59231590.046882007068	68408541.124102794209	5008979.082823312251	2563691.695886550612

c. Credit Spread Risk (SDV01, CR01 or CS01). Provide the change in value of the portfolio resulting from a 1 basis point change in credit spreads where the shift is applied to the option adjusted spread, aggregated by investment grade and non-investment grade exposures, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.

Credit Spread Risk	3 month	1 year	5 years	10 years	30 years
Investment grade	2867.554253964471	25434.248422847711	19794.500629492886	5894.461455036279	19029.252043868648
Non-Investment grade	10148.516877763855	566881.652045972386	664290.910611535104	44195.329373196843	6607.664914996857

For purposes of Item B.3., calculate value as the sum of the absolute values of:
(i) the value of each debt security,
(ii) the notional value of each swap, including, but not limited to, total return swaps, interest rate swaps, and credit default swaps, for which the underlying reference asset or assets are debt securities or an interest rate;
(iii) the notional value of each futures contract for which the underlying reference asset or assets are debt securities or an interest rate; and
(iv) the delta-adjusted notional value of any option for which the underlying reference asset is an asset described in clause (i),(ii), or (iii).

Report zero for maturities to which the Fund has no exposure. For exposures that fall between any of the listed maturities in (a) and (b), use linear interpolation to approximate exposure to each maturity listed above. For exposures outside of the range of maturities listed above, include those exposures in the nearest maturity.

Item B.4. Securities lending.

a. For each borrower in any securities lending transaction, provide the following information:

Borrower Information Record	Name of borrower	LEI (if any) of borrower	Aggregate value of all securities on loan to the borrower
#1	BOFA SECURITIES, INC.	549300HN4UKV1E2R3U73	8218172.450000000000
#2	BARCLAYS CAPITAL INC.	AC28XWWI3WIBK2824319	12869426.920000000000
#3	WEDBUSH SECURITIES, INC.	549300CSX55MXZ47EI78	533173.030000000000
#4	BARCLAYS BANK PLC	G5GSEF7VJP5I7OUK5573	6952324.690000000000
#5	TD SECURITIES (USA) LLC	SUVUFHICNZMP2WKHG940	599037.140000000000
#6	DEUTSCHE BANK SECURITIES INC.	9J6MBOOO7BECTDTUZW19	156723.720000000000
#7	WELLS FARGO BANK NATIONAL ASSOCIATION	KB1H1DSPRFMYMCUFXT09	450712.500000000000
#8	TRUIST SECURITIES, INC.	CSVTK36R0PNGXEM7NS14	1443620.560000000000
#9	STATE STREET BANK AND TRUST COMPANY	571474TGEMMWANRLN572	795155.200000000000
#10	BNP PARIBAS (NEW YORK BRANCH)	RCNB6OTYUAMMP879YW96	495319.160000000000
#11	PERSHING LLC	ZI8Q1A8EI8LQFJNM0D94	586516.970000000000
#12	MORGAN STANLEY & CO. LLC.	9R7GPTSO7KV3UQJZQ078	4918556.260000000000
#13	CITADEL CLEARING LLC	5493001I7IJ4CW6Q9N27	58256238.280000000000
#14	UBS SECURITIES LLC	T6FIZBDPKLYJKFCRVK44	12043897.260000000000
#15	BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED	549300KUN9K9K32C6D97	5773190.420000000000
#16	WELLS FARGO SECURITIES, LLC	VYVVCKR63DVZZN70PB21	3355444.100000000000
#17	CITIGROUP GLOBAL MARKETS INC.	MBNUM2BPBDO7JBLYG310	18505740.790000000000
#18	BMO CAPITAL MARKETS CORP.	RUC0QBLBRPRCU4W1NE59	848100.930000000000
#19	JP MORGAN SECURITIES LLC	ZBUT11V806EZRVTWT807	52265584.470000000000
#20	GOLDMAN SACHS & CO. LLC	FOR8UP27PHTHYVLBNG30	17603338.970000000000
#21	SCOTIA CAPITAL (USA) INC.	549300BLWPABP1VNME36	24437318.660000000000
#22	JEFFERIES LLC	58PU97L1C0WSRCWADL48	1235110.390000000000
#23	RBC CAPITAL MARKETS, LLC	549300LCO2FLSSVFFR64	5707814.360000000000
#24	MUFG SECURITIES AMERICAS INC	K5HU16E3LMSVCCJJJ255	254743.880000000000
#25	CITADEL SECURITIES LLC	12UUJYTN7D3SW8KCSG25	233987.600000000000
#26	CREDIT SUISSE SECURITIES (USA) LLC	1V8Y6QCX6YMJ2OELII46	1098127.410000000000
#27	NOMURA SECURITIES INTERNATIONAL, INC.	OXTKY6Q8X53C9ILVV871	437201.450000000000
#28	TD PRIME SERVICES LLC	549300ZBQI1JB1844X09	917891.870000000000
#29	NATIONAL FINANCIAL SERVICES LLC	549300JRHF1MHHWUAW04	258403.550000000000
#30	ING FINANCIAL MARKETS LLC	KBVRJ5K57JZ3E2AVWX40	214668.750000000000
#31	COWEN AND COMPANY, LLC	549300WR155U7DVMIW58	225569.880000000000
#32	BNP PARIBAS SECURITIES CORPORATION	RCNB6OTYUAMMP879YW96	9555753.500000000000
#33	BANK OF NOVA SCOTIA	L3I9ZG2KFGXZ61BMYR72	506485.250000000000
#34	SOCIETE GENERALE SA	969500JAHQUZRSG9JA92	631576.910000000000

b. Did any securities lending counterparty provide any non-cash collateral?

☐ Yes ☒ No

Item B.5. Return information.

a. Monthly total returns of the Fund for each of the preceding three months. If the Fund is a Multiple Class Fund, report returns for each class. Such returns shall be calculated in accordance with the methodologies outlined in Item 26(b) (1) of Form N-1A, Instruction 13 to sub-Item 1 of Item 4 of Form N-2, or Item 26(b) (i) of Form N-3, as applicable.

Monthly Total Return Record	Monthly total returns of the Fund for each of the preceding three months			Class identification number(s) (if any) of the Class(es) for which returns are reported
Monthly Total Return Record	Month 1	Month 2	Month 3
#1	2.18	-1.08	3.77

b. For each of the preceding three months, monthly net realized gain (loss) and net change in unrealized appreciation (or depreciation) attributable to derivatives for each of the following categories: commodity contracts, credit contracts, equity contracts, foreign exchange contracts, interest rate contracts, and other contracts. Within each such asset category, further report the same information for each of the following types of derivatives instrument: forward, future, option, swaption, swap, warrant, and other. Report in U.S. dollars. Losses and depreciation shall be reported as negative numbers.

Asset category	Instrument type	Month 1		Month 2		Month 3
Asset category	Instrument type	Monthly net realized gain(loss)	Monthly net change in unrealized appreciation (or depreciation)	Monthly net realized gain(loss)	Monthly net change in unrealized appreciation (or depreciation)	Monthly net realized gain(loss)	Monthly net change in unrealized appreciation (or depreciation)
Commodity Contracts		—	—	—	—	—	—
Credit Contracts		—	—	—	—	—	—
Equity Contracts		N/A	-6515023.3700	-3659952.9500	5151256.8000	N/A	-7472767.8000
	Forward	—	—	—	—	—	—
	Future	—	—	—	—	—	—
	Option	N/A	-6568255.0000	-3659952.9500	5079856.2100	N/A	-7547291.9200
	Swaption	—	—	—	—	—	—
	Swap	—	—	—	—	—	—
	Warrant	N/A	53231.6300	N/A	71400.5900	N/A	74524.1200
	Other	—	—	—	—	—	—
Foreign Exchange Contracts		—	—	—	—	—	—
Interest Rate Contracts		—	—	—	—	—	—
Other Contracts		—	—	—	—	—	—

c. For each of the preceding three months, monthly net realized gain (loss) and net change in unrealized appreciation (or depreciation) attributable to investment other than derivatives. Report in U.S. dollars. Losses and depreciation shall be reported as negative numbers.

Month	Monthly net realized gain(loss)	Monthly net change in unrealized appreciation (or depreciation)
Month 1	3223228.2000	24258430.4500
Month 2	-8977094.1400	-5427407.0500
Month 3	-404674.0200	48033317.9600

Item B.6. Flow information.

a. Provide the aggregate dollar amounts for sales and redemptions/repurchases of Fund shares during each of the preceding three months. If shares of the Fund are held in omnibus accounts, for purposes of calculating the Fund's sales, redemptions, and repurchases, use net sales or redemptions/repurchases from such omnibus accounts. The amounts to be reported under this Item should be after any front-end sales load has been deducted and before any deferred or contingent deferred sales load or charge has been deducted. Shares sold shall include shares sold by the Fund to a registered unit investment trust. For mergers and other acquisitions, include in the value of shares sold any transaction in which the Fund acquired the assets of another investment company or of a personal holding company in exchange for its own shares. For liquidations, include in the value of shares redeemed any transaction in which the Fund liquidated all or part of its assets. Exchanges are defined as the redemption or repurchase of shares of one Fund or series and the investment of all or part of the proceeds in shares of another Fund or series in the same family of investment companies.

Month	Total net asset value of shares sold (including exchanges but excluding reinvestment of dividends and distributions)	Total net asset value of shares sold in connection with reinvestments of dividends and distributions
Month 1	1971288.15	347675.58
Month 2	3021798.82	340550.29
Month 3	4761356.54	314543.64

Item B.7. Highly Liquid Investment Minimum information.

a. If applicable, provide the Fund's current Highly Liquid Investment Minimum.	—
b. If applicable, provide the number of days that the Fund's holdings in Highly Liquid Investments fell below the Fund's Highly Liquid Investment Minimum during the reporting period.	—
c. Did the Fund's Highly Liquid Investment Minimum change during the reporting period?	☐ Yes ☐ No ☐ N/A

Item B.8. Derivatives Transactions.

For portfolio investments of open-end management investment companies, provide the percentage of the Fund's Highly Liquid Investments that it has pledged as margin or collateral in connection with derivatives transactions that are classified among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]:

(1) Moderately Liquid Investments

(2) Less Liquid Investments

(3) Illiquid Investments

For purposes of Item B.8, when computing the required percentage, the denominator should only include assets (and exclude liabilities) that are categorized by the Fund as Highly Liquid Investments.

Classification

—

Item B.9. Derivatives Exposure for limited derivatives users.

If the Fund is excepted from the rule 18f-4 [17 CFR 270.18f-4] program requirement and limit on fund leverage risk under rule 18f-4(c)(4) [17 CFR 270.18f-4(c)(4)], provide the following information:

a. Derivatives exposure (as defined in rule 18f-4(a) [17 CFR 270.18f-4(a)]), reported as a percentage of the Fund’s net asset value.	—
b. Exposure from currency derivatives that hedge currency risks, as provided in rule 18f-4(c)(4)(i)(B) [17 CFR 270.18f-4(c)(4)(i)(B)], reported as a percentage of the Fund's net asset value.	—
c. Exposure from interest rate derivatives that hedge interest rate risks, as provided in rule 18f-4(c)(4)(i)(B) [17 CFR 270.18f-4(c)(4)(i)(B)], reported as a percentage of the Fund's net asset value.	—
d. The number of business days, if any, in excess of the five-business-day period described in rule 18f-4(c)(4)(ii) [17 CFR 270.18f-4(c)(4)(ii)], that the Fund’s derivatives exposure exceeded 10 percent of its net assets during the reporting period.	—

Item B.10. VaR information.

For Funds subject to the limit on fund leverage risk described in rule 18f-4(c)(2) [17 CFR 270.18f-4(c)(2)], provide the following information, as determined in accordance with the requirement under rule 18f-4(c)(2)(ii) to determine the fund’s compliance with the applicable VaR test at least once each business day:

a. Median daily VaR during the reporting period, reported as a percentage of the Fund's net asset value.	—
b. For Funds that were subject to the Relative VaR Test during the reporting period, provide:
i. As applicable, the name of the Fund’s Designated Index, or a statement that the Fund's Designated Reference Portfolio is the Fund’s Securities Portfolio.	—
ii. As applicable, the index identifier for the Fund’s Designated Index.	—
iii. Median VaR Ratio during the reporting period, reported as a percentage of the VaRof the Fund's Designated Reference Portfolio.	—
c. Backtesting Results. Number of exceptions that the Fund identified as a result of its backtesting of its VaR calculation model (as described in rule 18f-4(c)(1)(iv) [17 CFR 270.18f-4(c)(1)(iv)] during the reporting period.	—

NPORT-P: Part C: Schedule of Portfolio Investments

For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

Schedule of Portfolio Investments Record: 1

Item C.1. Identification of investment.

a. Name of issuer (if any).	Bridgebio Pharma Inc
b. LEI (if any) of issuer. (1)	54930028YG89VTY2J114
c. Title of the issue or description of the investment.	BRIDGEBIO PHARMA INC
d. CUSIP (if any).	10806XAB8

At least one of the following other identifiers:

- ISIN

US10806XAB82

- Ticker (if ISIN is not available).

BBIO51

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BNTJ666
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	2000000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	2881060.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.2593792877

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2027-03-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	2.500
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	BRIDGEBIO PHARMA INC	BRIDGEBIO PHARMA INC	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	10806X102
	ISIN (if CUSIP is not available)	US10806X1028
	Ticker (if CUSIP and ISIN are not available)	BBIO
	Other identifier (if CUSIP, ISIN, and ticker are not available)	BK1KWG8 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	23.4151000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	859392.580000000000

Schedule of Portfolio Investments Record: 2

Item C.1. Identification of investment.

a. Name of issuer (if any).	Navient Corp
b. LEI (if any) of issuer. (1)	54930067J0ZNOEBRW338
c. Title of the issue or description of the investment.	NAVIENT CORP
d. CUSIP (if any).	63938CAL2

At least one of the following other identifiers:

- ISIN

US63938CAL28

- Ticker (if ISIN is not available).

SLM512

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMVHFL9
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1100000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1105764.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0995509565

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2028-03-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.875
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	1109303.780000000000

Schedule of Portfolio Investments Record: 3

Item C.1. Identification of investment.

a. Name of issuer (if any).	Team Health Holdings Inc
b. LEI (if any) of issuer. (1)	549300PVTQ4UDTTMQT11
c. Title of the issue or description of the investment.	TEAM HEALTH HOLDINGS INC
d. CUSIP (if any).	88047PAA2

At least one of the following other identifiers:

- ISIN

US88047PAA21

- Ticker (if ISIN is not available).

TMHL44

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BYV27S9
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1025000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	915786.2500000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0824474274

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2025-02-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	6.375
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	923097.570000000000

Schedule of Portfolio Investments Record: 4

Item C.1. Identification of investment.

a. Name of issuer (if any).	Burlington Stores Inc
b. LEI (if any) of issuer. (1)	5299003Z37DVGKKC1W09
c. Title of the issue or description of the investment.	BURLINGTON STORES INC
d. CUSIP (if any).	122017AB2

At least one of the following other identifiers:

- ISIN

US122017AB26

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMGH6V1
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	6250000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	8980437.5000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.8085008582

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2025-04-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	2.250
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	BURLINGTON STORES INC	BURLINGTON STORES INC	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	122017106
	ISIN (if CUSIP is not available)	US1220171060
	Ticker (if CUSIP and ISIN are not available)	BURL
	Other identifier (if CUSIP, ISIN, and ticker are not available)	BF311Y5 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	4.5418000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	5735180.000000000000

Schedule of Portfolio Investments Record: 5

Item C.1. Identification of investment.

a. Name of issuer (if any).	Targa Resources Corp
b. LEI (if any) of issuer. (1)	5493003QENHHS261UR94
c. Title of the issue or description of the investment.	TARGA RESOURCES CORP
d. CUSIP (if any).	87612G101

At least one of the following other identifiers:

- ISIN

US87612G1013

- Ticker (if ISIN is not available).

TRGP

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	B55PZY3
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	4780.0000000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	261322.6000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0235266429

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	261322.600000000000

Schedule of Portfolio Investments Record: 6

Item C.1. Identification of investment.

a. Name of issuer (if any).	Papa John's International Inc
b. LEI (if any) of issuer. (1)	HZYLD3DK5XOX0WBVNB56
c. Title of the issue or description of the investment.	PAPA JOHN'S INTERNATIONA
d. CUSIP (if any).	698813AA0

At least one of the following other identifiers:

- ISIN

US698813AA06

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BNDVLZ2
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	478000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	468425.6600000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0421719485

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-09-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	3.875
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	469559.950000000000

Schedule of Portfolio Investments Record: 7

Item C.1. Identification of investment.

a. Name of issuer (if any).	ACCO Brands Corp
b. LEI (if any) of issuer. (1)	JCT8P4Y190IH4I1NX328
c. Title of the issue or description of the investment.	ACCO BRANDS CORP
d. CUSIP (if any).	00081TAK4

At least one of the following other identifiers:

- ISIN

US00081TAK43

- Ticker (if ISIN is not available).

ACCO51

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BNTB3V6
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1100000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1088934.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0980357665

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-03-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.250
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	1093338.400000000000

Schedule of Portfolio Investments Record: 8

Item C.1. Identification of investment.

a. Name of issuer (if any).	Vail Resorts Inc
b. LEI (if any) of issuer. (1)	529900PSZHRNU9HKH870
c. Title of the issue or description of the investment.	VAIL RESORTS INC
d. CUSIP (if any).	91879QAM1

At least one of the following other identifiers:

- ISIN

US91879QAM15

- Ticker (if ISIN is not available).

MTN509

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMTS6M2
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	15000000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	16488450.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	1.4844405938

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-01-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	0.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	VAIL RESORTS INC	VAIL RESORTS INC	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	91879Q109
	ISIN (if CUSIP is not available)	US91879Q1094
	Ticker (if CUSIP and ISIN are not available)	MTN
	Other identifier (if CUSIP, ISIN, and ticker are not available)	2954194 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	2.4560000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	16473750.000000000000

Schedule of Portfolio Investments Record: 9

Item C.1. Identification of investment.

a. Name of issuer (if any).	Aviation Capital Group LLC
b. LEI (if any) of issuer. (1)	549300ODEK8HY3445C77
c. Title of the issue or description of the investment.	AVIATION CAPITAL GROUP
d. CUSIP (if any).	05369AAA9

At least one of the following other identifiers:

- ISIN

US05369AAA97

- Ticker (if ISIN is not available).

TCNRF4

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BZ1DXR0
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1069000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1116762.9200000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1005411796

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2027-11-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	3.500
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	603882.540000000000

Schedule of Portfolio Investments Record: 10

Item C.1. Identification of investment.

a. Name of issuer (if any).	Omnicell Inc
b. LEI (if any) of issuer. (1)	5493008RH0GTKHHPZI77
c. Title of the issue or description of the investment.	OMNICELL INC
d. CUSIP (if any).	68213NAD1

At least one of the following other identifiers:

- ISIN

US68213NAD12

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BN12D40
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	8500000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	15882590.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	1.4298955530

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2025-09-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	0.250
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	OMNICELL INC	OMNICELL INC	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	68213N109
	ISIN (if CUSIP is not available)	US68213N1090
	Ticker (if CUSIP and ISIN are not available)	OMCL
	Other identifier (if CUSIP, ISIN, and ticker are not available)	2789523 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	10.2751000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	79895.930000000000

Schedule of Portfolio Investments Record: 11

Item C.1. Identification of investment.

a. Name of issuer (if any).	Mattel Inc
b. LEI (if any) of issuer. (1)	549300VELLG24KHTJ564
c. Title of the issue or description of the investment.	MATTEL INC
d. CUSIP (if any).	577081BF8

At least one of the following other identifiers:

- ISIN

US577081BF84

- Ticker (if ISIN is not available).

MAT514

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BLGT513
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	120000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	124786.8000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0112344454

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-04-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	3.750
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	125005.920000000000

Schedule of Portfolio Investments Record: 12

Item C.1. Identification of investment.

a. Name of issuer (if any).	Cumulus Media New Holdings Inc
b. LEI (if any) of issuer. (1)	5493001D9VBAVY1OKJ46
c. Title of the issue or description of the investment.	CUMULUS MEDIA NEW HLDGS
d. CUSIP (if any).	23110AAA4

At least one of the following other identifiers:

- ISIN

US23110AAA43

- Ticker (if ISIN is not available).

CUMU48

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BK6WVG2
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1010000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1054551.1000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0949403043

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-07-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	6.750
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	1072746.250000000000

Schedule of Portfolio Investments Record: 13

Item C.1. Identification of investment.

a. Name of issuer (if any).	DISH DBS Corp
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	DISH DBS CORP
d. CUSIP (if any).	25470XAY1

At least one of the following other identifiers:

- ISIN

US25470XAY13

- Ticker (if ISIN is not available).

DISH44

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BYVR0K7
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	763000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	850630.5500000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0765815173

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-07-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	7.750
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	867265.460000000000

Schedule of Portfolio Investments Record: 14

Item C.1. Identification of investment.

a. Name of issuer (if any).	Datadog Inc
b. LEI (if any) of issuer. (1)	549300F6JNO0KRPO1K63
c. Title of the issue or description of the investment.	DATADOG INC
d. CUSIP (if any).	23804LAB9

At least one of the following other identifiers:

- ISIN

US23804LAB99

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BNKGZH0
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	7250000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	13751872.5000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	1.2380689379

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2025-06-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	0.125
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	DATADOG INC	DATADOG INC	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	23804L103
	ISIN (if CUSIP is not available)	US23804L1035
	Ticker (if CUSIP and ISIN are not available)	DDOG
	Other identifier (if CUSIP, ISIN, and ticker are not available)	BKT9Y49 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	10.8338000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	867564.210000000000

Schedule of Portfolio Investments Record: 15

Item C.1. Identification of investment.

a. Name of issuer (if any).	Murphy Oil Corp
b. LEI (if any) of issuer. (1)	QBKYQD0ODE7DC7PDIN91
c. Title of the issue or description of the investment.	MURPHY OIL CORP
d. CUSIP (if any).	626717AN2

At least one of the following other identifiers:

- ISIN

US626717AN25

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	478000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	505532.8000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0455126716

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2028-07-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	6.375
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	513719.020000000000

Schedule of Portfolio Investments Record: 16

Item C.1. Identification of investment.

a. Name of issuer (if any).	Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	SIMMONS FOOD INC/SIMMONS
d. CUSIP (if any).	82873MAA1

At least one of the following other identifiers:

- ISIN

US82873MAA18

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BLKH085
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1110000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1122354.3000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1010445666

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-03-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.625
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	486341.570000000000

Schedule of Portfolio Investments Record: 17

Item C.1. Identification of investment.

a. Name of issuer (if any).	VICI Properties LP / VICI Note Co Inc
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	VICI PROPERTIES / NOTE
d. CUSIP (if any).	92564RAD7

At least one of the following other identifiers:

- ISIN

US92564RAD70

- Ticker (if ISIN is not available).

VICI49

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BKMH5X6
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	940000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	968096.6000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0871568820

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2027-02-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	3.750
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	869574.710000000000

Schedule of Portfolio Investments Record: 18

Item C.1. Identification of investment.

a. Name of issuer (if any).	JetBlue Airways Corp
b. LEI (if any) of issuer. (1)	54930070J9H97ZO93T57
c. Title of the issue or description of the investment.	JETBLUE AIRWAYS CORP
d. CUSIP (if any).	477143AN1

At least one of the following other identifiers:

- ISIN

US477143AN19

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMW2F80
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	11250000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	10882912.5000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.9797790025

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-04-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	0.500
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☒ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	JETBLUE AIRWAYS CORP	JETBLUE AIRWAYS CORP	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	477143101
	ISIN (if CUSIP is not available)	US4771431016
	Ticker (if CUSIP and ISIN are not available)	JBLU
	Other identifier (if CUSIP, ISIN, and ticker are not available)	2852760 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	38.5802000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	9434131.150000000000

Schedule of Portfolio Investments Record: 19

Item C.1. Identification of investment.

a. Name of issuer (if any).	Air Transport Services Group Inc
b. LEI (if any) of issuer. (1)	5493000F3MSFGIXTQE27
c. Title of the issue or description of the investment.	AIR TRANSPORT SERVICES G
d. CUSIP (if any).	00922RAB1

At least one of the following other identifiers:

- ISIN

US00922RAB15

- Ticker (if ISIN is not available).

CFTI47

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BD2PFM0
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	3750000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	3995850.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.3597428471

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2024-10-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	1.125
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	AIR TRANSPORT SERVICES G	AIR TRANSPORT SERVICES G	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	00922R105
	ISIN (if CUSIP is not available)	US00922R1059
	Ticker (if CUSIP and ISIN are not available)	ATSG
	Other identifier (if CUSIP, ISIN, and ticker are not available)	2938002 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	31.3475000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	88866.700000000000

Schedule of Portfolio Investments Record: 20

Item C.1. Identification of investment.

a. Name of issuer (if any).	Energy Transfer LP
b. LEI (if any) of issuer. (1)	MTLVN9N7JE8MIBIJ1H73
c. Title of the issue or description of the investment.	ENERGY TRANSFER LP
d. CUSIP (if any).	29273VAN0

At least one of the following other identifiers:

- ISIN

US29273VAN01

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BN2CHF8
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	700000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	726754.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0654290209

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-preferred
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2099-12-31

b. Coupon.

i. Coupon category. (13)	Variable
ii. Annualized rate.	6.500
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	476637.300000000000

Schedule of Portfolio Investments Record: 21

Item C.1. Identification of investment.

a. Name of issuer (if any).	Bill.com Holdings Inc
b. LEI (if any) of issuer. (1)	549300IBF9VZZIGOZW63
c. Title of the issue or description of the investment.	BILL.COM HOLDINGS INC
d. CUSIP (if any).	090043AC4

At least one of the following other identifiers:

- ISIN

US090043AC48

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BP6QR27
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	5776000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	6208391.3600000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.5589359920

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2027-04-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	0.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☒ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	BILL.COM HOLDINGS INC	BILL.COM HOLDINGS INC	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	090043100
	ISIN (if CUSIP is not available)	US0900431000
	Ticker (if CUSIP and ISIN are not available)	BILL
	Other identifier (if CUSIP, ISIN, and ticker are not available)	BKDS4H5 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	2.4108000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	3420736.000000000000

Schedule of Portfolio Investments Record: 22

Item C.1. Identification of investment.

a. Name of issuer (if any).	Liberty Interactive LLC
b. LEI (if any) of issuer. (1)	549300SZUIU7Z32Q0664
c. Title of the issue or description of the investment.	LIBERTY INTERACTIVE LLC
d. CUSIP (if any).	530715AJ0

At least one of the following other identifiers:

- ISIN

US530715AJ01

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	2677327
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	965000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1055613.5000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0950359513

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2030-02-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	8.250
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	1071310.190000000000

Schedule of Portfolio Investments Record: 23

Item C.1. Identification of investment.

a. Name of issuer (if any).	Continental Resources Inc/OK
b. LEI (if any) of issuer. (1)	XXRTID9RYWOZ0UPIVR53
c. Title of the issue or description of the investment.	CONTINENTAL RESOURCES
d. CUSIP (if any).	212015AN1

At least one of the following other identifiers:

- ISIN

US212015AN15

- Ticker (if ISIN is not available).

CLR415

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BZ02873
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	965000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1014784.3500000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0913601389

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2024-06-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	3.800
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	761919.710000000000

Schedule of Portfolio Investments Record: 24

Item C.1. Identification of investment.

a. Name of issuer (if any).	NuVasive Inc
b. LEI (if any) of issuer. (1)	549300C5ZB4NZ6TWM881
c. Title of the issue or description of the investment.	NUVASIVE INC
d. CUSIP (if any).	670704AJ4

At least one of the following other identifiers:

- ISIN

US670704AJ40

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BN775T8
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	4000000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	3793680.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.3415416605

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2025-03-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	0.375
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	NUVASIVE INC	NUVASIVE INC	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	670704105
	ISIN (if CUSIP is not available)	US6707041058
	Ticker (if CUSIP and ISIN are not available)	NUVA
	Other identifier (if CUSIP, ISIN, and ticker are not available)	B00GJC2 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	10.7198000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	347008.530000000000

Schedule of Portfolio Investments Record: 25

Item C.1. Identification of investment.

a. Name of issuer (if any).	Parkland Corp
b. LEI (if any) of issuer. (1)	549300XHQS1JYWBNK868
c. Title of the issue or description of the investment.	PARKLAND CORP
d. CUSIP (if any).	70137TAP0

At least one of the following other identifiers:

- ISIN

US70137TAP03

- Ticker (if ISIN is not available).

PKIUF4

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BK60HG8
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	750000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	793207.5000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0714117708

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	CANADA (FEDERAL LEVEL)
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2027-07-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.875
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	5366.110000000000

Schedule of Portfolio Investments Record: 26

Item C.1. Identification of investment.

a. Name of issuer (if any).	Jazz Investments I Ltd
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	JAZZ INVESTMENTS I LTD
d. CUSIP (if any).	472145AF8

At least one of the following other identifiers:

- ISIN

US472145AF83

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BNT2JN3
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	9950000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	11599013.5000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	1.0442489432

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	IRELAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-06-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	2.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	JAZZ INVESTMENTS I LTD	JAZZ INVESTMENTS I LTD	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	ISIN (if CUSIP is not available)	IE00B4Q5ZN47
	Ticker (if CUSIP and ISIN are not available)	JAZZ
	Other identifier (if CUSIP, ISIN, and ticker are not available)	B4Q5ZN4 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	6.4182000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	8086892.110000000000

Schedule of Portfolio Investments Record: 27

Item C.1. Identification of investment.

a. Name of issuer (if any).	Golden Nugget Inc
b. LEI (if any) of issuer. (1)	91D14OD6M4H1RVBN7R43
c. Title of the issue or description of the investment.	GOLDEN NUGGET INC
d. CUSIP (if any).	38113YAC3

At least one of the following other identifiers:

- ISIN

US38113YAC30

- Ticker (if ISIN is not available).

LNY454

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BYWFXH8
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	505000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	524058.7000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0471805420

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2025-10-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	8.750
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	274652.210000000000

Schedule of Portfolio Investments Record: 28

Item C.1. Identification of investment.

a. Name of issuer (if any).	Station Casinos LLC
b. LEI (if any) of issuer. (1)	5493004E7Q60TX54WL62
c. Title of the issue or description of the investment.	STATION CASINOS LLC
d. CUSIP (if any).	857691AG4

At least one of the following other identifiers:

- ISIN

US857691AG41

- Ticker (if ISIN is not available).

RRR494

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BHKD706
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1965000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1982685.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1784993798

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2028-02-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.500
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	49820.750000000000

Schedule of Portfolio Investments Record: 29

Item C.1. Identification of investment.

a. Name of issuer (if any).	MetLife Inc
b. LEI (if any) of issuer. (1)	C4BXATY60WC6XEOZDX54
c. Title of the issue or description of the investment.	METLIFE INC
d. CUSIP (if any).	59156RAP3

At least one of the following other identifiers:

- ISIN

US59156RAP38

- Ticker (if ISIN is not available).

MET.HW

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	B1L8RP3
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	2085000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	2646427.9500000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.2382555715

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2066-12-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	6.400
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	2706709.460000000000

Schedule of Portfolio Investments Record: 30

Item C.1. Identification of investment.

a. Name of issuer (if any).	Dell International LLC / EMC Corp
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	DELL INT LLC / EMC CORP
d. CUSIP (if any).	24703TAF3

At least one of the following other identifiers:

- ISIN

US24703TAF30

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BL982B6
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	750000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	912292.5000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0821328882

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2027-07-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	6.100
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	924181.500000000000

Schedule of Portfolio Investments Record: 31

Item C.1. Identification of investment.

a. Name of issuer (if any).	goeasy Ltd
b. LEI (if any) of issuer. (1)	5493009DJVZG2P8YV435
c. Title of the issue or description of the investment.	GOEASY LTD
d. CUSIP (if any).	380355AF4

At least one of the following other identifiers:

- ISIN

US380355AF42

- Ticker (if ISIN is not available).

EHMEF5

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMDV348
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	881000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	907024.7400000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0816586364

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	CANADA (FEDERAL LEVEL)
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-05-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.375
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	917891.870000000000

Schedule of Portfolio Investments Record: 32

Item C.1. Identification of investment.

a. Name of issuer (if any).	CCO Holdings LLC / CCO Holdings Capital Corp
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	CCO HLDGS LLC/CAP CORP
d. CUSIP (if any).	1248EPBT9

At least one of the following other identifiers:

- ISIN

US1248EPBT92

- Ticker (if ISIN is not available).

CHTR

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BYM4WW3
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	3130000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	3249440.8000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.2925442859

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2027-05-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.125
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	1167749.000000000000

Schedule of Portfolio Investments Record: 33

Item C.1. Identification of investment.

a. Name of issuer (if any).	Catalent Pharma Solutions Inc
b. LEI (if any) of issuer. (1)	549300HALRZ339MSTH85
c. Title of the issue or description of the investment.	CATALENT PHARMA SOLUTION
d. CUSIP (if any).	14879EAK4

At least one of the following other identifiers:

- ISIN

US14879EAK47

- Ticker (if ISIN is not available).

CTLT52

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMGC4S9
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	239000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	237398.7000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0213727953

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2030-04-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	3.500
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	143339.900000000000

Schedule of Portfolio Investments Record: 34

Item C.1. Identification of investment.

a. Name of issuer (if any).	Continental Resources Inc/OK
b. LEI (if any) of issuer. (1)	XXRTID9RYWOZ0UPIVR53
c. Title of the issue or description of the investment.	CONTINENTAL RESOURCES
d. CUSIP (if any).	212015AS0

At least one of the following other identifiers:

- ISIN

US212015AS02

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BF19CF9
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	725000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	792019.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0713047712

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2028-01-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.375
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	336685.840000000000

Schedule of Portfolio Investments Record: 35

Item C.1. Identification of investment.

a. Name of issuer (if any).	Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	ALBERTSONS COS/SAFEWAY
d. CUSIP (if any).	013092AG6

At least one of the following other identifiers:

- ISIN

US013092AG61

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BKPMPR2
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	477000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	470655.9000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0423727351

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-03-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	3.500
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	472214.250000000000

Schedule of Portfolio Investments Record: 36

Item C.1. Identification of investment.

a. Name of issuer (if any).	Okta Inc
b. LEI (if any) of issuer. (1)	549300N8J06I8MRHU620
c. Title of the issue or description of the investment.	OKTA INC
d. CUSIP (if any).	679295AD7

At least one of the following other identifiers:

- ISIN

US679295AD75

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BN0XWS1
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	7500000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	10899900.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.9813083721

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2025-09-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	0.125
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	OKTA INC	OKTA INC	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	679295105
	ISIN (if CUSIP is not available)	US6792951054
	Ticker (if CUSIP and ISIN are not available)	OKTA
	Other identifier (if CUSIP, ISIN, and ticker are not available)	BDFZSP1 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	5.2991000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	10871707.500000000000

Schedule of Portfolio Investments Record: 37

Item C.1. Identification of investment.

a. Name of issuer (if any).	Constellium SE
b. LEI (if any) of issuer. (1)	724500KRJEMC79KAAU28
c. Title of the issue or description of the investment.	CONSTELLIUM SE
d. CUSIP (if any).	21039CAB0

At least one of the following other identifiers:

- ISIN

US21039CAB00

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BM8C3K2
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1115000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1079922.1000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0972244331

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	FRANCE
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-04-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	3.750
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	1077544.920000000000

Schedule of Portfolio Investments Record: 38

Item C.1. Identification of investment.

a. Name of issuer (if any).	Carnival Corp
b. LEI (if any) of issuer. (1)	F1OF2ZSX47CR0BCWA982
c. Title of the issue or description of the investment.	CARNIVAL CORP
d. CUSIP (if any).	143658BL5

At least one of the following other identifiers:

- ISIN

US143658BL56

- Ticker (if ISIN is not available).

CCL508

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMWC6B0
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	239000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	252137.8300000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0226997462

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-03-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	7.625
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	254743.880000000000

Schedule of Portfolio Investments Record: 39

Item C.1. Identification of investment.

a. Name of issuer (if any).	DISH DBS Corp
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	DISH DBS CORP
d. CUSIP (if any).	25470XBB0

At least one of the following other identifiers:

- ISIN

US25470XBB01

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BKSBG51
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	595000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	626612.3500000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0564133566

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2028-07-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	7.375
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	639876.670000000000

Schedule of Portfolio Investments Record: 40

Item C.1. Identification of investment.

a. Name of issuer (if any).	Square Inc
b. LEI (if any) of issuer. (1)	549300OHIIUWSTIZME52
c. Title of the issue or description of the investment.	SQUARE INC
d. CUSIP (if any).	852234AH6

At least one of the following other identifiers:

- ISIN

US852234AH60

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BN0T148
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	9000000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	11008350.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.9910720298

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2027-11-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	0.250
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	SQUARE INC	SQUARE INC	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	852234103
	ISIN (if CUSIP is not available)	US8522341036
	Ticker (if CUSIP and ISIN are not available)	SQ
	Other identifier (if CUSIP, ISIN, and ticker are not available)	BYNZGK1 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	3.3430000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	10416441.590000000000

Schedule of Portfolio Investments Record: 41

Item C.1. Identification of investment.

a. Name of issuer (if any).	CSC Holdings LLC
b. LEI (if any) of issuer. (1)	3HG2WD2W22M120IUNG49
c. Title of the issue or description of the investment.	CSC HOLDINGS LLC
d. CUSIP (if any).	126307AS6

At least one of the following other identifiers:

- ISIN

US126307AS68

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BF2BQ30
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1450000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1496864.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1347613441

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2028-02-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.375
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	954471.270000000000

Schedule of Portfolio Investments Record: 42

Item C.1. Identification of investment.

a. Name of issuer (if any).	Allegheny Technologies Inc
b. LEI (if any) of issuer. (1)	ZW1LRE7C3H17O2ZN9B45
c. Title of the issue or description of the investment.	ALLEGHENY TECHNOLOGIES
d. CUSIP (if any).	01741RAH5

At least one of the following other identifiers:

- ISIN

US01741RAH57

- Ticker (if ISIN is not available).

ATI491

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BJDRSJ5
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	534000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	561372.8400000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0505399011

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2027-12-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.875
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	573597.150000000000

Schedule of Portfolio Investments Record: 43

Item C.1. Identification of investment.

a. Name of issuer (if any).	Splunk Inc
b. LEI (if any) of issuer. (1)	549300XGDSGBP6UEI867
c. Title of the issue or description of the investment.	SPLUNK INC
d. CUSIP (if any).	848637AF1

At least one of the following other identifiers:

- ISIN

US848637AF14

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BM9CMR1
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	11500000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	12001400.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	1.0804754444

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2027-06-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	1.125
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	SPLUNK INC	SPLUNK INC	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	848637104
	ISIN (if CUSIP is not available)	US8486371045
	Ticker (if CUSIP and ISIN are not available)	SPLK
	Other identifier (if CUSIP, ISIN, and ticker are not available)	B424494 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	3.9164000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	204470.560000000000

Schedule of Portfolio Investments Record: 44

Item C.1. Identification of investment.

a. Name of issuer (if any).	First Quantum Minerals Ltd
b. LEI (if any) of issuer. (1)	549300I7UVBGWRYMYZ18
c. Title of the issue or description of the investment.	FIRST QUANTUM MINERALS L
d. CUSIP (if any).	335934AK1

At least one of the following other identifiers:

- ISIN

US335934AK15

- Ticker (if ISIN is not available).

FQVLF4

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BF37080
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	650000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	661810.5000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0595822149

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	CANADA (FEDERAL LEVEL)
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2023-04-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	7.250
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	665887.800000000000

Schedule of Portfolio Investments Record: 45

Item C.1. Identification of investment.

a. Name of issuer (if any).	American Axle & Manufacturing Inc
b. LEI (if any) of issuer. (1)	RY5TAKFOBLDUGX31MS24
c. Title of the issue or description of the investment.	AMERICAN AXLE & MFG INC
d. CUSIP (if any).	02406PBA7

At least one of the following other identifiers:

- ISIN

US02406PBA75

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMQ52N9
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1004000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1066860.4400000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0960485033

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2028-07-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	6.875
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	1088972.530000000000

Schedule of Portfolio Investments Record: 46

Item C.1. Identification of investment.

a. Name of issuer (if any).	Owens-Brockway Glass Container Inc
b. LEI (if any) of issuer. (1)	V2UQUCDZJ9WY98W8QU33
c. Title of the issue or description of the investment.	OWENS-BROCKWAY
d. CUSIP (if any).	69073TAT0

At least one of the following other identifiers:

- ISIN

US69073TAT07

- Ticker (if ISIN is not available).

OI4984

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMV7843
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	475000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	507741.7500000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0457115414

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2027-05-13

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	6.625
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	193411.680000000000

Schedule of Portfolio Investments Record: 47

Item C.1. Identification of investment.

a. Name of issuer (if any).	ON Semiconductor Corp
b. LEI (if any) of issuer. (1)	ZV20P4CNJVT8V1ZGJ064
c. Title of the issue or description of the investment.	ON SEMICONDUCTOR CORP
d. CUSIP (if any).	682189AR6

At least one of the following other identifiers:

- ISIN

US682189AR64

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMBVGC9
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	11000000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	13344210.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	1.2013674430

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2027-05-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	0.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	ON SEMICONDUCTOR CORP	ON SEMICONDUCTOR CORP	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	682189105
	ISIN (if CUSIP is not available)	US6821891057
	Ticker (if CUSIP and ISIN are not available)	ON
	Other identifier (if CUSIP, ISIN, and ticker are not available)	2583576 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	18.8796000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	10106777.100000000000

Schedule of Portfolio Investments Record: 48

Item C.1. Identification of investment.

a. Name of issuer (if any).	United Rentals North America Inc
b. LEI (if any) of issuer. (1)	NGIZXNT70J2LYT3FBI09
c. Title of the issue or description of the investment.	UNITED RENTALS NORTH AM
d. CUSIP (if any).	911363AM1

At least one of the following other identifiers:

- ISIN

US911363AM11

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BLFGYK7
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	239000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	241119.9300000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0217078144

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2031-02-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	3.875
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	242672.230000000000

Schedule of Portfolio Investments Record: 49

Item C.1. Identification of investment.

a. Name of issuer (if any).	Beacon Roofing Supply Inc
b. LEI (if any) of issuer. (1)	549300HDXQWWCBOYXP31
c. Title of the issue or description of the investment.	BEACON ROOFING SUPPLY IN
d. CUSIP (if any).	073685AH2

At least one of the following other identifiers:

- ISIN

US073685AH26

- Ticker (if ISIN is not available).

BECN51

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMDV7R9
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	992000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	983240.6400000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0885202866

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-05-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.125
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	580803.000000000000

Schedule of Portfolio Investments Record: 50

Item C.1. Identification of investment.

a. Name of issuer (if any).	Sinclair Television Group Inc
b. LEI (if any) of issuer. (1)	549300CQGEN0CH65UD62
c. Title of the issue or description of the investment.	SINCLAIR TELEVISION GROU
d. CUSIP (if any).	829259AY6

At least one of the following other identifiers:

- ISIN

US829259AY67

- Ticker (if ISIN is not available).

SBGI49

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BKWCW18
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	475000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	454769.7500000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0409425190

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2030-03-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.500
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	464365.200000000000

Schedule of Portfolio Investments Record: 51

Item C.1. Identification of investment.

a. Name of issuer (if any).	Mozart Debt Merger Sub Inc
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	MOZART DEBT MERGER SUB
d. CUSIP (if any).	62482BAB8

At least one of the following other identifiers:

- ISIN

US62482BAB80

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMWDGR9
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	728000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	740281.3600000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0666468772

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-10-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.250
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	599037.140000000000

Schedule of Portfolio Investments Record: 52

Item C.1. Identification of investment.

a. Name of issuer (if any).	United Natural Foods Inc
b. LEI (if any) of issuer. (1)	549300GKGW6WPZ282D40
c. Title of the issue or description of the investment.	UNITED NATURAL FOODS INC
d. CUSIP (if any).	911163AA1

At least one of the following other identifiers:

- ISIN

US911163AA17

- Ticker (if ISIN is not available).

UNFI50

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMV3XY6
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1050000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1138252.5000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1024758675

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2028-10-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	6.750
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	1139381.240000000000

Schedule of Portfolio Investments Record: 53

Item C.1. Identification of investment.

a. Name of issuer (if any).	Civitas Resources Inc
b. LEI (if any) of issuer. (1)	IIVIHPH28S64K95M2381
c. Title of the issue or description of the investment.	BONANZA CREEK ENERGY INC
d. CUSIP (if any).	097793400

At least one of the following other identifiers:

- ISIN

US0977934001

- Ticker (if ISIN is not available).

BCEI

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BYXGJD8
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	4215.0000000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	236630.1000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0213035990

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	236630.100000000000

Schedule of Portfolio Investments Record: 54

Item C.1. Identification of investment.

a. Name of issuer (if any).	Credit Acceptance Corp
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	CREDIT ACCEPTANC
d. CUSIP (if any).	225310AM3

At least one of the following other identifiers:

- ISIN

US225310AM36

- Ticker (if ISIN is not available).

CACC49

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BLPMRV7
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1250000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1306137.5000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1175904058

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-03-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	6.625
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	1230884.000000000000

Schedule of Portfolio Investments Record: 55

Item C.1. Identification of investment.

a. Name of issuer (if any).	American Airlines Group Inc
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	AMERICAN AIRLINES GROUP
d. CUSIP (if any).	02376RAE2

At least one of the following other identifiers:

- ISIN

US02376RAE27

- Ticker (if ISIN is not available).

AAL495

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BLBQF42
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	240000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	219374.4000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0197500835

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2025-03-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	3.750
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	220529.040000000000

Schedule of Portfolio Investments Record: 56

Item C.1. Identification of investment.

a. Name of issuer (if any).	Occidental Petroleum Corp
b. LEI (if any) of issuer. (1)	IM7X0T3ECJW4C1T7ON55
c. Title of the issue or description of the investment.	OCCIDENTAL PETROLEUM COR
d. CUSIP (if any).	674599EB7

At least one of the following other identifiers:

- ISIN

US674599EB77

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BN15X83
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	494000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	548952.5600000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0494217142

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2025-09-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.875
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	59331.640000000000

Schedule of Portfolio Investments Record: 57

Item C.1. Identification of investment.

a. Name of issuer (if any).	Caesars Entertainment Inc
b. LEI (if any) of issuer. (1)	549300FA4CTCW903Y781
c. Title of the issue or description of the investment.	CAESARS ENTERTAIN INC
d. CUSIP (if any).	28470RAK8

At least one of the following other identifiers:

- ISIN

US28470RAK86

- Ticker (if ISIN is not available).

ERI500

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BLFBXK5
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	472000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	529291.3600000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0476516338

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2027-07-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	8.125
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	541233.430000000000

Schedule of Portfolio Investments Record: 58

Item C.1. Identification of investment.

a. Name of issuer (if any).	MPH Acquisition Holdings LLC
b. LEI (if any) of issuer. (1)	5493002WXOPRPTXWTU06
c. Title of the issue or description of the investment.	MPH ACQUISITION HOLDINGS
d. CUSIP (if any).	553283AC6

At least one of the following other identifiers:

- ISIN

US553283AC69

- Ticker (if ISIN is not available).

MPLN50

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BN2B8J6
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1050000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	959133.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0863498971

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2028-11-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.750
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	984039.000000000000

Schedule of Portfolio Investments Record: 59

Item C.1. Identification of investment.

a. Name of issuer (if any).	Microchip Technology Inc
b. LEI (if any) of issuer. (1)	5493007PTFULNYZJ1R12
c. Title of the issue or description of the investment.	MICROCHIP TECHNOLOGY INC
d. CUSIP (if any).	595017AU8

At least one of the following other identifiers:

- ISIN

US595017AU87

- Ticker (if ISIN is not available).

MCHP50

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMH2V21
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	18705000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	20958765.4500000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	1.8868991463

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2024-11-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	0.125
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	MICROCHIP TECHNOLOGY INC	MICROCHIP TECHNOLOGY INC	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	595017104
	ISIN (if CUSIP is not available)	US5950171042
	Ticker (if CUSIP and ISIN are not available)	MCHP
	Other identifier (if CUSIP, ISIN, and ticker are not available)	2592174 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	10.7126000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	20535573.270000000000

Schedule of Portfolio Investments Record: 60

Item C.1. Identification of investment.

a. Name of issuer (if any).	KKR & Co Inc
b. LEI (if any) of issuer. (1)	549300JOHU21WRN2Z451
c. Title of the issue or description of the investment.	KKR & CO INC
d. CUSIP (if any).	48251W401

At least one of the following other identifiers:

- ISIN

US48251W4015

- Ticker (if ISIN is not available).

KKRpC

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMH17T7
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	83355.0000000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	8338834.2000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.7507378796

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-preferred
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2023-09-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	6.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	8338834.200000000000

Schedule of Portfolio Investments Record: 61

Item C.1. Identification of investment.

a. Name of issuer (if any).	Post Holdings Inc
b. LEI (if any) of issuer. (1)	JM1I5YUAURL6DC8N1468
c. Title of the issue or description of the investment.	POST HOLDINGS INC
d. CUSIP (if any).	737446AQ7

At least one of the following other identifiers:

- ISIN

US737446AQ74

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BLCF601
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	696000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	700872.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0630988873

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2030-04-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.625
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	700731.400000000000

Schedule of Portfolio Investments Record: 62

Item C.1. Identification of investment.

a. Name of issuer (if any).	Booking Holdings Inc
b. LEI (if any) of issuer. (1)	FXM8FAOHMYDIPD38UZ17
c. Title of the issue or description of the investment.	BOOKING HOLDINGS INC
d. CUSIP (if any).	09857LAN8

At least one of the following other identifiers:

- ISIN

US09857LAN82

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMV7LX3
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	9000000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	13372380.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	1.2039035632

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2025-05-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	0.750
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☒ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	BOOKING HOLDINGS INC	BOOKING HOLDINGS INC	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	09857L108
	ISIN (if CUSIP is not available)	US09857L1089
	Ticker (if CUSIP and ISIN are not available)	BKNG
	Other identifier (if CUSIP, ISIN, and ticker are not available)	BDRXDB4 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	0.5301000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	13307447.690000000000

Schedule of Portfolio Investments Record: 63

Item C.1. Identification of investment.

a. Name of issuer (if any).	Cascades Inc/Cascades USA Inc
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	CASCADES INC/USA INC
d. CUSIP (if any).	14739LAA0

At least one of the following other identifiers:

- ISIN

US14739LAA08

- Ticker (if ISIN is not available).

CADNF4

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BJV9BC7
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	750000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	794917.5000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0715657206

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	CANADA (FEDERAL LEVEL)
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-01-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.125
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	650441.420000000000

Schedule of Portfolio Investments Record: 64

Item C.1. Identification of investment.

a. Name of issuer (if any).	Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	ALBERTSONS COS/SAFEWAY
d. CUSIP (if any).	013092AC5

At least one of the following other identifiers:

- ISIN

US013092AC57

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BK0SQV6
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1175000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1231024.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1108280037

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2027-01-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.625
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	584010.940000000000

Schedule of Portfolio Investments Record: 65

Item C.1. Identification of investment.

a. Name of issuer (if any).	Consolidated Communications Inc
b. LEI (if any) of issuer. (1)	549300WW675Y48HDVX34
c. Title of the issue or description of the investment.	CONSOLIDATED COMMUNICATI
d. CUSIP (if any).	20903XAF0

At least one of the following other identifiers:

- ISIN

US20903XAF06

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BK811S9
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	830000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	885568.5000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0797269501

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2028-10-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	6.500
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	631267.550000000000

Schedule of Portfolio Investments Record: 66

Item C.1. Identification of investment.

a. Name of issuer (if any).	Gulfport Energy Operating Corp
b. LEI (if any) of issuer. (1)	549300FJX18IDUFPHD40
c. Title of the issue or description of the investment.	GULFPORT ENERGY OP CORP
d. CUSIP (if any).	402635AQ9

At least one of the following other identifiers:

- ISIN

US402635AQ92

- Ticker (if ISIN is not available).

GPOR51

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	275051.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	304784.0100000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0274394353

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-05-17

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	8.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	314462.500000000000

Schedule of Portfolio Investments Record: 67

Item C.1. Identification of investment.

a. Name of issuer (if any).	United States Cellular Corp
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	US CELLULAR CORP
d. CUSIP (if any).	911684AD0

At least one of the following other identifiers:

- ISIN

US911684AD06

- Ticker (if ISIN is not available).

TDS370

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	B8YXQN5
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1340000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1668300.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1501955758

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2033-12-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	6.700
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	478596.970000000000

Schedule of Portfolio Investments Record: 68

Item C.1. Identification of investment.

a. Name of issuer (if any).	DaVita Inc
b. LEI (if any) of issuer. (1)	M2XHYMU3TZNEZURC6H66
c. Title of the issue or description of the investment.	DAVITA INC
d. CUSIP (if any).	23918KAS7

At least one of the following other identifiers:

- ISIN

US23918KAS78

- Ticker (if ISIN is not available).

DVA499

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMW7NB4
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1447000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1456058.2200000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1310876358

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2030-06-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.625
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	1481631.050000000000

Schedule of Portfolio Investments Record: 69

Item C.1. Identification of investment.

a. Name of issuer (if any).	Kaiser Aluminum Corp
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	KAISER ALUMINUM CORP
d. CUSIP (if any).	483007AL4

At least one of the following other identifiers:

- ISIN

US483007AL48

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BL55426
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	120000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	118232.4000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0106443586

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2031-06-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.500
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	119997.000000000000

Schedule of Portfolio Investments Record: 70

Item C.1. Identification of investment.

a. Name of issuer (if any).	Bausch Health Cos Inc
b. LEI (if any) of issuer. (1)	B3BS7ACMDUWISF18KY76
c. Title of the issue or description of the investment.	BAUSCH HEALTH COS INC
d. CUSIP (if any).	071734AL1

At least one of the following other identifiers:

- ISIN

US071734AL17

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BLH34H3
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1340000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1207701.8000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1087283266

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2031-02-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.250
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	1000528.090000000000

Schedule of Portfolio Investments Record: 71

Item C.1. Identification of investment.

a. Name of issuer (if any).	PPL Capital Funding Inc
b. LEI (if any) of issuer. (1)	549300MROK5WY0D2NU17
c. Title of the issue or description of the investment.	PPL CAPITAL FUNDING INC
d. CUSIP (if any).	69352PAC7

At least one of the following other identifiers:

- ISIN

US69352PAC77

- Ticker (if ISIN is not available).

PPL.ID

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BFPC5X3
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	350000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	336182.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0302661686

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2067-03-30

b. Coupon.

i. Coupon category. (13)	Variable
ii. Annualized rate.	2.797
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	335913.190000000000

Schedule of Portfolio Investments Record: 72

Item C.1. Identification of investment.

a. Name of issuer (if any).	Howmet Aerospace Inc
b. LEI (if any) of issuer. (1)	549300HO5WFZUT5N2T22
c. Title of the issue or description of the investment.	HOWMET AEROSPACE INC
d. CUSIP (if any).	013817AW1

At least one of the following other identifiers:

- ISIN

US013817AW16

- Ticker (if ISIN is not available).

ARNC

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BQWJT65
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1450000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1599103.5000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1439658761

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2024-10-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.125
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	1019073.600000000000

Schedule of Portfolio Investments Record: 73

Item C.1. Identification of investment.

a. Name of issuer (if any).	Endure Digital Inc
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	ENDURE DIGITAL INC
d. CUSIP (if any).	29279XAA8

At least one of the following other identifiers:

- ISIN

US29279XAA81

- Ticker (if ISIN is not available).

ENDGT5

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMFZ7B3
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	958000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	885881.7600000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0797551526

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-02-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	6.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	669415.070000000000

Schedule of Portfolio Investments Record: 74

Item C.1. Identification of investment.

a. Name of issuer (if any).	TTM Technologies Inc
b. LEI (if any) of issuer. (1)	549300SC4BDOIS008048
c. Title of the issue or description of the investment.	TTM TECHNOLOGIES INC
d. CUSIP (if any).	87305RAK5

At least one of the following other identifiers:

- ISIN

US87305RAK59

- Ticker (if ISIN is not available).

TTMI51

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMZB142
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1100000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1091299.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0982486853

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-03-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	864920.950000000000

Schedule of Portfolio Investments Record: 75

Item C.1. Identification of investment.

a. Name of issuer (if any).	Audacy Capital Corp
b. LEI (if any) of issuer. (1)	549300S5JUSXRHNCHD80
c. Title of the issue or description of the investment.	ENTERCOM MEDIA CORP
d. CUSIP (if any).	29365DAB5

At least one of the following other identifiers:

- ISIN

US29365DAB55

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BNG5B40
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	478000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	474472.3600000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0427163276

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-03-31

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	6.750
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	476416.350000000000

Schedule of Portfolio Investments Record: 76

Item C.1. Identification of investment.

a. Name of issuer (if any).	Etsy Inc
b. LEI (if any) of issuer. (1)	54930089Q7XT501AEA40
c. Title of the issue or description of the investment.	ETSY INC
d. CUSIP (if any).	29786AAL0

At least one of the following other identifiers:

- ISIN

US29786AAL08

- Ticker (if ISIN is not available).

ETSY52

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMTPP60
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	12750000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	18894225.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	1.7010303927

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2027-09-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	0.125
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	ETSY INC	ETSY INC	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	29786A106
	ISIN (if CUSIP is not available)	US29786A1060
	Ticker (if CUSIP and ISIN are not available)	ETSY
	Other identifier (if CUSIP, ISIN, and ticker are not available)	BWTN5N1 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	5.0007000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	17736457.850000000000

Schedule of Portfolio Investments Record: 77

Item C.1. Identification of investment.

a. Name of issuer (if any).	Life Time Inc
b. LEI (if any) of issuer. (1)	549300PALKE96VYH4X17
c. Title of the issue or description of the investment.	LIFE TIME INC
d. CUSIP (if any).	53190FAC9

At least one of the following other identifiers:

- ISIN

US53190FAC95

- Ticker (if ISIN is not available).

LTM512

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMGS0T0
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	717000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	753753.4200000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0678597548

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-04-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	8.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	106364.200000000000

Schedule of Portfolio Investments Record: 78

Item C.1. Identification of investment.

a. Name of issuer (if any).	Stanley Black & Decker Inc
b. LEI (if any) of issuer. (1)	549300DJ09SMTO561131
c. Title of the issue or description of the investment.	STANLEY BLACK & DECKER INC
d. CUSIP (if any).	854502846

At least one of the following other identifiers:

- ISIN

US8545028461

- Ticker (if ISIN is not available).

SWT

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BH07MK3
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	73760.0000000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	7960179.2000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.7166479043

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-preferred
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2022-11-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.250
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	7960179.200000000000

Schedule of Portfolio Investments Record: 79

Item C.1. Identification of investment.

a. Name of issuer (if any).	Credit Acceptance Corp
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	CREDIT ACCEPTANC
d. CUSIP (if any).	225310AN1

At least one of the following other identifiers:

- ISIN

US225310AN19

- Ticker (if ISIN is not available).

CACC49

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BJ9RYZ7
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	869000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	890525.1300000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0801731911

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2024-12-31

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.125
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	903892.640000000000

Schedule of Portfolio Investments Record: 80

Item C.1. Identification of investment.

a. Name of issuer (if any).	Goodyear Tire & Rubber Co/The
b. LEI (if any) of issuer. (1)	5493002BI0S2ZQUY3437
c. Title of the issue or description of the investment.	GOODYEAR TIRE & RUBBER
d. CUSIP (if any).	382550BL4

At least one of the following other identifiers:

- ISIN

US382550BL42

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BND7X65
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	478000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	504567.2400000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0454257431

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-07-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	514978.550000000000

Schedule of Portfolio Investments Record: 81

Item C.1. Identification of investment.

a. Name of issuer (if any).	International Game Technology PLC
b. LEI (if any) of issuer. (1)	549300UQ6KHRCZDRGZ76
c. Title of the issue or description of the investment.	INTERNATIONAL GAME TECH
d. CUSIP (if any).	460599AE3

At least one of the following other identifiers:

- ISIN

US460599AE31

- Ticker (if ISIN is not available).

IGT499

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMBZTH7
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	301000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	317112.5300000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0285493611

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-01-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.250
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	231412.270000000000

Schedule of Portfolio Investments Record: 82

Item C.1. Identification of investment.

a. Name of issuer (if any).	NCL Corp Ltd
b. LEI (if any) of issuer. (1)	UNZWILHE4KMRP9K2L524
c. Title of the issue or description of the investment.	NCL CORPORATION LTD
d. CUSIP (if any).	62886HAT8

At least one of the following other identifiers:

- ISIN

US62886HAT86

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMYY636
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	3000000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	6198390.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.5580355784

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2024-05-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	6.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☒ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	NCL CORPORATION LTD	NCL CORPORATION LTD	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	ISIN (if CUSIP is not available)	BMG667211046
	Ticker (if CUSIP and ISIN are not available)	NCLH
	Other identifier (if CUSIP, ISIN, and ticker are not available)	B9CGTC3 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	72.7273000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	437201.450000000000

Schedule of Portfolio Investments Record: 83

Item C.1. Identification of investment.

a. Name of issuer (if any).	PHH Mortgage Corp
b. LEI (if any) of issuer. (1)	PAOOWF3GUFM46FBSP561
c. Title of the issue or description of the investment.	PHH MORTGAGE CORP
d. CUSIP (if any).	69356NAA2

At least one of the following other identifiers:

- ISIN

US69356NAA28

- Ticker (if ISIN is not available).

PHMC51

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMXDS05
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1074000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1091302.1400000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0982489680

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-03-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	7.875
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	1098127.410000000000

Schedule of Portfolio Investments Record: 84

Item C.1. Identification of investment.

a. Name of issuer (if any).	Wix.com Ltd
b. LEI (if any) of issuer. (1)	5493008P6N29Q1AG9464
c. Title of the issue or description of the investment.	WIX LTD
d. CUSIP (if any).	92940WAD1

At least one of the following other identifiers:

- ISIN

US92940WAD11

- Ticker (if ISIN is not available).

WIX524

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMFK2D5
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	8000000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	7579200.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.6823486834

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	ISRAEL
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2025-08-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	0.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	WIX LTD	WIX LTD	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	ISIN (if CUSIP is not available)	IL0011301780
	Ticker (if CUSIP and ISIN are not available)	WIX
	Other identifier (if CUSIP, ISIN, and ticker are not available)	BFZCHN7 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	2.4813000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	7451520.000000000000

Schedule of Portfolio Investments Record: 85

Item C.1. Identification of investment.

a. Name of issuer (if any).	Freeport-McMoRan Inc
b. LEI (if any) of issuer. (1)	549300IRDTHJQ1PVET45
c. Title of the issue or description of the investment.	FREEPORT-MCMORAN INC
d. CUSIP (if any).	35671DBJ3

At least one of the following other identifiers:

- ISIN

US35671DBJ37

- Ticker (if ISIN is not available).

FCX418

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BSN4Q39
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	425000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	519426.5000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0467635091

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2034-11-14

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.400
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	529698.750000000000

Schedule of Portfolio Investments Record: 86

Item C.1. Identification of investment.

a. Name of issuer (if any).	NeoGenomics Inc
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	NEOGENOMICS INC
d. CUSIP (if any).	64049MAB6

At least one of the following other identifiers:

- ISIN

US64049MAB63

- Ticker (if ISIN is not available).

NEO510

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BNRQHQ6
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	10250000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	10352910.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.9320633454

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2028-01-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	0.250
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	NEOGENOMICS INC	NEOGENOMICS INC	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	64049M209
	ISIN (if CUSIP is not available)	US64049M2098
	Ticker (if CUSIP and ISIN are not available)	NEO
	Other identifier (if CUSIP, ISIN, and ticker are not available)	2598246 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	15.1172000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	1090569.030000000000

Schedule of Portfolio Investments Record: 87

Item C.1. Identification of investment.

a. Name of issuer (if any).	Audacy Capital Corp
b. LEI (if any) of issuer. (1)	549300S5JUSXRHNCHD80
c. Title of the issue or description of the investment.	ENTERCOM MEDIA CORP
d. CUSIP (if any).	29365DAA7

At least one of the following other identifiers:

- ISIN

US29365DAA72

- Ticker (if ISIN is not available).

ETM482

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BK97MV6
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	443000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	445892.7900000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0401433341

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2027-05-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	6.500
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	458344.630000000000

Schedule of Portfolio Investments Record: 88

Item C.1. Identification of investment.

a. Name of issuer (if any).	Genesis Energy LP / Genesis Energy Finance Corp
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	GENESIS ENERGY LP/FIN
d. CUSIP (if any).	37185LAK8

At least one of the following other identifiers:

- ISIN

US37185LAK89

- Ticker (if ISIN is not available).

GEL457

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BZ3ZWK0
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	978000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	948571.9800000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0853990977

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-05-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	6.250
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	974060.610000000000

Schedule of Portfolio Investments Record: 89

Item C.1. Identification of investment.

a. Name of issuer (if any).	Shift4 Payments Inc
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	SHIFT4 PAYMENTS INC
d. CUSIP (if any).	82452JAA7

At least one of the following other identifiers:

- ISIN

US82452JAA79

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BNNGSN4
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	13750000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	14909950.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	1.3423296326

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2025-12-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	0.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	SHIFT4 PAYMENTS INC	SHIFT4 PAYMENTS INC	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	82452J109
	ISIN (if CUSIP is not available)	US82452J1097
	Ticker (if CUSIP and ISIN are not available)	FOUR
	Other identifier (if CUSIP, ISIN, and ticker are not available)	BLF0L75 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	12.4262000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	510752.400000000000

Schedule of Portfolio Investments Record: 90

Item C.1. Identification of investment.

a. Name of issuer (if any).	Park-Ohio Industries Inc
b. LEI (if any) of issuer. (1)	5493006LQUO5SLMNYM18
c. Title of the issue or description of the investment.	PARK-OHIO INDUSTRIES INC
d. CUSIP (if any).	700677AR8

At least one of the following other identifiers:

- ISIN

US700677AR89

- Ticker (if ISIN is not available).

PKOH44

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BF5QHF1
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1120000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1067539.2000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0961096115

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2027-04-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	6.625
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	1055685.120000000000

Schedule of Portfolio Investments Record: 91

Item C.1. Identification of investment.

a. Name of issuer (if any).	Shopify Inc
b. LEI (if any) of issuer. (1)	549300HGQ43STJLLP808
c. Title of the issue or description of the investment.	SHOPIFY INC
d. CUSIP (if any).	82509LAA5

At least one of the following other identifiers:

- ISIN

US82509LAA52

- Ticker (if ISIN is not available).

SHOP50

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMBNL19
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1824000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	2310697.9200000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.2080300933

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	CANADA (FEDERAL LEVEL)
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2025-11-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	0.125
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	SHOPIFY INC	SHOPIFY INC	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	82509L107
	ISIN (if CUSIP is not available)	CA82509L1076
	Ticker (if CUSIP and ISIN are not available)	SHOP
	Other identifier (if CUSIP, ISIN, and ticker are not available)	BXDZ9Z0 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	0.6944000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	2315327.220000000000

Schedule of Portfolio Investments Record: 92

Item C.1. Identification of investment.

a. Name of issuer (if any).	Vista Outdoor Inc
b. LEI (if any) of issuer. (1)	549300QI2D33ESTJLN81
c. Title of the issue or description of the investment.	VISTA OUTDOOR INC
d. CUSIP (if any).	928377AC4

At least one of the following other identifiers:

- ISIN

US928377AC45

- Ticker (if ISIN is not available).

VSTO51

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BM8SNW2
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1100000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1102464.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0992538604

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-03-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.500
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	1107425.000000000000

Schedule of Portfolio Investments Record: 93

Item C.1. Identification of investment.

a. Name of issuer (if any).	Ambience Merger Sub Inc
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	AMBIENCE MERGER
d. CUSIP (if any).	04650YAB6

At least one of the following other identifiers:

- ISIN

US04650YAB65

- Ticker (if ISIN is not available).

HOME52

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BLR8VV1
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	240000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	231820.8000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0208706219

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-07-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	7.125
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	236351.280000000000

Schedule of Portfolio Investments Record: 94

Item C.1. Identification of investment.

a. Name of issuer (if any).	Pilgrim's Pride Corp
b. LEI (if any) of issuer. (1)	549300ZSLGV64ZL3HD75
c. Title of the issue or description of the investment.	PILGRIM'S PRIDE CORP
d. CUSIP (if any).	72147KAE8

At least one of the following other identifiers:

- ISIN

US72147KAE82

- Ticker (if ISIN is not available).

JBSAY4

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BF0KZ32
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1450000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1529402.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1376907116

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2027-09-30

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.875
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	1312227.370000000000

Schedule of Portfolio Investments Record: 95

Item C.1. Identification of investment.

a. Name of issuer (if any).	Golden Nugget Inc
b. LEI (if any) of issuer. (1)	91D14OD6M4H1RVBN7R43
c. Title of the issue or description of the investment.	GOLDEN NUGGET INC
d. CUSIP (if any).	38113YAE9

At least one of the following other identifiers:

- ISIN

US38113YAE95

- Ticker (if ISIN is not available).

LNY454

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BYWL570
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	725000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	728197.2500000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0655589554

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2024-10-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	6.750
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	728715.620000000000

Schedule of Portfolio Investments Record: 96

Item C.1. Identification of investment.

a. Name of issuer (if any).	Herc Holdings Inc
b. LEI (if any) of issuer. (1)	549300TP80QLITMSBP82
c. Title of the issue or description of the investment.	HERC HOLDINGS INC
d. CUSIP (if any).	42704LAA2

At least one of the following other identifiers:

- ISIN

US42704LAA26

- Ticker (if ISIN is not available).

HRI485

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BHWTW85
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1250000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1306162.5000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1175926565

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2027-07-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.500
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	201093.720000000000

Schedule of Portfolio Investments Record: 97

Item C.1. Identification of investment.

a. Name of issuer (if any).	DISH Network Corp
b. LEI (if any) of issuer. (1)	529900U350CWHH15G169
c. Title of the issue or description of the investment.	DISH NETWORK CORP
d. CUSIP (if any).	25470MAD1

At least one of the following other identifiers:

- ISIN

US25470MAD11

- Ticker (if ISIN is not available).

DISH

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BFMNDT1
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1832000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1782609.2800000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1604867394

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2024-03-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	2.375
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	DISH NETWORK CORP	DISH NETWORK CORP	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	25470M109
	ISIN (if CUSIP is not available)	US25470M1099
	Ticker (if CUSIP and ISIN are not available)	DISH
	Other identifier (if CUSIP, ISIN, and ticker are not available)	2303581 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	12.1630000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	97290.200000000000

Schedule of Portfolio Investments Record: 98

Item C.1. Identification of investment.

a. Name of issuer (if any).	Laredo Petroleum Inc
b. LEI (if any) of issuer. (1)	549300X0PTWU2QSLSL14
c. Title of the issue or description of the investment.	LAREDO PETROLEUM INC
d. CUSIP (if any).	516806AH9

At least one of the following other identifiers:

- ISIN

US516806AH93

- Ticker (if ISIN is not available).

LPI522

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BNNTD61
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	243000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	240919.9200000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0216898077

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-07-31

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	7.750
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	244743.030000000000

Schedule of Portfolio Investments Record: 99

Item C.1. Identification of investment.

a. Name of issuer (if any).	Starwood Property Trust Inc
b. LEI (if any) of issuer. (1)	BUGSFQZERKRBFWIG5267
c. Title of the issue or description of the investment.	STARWOOD PROPERTY TRUST
d. CUSIP (if any).	85571BAL9

At least one of the following other identifiers:

- ISIN

US85571BAL99

- Ticker (if ISIN is not available).

STWD45

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BYW54F3
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1250000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1315037.5000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1183916649

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2025-03-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.750
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	26417.620000000000

Schedule of Portfolio Investments Record: 100

Item C.1. Identification of investment.

a. Name of issuer (if any).	NextEra Energy Inc
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	NEXTERA ENERGY INC
d. CUSIP (if any).	65339F796

At least one of the following other identifiers:

- ISIN

US65339F7969

- Ticker (if ISIN is not available).

NEE

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BK4W313
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	138185.0000000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	8736055.7000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.7864993805

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-preferred
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2022-09-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.872
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	31610.000000000000

Schedule of Portfolio Investments Record: 101

Item C.1. Identification of investment.

a. Name of issuer (if any).	Alcoa Nederland Holding BV
b. LEI (if any) of issuer. (1)	5493000UL1QLQLT1VQ42
c. Title of the issue or description of the investment.	ALCOA NEDERLAND HOLDING
d. CUSIP (if any).	013822AG6

At least one of the following other identifiers:

- ISIN

US013822AG68

- Ticker (if ISIN is not available).

AA5145

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMHJ508
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	600000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	624756.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0562462310

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	NETHERLANDS
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-03-31

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.125
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	625975.200000000000

Schedule of Portfolio Investments Record: 102

Item C.1. Identification of investment.

a. Name of issuer (if any).	Dexcom Inc
b. LEI (if any) of issuer. (1)	549300YSK3QDSFR5EU59
c. Title of the issue or description of the investment.	DEXCOM INC
d. CUSIP (if any).	252131AK3

At least one of the following other identifiers:

- ISIN

US252131AK39

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BNVVGF9
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	14000000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	17935120.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	1.6146830164

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2025-11-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	0.250
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	DEXCOM INC	DEXCOM INC	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	252131107
	ISIN (if CUSIP is not available)	US2521311074
	Ticker (if CUSIP and ISIN are not available)	DXCM
	Other identifier (if CUSIP, ISIN, and ticker are not available)	B0796X4 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	1.6655000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	17887631.990000000000

Schedule of Portfolio Investments Record: 103

Item C.1. Identification of investment.

a. Name of issuer (if any).	Cedar Fair LP
b. LEI (if any) of issuer. (1)	549300TUVLNQQ6BVKH61
c. Title of the issue or description of the investment.	CEDAR FAIR LP
d. CUSIP (if any).	150190AE6

At least one of the following other identifiers:

- ISIN

US150190AE64

- Ticker (if ISIN is not available).

FUN484

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BL9Y7L9
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	750000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	778042.5000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0700464792

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-07-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.250
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	788546.980000000000

Schedule of Portfolio Investments Record: 104

Item C.1. Identification of investment.

a. Name of issuer (if any).	Standard Industries Inc/NJ
b. LEI (if any) of issuer. (1)	54930064UHXCIUWVI755
c. Title of the issue or description of the investment.	STANDARD INDUSTRIES INC
d. CUSIP (if any).	853496AG2

At least one of the following other identifiers:

- ISIN

US853496AG21

- Ticker (if ISIN is not available).

SDDE50

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMYXXP4
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	236000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	236962.8800000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0213335588

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2030-07-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.375
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	238982.560000000000

Schedule of Portfolio Investments Record: 105

Item C.1. Identification of investment.

a. Name of issuer (if any).	WESCO Distribution Inc
b. LEI (if any) of issuer. (1)	549300I2CEZJG9N4AH67
c. Title of the issue or description of the investment.	WESCO DISTRIBUTION INC
d. CUSIP (if any).	95081QAN4

At least one of the following other identifiers:

- ISIN

US95081QAN43

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMYMZS8
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	470000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	500404.3000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0450509573

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2025-06-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	7.125
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	310744.720000000000

Schedule of Portfolio Investments Record: 106

Item C.1. Identification of investment.

a. Name of issuer (if any).	Iron Mountain Inc
b. LEI (if any) of issuer. (1)	SQL3F6CKNNBM3SQGHX24
c. Title of the issue or description of the investment.	IRON MOUNTAIN INC
d. CUSIP (if any).	46284VAE1

At least one of the following other identifiers:

- ISIN

US46284VAE11

- Ticker (if ISIN is not available).

IRM457

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BD3MND7
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	2195000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	2293731.1000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.2065025855

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2028-03-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.250
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	203247.200000000000

Schedule of Portfolio Investments Record: 107

Item C.1. Identification of investment.

a. Name of issuer (if any).	Chevron Corp
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	CHEVRON CORP
d. CUSIP (if any).	166764100

At least one of the following other identifiers:

- ISIN

US1667641005

- Ticker (if ISIN is not available).

CVX

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	2838555
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1875.0000000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	214668.7500000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0193264380

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	214668.750000000000

Schedule of Portfolio Investments Record: 108

Item C.1. Identification of investment.

a. Name of issuer (if any).	Bausch Health Cos Inc
b. LEI (if any) of issuer. (1)	B3BS7ACMDUWISF18KY76
c. Title of the issue or description of the investment.	BAUSCH HEALTH COS INC
d. CUSIP (if any).	071734AM9

At least one of the following other identifiers:

- ISIN

US071734AM99

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BLH34G2
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	413000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	379357.0200000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0341531775

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-02-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	30616.640000000000

Schedule of Portfolio Investments Record: 109

Item C.1. Identification of investment.

a. Name of issuer (if any).	Encompass Health Corp
b. LEI (if any) of issuer. (1)	549300FVRPM9DRQZRG64
c. Title of the issue or description of the investment.	ENCOMPASS HEALTH CORP
d. CUSIP (if any).	29261AAB6

At least one of the following other identifiers:

- ISIN

US29261AAB61

- Ticker (if ISIN is not available).

EHC488

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BK7CR30
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	470000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	484349.1000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0436055218

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2030-02-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.750
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	89148.540000000000

Schedule of Portfolio Investments Record: 110

Item C.1. Identification of investment.

a. Name of issuer (if any).	Chegg Inc
b. LEI (if any) of issuer. (1)	549300AKX7O8JG0O3G77
c. Title of the issue or description of the investment.	CHEGG INC
d. CUSIP (if any).	163092AF6

At least one of the following other identifiers:

- ISIN

US163092AF65

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BM8Z4K8
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	8500000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	7923190.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.7133177993

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-09-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	0.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	CHEGG INC	CHEGG INC	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	163092109
	ISIN (if CUSIP is not available)	US1630921096
	Ticker (if CUSIP and ISIN are not available)	CHGG
	Other identifier (if CUSIP, ISIN, and ticker are not available)	BG6N6K6 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	9.2978000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	4341984.000000000000

Schedule of Portfolio Investments Record: 111

Item C.1. Identification of investment.

a. Name of issuer (if any).	Charles River Laboratories International Inc
b. LEI (if any) of issuer. (1)	549300BSQ0R4UZ5KX287
c. Title of the issue or description of the investment.	CHARLES RIVER LABORATORI
d. CUSIP (if any).	159864AG2

At least one of the following other identifiers:

- ISIN

US159864AG27

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BN6J2C7
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	479000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	484297.7400000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0436008979

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-03-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	3.750
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	485985.250000000000

Schedule of Portfolio Investments Record: 112

Item C.1. Identification of investment.

a. Name of issuer (if any).	Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	MAGNOLIA OIL GAS/MAG FIN
d. CUSIP (if any).	559665AA2

At least one of the following other identifiers:

- ISIN

US559665AA25

- Ticker (if ISIN is not available).

TPGE46

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BYVW0H9
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1060000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1088556.4000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0980017715

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-08-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	6.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	1103370.960000000000

Schedule of Portfolio Investments Record: 113

Item C.1. Identification of investment.

a. Name of issuer (if any).	Laredo Petroleum Inc
b. LEI (if any) of issuer. (1)	549300X0PTWU2QSLSL14
c. Title of the issue or description of the investment.	LAREDO PETROLEUM INC
d. CUSIP (if any).	516806AG1

At least one of the following other identifiers:

- ISIN

US516806AG11

- Ticker (if ISIN is not available).

LPI493

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BL71K13
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	807000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	864740.8500000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0778518551

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2028-01-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	10.125
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	204133.140000000000

Schedule of Portfolio Investments Record: 114

Item C.1. Identification of investment.

a. Name of issuer (if any).	AES Corp/The
b. LEI (if any) of issuer. (1)	2NUNNB7D43COUIRE5295
c. Title of the issue or description of the investment.	AES CORP/THE
d. CUSIP (if any).	00130H204

At least one of the following other identifiers:

- ISIN

US00130H2040

- Ticker (if ISIN is not available).

AESC

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMWFLV4
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	141020.0000000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	14244430.2000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	1.2824134727

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-preferred
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2024-02-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	6.875
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	741009.360000000000

Schedule of Portfolio Investments Record: 115

Item C.1. Identification of investment.

a. Name of issuer (if any).	Frontier Florida LLC
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	FRONTIER FLORIDA LLC
d. CUSIP (if any).	362333AH9

At least one of the following other identifiers:

- ISIN

US362333AH94

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	2234711
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	559000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	600662.2700000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0540770938

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2028-02-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	6.860
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	604708.310000000000

Schedule of Portfolio Investments Record: 116

Item C.1. Identification of investment.

a. Name of issuer (if any).	Avis Budget Car Rental LLC / Avis Budget Finance Inc
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	AVIS BUDGET CAR/FINANCE
d. CUSIP (if any).	053773BF3

At least one of the following other identifiers:

- ISIN

US053773BF30

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BLKH0C9
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	285000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	301159.5000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0271131239

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-03-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.375
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	302430.310000000000

Schedule of Portfolio Investments Record: 117

Item C.1. Identification of investment.

a. Name of issuer (if any).	Bank of America Corp
b. LEI (if any) of issuer. (1)	9DJT3UXIJIZJI4WXO774
c. Title of the issue or description of the investment.	BANK OF AMERICA CORP
d. CUSIP (if any).	060505682

At least one of the following other identifiers:

- ISIN

US0605056821

- Ticker (if ISIN is not available).

BACpL

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	B2PB3Z7
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	4600.0000000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	6588212.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.5931309088

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-preferred
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2049-12-31

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	7.250
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	143222.000000000000

Schedule of Portfolio Investments Record: 118

Item C.1. Identification of investment.

a. Name of issuer (if any).	Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	ALBERTSONS COS/SAFEWAY
d. CUSIP (if any).	013092AE1

At least one of the following other identifiers:

- ISIN

US013092AE14

- Ticker (if ISIN is not available).

ABS493

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BKMH644
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1183000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1268968.6100000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1142441234

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2030-02-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.875
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	1279852.210000000000

Schedule of Portfolio Investments Record: 119

Item C.1. Identification of investment.

a. Name of issuer (if any).	CSC Holdings LLC
b. LEI (if any) of issuer. (1)	3HG2WD2W22M120IUNG49
c. Title of the issue or description of the investment.	CSC HOLDINGS LLC
d. CUSIP (if any).	126307BD8

At least one of the following other identifiers:

- ISIN

US126307BD80

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BM9M1M9
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1350000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1239151.5000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1115597153

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2030-12-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.625
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	187181.180000000000

Schedule of Portfolio Investments Record: 120

Item C.1. Identification of investment.

a. Name of issuer (if any).	SLM Corp
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	SLM CORP
d. CUSIP (if any).	78442PGD2

At least one of the following other identifiers:

- ISIN

US78442PGD24

- Ticker (if ISIN is not available).

SLM506

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMBJZQ0
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	580000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	613843.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0552637433

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2025-10-29

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.200
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	613060.000000000000

Schedule of Portfolio Investments Record: 121

Item C.1. Identification of investment.

a. Name of issuer (if any).	Netflix Inc
b. LEI (if any) of issuer. (1)	549300Y7VHGU0I7CE873
c. Title of the issue or description of the investment.	NETFLIX INC
d. CUSIP (if any).	64110LAV8

At least one of the following other identifiers:

- ISIN

US64110LAV80

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BKM1GZ7
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	725000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	851106.5000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0766243666

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2030-06-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.875
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	865167.870000000000

Schedule of Portfolio Investments Record: 122

Item C.1. Identification of investment.

a. Name of issuer (if any).	Winnebago Industries Inc
b. LEI (if any) of issuer. (1)	549300B7OYKYJLTE3G11
c. Title of the issue or description of the investment.	WINNEBAGO INDUSTRIES
d. CUSIP (if any).	974637AB6

At least one of the following other identifiers:

- ISIN

US974637AB61

- Ticker (if ISIN is not available).

WGO508

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BN13KX1
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	6000000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	7665600.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.6901271991

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2025-04-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	1.500
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	WINNEBAGO INDUSTRIES	WINNEBAGO INDUSTRIES	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	974637100
	ISIN (if CUSIP is not available)	US9746371007
	Ticker (if CUSIP and ISIN are not available)	WGO
	Other identifier (if CUSIP, ISIN, and ticker are not available)	2972721 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	15.6906000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	192293.400000000000

Schedule of Portfolio Investments Record: 123

Item C.1. Identification of investment.

a. Name of issuer (if any).	Kaiser Aluminum Corp
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	KAISER ALUMINUM CORP
d. CUSIP (if any).	483007AJ9

At least one of the following other identifiers:

- ISIN

US483007AJ91

- Ticker (if ISIN is not available).

KALU49

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BKQQ380
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	505000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	510105.5500000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0459243522

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2028-03-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.625
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	514923.750000000000

Schedule of Portfolio Investments Record: 124

Item C.1. Identification of investment.

a. Name of issuer (if any).	Clearwater Paper Corp
b. LEI (if any) of issuer. (1)	549300HCVV19GXN4P292
c. Title of the issue or description of the investment.	CLEARWATER PAPER CORP
d. CUSIP (if any).	18538RAJ2

At least one of the following other identifiers:

- ISIN

US18538RAJ23

- Ticker (if ISIN is not available).

CLW502

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BN6Q176
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1530000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1558106.1000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1402749163

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2028-08-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.750
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	379723.320000000000

Schedule of Portfolio Investments Record: 125

Item C.1. Identification of investment.

a. Name of issuer (if any).	Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	LADDER CAP FIN LLLP/CORP
d. CUSIP (if any).	505742AG1

At least one of the following other identifiers:

- ISIN

US505742AG11

- Ticker (if ISIN is not available).

LADP45

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BZ0WZ72
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1874000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1900011.1200000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1710563234

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2025-10-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.250
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	20231.660000000000

Schedule of Portfolio Investments Record: 126

Item C.1. Identification of investment.

a. Name of issuer (if any).	Insulet Corp
b. LEI (if any) of issuer. (1)	549300TZTYD2PYN92D43
c. Title of the issue or description of the investment.	INSULET CORPORATION
d. CUSIP (if any).	45784PAK7

At least one of the following other identifiers:

- ISIN

US45784PAK75

- Ticker (if ISIN is not available).

PODD50

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMVC6H7
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	13500000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	20021445.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	1.8025130139

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-09-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	0.375
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	INSULET CORPORATION	INSULET CORPORATION	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	45784P101
	ISIN (if CUSIP is not available)	US45784P1012
	Ticker (if CUSIP and ISIN are not available)	PODD
	Other identifier (if CUSIP, ISIN, and ticker are not available)	B1XGNW4 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	4.4105000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	1167840.310000000000

Schedule of Portfolio Investments Record: 127

Item C.1. Identification of investment.

a. Name of issuer (if any).	Square Inc
b. LEI (if any) of issuer. (1)	549300OHIIUWSTIZME52
c. Title of the issue or description of the investment.	SQUARE INC
d. CUSIP (if any).	852234AG8

At least one of the following other identifiers:

- ISIN

US852234AG87

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BN0T1G0
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	9000000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	10630710.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.9570734341

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-05-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	0.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	SQUARE INC	SQUARE INC	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	852234103
	ISIN (if CUSIP is not available)	US8522341036
	Ticker (if CUSIP and ISIN are not available)	SQ
	Other identifier (if CUSIP, ISIN, and ticker are not available)	BYNZGK1 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	3.3430000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	9430874.550000000000

Schedule of Portfolio Investments Record: 128

Item C.1. Identification of investment.

a. Name of issuer (if any).	EQT Corp
b. LEI (if any) of issuer. (1)	4NT01YGM4X7ZX86ISY52
c. Title of the issue or description of the investment.	EQT CORP
d. CUSIP (if any).	26884LAL3

At least one of the following other identifiers:

- ISIN

US26884LAL36

- Ticker (if ISIN is not available).

EQT507

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMDMZ01
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	235000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	261587.9000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0235505276

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-01-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	163182.130000000000

Schedule of Portfolio Investments Record: 129

Item C.1. Identification of investment.

a. Name of issuer (if any).	Mercer International Inc
b. LEI (if any) of issuer. (1)	549300Z5IAG39VRTY874
c. Title of the issue or description of the investment.	MERCER INTL INC
d. CUSIP (if any).	588056BB6

At least one of the following other identifiers:

- ISIN

US588056BB60

- Ticker (if ISIN is not available).

MERC52

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BNNTCJ7
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1017000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1012392.9900000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0911448469

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	CANADA (FEDERAL LEVEL)
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-02-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.125
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	459076.630000000000

Schedule of Portfolio Investments Record: 130

Item C.1. Identification of investment.

a. Name of issuer (if any).	Williams Scotsman International Inc
b. LEI (if any) of issuer. (1)	549300V3TCHCBOBTGH07
c. Title of the issue or description of the investment.	WILLIAMS SCOTSMAN INTL
d. CUSIP (if any).	96950GAE2

At least one of the following other identifiers:

- ISIN

US96950GAE26

- Ticker (if ISIN is not available).

TDRCP5

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMH1V40
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	241000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	249321.7300000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0224462152

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2028-08-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.625
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	99109.320000000000

Schedule of Portfolio Investments Record: 131

Item C.1. Identification of investment.

a. Name of issuer (if any).	Acrisure LLC / Acrisure Finance Inc
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	ACRISURE LLC / FIN INC
d. CUSIP (if any).	00489LAA1

At least one of the following other identifiers:

- ISIN

US00489LAA17

- Ticker (if ISIN is not available).

ACUE45

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BD0G1S3
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1280000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1296652.8000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1167365066

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2025-11-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	7.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	1333616.640000000000

Schedule of Portfolio Investments Record: 132

Item C.1. Identification of investment.

a. Name of issuer (if any).	Allison Transmission Inc
b. LEI (if any) of issuer. (1)	MWKQ3I0U1GXP2YDSZW75
c. Title of the issue or description of the investment.	ALLISON TRANSMISSION INC
d. CUSIP (if any).	019736AG2

At least one of the following other identifiers:

- ISIN

US019736AG29

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMX50K5
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	240000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	230908.8000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0207885154

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2031-01-30

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	3.750
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	232924.800000000000

Schedule of Portfolio Investments Record: 133

Item C.1. Identification of investment.

a. Name of issuer (if any).	Sirius XM Radio Inc
b. LEI (if any) of issuer. (1)	WP5O65E6BMU84LNO4227
c. Title of the issue or description of the investment.	SIRIUS XM RADIO INC
d. CUSIP (if any).	82967NBC1

At least one of the following other identifiers:

- ISIN

US82967NBC11

- Ticker (if ISIN is not available).

LMCA48

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BJYHK54
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1250000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1349837.5000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1215246782

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-07-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.500
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	1096.770000000000

Schedule of Portfolio Investments Record: 134

Item C.1. Identification of investment.

a. Name of issuer (if any).	NCR Corp
b. LEI (if any) of issuer. (1)	549300YKTY8JX1DV2R67
c. Title of the issue or description of the investment.	NCR CORP
d. CUSIP (if any).	62886EBA5

At least one of the following other identifiers:

- ISIN

US62886EBA55

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BL6KR10
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	478000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	489491.1200000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0440684533

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-04-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.125
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	489745.890000000000

Schedule of Portfolio Investments Record: 135

Item C.1. Identification of investment.

a. Name of issuer (if any).	Ally Financial Inc
b. LEI (if any) of issuer. (1)	549300JBN1OSM8YNAI90
c. Title of the issue or description of the investment.	ALLY FINANCIAL INC
d. CUSIP (if any).	02005NBM1

At least one of the following other identifiers:

- ISIN

US02005NBM11

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BN7N9G1
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	842000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	873760.2400000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0786638629

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-preferred
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2099-12-31

b. Coupon.

i. Coupon category. (13)	Variable
ii. Annualized rate.	4.700
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	880657.060000000000

Schedule of Portfolio Investments Record: 136

Item C.1. Identification of investment.

a. Name of issuer (if any).	Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	ROCKETMTGE C0-ISSUER INC
d. CUSIP (if any).	74841CAA9

At least one of the following other identifiers:

- ISIN

US74841CAA99

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BN7NDB4
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	445000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	442930.7500000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0398766643

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-03-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	3.625
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?	☒ Yes ☐ No
i. If Yes, provide the value of the securities on loan.	444395.730000000000

Schedule of Portfolio Investments Record: 137

Item C.1. Identification of investment.

a. Name of issuer (if any).	Altice USA Inc
b. LEI (if any) of issuer. (1)	54930064K3612MGCER95
c. Title of the issue or description of the investment.	ALTICE USA INC- A
d. CUSIP (if any).	02156K103

At least one of the following other identifiers:

- ISIN

US02156K1034

- Ticker (if ISIN is not available).

ATUS

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BDRY7P9
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	20285.0000000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	330645.5000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0297677224

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 138

Item C.1. Identification of investment.

a. Name of issuer (if any).	Avantor Inc
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	AVANTOR INC
d. CUSIP (if any).	05352A209

At least one of the following other identifiers:

- ISIN

US05352A2096

- Ticker (if ISIN is not available).

AVTRpA

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BJXKL39
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	113945.0000000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	14104112.1000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	1.2697807581

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-preferred
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2022-05-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	6.250
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 139

Item C.1. Identification of investment.

a. Name of issuer (if any).	DraftKings Inc
b. LEI (if any) of issuer. (1)	5493008P45UYYL683Z97
c. Title of the issue or description of the investment.	DRAFTKINGS INC
d. CUSIP (if any).	26142RAA2

At least one of the following other identifiers:

- ISIN

US26142RAA23

- Ticker (if ISIN is not available).

DKNG51

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BNTJ2N5
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	11500000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	10049620.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.9047584145

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2028-03-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	0.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	DRAFTKINGS INC	DRAFTKINGS INC	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	26142R104
	ISIN (if CUSIP is not available)	US26142R1041
	Ticker (if CUSIP and ISIN are not available)	DKNG
	Other identifier (if CUSIP, ISIN, and ticker are not available)	BMYML02 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	10.5430000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 140

Item C.1. Identification of investment.

a. Name of issuer (if any).	Dun & Bradstreet Corp/The
b. LEI (if any) of issuer. (1)	RI37BMPWE56BCJ747E14
c. Title of the issue or description of the investment.	DUN & BRADSTREET CORP
d. CUSIP (if any).	26483NAN0

At least one of the following other identifiers:

- ISIN

US26483NAN03

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1009682.6600000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1006800.0200000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0906413168

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Loan
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-02-06

b. Coupon.

i. Coupon category. (13)	Floating
ii. Annualized rate.	3.337
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 141

Item C.1. Identification of investment.

a. Name of issuer (if any).	EQT Corp
b. LEI (if any) of issuer. (1)	4NT01YGM4X7ZX86ISY52
c. Title of the issue or description of the investment.	EQT CORP
d. CUSIP (if any).	26884LAG4

At least one of the following other identifiers:

- ISIN

US26884LAG41

- Ticker (if ISIN is not available).

EQT493

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BKKL239
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	550000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	705534.5000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0635186480

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2030-02-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	7.500
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 142

Item C.1. Identification of investment.

a. Name of issuer (if any).	EQT Corp
b. LEI (if any) of issuer. (1)	4NT01YGM4X7ZX86ISY52
c. Title of the issue or description of the investment.	EQT CORP
d. CUSIP (if any).	26884LAH2

At least one of the following other identifiers:

- ISIN

US26884LAH24

- Ticker (if ISIN is not available).

EQT493

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BKKL217
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	385000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	433956.6000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0390687295

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2025-02-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	6.625
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 143

Item C.1. Identification of investment.

a. Name of issuer (if any).	B Riley Financial Inc
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	B RILEY FINANCIAL INC
d. CUSIP (if any).	05580M819

At least one of the following other identifiers:

- ISIN

US05580M8192

- Ticker (if ISIN is not available).

RILY52

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMCHWS4
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	19232.0000000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	480415.3600000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0432513706

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-preferred
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2028-08-31

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.250
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 144

Item C.1. Identification of investment.

a. Name of issuer (if any).	Boston Scientific Corp
b. LEI (if any) of issuer. (1)	Y6ZDD9FP4P8JSSJMW954
c. Title of the issue or description of the investment.	BOSTON SCIENTIFIC CORP
d. CUSIP (if any).	101137206

At least one of the following other identifiers:

- ISIN

US1011372067

- Ticker (if ISIN is not available).

BSXpA

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMH5QL4
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	70970.0000000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	8306328.8000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.7478114472

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-preferred
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2023-06-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.500
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 145

Item C.1. Identification of investment.

a. Name of issuer (if any).	Broadcom Inc
b. LEI (if any) of issuer. (1)	549300WV6GIDOZJTV909
c. Title of the issue or description of the investment.	BROADCOM INC
d. CUSIP (if any).	11135F200

At least one of the following other identifiers:

- ISIN

US11135F2002

- Ticker (if ISIN is not available).

AVGOP

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BKTDW14
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	15360.0000000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	25763942.4000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	2.3195049840

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-preferred
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2022-09-30

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	8.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 146

Item C.1. Identification of investment.

a. Name of issuer (if any).	Calfrac Well Services Ltd
b. LEI (if any) of issuer. (1)	54930072S07WJGD7TA28
c. Title of the issue or description of the investment.	CALFRAC WELL SERVICES LTD
d. CUSIP (if any).	129584405

At least one of the following other identifiers:

- ISIN

CA1295844056

- Ticker (if ISIN is not available).

CFWFF

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BNLXSS2
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	40024.0000000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	199719.7600000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0179805936

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	CANADA (FEDERAL LEVEL)
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 147

Item C.1. Identification of investment.

a. Name of issuer (if any).	EPR Properties
b. LEI (if any) of issuer. (1)	549300YSSXFHMPOWZ492
c. Title of the issue or description of the investment.	EPR PROPERTIES
d. CUSIP (if any).	26884UAF6

At least one of the following other identifiers:

- ISIN

US26884UAF66

- Ticker (if ISIN is not available).

EPR487

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BHQZFR9
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	764000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	784490.4800000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0706269852

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-08-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	3.750
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 148

Item C.1. Identification of investment.

a. Name of issuer (if any).	Edgewell Personal Care Co
b. LEI (if any) of issuer. (1)	549300CY8QZDL4Z3RU59
c. Title of the issue or description of the investment.	EDGEWELL PERSONAL CARE
d. CUSIP (if any).	28035QAA0

At least one of the following other identifiers:

- ISIN

US28035QAA04

- Ticker (if ISIN is not available).

ENR499

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BJK0G59
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	482000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	504721.4800000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0454396292

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2028-06-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.500
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 149

Item C.1. Identification of investment.

a. Name of issuer (if any).	Edgewell Personal Care Co
b. LEI (if any) of issuer. (1)	549300CY8QZDL4Z3RU59
c. Title of the issue or description of the investment.	EDGEWELL PERSONAL CARE
d. CUSIP (if any).	28035QAB8

At least one of the following other identifiers:

- ISIN

US28035QAB86

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMCDKC2
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	717000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	708424.6800000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0637788484

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-04-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.125
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 150

Item C.1. Identification of investment.

a. Name of issuer (if any).	Caesars Entertainment Inc
b. LEI (if any) of issuer. (1)	549300FA4CTCW903Y781
c. Title of the issue or description of the investment.	CAESARS ENTERTAIN INC
d. CUSIP (if any).	28470RAH5

At least one of the following other identifiers:

- ISIN

US28470RAH57

- Ticker (if ISIN is not available).

ERI500

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BLFBXP0
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	472000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	497157.6000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0447586597

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2025-07-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	6.250
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 151

Item C.1. Identification of investment.

a. Name of issuer (if any).	Embarq Corp
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	EMBARQ CORP
d. CUSIP (if any).	29078EAA3

At least one of the following other identifiers:

- ISIN

US29078EAA38

- Ticker (if ISIN is not available).

CTL366

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	B156W36
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1884000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	2085305.4000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1877382038

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2036-06-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	7.995
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 152

Item C.1. Identification of investment.

a. Name of issuer (if any).	Empire Resorts Inc
b. LEI (if any) of issuer. (1)	549300WBFN23L9HI5N68
c. Title of the issue or description of the investment.	EMPIRE RESORTS INC
d. CUSIP (if any).	292052AF4

At least one of the following other identifiers:

- ISIN

US292052AF45

- Ticker (if ISIN is not available).

NYNY52

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BNVY1X1
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	400000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	409112.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0368319921

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-11-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	7.750
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 153

Item C.1. Identification of investment.

a. Name of issuer (if any).	Ovintiv Inc
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	OVINTIV INC
d. CUSIP (if any).	292505AD6

At least one of the following other identifiers:

- ISIN

US292505AD65

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	B02DZ90
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	245000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	329449.0500000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0296600071

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2034-08-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	6.500
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 154

Item C.1. Identification of investment.

a. Name of issuer (if any).	Encompass Health Corp
b. LEI (if any) of issuer. (1)	549300FVRPM9DRQZRG64
c. Title of the issue or description of the investment.	ENCOMPASS HEALTH CORP
d. CUSIP (if any).	29261AAA8

At least one of the following other identifiers:

- ISIN

US29261AAA88

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BK73CG1
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	470000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	479005.2000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0431244152

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2028-02-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.500
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 155

Item C.1. Identification of investment.

a. Name of issuer (if any).	Chesapeake Energy Corp
b. LEI (if any) of issuer. (1)	X2MT1W32SPAZ9WSKLE78
c. Title of the issue or description of the investment.	CHESAPEAKE ENERGY CORP
d. CUSIP (if any).	165167164

At least one of the following other identifiers:

- ISIN

US1651671646

- Ticker (if ISIN is not available).

CHKEW

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BNVX763
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	2837.0000000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	108713.8400000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0097874110

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Warrant

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	CHESAPEAKE ENERGY CORP	X2MT1W32SPAZ9WSKLE78

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☐ Written ☒ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	CHESAPEAKE ENERGY CORP
Title of issue.	CHESAPEAKE ENERGY CORP

At least one of the following other identifiers:

- CUSIP.

165167743

- ISIN (if CUSIP is not available).

US1651677437

- Ticker (if CUSIP and ISIN are not available).

CHKAQ

- Other identifier (if CUSIP, ISIN, and ticker are not available).	BLK8HG5
If other identifier provided, indicate the type of identifier used.	SEDOL

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	2837
v. Exercise price or rate.	27.269000000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2026-02-09
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	-190252.0100000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 156

Item C.1. Identification of investment.

a. Name of issuer (if any).	Chesapeake Energy Corp
b. LEI (if any) of issuer. (1)	X2MT1W32SPAZ9WSKLE78
c. Title of the issue or description of the investment.	CHESAPEAKE ENERGY CORP
d. CUSIP (if any).	165167172

At least one of the following other identifiers:

- ISIN

US1651671729

- Ticker (if ISIN is not available).

CHKEZ

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BNVX774
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	3152.0000000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	105276.8000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0094779773

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Warrant

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	CHESAPEAKE ENERGY CORP	X2MT1W32SPAZ9WSKLE78

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☐ Written ☒ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	CHESAPEAKE ENERGY CORP
Title of issue.	CHESAPEAKE ENERGY CORP

At least one of the following other identifiers:

- CUSIP.

165167743

- ISIN (if CUSIP is not available).

US1651677437

- Ticker (if CUSIP and ISIN are not available).

CHKAQ

- Other identifier (if CUSIP, ISIN, and ticker are not available).	BLK8HG5
If other identifier provided, indicate the type of identifier used.	SEDOL

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	3152
v. Exercise price or rate.	31.711000000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2026-02-09
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	-214582.1200000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 157

Item C.1. Identification of investment.

a. Name of issuer (if any).	Energizer Holdings Inc
b. LEI (if any) of issuer. (1)	5493000D6NN0V57UME20
c. Title of the issue or description of the investment.	ENERGIZER HOLDINGS INC
d. CUSIP (if any).	29272WAD1

At least one of the following other identifiers:

- ISIN

US29272WAD11

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMD3QC3
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1331000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1276535.4800000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1149253620

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-03-31

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.375
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 158

Item C.1. Identification of investment.

a. Name of issuer (if any).	Energy Transfer LP
b. LEI (if any) of issuer. (1)	MTLVN9N7JE8MIBIJ1H73
c. Title of the issue or description of the investment.	ENERGY TRANSFER LP
d. CUSIP (if any).	29273RBA6

At least one of the following other identifiers:

- ISIN

US29273RBA68

- Ticker (if ISIN is not available).

ETP407

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BHBFCH3
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1400000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1153922.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1038865787

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2066-11-01

b. Coupon.

i. Coupon category. (13)	Floating
ii. Annualized rate.	3.149
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 159

Item C.1. Identification of investment.

a. Name of issuer (if any).	Chesapeake Energy Corp
b. LEI (if any) of issuer. (1)	X2MT1W32SPAZ9WSKLE78
c. Title of the issue or description of the investment.	CHESAPEAKE ENERGY CORP
d. CUSIP (if any).	165167180

At least one of the following other identifiers:

- ISIN

US1651671802

- Ticker (if ISIN is not available).

CHKEL

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMZ5M07
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1751.0000000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	53528.0700000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0048190849

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Warrant

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	CHESAPEAKE ENERGY CORP	X2MT1W32SPAZ9WSKLE78

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☐ Written ☒ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	CHESAPEAKE ENERGY CORP
Title of issue.	CHESAPEAKE ENERGY CORP

At least one of the following other identifiers:

- CUSIP.

165167743

- ISIN (if CUSIP is not available).

US1651677437

- Ticker (if CUSIP and ISIN are not available).

CHKAQ

- Other identifier (if CUSIP, ISIN, and ticker are not available).	BLK8HG5
If other identifier provided, indicate the type of identifier used.	SEDOL

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	1751
v. Exercise price or rate.	35.708000000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2026-02-09
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	-84795.3200000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 160

Item C.1. Identification of investment.

a. Name of issuer (if any).	Chesapeake Energy Corp
b. LEI (if any) of issuer. (1)	X2MT1W32SPAZ9WSKLE78
c. Title of the issue or description of the investment.	CHESAPEAKE ENERGY CORP
d. CUSIP (if any).	165167735

At least one of the following other identifiers:

- ISIN

US1651677353

- Ticker (if ISIN is not available).

CHK

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMZ5LZ5
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	2869.0000000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	182870.0600000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0164636300

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 161

Item C.1. Identification of investment.

a. Name of issuer (if any).	Cumulus Media Inc
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	CUMULUS MEDIA INC-CL A
d. CUSIP (if any).	231082801

At least one of the following other identifiers:

- ISIN

US2310828015

- Ticker (if ISIN is not available).

CMLS

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BGC2LM4
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	7423.0000000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	92193.6600000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0083001138

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 162

Item C.1. Identification of investment.

a. Name of issuer (if any).	Danaher Corp
b. LEI (if any) of issuer. (1)	S4BKK9OTCEWQ3YHPFM11
c. Title of the issue or description of the investment.	DANAHER CORP
d. CUSIP (if any).	235851300

At least one of the following other identifiers:

- ISIN

US2358513008

- Ticker (if ISIN is not available).

DHRpA

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BJRJK13
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	9125.0000000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	19027906.2500000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	1.7130655975

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-preferred
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2022-04-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.750
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 163

Item C.1. Identification of investment.

a. Name of issuer (if any).	EnerSys
b. LEI (if any) of issuer. (1)	7ZS3DE5PN30BYUJFWP05
c. Title of the issue or description of the investment.	ENERSYS
d. CUSIP (if any).	29275YAC6

At least one of the following other identifiers:

- ISIN

US29275YAC66

- Ticker (if ISIN is not available).

ENS492

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BJ9RW64
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	475000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	499339.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0449550492

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2027-12-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.375
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 164

Item C.1. Identification of investment.

a. Name of issuer (if any).	EnLink Midstream Partners LP
b. LEI (if any) of issuer. (1)	88CPW63VL7KHJWS0NY83
c. Title of the issue or description of the investment.	ENLINK MIDSTREAM PARTNER
d. CUSIP (if any).	29336UAF4

At least one of the following other identifiers:

- ISIN

US29336UAF49

- Ticker (if ISIN is not available).

ENLC43

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BD86G80
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1015000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1057315.3500000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0951891673

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-07-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.850
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 165

Item C.1. Identification of investment.

a. Name of issuer (if any).	Denbury Inc
b. LEI (if any) of issuer. (1)	549300KCWA5W52MS5559
c. Title of the issue or description of the investment.	DENBURY INC
d. CUSIP (if any).	24790A101

At least one of the following other identifiers:

- ISIN

US24790A1016

- Ticker (if ISIN is not available).

DEN

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMZQZL2
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1931.0000000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	163478.4600000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0147178214

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 166

Item C.1. Identification of investment.

a. Name of issuer (if any).	Denbury Inc
b. LEI (if any) of issuer. (1)	549300KCWA5W52MS5559
c. Title of the issue or description of the investment.	DENBURY INC
d. CUSIP (if any).	24790A119

At least one of the following other identifiers:

- ISIN

US24790A1198

- Ticker (if ISIN is not available).

DNRWW

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMBQMR1
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	4875.0000000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	255888.7500000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0230374382

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Warrant

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	DENBURY INC	549300KCWA5W52MS5559

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☐ Written ☒ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	DENBURY INC
Title of issue.	DENBURY INC

At least one of the following other identifiers:

- CUSIP.

24790A101

- ISIN (if CUSIP is not available).

US24790A1016

- Ticker (if CUSIP and ISIN are not available).

DEN

- Other identifier (if CUSIP, ISIN, and ticker are not available).	BMZQZL2
If other identifier provided, indicate the type of identifier used.	SEDOL

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	4875
v. Exercise price or rate.	32.590000000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2025-09-18
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	255888.7500000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 167

Item C.1. Identification of investment.

a. Name of issuer (if any).	Denbury Inc
b. LEI (if any) of issuer. (1)	549300KCWA5W52MS5559
c. Title of the issue or description of the investment.	DENBURY INC
d. CUSIP (if any).	24790A127

At least one of the following other identifiers:

- ISIN

US24790A1271

- Ticker (if ISIN is not available).

DNRRW

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BN490D6
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1776.0000000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	88711.2000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0079865910

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Warrant

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	DENBURY INC	549300KCWA5W52MS5559

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☐ Written ☒ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	DENBURY INC
Title of issue.	DENBURY INC

At least one of the following other identifiers:

- CUSIP.

24790A101

- ISIN (if CUSIP is not available).

US24790A1016

- Ticker (if CUSIP and ISIN are not available).

DEN

- Other identifier (if CUSIP, ISIN, and ticker are not available).	BMZQZL2
If other identifier provided, indicate the type of identifier used.	SEDOL

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	1776
v. Exercise price or rate.	35.410000000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2023-09-18
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	-176977.3600000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 168

Item C.1. Identification of investment.

a. Name of issuer (if any).	Diamond Offshore Drilling Inc
b. LEI (if any) of issuer. (1)	F14FQJ2EEHW5VPYUHL14
c. Title of the issue or description of the investment.	DIAMOND OFFSHORE DRILLING IN
d. CUSIP (if any).	25271C201

At least one of the following other identifiers:

- ISIN

US25271C2017

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	23595.0000000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	132721.8800000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0119488337

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 169

Item C.1. Identification of investment.

a. Name of issuer (if any).	EnLink Midstream Partners LP
b. LEI (if any) of issuer. (1)	88CPW63VL7KHJWS0NY83
c. Title of the issue or description of the investment.	ENLINK MIDSTREAM PARTNER
d. CUSIP (if any).	29336UAH0

At least one of the following other identifiers:

- ISIN

US29336UAH05

- Ticker (if ISIN is not available).

ENLC45

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BF97ND0
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1235000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	993495.7500000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0894435451

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-preferred
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2099-12-31

b. Coupon.

i. Coupon category. (13)	Variable
ii. Annualized rate.	6.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 170

Item C.1. Identification of investment.

a. Name of issuer (if any).	Enphase Energy Inc
b. LEI (if any) of issuer. (1)	5493008U7KIGMI59Z314
c. Title of the issue or description of the investment.	ENPHASE ENERGY INC
d. CUSIP (if any).	29355AAG2

At least one of the following other identifiers:

- ISIN

US29355AAG22

- Ticker (if ISIN is not available).

ENPH51

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BNRKG27
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	5750000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	6235472.5000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.5613740831

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-03-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	0.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	ENPHASE ENERGY INC	ENPHASE ENERGY INC	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	29355A107
	ISIN (if CUSIP is not available)	US29355A1079
	Ticker (if CUSIP and ISIN are not available)	ENPH
	Other identifier (if CUSIP, ISIN, and ticker are not available)	B65SQW4 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	3.2523000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 171

Item C.1. Identification of investment.

a. Name of issuer (if any).	Dominion Energy Inc
b. LEI (if any) of issuer. (1)	ILUL7B6Z54MRYCF6H308
c. Title of the issue or description of the investment.	DOMINION ENERGY INC
d. CUSIP (if any).	25746U133

At least one of the following other identifiers:

- ISIN

US25746U1337

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BJCXSC7
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	68300.0000000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	6841611.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.6159441970

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-preferred
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2022-11-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	7.250
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 172

Item C.1. Identification of investment.

a. Name of issuer (if any).	EP Energy Corp
b. LEI (if any) of issuer. (1)	549300Z6HPQS1H5IYQ07
c. Title of the issue or description of the investment.	EP ENERGY CORP
d. CUSIP (if any).	268785201

At least one of the following other identifiers:

- ISIN

US2687852010

- Ticker (if ISIN is not available).

EPEC

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMF7DC2
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	6644.0000000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	594638.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0535347341

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 173

Item C.1. Identification of investment.

a. Name of issuer (if any).	Enphase Energy Inc
b. LEI (if any) of issuer. (1)	5493008U7KIGMI59Z314
c. Title of the issue or description of the investment.	ENPHASE ENERGY INC
d. CUSIP (if any).	29355AAJ6

At least one of the following other identifiers:

- ISIN

US29355AAJ60

- Ticker (if ISIN is not available).

ENPH51

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BNRKGN8
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	5750000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	6404925.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.5766297420

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2028-03-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	0.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	ENPHASE ENERGY INC	ENPHASE ENERGY INC	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	29355A107
	ISIN (if CUSIP is not available)	US29355A1079
	Ticker (if CUSIP and ISIN are not available)	ENPH
	Other identifier (if CUSIP, ISIN, and ticker are not available)	B65SQW4 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	3.5104000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 174

Item C.1. Identification of investment.

a. Name of issuer (if any).	Envista Holdings Corp
b. LEI (if any) of issuer. (1)	549300BX623VURJZ5269
c. Title of the issue or description of the investment.	ENVISTA HOLDINGS CORP
d. CUSIP (if any).	29415FAB0

At least one of the following other identifiers:

- ISIN

US29415FAB04

- Ticker (if ISIN is not available).

NVST51

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMZ1NX5
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	2426000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	4753383.1000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.4279428831

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2025-06-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	2.375
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	ENVISTA HOLDINGS CORP	ENVISTA HOLDINGS CORP	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	29415F104
	ISIN (if CUSIP is not available)	US29415F1049
	Ticker (if CUSIP and ISIN are not available)	NVST
	Other identifier (if CUSIP, ISIN, and ticker are not available)	BK63SF3 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	47.5862000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 175

Item C.1. Identification of investment.

a. Name of issuer (if any).	Energy Transfer LP
b. LEI (if any) of issuer. (1)	MTLVN9N7JE8MIBIJ1H73
c. Title of the issue or description of the investment.	ENERGY TRANSFER LP
d. CUSIP (if any).	29273V100

At least one of the following other identifiers:

- ISIN

US29273V1008

- Ticker (if ISIN is not available).

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	B0WHXD2
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	42100.0000000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	400371.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0360450476

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 176

Item C.1. Identification of investment.

a. Name of issuer (if any).	Enterprise Products Partners LP
b. LEI (if any) of issuer. (1)	K4CDIF4M54DJZ6TB4Q48
c. Title of the issue or description of the investment.	ENTERPRISE PRODUCTS PARTNERS
d. CUSIP (if any).	293792107

At least one of the following other identifiers:

- ISIN

US2937921078

- Ticker (if ISIN is not available).

EPD

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	2285388
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	39795.0000000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	902550.6000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0812558335

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 177

Item C.1. Identification of investment.

a. Name of issuer (if any).	Eventbrite Inc
b. LEI (if any) of issuer. (1)	549300N6XBV2B1FAUF55
c. Title of the issue or description of the investment.	EVENTBRITE INC
d. CUSIP (if any).	29975EAC3

At least one of the following other identifiers:

- ISIN

US29975EAC30

- Ticker (if ISIN is not available).

EB5146

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BN6JK90
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	3696000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	3803997.1200000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.3424705017

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-09-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	0.750
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	EVENTBRITE INC	EVENTBRITE INC	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	29975E109
	ISIN (if CUSIP is not available)	US29975E1091
	Ticker (if CUSIP and ISIN are not available)	EB
	Other identifier (if CUSIP, ISIN, and ticker are not available)	BF5L3R0 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	35.8616000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 178

Item C.1. Identification of investment.

a. Name of issuer (if any).	Everbridge Inc
b. LEI (if any) of issuer. (1)	549300WCY0UMR64ATW81
c. Title of the issue or description of the investment.	EVERBRIDGE INC
d. CUSIP (if any).	29978AAC8

At least one of the following other identifiers:

- ISIN

US29978AAC80

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMXRZG2
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	2500000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	3807925.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.3428241253

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2024-12-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	0.125
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	EVERBRIDGE INC	EVERBRIDGE INC	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	29978A104
	ISIN (if CUSIP is not available)	US29978A1043
	Ticker (if CUSIP and ISIN are not available)	EVBG
	Other identifier (if CUSIP, ISIN, and ticker are not available)	BYY5ZB4 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	8.8999000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 179

Item C.1. Identification of investment.

a. Name of issuer (if any).	Frontier Communications Parent Inc
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	FRONTIER COMMUNICATIONS PARE
d. CUSIP (if any).	35909D109

At least one of the following other identifiers:

- ISIN

US35909D1090

- Ticker (if ISIN is not available).

FYBR

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BP0V999
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1.0000000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	30.9600000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0000027873

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 180

Item C.1. Identification of investment.

a. Name of issuer (if any).	Gulfport Energy Operating Corp
b. LEI (if any) of issuer. (1)	549300FJX18IDUFPHD40
c. Title of the issue or description of the investment.	GULFPORT ENERGY OP CORP
d. CUSIP (if any).	402635601

At least one of the following other identifiers:

- ISIN

US4026356018

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	26.0000000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	155350.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0139860233

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-05-17

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	10.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☒ Yes ☐ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 181

Item C.1. Identification of investment.

a. Name of issuer (if any).	Magellan Midstream Partners LP
b. LEI (if any) of issuer. (1)	MZF5TI8NFVZZNUSKDL39
c. Title of the issue or description of the investment.	MAGELLAN MIDSTREAM PARTNERS
d. CUSIP (if any).	559080106

At least one of the following other identifiers:

- ISIN

US5590801065

- Ticker (if ISIN is not available).

MMP

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	2723037
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	12830.0000000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	628670.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0565986050

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 182

Item C.1. Identification of investment.

a. Name of issuer (if any).	NextEra Energy Inc
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	NEXTERA ENERGY INC (NXEGU)
d. CUSIP (if any).	65339F739

At least one of the following other identifiers:

- ISIN

US65339F7399

- Ticker (if ISIN is not available).

NEEpQ

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMGX880
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	177495.0000000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	9726726.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.8756885528

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-preferred
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2023-09-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	6.219
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 183

Item C.1. Identification of investment.

a. Name of issuer (if any).	NextEra Energy Inc
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	NEXTERA ENERGY INC (NYXGU)
d. CUSIP (if any).	65339F770

At least one of the following other identifiers:

- ISIN

US65339F7704

- Ticker (if ISIN is not available).

NEEpP

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BKPX575
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	77785.0000000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	4236948.9500000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.3814487726

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-preferred
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2023-03-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.279
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 184

Item C.1. Identification of investment.

a. Name of issuer (if any).	NuStar Energy LP
b. LEI (if any) of issuer. (1)	5493003BMLTUIEG2LG44
c. Title of the issue or description of the investment.	NUSTAR ENERGY LP
d. CUSIP (if any).	67058H201

At least one of the following other identifiers:

- ISIN

US67058H2013

- Ticker (if ISIN is not available).

NSpA

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BYVQFR6
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	26544.0000000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	650593.4400000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0585723529

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-preferred
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2049-12-31

b. Coupon.

i. Coupon category. (13)	Variable
ii. Annualized rate.	8.500
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 185

Item C.1. Identification of investment.

a. Name of issuer (if any).	Everi Holdings Inc
b. LEI (if any) of issuer. (1)	5299006DK5S7BG10K532
c. Title of the issue or description of the investment.	EVERI HOLDINGS INC
d. CUSIP (if any).	30034TAA1

At least one of the following other identifiers:

- ISIN

US30034TAA16

- Ticker (if ISIN is not available).

EVRI52

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BNG7C32
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	718000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	736258.7400000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0662847242

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-07-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 186

Item C.1. Identification of investment.

a. Name of issuer (if any).	Exact Sciences Corp
b. LEI (if any) of issuer. (1)	549300VM3X1FYD4N9Z14
c. Title of the issue or description of the investment.	EXACT SCIENCES CORP
d. CUSIP (if any).	30063PAB1

At least one of the following other identifiers:

- ISIN

US30063PAB13

- Ticker (if ISIN is not available).

EXAS

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BJBSZH7
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	6750000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	7664625.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.6900394207

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2027-03-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	0.375
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	EXACT SCIENCES CORP	EXACT SCIENCES CORP	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	30063P105
	ISIN (if CUSIP is not available)	US30063P1057
	Ticker (if CUSIP and ISIN are not available)	EXAS
	Other identifier (if CUSIP, ISIN, and ticker are not available)	2719951 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	8.9554000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 187

Item C.1. Identification of investment.

a. Name of issuer (if any).	NuStar Energy LP
b. LEI (if any) of issuer. (1)	5493003BMLTUIEG2LG44
c. Title of the issue or description of the investment.	NUSTAR ENERGY LP
d. CUSIP (if any).	67058H300

At least one of the following other identifiers:

- ISIN

US67058H3003

- Ticker (if ISIN is not available).

NSpB

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BF0XV77
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	60762.0000000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1376259.3000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1239034095

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-preferred
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2049-12-31

b. Coupon.

i. Coupon category. (13)	Variable
ii. Annualized rate.	7.625
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 188

Item C.1. Identification of investment.

a. Name of issuer (if any).	NuStar Logistics LP
b. LEI (if any) of issuer. (1)	N62BF2PKP51FIIOIUN20
c. Title of the issue or description of the investment.	NUSTAR LOGISTICS LP
d. CUSIP (if any).	67059T204

At least one of the following other identifiers:

- ISIN

US67059T2042

- Ticker (if ISIN is not available).

NSS

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	B8S0HY0
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	43000.0000000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1084890.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0976716887

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-preferred
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2043-01-15

b. Coupon.

i. Coupon category. (13)	Variable
ii. Annualized rate.	6.866
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 189

Item C.1. Identification of investment.

a. Name of issuer (if any).	Ranger Oil Corp
b. LEI (if any) of issuer. (1)	5493003S4AVU6OSXB118
c. Title of the issue or description of the investment.	RANGER OIL CORP-A
d. CUSIP (if any).	70788V102

At least one of the following other identifiers:

- ISIN

US70788V1026

- Ticker (if ISIN is not available).

ROCC

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BZCD9S2
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	23254.0000000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	768312.1600000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0691704653

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 190

Item C.1. Identification of investment.

a. Name of issuer (if any).	Playtika Holding Corp
b. LEI (if any) of issuer. (1)	254900E35Z4TKA4UFG64
c. Title of the issue or description of the investment.	PLAYTIKA HOLDING CORP
d. CUSIP (if any).	72815LAA5

At least one of the following other identifiers:

- ISIN

US72815LAA52

- Ticker (if ISIN is not available).

PLTK51

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMYCMB0
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	479000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	480700.4500000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0432770370

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	ISRAEL
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-03-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.250
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 191

Item C.1. Identification of investment.

a. Name of issuer (if any).	Post Holdings Inc
b. LEI (if any) of issuer. (1)	JM1I5YUAURL6DC8N1468
c. Title of the issue or description of the investment.	POST HOLDINGS INC
d. CUSIP (if any).	737446AM6

At least one of the following other identifiers:

- ISIN

US737446AM60

- Ticker (if ISIN is not available).

POST

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BYNHPV1
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1250000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1298062.5000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1168634207

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2027-03-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.750
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 192

Item C.1. Identification of investment.

a. Name of issuer (if any).	Premier Entertainment Sub LLC / Premier Entertainment Finance Corp
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	PREMIER ENTERTAINMENT SU
d. CUSIP (if any).	74052HAA2

At least one of the following other identifiers:

- ISIN

US74052HAA23

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BN2ZJ73
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1100000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1122539.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1010611949

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-09-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.625
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 193

Item C.1. Identification of investment.

a. Name of issuer (if any).	Fair Isaac Corp
b. LEI (if any) of issuer. (1)	RI6HET5SJUEY30V1PS26
c. Title of the issue or description of the investment.	FAIR ISAAC CORP
d. CUSIP (if any).	303250AF1

At least one of the following other identifiers:

- ISIN

US303250AF16

- Ticker (if ISIN is not available).

FICO49

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BKV3193
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	480000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	487219.2000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0438639143

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2028-06-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 194

Item C.1. Identification of investment.

a. Name of issuer (if any).	Five9 Inc
b. LEI (if any) of issuer. (1)	254900MXP6EWY0SFFR59
c. Title of the issue or description of the investment.	FIVE9 INC
d. CUSIP (if any).	338307AD3

At least one of the following other identifiers:

- ISIN

US338307AD33

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BN2TYJ2
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	5750000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	7714085.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.6944922608

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2025-06-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	0.500
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	FIVE9 INC	FIVE9 INC	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	338307101
	ISIN (if CUSIP is not available)	US3383071012
	Ticker (if CUSIP and ISIN are not available)	FIVN
	Other identifier (if CUSIP, ISIN, and ticker are not available)	BKY7X18 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	7.4437000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 195

Item C.1. Identification of investment.

a. Name of issuer (if any).	Ford Motor Co
b. LEI (if any) of issuer. (1)	20S05OYHG0MQM4VUIC57
c. Title of the issue or description of the investment.	FORD MOTOR COMPANY
d. CUSIP (if any).	345370CV0

At least one of the following other identifiers:

- ISIN

US345370CV02

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMWWS69
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	600000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	657984.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0592377185

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2023-04-21

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	8.500
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 196

Item C.1. Identification of investment.

a. Name of issuer (if any).	Ford Motor Co
b. LEI (if any) of issuer. (1)	20S05OYHG0MQM4VUIC57
c. Title of the issue or description of the investment.	FORD MOTOR COMPANY
d. CUSIP (if any).	345370CY4

At least one of the following other identifiers:

- ISIN

US345370CY41

- Ticker (if ISIN is not available).

F51504

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BLF85K0
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	16750000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	19754950.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	1.7785207044

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-03-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	0.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	FORD MOTOR COMPANY	FORD MOTOR COMPANY	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	345370860
	ISIN (if CUSIP is not available)	US3453708600
	Ticker (if CUSIP and ISIN are not available)	F
	Other identifier (if CUSIP, ISIN, and ticker are not available)	2615468 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	57.1886000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 197

Item C.1. Identification of investment.

a. Name of issuer (if any).	Ford Motor Credit Co LLC
b. LEI (if any) of issuer. (1)	UDSQCVRUX5BONN0VY111
c. Title of the issue or description of the investment.	FORD MOTOR CREDIT CO LLC
d. CUSIP (if any).	345397B36

At least one of the following other identifiers:

- ISIN

US345397B363

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMX50B6
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1525000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1593548.7500000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1434657868

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2030-11-13

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 198

Item C.1. Identification of investment.

a. Name of issuer (if any).	Ford Motor Credit Co LLC
b. LEI (if any) of issuer. (1)	UDSQCVRUX5BONN0VY111
c. Title of the issue or description of the investment.	FORD MOTOR CREDIT CO LLC
d. CUSIP (if any).	345397WW9

At least one of the following other identifiers:

- ISIN

US345397WW97

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BQSC2N6
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1140000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1184916.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1066769412

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2024-09-08

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	3.664
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 199

Item C.1. Identification of investment.

a. Name of issuer (if any).	Ford Motor Credit Co LLC
b. LEI (if any) of issuer. (1)	UDSQCVRUX5BONN0VY111
c. Title of the issue or description of the investment.	FORD MOTOR CREDIT CO LLC
d. CUSIP (if any).	345397XL2

At least one of the following other identifiers:

- ISIN

US345397XL24

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BYZ5MH8
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1120000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1185128.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1066960273

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2025-08-04

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.134
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 200

Item C.1. Identification of investment.

a. Name of issuer (if any).	Ford Motor Credit Co LLC
b. LEI (if any) of issuer. (1)	UDSQCVRUX5BONN0VY111
c. Title of the issue or description of the investment.	FORD MOTOR CREDIT CO LLC
d. CUSIP (if any).	345397XU2

At least one of the following other identifiers:

- ISIN

US345397XU23

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BD0SY80
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	500000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	535060.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0481709793

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-01-08

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.389
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 201

Item C.1. Identification of investment.

a. Name of issuer (if any).	Prestige Brands Inc
b. LEI (if any) of issuer. (1)	549300JBVP4J6D42I235
c. Title of the issue or description of the investment.	PRESTIGE BRANDS INC
d. CUSIP (if any).	74112BAM7

At least one of the following other identifiers:

- ISIN

US74112BAM72

- Ticker (if ISIN is not available).

PBH513

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMT9FM8
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	909000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	879630.2100000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0791923311

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2031-04-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	3.750
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 202

Item C.1. Identification of investment.

a. Name of issuer (if any).	Prospect Capital Corp
b. LEI (if any) of issuer. (1)	549300FSD8T39P5Q0O47
c. Title of the issue or description of the investment.	PROSPECT CAPITAL CORP
d. CUSIP (if any).	74348TAU6

At least one of the following other identifiers:

- ISIN

US74348TAU60

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMYC6W9
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1100000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1119580.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1007947988

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-01-22

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	3.706
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 203

Item C.1. Identification of investment.

a. Name of issuer (if any).	Ford Motor Credit Co LLC
b. LEI (if any) of issuer. (1)	UDSQCVRUX5BONN0VY111
c. Title of the issue or description of the investment.	FORD MOTOR CREDIT CO LLC
d. CUSIP (if any).	345397ZX4

At least one of the following other identifiers:

- ISIN

US345397ZX44

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BKVF4J0
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1300000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1366989.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1230688126

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2024-11-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.063
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 204

Item C.1. Identification of investment.

a. Name of issuer (if any).	Forestar Group Inc
b. LEI (if any) of issuer. (1)	549300BC2UB0GHV60V70
c. Title of the issue or description of the investment.	FORESTAR GROUP INC
d. CUSIP (if any).	346232AE1

At least one of the following other identifiers:

- ISIN

US346232AE19

- Ticker (if ISIN is not available).

DHI495

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BJVPJ76
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	750000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	776392.5000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0698979312

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2028-03-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 205

Item C.1. Identification of investment.

a. Name of issuer (if any).	Forestar Group Inc
b. LEI (if any) of issuer. (1)	549300BC2UB0GHV60V70
c. Title of the issue or description of the investment.	FORESTAR GROUP INC
d. CUSIP (if any).	346232AF8

At least one of the following other identifiers:

- ISIN

US346232AF83

- Ticker (if ISIN is not available).

DHI516

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMCRW28
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	502000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	502617.4600000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0452502061

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-05-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	3.850
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 206

Item C.1. Identification of investment.

a. Name of issuer (if any).	Freeport-McMoRan Inc
b. LEI (if any) of issuer. (1)	549300IRDTHJQ1PVET45
c. Title of the issue or description of the investment.	FREEPORT-MCMORAN INC
d. CUSIP (if any).	35671DBC8

At least one of the following other identifiers:

- ISIN

US35671DBC83

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BFPC4S1
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	475000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	597934.7500000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0538315376

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2043-03-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.450
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 207

Item C.1. Identification of investment.

a. Name of issuer (if any).	QVC Inc
b. LEI (if any) of issuer. (1)	549300WBLU5NKPX5X472
c. Title of the issue or description of the investment.	QVC INC
d. CUSIP (if any).	747262AZ6

At least one of the following other identifiers:

- ISIN

US747262AZ65

- Ticker (if ISIN is not available).

QRTEA5

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BL6CQM0
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	935000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	957066.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0861638069

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2028-09-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.375
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 208

Item C.1. Identification of investment.

a. Name of issuer (if any).	Q2 Holdings Inc
b. LEI (if any) of issuer. (1)	549300M9RKR9DZXWS696
c. Title of the issue or description of the investment.	Q2 HOLDINGS INC
d. CUSIP (if any).	74736LAD1

At least one of the following other identifiers:

- ISIN

US74736LAD10

- Ticker (if ISIN is not available).

QTWO50

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BM97NS4
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	2000000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	2232380.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.2009792001

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-06-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	0.750
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	Q2 HOLDINGS INC	Q2 HOLDINGS INC	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	74736L109
	ISIN (if CUSIP is not available)	US74736L1098
	Ticker (if CUSIP and ISIN are not available)	QTWO
	Other identifier (if CUSIP, ISIN, and ticker are not available)	BKM4KV0 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	11.2851000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 209

Item C.1. Identification of investment.

a. Name of issuer (if any).	Freeport-McMoRan Inc
b. LEI (if any) of issuer. (1)	549300IRDTHJQ1PVET45
c. Title of the issue or description of the investment.	FREEPORT-MCMORAN INC
d. CUSIP (if any).	35671DCC7

At least one of the following other identifiers:

- ISIN

US35671DCC74

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BK9Z6S5
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	645000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	673837.9500000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0606650356

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2027-09-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 210

Item C.1. Identification of investment.

a. Name of issuer (if any).	Fresh Market Inc/The
b. LEI (if any) of issuer. (1)	529900QM5ZSBEBR6CS58
c. Title of the issue or description of the investment.	FRESH MARKET INC
d. CUSIP (if any).	35804HAA4

At least one of the following other identifiers:

- ISIN

US35804HAA41

- Ticker (if ISIN is not available).

APO435

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BYN82Y6
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	680000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	700930.4000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0631041450

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2023-05-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	9.750
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 211

Item C.1. Identification of investment.

a. Name of issuer (if any).	Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	ROCKETMTGE C0-ISSUER INC
d. CUSIP (if any).	74841CAB7

At least one of the following other identifiers:

- ISIN

US74841CAB72

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BN7RYH9
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	450000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	445095.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0400715098

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2031-03-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	3.875
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 212

Item C.1. Identification of investment.

a. Name of issuer (if any).	RHP Hotel Properties LP / RHP Finance Corp
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	RHP HOTEL PPTY/RHP FINAN
d. CUSIP (if any).	749571AG0

At least one of the following other identifiers:

- ISIN

US749571AG03

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMXXQ67
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1100000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1095446.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0986220361

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-02-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.500
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 213

Item C.1. Identification of investment.

a. Name of issuer (if any).	Frontier Communications Holdings LLC
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	FRONTIER COMMUNICATIONS
d. CUSIP (if any).	35906EAQ3

At least one of the following other identifiers:

- ISIN

US35906EAQ35

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	2220695.3600000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	2222916.0600000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.2001271700

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Loan
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2028-05-01

b. Coupon.

i. Coupon category. (13)	Floating
ii. Annualized rate.	4.500
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 214

Item C.1. Identification of investment.

a. Name of issuer (if any).	GFL Environmental Inc
b. LEI (if any) of issuer. (1)	549300FYK4MBXWIVZU26
c. Title of the issue or description of the investment.	GFL ENVIRONMENTAL INC
d. CUSIP (if any).	36168QAK0

At least one of the following other identifiers:

- ISIN

US36168QAK04

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMTV784
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	477000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	491338.6200000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0442347821

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	CANADA (FEDERAL LEVEL)
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2025-08-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	3.750
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 215

Item C.1. Identification of investment.

a. Name of issuer (if any).	Ally Financial Inc
b. LEI (if any) of issuer. (1)	549300JBN1OSM8YNAI90
c. Title of the issue or description of the investment.	ALLY FINANCIAL INC
d. CUSIP (if any).	36186CBY8

At least one of the following other identifiers:

- ISIN

US36186CBY84

- Ticker (if ISIN is not available).

ALLY36

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	B3LVPV8
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	777000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1113013.6500000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1002036361

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2031-11-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	8.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 216

Item C.1. Identification of investment.

a. Name of issuer (if any).	RLJ Lodging Trust LP
b. LEI (if any) of issuer. (1)	549300RX5I8Z6I6LDZ74
c. Title of the issue or description of the investment.	RLJ LODGING TRUST LP
d. CUSIP (if any).	74965LAA9

At least one of the following other identifiers:

- ISIN

US74965LAA98

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BP6DC34
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	717000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	724836.8100000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0652564180

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-07-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	3.750
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 217

Item C.1. Identification of investment.

a. Name of issuer (if any).	RLJ Lodging Trust LP
b. LEI (if any) of issuer. (1)	549300RX5I8Z6I6LDZ74
c. Title of the issue or description of the investment.	RLJ LODGING TRUST LP
d. CUSIP (if any).	74965LAB7

At least one of the following other identifiers:

- ISIN

US74965LAB71

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BNXHZ81
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	482000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	481532.4600000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0433519422

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-09-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 218

Item C.1. Identification of investment.

a. Name of issuer (if any).	RH
b. LEI (if any) of issuer. (1)	5493008MTS3OGGMHGK69
c. Title of the issue or description of the investment.	RH
d. CUSIP (if any).	74967XAD5

At least one of the following other identifiers:

- ISIN

US74967XAD57

- Ticker (if ISIN is not available).

RH5152

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMZ3GP4
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	4500000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	14027355.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	1.2628703841

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2024-09-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	0.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	RH	RH	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	74967X103
	ISIN (if CUSIP is not available)	US74967X1037
	Ticker (if CUSIP and ISIN are not available)	RH
	Other identifier (if CUSIP, ISIN, and ticker are not available)	BYXR425 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	4.7304000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 219

Item C.1. Identification of investment.

a. Name of issuer (if any).	Radian Group Inc
b. LEI (if any) of issuer. (1)	54930005OUP720S5U385
c. Title of the issue or description of the investment.	RADIAN GROUP INC
d. CUSIP (if any).	750236AW1

At least one of the following other identifiers:

- ISIN

US750236AW16

- Ticker (if ISIN is not available).

RDN484

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BJQ3RC6
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1250000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1364950.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1228852432

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2027-03-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.875
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 220

Item C.1. Identification of investment.

a. Name of issuer (if any).	Realogy Group LLC / Realogy Co-Issuer Corp
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	REALOGY GROUP/CO-ISSUER
d. CUSIP (if any).	75606DAN1

At least one of the following other identifiers:

- ISIN

US75606DAN12

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BM8H3Q3
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	5500000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	5598780.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.5040532195

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-06-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	0.250
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	REALOGY GROUP/CO-ISSUER	REALOGY GROUP/CO-ISSUER	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	75605Y106
	ISIN (if CUSIP is not available)	US75605Y1064
	Ticker (if CUSIP and ISIN are not available)	RLGY
	Other identifier (if CUSIP, ISIN, and ticker are not available)	B5T0CW1 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	40.8397000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 221

Item C.1. Identification of investment.

a. Name of issuer (if any).	Redfin Corp
b. LEI (if any) of issuer. (1)	549300HXWD3JEMZU3O57
c. Title of the issue or description of the investment.	REDFIN CORP
d. CUSIP (if any).	75737FAC2

At least one of the following other identifiers:

- ISIN

US75737FAC23

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BNBQZM4
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	2879000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	2937098.2200000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.2644243592

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2025-10-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	0.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	REDFIN CORP	REDFIN CORP	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	75737F108
	ISIN (if CUSIP is not available)	US75737F1084
	Ticker (if CUSIP and ISIN are not available)	RDFN
	Other identifier (if CUSIP, ISIN, and ticker are not available)	BF1BDQ3 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	13.7920000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 222

Item C.1. Identification of investment.

a. Name of issuer (if any).	LifePoint Health Inc
b. LEI (if any) of issuer. (1)	549300G8ZVHRTBBBSZ90
c. Title of the issue or description of the investment.	LIFEPOINT HEALTH INC
d. CUSIP (if any).	75915TAD4

At least one of the following other identifiers:

- ISIN

US75915TAD46

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	569422.0900000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	568738.7800000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0512030502

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Loan
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2025-11-16

b. Coupon.

i. Coupon category. (13)	Floating
ii. Annualized rate.	3.839
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 223

Item C.1. Identification of investment.

a. Name of issuer (if any).	Repligen Corp
b. LEI (if any) of issuer. (1)	54930006QJ0T5AUO1E71
c. Title of the issue or description of the investment.	REPLIGEN CORP
d. CUSIP (if any).	759916AB5

At least one of the following other identifiers:

- ISIN

US759916AB50

- Ticker (if ISIN is not available).

RGEN48

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BJV2R06
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	6470000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	16445769.5000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	1.4805981060

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2024-07-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	0.375
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	REPLIGEN CORP	REPLIGEN CORP	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	759916109
	ISIN (if CUSIP is not available)	US7599161095
	Ticker (if CUSIP and ISIN are not available)	RGEN
	Other identifier (if CUSIP, ISIN, and ticker are not available)	2731654 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	8.6749000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 224

Item C.1. Identification of investment.

a. Name of issuer (if any).	Rent-A-Center Inc/TX
b. LEI (if any) of issuer. (1)	529900QUHE15UQNCCJ63
c. Title of the issue or description of the investment.	RENT-A-CENTER INC
d. CUSIP (if any).	76009WAW0

At least one of the following other identifiers:

- ISIN

US76009WAW01

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1105708.5900000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1110894.3600000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1000128383

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Loan
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2028-02-17

b. Coupon.

i. Coupon category. (13)	Floating
ii. Annualized rate.	3.750
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 225

Item C.1. Identification of investment.

a. Name of issuer (if any).	Repay Holdings Corp
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	REPAY HOLDINGS
d. CUSIP (if any).	76029LAA8

At least one of the following other identifiers:

- ISIN

US76029LAA89

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMVHKC5
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	11250000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	10443712.5000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.9402382143

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-02-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	0.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	REPAY HOLDINGS	REPAY HOLDINGS	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	76029L100
	ISIN (if CUSIP is not available)	US76029L1008
	Ticker (if CUSIP and ISIN are not available)	RPAY
	Other identifier (if CUSIP, ISIN, and ticker are not available)	BK5TLP3 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	29.7619000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 226

Item C.1. Identification of investment.

a. Name of issuer (if any).	Frontier North Inc
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	FRONTIER NORTH INC
d. CUSIP (if any).	362337AK3

At least one of the following other identifiers:

- ISIN

US362337AK38

- Ticker (if ISIN is not available).

FTR368

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BFZDDW1
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1445000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1554126.4000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1399166275

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2028-02-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	6.730
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 227

Item C.1. Identification of investment.

a. Name of issuer (if any).	Gannett Holdings LLC
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	GANNETT HOLDINGS LLC
d. CUSIP (if any).	36474GAA3

At least one of the following other identifiers:

- ISIN

US36474GAA31

- Ticker (if ISIN is not available).

TGNA52

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMTVT44
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	526000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	525721.2200000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0473302172

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-11-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	6.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 228

Item C.1. Identification of investment.

a. Name of issuer (if any).	Pactiv Evergreen Group Issuer Inc/Pactiv Evergreen Group Issuer LLC/Reynolds Gro
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	PACTIV EVERGREEN GROUP
d. CUSIP (if any).	76174LAA1

At least one of the following other identifiers:

- ISIN

US76174LAA17

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BJLTTQ7
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1100000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1077670.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0970216785

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2027-10-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 229

Item C.1. Identification of investment.

a. Name of issuer (if any).	RingCentral Inc
b. LEI (if any) of issuer. (1)	549300C8EH0H1614VE84
c. Title of the issue or description of the investment.	RINGCENTRAL INC
d. CUSIP (if any).	76680RAF4

At least one of the following other identifiers:

- ISIN

US76680RAF47

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BN92KR4
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	3870000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	3976657.2000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.3580149362

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2025-03-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	0.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	RINGCENTRAL INC	RINGCENTRAL INC	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	76680R206
	ISIN (if CUSIP is not available)	US76680R2067
	Ticker (if CUSIP and ISIN are not available)	RNG
	Other identifier (if CUSIP, ISIN, and ticker are not available)	BDZCRX3 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	2.7745000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 230

Item C.1. Identification of investment.

a. Name of issuer (if any).	Gap Inc/The
b. LEI (if any) of issuer. (1)	T2ZG1WRWZ4BUCMQL9224
c. Title of the issue or description of the investment.	GAP INC/THE
d. CUSIP (if any).	364760AP3

At least one of the following other identifiers:

- ISIN

US364760AP35

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMHLCH0
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	48000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	47124.9600000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0042426185

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-10-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	3.625
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 231

Item C.1. Identification of investment.

a. Name of issuer (if any).	Gap Inc/The
b. LEI (if any) of issuer. (1)	T2ZG1WRWZ4BUCMQL9224
c. Title of the issue or description of the investment.	GAP INC/THE
d. CUSIP (if any).	364760AQ1

At least one of the following other identifiers:

- ISIN

US364760AQ18

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMHLC81
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	359000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	352505.6900000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0317357760

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2031-10-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	3.875
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 232

Item C.1. Identification of investment.

a. Name of issuer (if any).	Enact Holdings Inc
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	ENACT HOLDINGS INC
d. CUSIP (if any).	37255LAA5

At least one of the following other identifiers:

- ISIN

US37255LAA52

- Ticker (if ISIN is not available).

GNW503

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMV9TZ7
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1005000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1106283.9000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0995977626

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2025-08-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	6.500
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 233

Item C.1. Identification of investment.

a. Name of issuer (if any).	Global Net Lease Inc / Global Net Lease Operating Partnership LP
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	GLOBAL NET LEASE/GLOBAL
d. CUSIP (if any).	37892AAA8

At least one of the following other identifiers:

- ISIN

US37892AAA88

- Ticker (if ISIN is not available).

GNL509

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMYRZP0
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1398000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1379812.0200000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1242232578

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2027-12-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	3.750
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 234

Item C.1. Identification of investment.

a. Name of issuer (if any).	Go Daddy Operating Co LLC / GD Finance Co Inc
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	GO DADDY OPCO/FINCO
d. CUSIP (if any).	38016LAA3

At least one of the following other identifiers:

- ISIN

US38016LAA35

- Ticker (if ISIN is not available).

GDDY48

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BJLPZ45
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	250000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	259955.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0234035191

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2027-12-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.250
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 235

Item C.1. Identification of investment.

a. Name of issuer (if any).	Go Daddy Operating Co LLC / GD Finance Co Inc
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	GO DADDY OPCO/FINCO
d. CUSIP (if any).	38016LAC9

At least one of the following other identifiers:

- ISIN

US38016LAC90

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BL6LVP5
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	835000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	809298.7000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0728604473

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-03-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	3.500
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 236

Item C.1. Identification of investment.

a. Name of issuer (if any).	goeasy Ltd
b. LEI (if any) of issuer. (1)	5493009DJVZG2P8YV435
c. Title of the issue or description of the investment.	GOEASY LTD
d. CUSIP (if any).	380355AD9

At least one of the following other identifiers:

- ISIN

US380355AD93

- Ticker (if ISIN is not available).

EHMEF4

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BJLPZB2
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1660000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1708621.4000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1538256759

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	CANADA (FEDERAL LEVEL)
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2024-12-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.375
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 237

Item C.1. Identification of investment.

a. Name of issuer (if any).	Graham Packaging Co Inc
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	GRAHAM PACKAGING/GPC CAP
d. CUSIP (if any).	384701AA6

At least one of the following other identifiers:

- ISIN

US384701AA65

- Ticker (if ISIN is not available).

PTV502

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BN4RFW4
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	533000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	549011.3200000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0494270043

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2028-08-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	7.125
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 238

Item C.1. Identification of investment.

a. Name of issuer (if any).	RingCentral Inc
b. LEI (if any) of issuer. (1)	549300C8EH0H1614VE84
c. Title of the issue or description of the investment.	RINGCENTRAL INC
d. CUSIP (if any).	76680RAH0

At least one of the following other identifiers:

- ISIN

US76680RAH03

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BP6SYQ6
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	4380000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	4273390.8000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.3847296002

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-03-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	0.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	RINGCENTRAL INC	RINGCENTRAL INC	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	76680R206
	ISIN (if CUSIP is not available)	US76680R2067
	Ticker (if CUSIP and ISIN are not available)	RNG
	Other identifier (if CUSIP, ISIN, and ticker are not available)	BDZCRX3 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	2.3583000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 239

Item C.1. Identification of investment.

a. Name of issuer (if any).	Rite Aid Corp
b. LEI (if any) of issuer. (1)	529900W353T1JY1DKT44
c. Title of the issue or description of the investment.	RITE AID CORP
d. CUSIP (if any).	767754CL6

At least one of the following other identifiers:

- ISIN

US767754CL62

- Ticker (if ISIN is not available).

RAD502

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BJLD9W5
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	2360000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	2387116.4000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.2149099816

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-11-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	8.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 240

Item C.1. Identification of investment.

a. Name of issuer (if any).	Granite US Holdings Corp
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	GRANITE US HOLDINGS CORP
d. CUSIP (if any).	38740TAE1

At least one of the following other identifiers:

- ISIN

US38740TAE10

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	740094.0700000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	740094.0700000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0666300156

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Loan
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-09-30

b. Coupon.

i. Coupon category. (13)	Floating
ii. Annualized rate.	4.087
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 241

Item C.1. Identification of investment.

a. Name of issuer (if any).	Granite US Holdings Corp
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	GRANITE US HOLDINGS CORP
d. CUSIP (if any).	38748YAA0

At least one of the following other identifiers:

- ISIN

US38748YAA01

- Ticker (if ISIN is not available).

GRUH48

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BJN3QD3
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	500000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	548565.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0493868226

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2027-10-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	11.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 242

Item C.1. Identification of investment.

a. Name of issuer (if any).	Graphic Packaging International LLC
b. LEI (if any) of issuer. (1)	SO75N4VY5NXGQSK8YQ65
c. Title of the issue or description of the investment.	GRAPHIC PACKAGING INTERN
d. CUSIP (if any).	38869AAA5

At least one of the following other identifiers:

- ISIN

US38869AAA51

- Ticker (if ISIN is not available).

GPK484

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BK64CY3
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	625000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	677506.2500000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0609952894

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2027-07-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.750
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 243

Item C.1. Identification of investment.

a. Name of issuer (if any).	Graphic Packaging International LLC
b. LEI (if any) of issuer. (1)	SO75N4VY5NXGQSK8YQ65
c. Title of the issue or description of the investment.	GRAPHIC PACKAGING INTERN
d. CUSIP (if any).	38869AAC1

At least one of the following other identifiers:

- ISIN

US38869AAC18

- Ticker (if ISIN is not available).

GPK503

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMPRK10
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	446000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	443957.3200000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0399690855

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-03-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	3.500
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 244

Item C.1. Identification of investment.

a. Name of issuer (if any).	Great Lakes Dredge & Dock Corp
b. LEI (if any) of issuer. (1)	549300H65E3MZ1CX0P05
c. Title of the issue or description of the investment.	GREAT LAKES DREDGE&DOCK
d. CUSIP (if any).	390607AF6

At least one of the following other identifiers:

- ISIN

US390607AF62

- Ticker (if ISIN is not available).

GLDD51

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMC2Y05
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1054000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1073688.7200000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0966632474

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-06-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.250
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 245

Item C.1. Identification of investment.

a. Name of issuer (if any).	Greystar Real Estate Partners LLC
b. LEI (if any) of issuer. (1)	254900HGC806SXAS4M46
c. Title of the issue or description of the investment.	GREYSTAR REAL ESTATE PAR
d. CUSIP (if any).	39807UAB2

At least one of the following other identifiers:

- ISIN

US39807UAB26

- Ticker (if ISIN is not available).

GYSX45

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BDRYRJ3
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1563000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1591446.6000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1432765321

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2025-12-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.750
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 246

Item C.1. Identification of investment.

a. Name of issuer (if any).	Rockcliff Energy II LLC
b. LEI (if any) of issuer. (1)	5493007AZNVKZ5HEMT23
c. Title of the issue or description of the investment.	ROCKCLIFF ENERGY II LLC
d. CUSIP (if any).	77289KAA3

At least one of the following other identifiers:

- ISIN

US77289KAA34

- Ticker (if ISIN is not available).

RCKE52

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BP48640
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	389000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	400670.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0360719663

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-10-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.500
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 247

Item C.1. Identification of investment.

a. Name of issuer (if any).	Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	ROCKETMTGE C0-ISSUER INC
d. CUSIP (if any).	77313LAA1

At least one of the following other identifiers:

- ISIN

US77313LAA17

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BP815Z9
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	220000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	218534.8000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0196744951

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-10-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	2.875
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 248

Item C.1. Identification of investment.

a. Name of issuer (if any).	Group 1 Automotive Inc
b. LEI (if any) of issuer. (1)	549300US8QAZJLWYAF63
c. Title of the issue or description of the investment.	GROUP 1 AUTOMOTIVE INC
d. CUSIP (if any).	398905AN9

At least one of the following other identifiers:

- ISIN

US398905AN98

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMD7LD1
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	466000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	466354.1600000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0419854532

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2028-08-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 249

Item C.1. Identification of investment.

a. Name of issuer (if any).	Guitar Center Inc
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	GUITAR CENTER INC
d. CUSIP (if any).	40204BAA3

At least one of the following other identifiers:

- ISIN

US40204BAA35

- Ticker (if ISIN is not available).

BAIN50

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMHWP52
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	957000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1024832.1600000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0922647344

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-01-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	8.500
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 250

Item C.1. Identification of investment.

a. Name of issuer (if any).	Gulfport Energy Operating Corp
b. LEI (if any) of issuer. (1)	549300FJX18IDUFPHD40
c. Title of the issue or description of the investment.	GULFPORT ENERGY-ESCROW-DEFAULT
d. CUSIP (if any).	402635AL0

At least one of the following other identifiers:

- ISIN

US402635AL06

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	940000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	54050.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0048660738

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2025-05-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	6.375
c. Currently in default?	☒ Yes ☐ No
d. Are there any interest payments in arrears? (14)	☒ Yes ☐ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 251

Item C.1. Identification of investment.

a. Name of issuer (if any).	H&E Equipment Services Inc
b. LEI (if any) of issuer. (1)	254900KVLRCDMQRYY541
c. Title of the issue or description of the investment.	H&E EQUIPMENT SERVICES
d. CUSIP (if any).	404030AJ7

At least one of the following other identifiers:

- ISIN

US404030AJ72

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BLSN159
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	2244000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	2237829.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.2014697688

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2028-12-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	3.875
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 252

Item C.1. Identification of investment.

a. Name of issuer (if any).	Royal Caribbean Cruises Ltd
b. LEI (if any) of issuer. (1)	K2NEH8QNVW44JIWK7Z55
c. Title of the issue or description of the investment.	ROYAL CARIBBEAN CRUISES
d. CUSIP (if any).	780153AY8

At least one of the following other identifiers:

- ISIN

US780153AY85

- Ticker (if ISIN is not available).

RCL498

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMFMWL9
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	233000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	261011.2600000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0234986133

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2023-06-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	10.875
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 253

Item C.1. Identification of investment.

a. Name of issuer (if any).	Royal Caribbean Cruises Ltd
b. LEI (if any) of issuer. (1)	K2NEH8QNVW44JIWK7Z55
c. Title of the issue or description of the investment.	ROYAL CARIBBEAN CRUISES
d. CUSIP (if any).	780153AZ5

At least one of the following other identifiers:

- ISIN

US780153AZ50

- Ticker (if ISIN is not available).

RCL498

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMFMWD1
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	277000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	315716.2900000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0284236588

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2025-06-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	11.500
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 254

Item C.1. Identification of investment.

a. Name of issuer (if any).	HB Fuller Co
b. LEI (if any) of issuer. (1)	JSMX3Z5FOYM8V0Q52357
c. Title of the issue or description of the investment.	H.B. FULLER CO
d. CUSIP (if any).	40410KAA3

At least one of the following other identifiers:

- ISIN

US40410KAA34

- Ticker (if ISIN is not available).

HBFL50

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BKSBH03
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	716000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	729646.9600000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0656894715

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2028-10-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.250
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 255

Item C.1. Identification of investment.

a. Name of issuer (if any).	HCA Inc
b. LEI (if any) of issuer. (1)	L3CJ6J7LJ2DX62FTXD46
c. Title of the issue or description of the investment.	HCA INC
d. CUSIP (if any).	404119AJ8

At least one of the following other identifiers:

- ISIN

US404119AJ84

- Ticker (if ISIN is not available).

HCA.HK

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	B039TZ1
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1109000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1597769.5700000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1438457835

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2033-11-06

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	7.500
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 256

Item C.1. Identification of investment.

a. Name of issuer (if any).	Royal Caribbean Cruises Ltd
b. LEI (if any) of issuer. (1)	K2NEH8QNVW44JIWK7Z55
c. Title of the issue or description of the investment.	ROYAL CARIBBEAN CRUISES
d. CUSIP (if any).	780153BB7

At least one of the following other identifiers:

- ISIN

US780153BB73

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BN2TYF8
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	15250000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	20572402.5000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	1.8521152311

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2023-06-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.250
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	ROYAL CARIBBEAN CRUISES	ROYAL CARIBBEAN CRUISES	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	V7780T103
	ISIN (if CUSIP is not available)	LR0008862868
	Ticker (if CUSIP and ISIN are not available)	RCL
	Other identifier (if CUSIP, ISIN, and ticker are not available)	2754907 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	13.8672000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 257

Item C.1. Identification of investment.

a. Name of issuer (if any).	SEG Holding LLC / SEG Finance Corp
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	SEG HLD LLC/SEG FIN CORP
d. CUSIP (if any).	78397KAA0

At least one of the following other identifiers:

- ISIN

US78397KAA07

- Ticker (if ISIN is not available).

SEGH50

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BLPJ503
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	463000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	489529.9000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0440719446

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2028-10-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.625
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 258

Item C.1. Identification of investment.

a. Name of issuer (if any).	SCIL IV LLC / SCIL USA Holdings LLC
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	SCIL IV LLC / SCIL USA H
d. CUSIP (if any).	78397UAA8

At least one of the following other identifiers:

- ISIN

US78397UAA88

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMGMH24
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	400000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	404776.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0364416259

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-11-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.375
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 259

Item C.1. Identification of investment.

a. Name of issuer (if any).	Sarepta Therapeutics Inc
b. LEI (if any) of issuer. (1)	549300IKDPIED8J8IG21
c. Title of the issue or description of the investment.	SAREPTA THERAPEUTICS INC
d. CUSIP (if any).	803607AB6

At least one of the following other identifiers:

- ISIN

US803607AB68

- Ticker (if ISIN is not available).

SRPT

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BFN33S9
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1675000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	2265722.2500000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.2039809735

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2024-11-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	1.500
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	SAREPTA THERAPEUTICS INC	SAREPTA THERAPEUTICS INC	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	803607100
	ISIN (if CUSIP is not available)	US8036071004
	Ticker (if CUSIP and ISIN are not available)	SRPT
	Other identifier (if CUSIP, ISIN, and ticker are not available)	B8DPDT7 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	13.6210000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 260

Item C.1. Identification of investment.

a. Name of issuer (if any).	Halozyme Therapeutics Inc
b. LEI (if any) of issuer. (1)	529900242I3SV9AGM753
c. Title of the issue or description of the investment.	HALOZYME THERAPEUTICS IN
d. CUSIP (if any).	40637HAC3

At least one of the following other identifiers:

- ISIN

US40637HAC34

- Ticker (if ISIN is not available).

HALO51

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BNRKBY4
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	5750000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	5080585.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.4574005813

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2027-03-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	0.250
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	HALOZYME THERAPEUTICS IN	HALOZYME THERAPEUTICS IN	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	40637H109
	ISIN (if CUSIP is not available)	US40637H1095
	Ticker (if CUSIP and ISIN are not available)	HALO
	Other identifier (if CUSIP, ISIN, and ticker are not available)	2975098 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	12.9576000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 261

Item C.1. Identification of investment.

a. Name of issuer (if any).	Hawaiian Brand Intellectual Property Ltd / HawaiianMiles Loyalty Ltd
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	HAWAIIAN BRAND INTELLECT
d. CUSIP (if any).	41984LAA5

At least one of the following other identifiers:

- ISIN

US41984LAA52

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMGWDD7
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1060000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1114017.6000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1002940208

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-01-20

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.750
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 262

Item C.1. Identification of investment.

a. Name of issuer (if any).	AG Issuer LLC
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	AG ISSUER LLC
d. CUSIP (if any).	00119LAA9

At least one of the following other identifiers:

- ISIN

US00119LAA98

- Ticker (if ISIN is not available).

AGIU49

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BKY60D6
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	984000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1027404.2400000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0924962965

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2028-03-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	6.250
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 263

Item C.1. Identification of investment.

a. Name of issuer (if any).	Schlumberger NV
b. LEI (if any) of issuer. (1)	213800ZUA17OK3QLGM62
c. Title of the issue or description of the investment.	SCHLUMBERGER LTD
d. CUSIP (if any).	806857108

At least one of the following other identifiers:

- ISIN

AN8068571086

- Ticker (if ISIN is not available).

SLB

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	2779201
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	6925.0000000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	223400.5000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0201125497

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 264

Item C.1. Identification of investment.

a. Name of issuer (if any).	Scientific Games International Inc
b. LEI (if any) of issuer. (1)	RLTHESQ0RNFQJWPBJN60
c. Title of the issue or description of the investment.	SCIENTIFIC GAMES INTERNA
d. CUSIP (if any).	80874YAW0

At least one of the following other identifiers:

- ISIN

US80874YAW03

- Ticker (if ISIN is not available).

SGMS45

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BF032H4
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	790000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	814584.8000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0733363502

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2025-10-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 265

Item C.1. Identification of investment.

a. Name of issuer (if any).	HealthEquity Inc
b. LEI (if any) of issuer. (1)	529900LRJU1RAFQHM467
c. Title of the issue or description of the investment.	HEALTHEQUITY INC
d. CUSIP (if any).	42226AAA5

At least one of the following other identifiers:

- ISIN

US42226AAA51

- Ticker (if ISIN is not available).

HQY527

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BM8SKG5
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	359000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	363720.8500000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0327454670

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-10-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.500
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 266

Item C.1. Identification of investment.

a. Name of issuer (if any).	Service Properties Trust
b. LEI (if any) of issuer. (1)	529900IS770AG1K9QG27
c. Title of the issue or description of the investment.	SERVICE PROPERTIES TRUST
d. CUSIP (if any).	44106MAV4

At least one of the following other identifiers:

- ISIN

US44106MAV46

- Ticker (if ISIN is not available).

SVC433

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BDF0WW1
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	465000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	470407.9500000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0423504124

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-02-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.250
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 267

Item C.1. Identification of investment.

a. Name of issuer (if any).	Scientific Games International Inc
b. LEI (if any) of issuer. (1)	RLTHESQ0RNFQJWPBJN60
c. Title of the issue or description of the investment.	SCIENTIFIC GAMES INTERNATIO
d. CUSIP (if any).	80875AAP6

At least one of the following other identifiers:

- ISIN

US80875AAP66

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1576412.2100000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1572021.9000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1415277435

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Loan
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2024-08-14

b. Coupon.

i. Coupon category. (13)	Floating
ii. Annualized rate.	2.836
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 268

Item C.1. Identification of investment.

a. Name of issuer (if any).	Scripps Escrow Inc
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	SCRIPPS ESCROW INC
d. CUSIP (if any).	81104PAA7

At least one of the following other identifiers:

- ISIN

US81104PAA75

- Ticker (if ISIN is not available).

SSP485

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BJ9NGK4
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1755000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1793065.9500000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1614281442

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2027-07-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.875
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 269

Item C.1. Identification of investment.

a. Name of issuer (if any).	Service Properties Trust
b. LEI (if any) of issuer. (1)	529900IS770AG1K9QG27
c. Title of the issue or description of the investment.	SERVICE PROPERTIES TRUST
d. CUSIP (if any).	44106MAZ5

At least one of the following other identifiers:

- ISIN

US44106MAZ59

- Ticker (if ISIN is not available).

SVC488

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BKVJX95
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1250000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1261250.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1135492238

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2024-10-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.350
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 270

Item C.1. Identification of investment.

a. Name of issuer (if any).	Howmet Aerospace Inc
b. LEI (if any) of issuer. (1)	549300HO5WFZUT5N2T22
c. Title of the issue or description of the investment.	HOWMET AEROSPACE INC
d. CUSIP (if any).	443201AA6

At least one of the following other identifiers:

- ISIN

US443201AA64

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BLFFMH7
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	14000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	16248.8200000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0014628669

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2025-05-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	6.875
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 271

Item C.1. Identification of investment.

a. Name of issuer (if any).	Scripps Escrow II Inc
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	SCRIPPS ESCROW II INC
d. CUSIP (if any).	81105DAA3

At least one of the following other identifiers:

- ISIN

US81105DAA37

- Ticker (if ISIN is not available).

SSP509

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMB5SQ9
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	477000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	477248.0400000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0429662196

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-01-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	3.875
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 272

Item C.1. Identification of investment.

a. Name of issuer (if any).	Scripps Escrow II Inc
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	SCRIPPS ESCROW II INC
d. CUSIP (if any).	81105DAB1

At least one of the following other identifiers:

- ISIN

US81105DAB10

- Ticker (if ISIN is not available).

SSP509

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BM9XR35
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	239000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	234829.4500000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0211414880

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2031-01-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.375
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 273

Item C.1. Identification of investment.

a. Name of issuer (if any).	APi Escrow Corp
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	API ESCROW CORP
d. CUSIP (if any).	00185PAA9

At least one of the following other identifiers:

- ISIN

US00185PAA93

- Ticker (if ISIN is not available).

APGD52

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BP5F651
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	480000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	491260.8000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0442277760

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-10-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.750
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 274

Item C.1. Identification of investment.

a. Name of issuer (if any).	ARD Finance SA
b. LEI (if any) of issuer. (1)	6354006P6QPGGPVJW880
c. Title of the issue or description of the investment.	ARD FINANCE SA
d. CUSIP (if any).	00191AAD8

At least one of the following other identifiers:

- ISIN

US00191AAD81

- Ticker (if ISIN is not available).

AADH49

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BK9PBG8
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	2450000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	2568825.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.2312690464

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	LUXEMBOURG
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2027-06-30

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	6.500
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☒ Yes ☐ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 275

Item C.1. Identification of investment.

a. Name of issuer (if any).	HUB International Ltd
b. LEI (if any) of issuer. (1)	549300JQT6ATTUNS5E06
c. Title of the issue or description of the investment.	HUB INTERNATIONAL LTD
d. CUSIP (if any).	44332PAD3

At least one of the following other identifiers:

- ISIN

US44332PAD33

- Ticker (if ISIN is not available).

HKMS46

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BFXTLW7
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	4250000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	4397390.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.3958931387

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-05-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	7.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 276

Item C.1. Identification of investment.

a. Name of issuer (if any).	Hughes Satellite Systems Corp
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	HUGHES SATELLITE SYSTEMS
d. CUSIP (if any).	444454AD4

At least one of the following other identifiers:

- ISIN

US444454AD48

- Ticker (if ISIN is not available).

SATS

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BZ12322
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	270000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	301887.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0271786200

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-08-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.250
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 277

Item C.1. Identification of investment.

a. Name of issuer (if any).	Sea Ltd
b. LEI (if any) of issuer. (1)	529900OM6JLLW44YKI15
c. Title of the issue or description of the investment.	SEA LTD
d. CUSIP (if any).	81141RAF7

At least one of the following other identifiers:

- ISIN

US81141RAF73

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BNTZVX6
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	4500000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	17172585.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	1.5460326637

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	SINGAPORE
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2025-12-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	2.375
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	SEA LTD	SEA LTD	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	81141R100
	ISIN (if CUSIP is not available)	US81141R1005
	Ticker (if CUSIP and ISIN are not available)	SE
	Other identifier (if CUSIP, ISIN, and ticker are not available)	BYWD7L4 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	11.0549000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 278

Item C.1. Identification of investment.

a. Name of issuer (if any).	Sensata Technologies BV
b. LEI (if any) of issuer. (1)	PUCKW5P5O3XMOZVH7T53
c. Title of the issue or description of the investment.	SENSATA TECHNOLOGIES BV
d. CUSIP (if any).	81725WAK9

At least one of the following other identifiers:

- ISIN

US81725WAK99

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BNKFMN2
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	450000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	457425.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0411815688

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-04-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 279

Item C.1. Identification of investment.

a. Name of issuer (if any).	Sensata Technologies Inc
b. LEI (if any) of issuer. (1)	5493002MMDDCUNV7NY90
c. Title of the issue or description of the investment.	SENSATA TECHNOLOGIES INC
d. CUSIP (if any).	81728UAB0

At least one of the following other identifiers:

- ISIN

US81728UAB08

- Ticker (if ISIN is not available).

ST5025

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMD7L86
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	479000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	474344.1200000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0427047823

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2031-02-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	3.750
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 280

Item C.1. Identification of investment.

a. Name of issuer (if any).	Shake Shack Inc
b. LEI (if any) of issuer. (1)	529900J74GJAHYP80N79
c. Title of the issue or description of the investment.	SHAKE SHACK INC
d. CUSIP (if any).	819047AA9

At least one of the following other identifiers:

- ISIN

US819047AA97

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BKQMYM9
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	5750000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	4722072.5000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.4251240175

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2028-03-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	0.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	SHAKE SHACK INC	SHAKE SHACK INC	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	819047101
	ISIN (if CUSIP is not available)	US8190471016
	Ticker (if CUSIP and ISIN are not available)	SHAK
	Other identifier (if CUSIP, ISIN, and ticker are not available)	BV0LCR0 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	5.8679000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 281

Item C.1. Identification of investment.

a. Name of issuer (if any).	American Airlines Inc/AAdvantage Loyalty IP Ltd
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	AMERICAN AIRLINES/AADVAN
d. CUSIP (if any).	00253XAA9

At least one of the following other identifiers:

- ISIN

US00253XAA90

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BM8H716
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	717000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	752326.5900000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0677312986

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-04-20

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.500
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 282

Item C.1. Identification of investment.

a. Name of issuer (if any).	American Airlines Inc/AAdvantage Loyalty IP Ltd
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	AMERICAN AIRLINES/AADVAN
d. CUSIP (if any).	00253XAB7

At least one of the following other identifiers:

- ISIN

US00253XAB73

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BM8H783
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	239000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	257493.8200000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0231819412

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-04-20

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.750
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 283

Item C.1. Identification of investment.

a. Name of issuer (if any).	Shift4 Payments Inc
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	SHIFT4 PAYMENTS INC
d. CUSIP (if any).	82452JAC3

At least one of the following other identifiers:

- ISIN

US82452JAC36

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BN72VC8
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	480000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	447086.4000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0402507938

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2027-08-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	0.500
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	SHIFT4 PAYMENTS INC	SHIFT4 PAYMENTS INC	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	82452J109
	ISIN (if CUSIP is not available)	US82452J1097
	Ticker (if CUSIP and ISIN are not available)	FOUR
	Other identifier (if CUSIP, ISIN, and ticker are not available)	BLF0L75 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	8.1524000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 284

Item C.1. Identification of investment.

a. Name of issuer (if any).	Shift4 Payments LLC / Shift4 Payments Finance Sub Inc
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	SHIFT4 PAYMENTS LLC/FIN
d. CUSIP (if any).	82453AAA5

At least one of the following other identifiers:

- ISIN

US82453AAA51

- Ticker (if ISIN is not available).

FOUR50

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMV3Y32
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	477000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	496442.5200000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0446942817

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-11-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.625
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 285

Item C.1. Identification of investment.

a. Name of issuer (if any).	Silicon Laboratories Inc
b. LEI (if any) of issuer. (1)	4PRDF8Q9TDHRVZKZSZ47
c. Title of the issue or description of the investment.	SILICON LABORATORIES INC
d. CUSIP (if any).	826919AD4

At least one of the following other identifiers:

- ISIN

US826919AD45

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BM9CNC3
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	7750000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	12462697.5000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	1.1220056510

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2025-06-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	0.625
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	SILICON LABORATORIES INC	SILICON LABORATORIES INC	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	826919102
	ISIN (if CUSIP is not available)	US8269191024
	Ticker (if CUSIP and ISIN are not available)	SLAB
	Other identifier (if CUSIP, ISIN, and ticker are not available)	2568131 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	8.1498000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 286

Item C.1. Identification of investment.

a. Name of issuer (if any).	Silgan Holdings Inc
b. LEI (if any) of issuer. (1)	KAF673KJXD92C8KSLU49
c. Title of the issue or description of the investment.	SILGAN HOLDINGS INC
d. CUSIP (if any).	827048AV1

At least one of the following other identifiers:

- ISIN

US827048AV11

- Ticker (if ISIN is not available).

SLGN50

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BN2XL71
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1105000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1126359.6500000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1014051647

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2028-02-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.125
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 287

Item C.1. Identification of investment.

a. Name of issuer (if any).	Match Group Financeco 3 Inc
b. LEI (if any) of issuer. (1)	5493003IEL8HSZKWUI17
c. Title of the issue or description of the investment.	MATCH GROUP FINANCECO 3
d. CUSIP (if any).	44932KAA4

At least one of the following other identifiers:

- ISIN

US44932KAA43

- Ticker (if ISIN is not available).

IACF48

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BK77MH4
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	5250000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	10285800.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.9260214914

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2030-01-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	2.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☒ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	MATCH GROUP FINANCECO 3	MATCH GROUP FINANCECO 3	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	57667L107
	ISIN (if CUSIP is not available)	US57667L1070
	Ticker (if CUSIP and ISIN are not available)	MTCH
	Other identifier (if CUSIP, ISIN, and ticker are not available)	BK80XH9 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	11.8739000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 288

Item C.1. Identification of investment.

a. Name of issuer (if any).	ILFC E-Capital Trust II
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	ILFC E-CAPITAL TRUST II
d. CUSIP (if any).	44965UAA2

At least one of the following other identifiers:

- ISIN

US44965UAA25

- Ticker (if ISIN is not available).

AIG.GM

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	B0V0S60
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1825000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1567529.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1411232517

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Structured note
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2065-12-21

b. Coupon.

i. Coupon category. (13)	Variable
ii. Annualized rate.	3.710
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 289

Item C.1. Identification of investment.

a. Name of issuer (if any).	Abercrombie & Fitch Management Co
b. LEI (if any) of issuer. (1)	5493003QMCFDA98NPT74
c. Title of the issue or description of the investment.	ABERCROMBIE & FITCH MANA
d. CUSIP (if any).	003000AA4

At least one of the following other identifiers:

- ISIN

US003000AA44

- Ticker (if ISIN is not available).

ABER50

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BLCD4V2
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	960000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1039180.8000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0935565298

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2025-07-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	8.750
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 290

Item C.1. Identification of investment.

a. Name of issuer (if any).	Acadia Healthcare Co Inc
b. LEI (if any) of issuer. (1)	5493005CW985Y9D0NC11
c. Title of the issue or description of the investment.	ACADIA HEALTHCARE CO INC
d. CUSIP (if any).	00404AAP4

At least one of the following other identifiers:

- ISIN

US00404AAP49

- Ticker (if ISIN is not available).

ACHC50

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMCM9K0
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	477000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	487245.9600000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0438663235

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-04-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 291

Item C.1. Identification of investment.

a. Name of issuer (if any).	iStar Inc
b. LEI (if any) of issuer. (1)	QFFLKWYYS3UPWD86E794
c. Title of the issue or description of the investment.	ISTAR INC
d. CUSIP (if any).	45031UCJ8

At least one of the following other identifiers:

- ISIN

US45031UCJ88

- Ticker (if ISIN is not available).

SFI503

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BL54BB1
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	719000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	750571.2900000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0675732705

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-02-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.500
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 292

Item C.1. Identification of investment.

a. Name of issuer (if any).	Icahn Enterprises LP / Icahn Enterprises Finance Corp
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	ICAHN ENTERPRISES/FIN
d. CUSIP (if any).	451102BZ9

At least one of the following other identifiers:

- ISIN

US451102BZ91

- Ticker (if ISIN is not available).

IEP496

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BLGSGV7
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1180000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1229217.8000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1106653931

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2027-05-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.250
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 293

Item C.1. Identification of investment.

a. Name of issuer (if any).	Sinclair Television Group Inc
b. LEI (if any) of issuer. (1)	549300CQGEN0CH65UD62
c. Title of the issue or description of the investment.	SINCLAIR TELEVISION GROU
d. CUSIP (if any).	829259BA7

At least one of the following other identifiers:

- ISIN

US829259BA72

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMDX270
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	477000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	455930.9100000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0410470572

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2030-12-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.125
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 294

Item C.1. Identification of investment.

a. Name of issuer (if any).	Sirius XM Radio Inc
b. LEI (if any) of issuer. (1)	WP5O65E6BMU84LNO4227
c. Title of the issue or description of the investment.	SIRIUS XM RADIO INC
d. CUSIP (if any).	82967NBJ6

At least one of the following other identifiers:

- ISIN

US82967NBJ63

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMBJVY0
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	723000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	728740.6200000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0656078745

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2028-07-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 295

Item C.1. Identification of investment.

a. Name of issuer (if any).	Icahn Enterprises LP / Icahn Enterprises Finance Corp
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	ICAHN ENTERPRISES/FIN
d. CUSIP (if any).	451102CC9

At least one of the following other identifiers:

- ISIN

US451102CC97

- Ticker (if ISIN is not available).

IEP521

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BNLYXS0
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	718000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	722013.6200000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0650022487

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-02-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.375
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 296

Item C.1. Identification of investment.

a. Name of issuer (if any).	IEA Energy Services LLC
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	IEA ENERGY SERVICES LLC
d. CUSIP (if any).	45174AAA0

At least one of the following other identifiers:

- ISIN

US45174AAA07

- Ticker (if ISIN is not available).

IEA523

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BN2ZJD9
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1120000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1106851.2000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0996488362

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-08-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	6.625
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 297

Item C.1. Identification of investment.

a. Name of issuer (if any).	ACProducts Holdings Inc
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	ACPRODUCTS HOLDINGS INC
d. CUSIP (if any).	00488YAB2

At least one of the following other identifiers:

- ISIN

US00488YAB20

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	478800.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	478127.2900000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0430453777

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Loan
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2028-05-17

b. Coupon.

i. Coupon category. (13)	Floating
ii. Annualized rate.	4.750
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 298

Item C.1. Identification of investment.

a. Name of issuer (if any).	Acrisure LLC / Acrisure Finance Inc
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	ACRISURE LLC / FIN INC
d. CUSIP (if any).	00489LAH6

At least one of the following other identifiers:

- ISIN

US00489LAH69

- Ticker (if ISIN is not available).

ACUE52

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMX7WS3
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1434000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1411643.9400000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1270890574

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-08-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	6.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 299

Item C.1. Identification of investment.

a. Name of issuer (if any).	Sirius XM Radio Inc
b. LEI (if any) of issuer. (1)	WP5O65E6BMU84LNO4227
c. Title of the issue or description of the investment.	SIRIUS XM RADIO INC
d. CUSIP (if any).	82967NBL1

At least one of the following other identifiers:

- ISIN

US82967NBL10

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BM9SCZ7
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	475000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	476558.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0429040959

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-09-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	3.125
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 300

Item C.1. Identification of investment.

a. Name of issuer (if any).	Sirius XM Radio Inc
b. LEI (if any) of issuer. (1)	WP5O65E6BMU84LNO4227
c. Title of the issue or description of the investment.	SIRIUS XM RADIO INC
d. CUSIP (if any).	82967NBM9

At least one of the following other identifiers:

- ISIN

US82967NBM92

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BM9SD09
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	239000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	229968.1900000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0207038331

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2031-09-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	3.875
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 301

Item C.1. Identification of investment.

a. Name of issuer (if any).	iHeartCommunications Inc
b. LEI (if any) of issuer. (1)	54930076J6KDZL504O62
c. Title of the issue or description of the investment.	IHEARTCOMMUNICATIONS INC
d. CUSIP (if any).	45174UAF5

At least one of the following other identifiers:

- ISIN

US45174UAF57

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	860484.3800000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	855106.3500000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0769844696

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Loan
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-05-01

b. Coupon.

i. Coupon category. (13)	Floating
ii. Annualized rate.	3.088
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 302

Item C.1. Identification of investment.

a. Name of issuer (if any).	Innophos Holdings Inc
b. LEI (if any) of issuer. (1)	XQ0331QX53IRX25OY417
c. Title of the issue or description of the investment.	INNOPHOS HOLDINGS INC
d. CUSIP (if any).	45778EAG9

At least one of the following other identifiers:

- ISIN

US45778EAG98

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	719050.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	721297.0300000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0649377347

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Loan
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2027-02-07

b. Coupon.

i. Coupon category. (13)	Floating
ii. Annualized rate.	3.838
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 303

Item C.1. Identification of investment.

a. Name of issuer (if any).	Aethon United BR LP / Aethon United Finance Corp
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	AETHON UN/AETHIN UN FIN
d. CUSIP (if any).	00810GAC8

At least one of the following other identifiers:

- ISIN

US00810GAC87

- Ticker (if ISIN is not available).

AEUN51

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMFGT10
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	720000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	774216.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0697019828

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-02-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	8.250
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 304

Item C.1. Identification of investment.

a. Name of issuer (if any).	Air Canada
b. LEI (if any) of issuer. (1)	4B4HI3CGXMBDC0G6BM51
c. Title of the issue or description of the investment.	AIR CANADA
d. CUSIP (if any).	008911BF5

At least one of the following other identifiers:

- ISIN

US008911BF52

- Ticker (if ISIN is not available).

ACDVF4

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMZP9Y0
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	3500000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	4958450.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.4464048751

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	CANADA (FEDERAL LEVEL)
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2025-07-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	AIR CANADA	AIR CANADA	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	ISIN (if CUSIP is not available)	CA0089118776
	Ticker (if CUSIP and ISIN are not available)	AC
	Other identifier (if CUSIP, ISIN, and ticker are not available)	BSDHYK1 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	65.1337000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 305

Item C.1. Identification of investment.

a. Name of issuer (if any).	Delta Air Lines Inc / SkyMiles IP Ltd
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	DELTA AIR LINES/SKYMILES
d. CUSIP (if any).	830867AA5

At least one of the following other identifiers:

- ISIN

US830867AA59

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMT6SM0
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	119000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	127266.9300000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0114577293

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2025-10-20

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.500
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 306

Item C.1. Identification of investment.

a. Name of issuer (if any).	Delta Air Lines Inc / SkyMiles IP Ltd
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	DELTA AIR LINES/SKYMILES
d. CUSIP (if any).	830867AB3

At least one of the following other identifiers:

- ISIN

US830867AB33

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMT8BV6
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	239000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	265813.4100000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0239309466

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2028-10-20

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.750
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 307

Item C.1. Identification of investment.

a. Name of issuer (if any).	Airbnb Inc
b. LEI (if any) of issuer. (1)	549300HMUDNO0RY56D37
c. Title of the issue or description of the investment.	AIRBNB INC
d. CUSIP (if any).	009066AA9

At least one of the following other identifiers:

- ISIN

US009066AA91

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMV38B8
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	5750000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	5654837.5000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.5091000268

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-03-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	0.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	AIRBNB INC	AIRBNB INC	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	009066101
	ISIN (if CUSIP is not available)	US0090661010
	Ticker (if CUSIP and ISIN are not available)	ABNB
	Other identifier (if CUSIP, ISIN, and ticker are not available)	BMGYYH4 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	3.4645000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 308

Item C.1. Identification of investment.

a. Name of issuer (if any).	Air Canada 2015-2 Class B Pass Through Trust
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	AIR CANADA 2015-2B PTT
d. CUSIP (if any).	009088AC9

At least one of the following other identifiers:

- ISIN

US009088AC93

- Ticker (if ISIN is not available).

ACDVF4

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BZ0BPV3
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	255999.2900000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	261792.5500000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0235689521

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	CANADA (FEDERAL LEVEL)
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2025-06-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 309

Item C.1. Identification of investment.

a. Name of issuer (if any).	Air Canada 2015-1 Class B Pass Through Trust
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	AIR CANADA 2015-1B PTT
d. CUSIP (if any).	009090AB7

At least one of the following other identifiers:

- ISIN

US009090AB74

- Ticker (if ISIN is not available).

ACDVF4

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BVYPCK1
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1614491.8000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1628150.4000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1465809428

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	CANADA (FEDERAL LEVEL)
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2024-09-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	3.875
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 310

Item C.1. Identification of investment.

a. Name of issuer (if any).	Alaska Airlines 2020-1 Class A Pass Through Trust
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	ALASKA AIRLINES 2020 TR
d. CUSIP (if any).	01166VAA7

At least one of the following other identifiers:

- ISIN

US01166VAA70

- Ticker (if ISIN is not available).

ALK500

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BM9MQD5
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1059853.5000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1177603.2200000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1060185780

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-02-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.800
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 311

Item C.1. Identification of investment.

a. Name of issuer (if any).	Integra LifeSciences Holdings Corp
b. LEI (if any) of issuer. (1)	WB7IJCYY8YFTENS4O147
c. Title of the issue or description of the investment.	INTEGRA LIFESCIENCES HLD
d. CUSIP (if any).	457985AM1

At least one of the following other identifiers:

- ISIN

US457985AM13

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BNKBJQ2
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	9000000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	9802440.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.8825050174

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2025-08-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	0.500
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	INTEGRA LIFESCIENCES HLD	INTEGRA LIFESCIENCES HLD	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	457985208
	ISIN (if CUSIP is not available)	US4579852082
	Ticker (if CUSIP and ISIN are not available)	IART
	Other identifier (if CUSIP, ISIN, and ticker are not available)	2248693 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	13.5739000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 312

Item C.1. Identification of investment.

a. Name of issuer (if any).	Intelsat Jackson Holdings SA
b. LEI (if any) of issuer. (1)	8XJ8KF85PBKK1TLMFN29
c. Title of the issue or description of the investment.	INTELSAT JACKSON-DEFAULT
d. CUSIP (if any).	45824TAP0

At least one of the following other identifiers:

- ISIN

US45824TAP03

- Ticker (if ISIN is not available).

I41329

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BN7SP46
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	475000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	240373.7500000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0216406365

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	LUXEMBOURG
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2023-08-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.500
c. Currently in default?	☒ Yes ☐ No
d. Are there any interest payments in arrears? (14)	☒ Yes ☐ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 313

Item C.1. Identification of investment.

a. Name of issuer (if any).	Alaska Airlines 2020-1 Class B Pass Through Trust
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	ALASKA AIR 2020-1 CL B
d. CUSIP (if any).	01166WAA5

At least one of the following other identifiers:

- ISIN

US01166WAA53

- Ticker (if ISIN is not available).

ALK500

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BKWG1W4
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	721684.1700000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	813460.7500000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0732351530

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2027-02-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	8.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 314

Item C.1. Identification of investment.

a. Name of issuer (if any).	New Albertsons LP
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	NEW ALBERTSONS LP
d. CUSIP (if any).	013104AC8

At least one of the following other identifiers:

- ISIN

US013104AC87

- Ticker (if ISIN is not available).

ABS370

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	2825643
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	621000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	714907.6200000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0643625017

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-06-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	7.750
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 315

Item C.1. Identification of investment.

a. Name of issuer (if any).	Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	ALLIANT HOLD / CO-ISSUER
d. CUSIP (if any).	01883LAA1

At least one of the following other identifiers:

- ISIN

US01883LAA17

- Ticker (if ISIN is not available).

ALIN48

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BJK69N6
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	2065000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	2140083.4000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1926698188

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2027-10-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	6.750
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 316

Item C.1. Identification of investment.

a. Name of issuer (if any).	Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	ALLIANT HOLD / CO-ISSUER
d. CUSIP (if any).	01883LAB9

At least one of the following other identifiers:

- ISIN

US01883LAB99

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMXWDZ2
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	235000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	235197.4000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0211746142

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2027-10-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.250
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 317

Item C.1. Identification of investment.

a. Name of issuer (if any).	Snap Inc
b. LEI (if any) of issuer. (1)	549300JNC0L6VP8A2Q35
c. Title of the issue or description of the investment.	SNAP INC
d. CUSIP (if any).	83304AAB2

At least one of the following other identifiers:

- ISIN

US83304AAB26

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMGR5D6
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	5750000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	13745950.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	1.2375357405

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-08-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	0.750
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	SNAP INC	SNAP INC	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	83304A106
	ISIN (if CUSIP is not available)	US83304A1060
	Ticker (if CUSIP and ISIN are not available)	SNAP
	Other identifier (if CUSIP, ISIN, and ticker are not available)	BD8DJ71 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	43.8481000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 318

Item C.1. Identification of investment.

a. Name of issuer (if any).	Snap Inc
b. LEI (if any) of issuer. (1)	549300JNC0L6VP8A2Q35
c. Title of the issue or description of the investment.	SNAP INC
d. CUSIP (if any).	83304AAE6

At least one of the following other identifiers:

- ISIN

US83304AAE64

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BL6K7Y3
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	11750000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	11916615.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	1.0728423258

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2027-05-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	0.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☒ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	SNAP INC	SNAP INC	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	83304A106
	ISIN (if CUSIP is not available)	US83304A1060
	Ticker (if CUSIP and ISIN are not available)	SNAP
	Other identifier (if CUSIP, ISIN, and ticker are not available)	BD8DJ71 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	11.2042000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 319

Item C.1. Identification of investment.

a. Name of issuer (if any).	Intelsat Jackson Holdings SA
b. LEI (if any) of issuer. (1)	8XJ8KF85PBKK1TLMFN29
c. Title of the issue or description of the investment.	INTELSAT JACKSON-DEFAULT
d. CUSIP (if any).	45824TAY1

At least one of the following other identifiers:

- ISIN

US45824TAY10

- Ticker (if ISIN is not available).

I45091

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BDGGZY1
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	731000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	379615.6100000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0341764582

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	LUXEMBOURG
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2025-07-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	9.750
c. Currently in default?	☒ Yes ☐ No
d. Are there any interest payments in arrears? (14)	☒ Yes ☐ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 320

Item C.1. Identification of investment.

a. Name of issuer (if any).	International Game Technology PLC
b. LEI (if any) of issuer. (1)	549300UQ6KHRCZDRGZ76
c. Title of the issue or description of the investment.	INTERNATIONAL GAME TECH
d. CUSIP (if any).	460599AD5

At least one of the following other identifiers:

- ISIN

US460599AD57

- Ticker (if ISIN is not available).

IGT469

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BGQVRL8
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1260000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1421179.2000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1279475084

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2027-01-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	6.250
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 321

Item C.1. Identification of investment.

a. Name of issuer (if any).	Sonic Automotive Inc
b. LEI (if any) of issuer. (1)	549300NTLRGJ2JCBZU03
c. Title of the issue or description of the investment.	SONIC AUTOMOTIVE INC
d. CUSIP (if any).	83545GBD3

At least one of the following other identifiers:

- ISIN

US83545GBD34

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BNVY272
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	598000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	600146.8200000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0540306883

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-11-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.625
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 322

Item C.1. Identification of investment.

a. Name of issuer (if any).	Southwest Airlines Co
b. LEI (if any) of issuer. (1)	UDTZ87G0STFETI6HGH41
c. Title of the issue or description of the investment.	SOUTHWEST AIRLINES CO
d. CUSIP (if any).	844741BG2

At least one of the following other identifiers:

- ISIN

US844741BG22

- Ticker (if ISIN is not available).

LUV498

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BKP33Y8
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	10000000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	14064900.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	1.2662505273

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2025-05-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	1.250
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	SOUTHWEST AIRLINES CO	SOUTHWEST AIRLINES CO	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	844741108
	ISIN (if CUSIP is not available)	US8447411088
	Ticker (if CUSIP and ISIN are not available)	LUV
	Other identifier (if CUSIP, ISIN, and ticker are not available)	2831543 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	25.9909000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 323

Item C.1. Identification of investment.

a. Name of issuer (if any).	Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	ALLIANT HOLD / CO-ISSUER
d. CUSIP (if any).	01883LAD5

At least one of the following other identifiers:

- ISIN

US01883LAD55

- Ticker (if ISIN is not available).

ALIN52

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BNBR237
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	240000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	241797.6000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0217688244

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-11-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.875
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 324

Item C.1. Identification of investment.

a. Name of issuer (if any).	Allison Transmission Inc
b. LEI (if any) of issuer. (1)	MWKQ3I0U1GXP2YDSZW75
c. Title of the issue or description of the investment.	ALLISON TRANSMISSION INC
d. CUSIP (if any).	019736AE7

At least one of the following other identifiers:

- ISIN

US019736AE70

- Ticker (if ISIN is not available).

ALNS45

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BD6NJY0
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	825000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	859369.5000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0773682772

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2027-10-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.750
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 325

Item C.1. Identification of investment.

a. Name of issuer (if any).	International Game Technology PLC
b. LEI (if any) of issuer. (1)	549300UQ6KHRCZDRGZ76
c. Title of the issue or description of the investment.	INTERNATIONAL GAME TECH
d. CUSIP (if any).	460599AF0

At least one of the following other identifiers:

- ISIN

US460599AF06

- Ticker (if ISIN is not available).

IGT515

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	200000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	206874.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0186246835

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-04-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.125
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 326

Item C.1. Identification of investment.

a. Name of issuer (if any).	Intertape Polymer Group Inc
b. LEI (if any) of issuer. (1)	549300ESFR3Z1YNR6O65
c. Title of the issue or description of the investment.	INTERTAPE POLYMER GROUP
d. CUSIP (if any).	460919AB9

At least one of the following other identifiers:

- ISIN

US460919AB94

- Ticker (if ISIN is not available).

ITP518

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BP4F9T7
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	957000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	964416.7500000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0868255884

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	CANADA (FEDERAL LEVEL)
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-06-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.375
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 327

Item C.1. Identification of investment.

a. Name of issuer (if any).	Ally Financial Inc
b. LEI (if any) of issuer. (1)	549300JBN1OSM8YNAI90
c. Title of the issue or description of the investment.	ALLY FINANCIAL INC
d. CUSIP (if any).	02005NBN9

At least one of the following other identifiers:

- ISIN

US02005NBN93

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BN0ZM87
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	445000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	454149.2000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0408866515

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-preferred
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2099-12-31

b. Coupon.

i. Coupon category. (13)	Variable
ii. Annualized rate.	4.700
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 328

Item C.1. Identification of investment.

a. Name of issuer (if any).	Alphatec Holdings Inc
b. LEI (if any) of issuer. (1)	549300EZE8CQ8K65FS24
c. Title of the issue or description of the investment.	ALPHATEC HOLDINGS INC
d. CUSIP (if any).	02081GAA0

At least one of the following other identifiers:

- ISIN

US02081GAA04

- Ticker (if ISIN is not available).

ATEC52

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMCH5N0
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	5500000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	5278515.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.4752200444

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-08-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	0.750
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	ALPHATEC HOLDINGS INC	ALPHATEC HOLDINGS INC	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	02081G201
	ISIN (if CUSIP is not available)	US02081G2012
	Ticker (if CUSIP and ISIN are not available)	ATEC
	Other identifier (if CUSIP, ISIN, and ticker are not available)	BD60BG7 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	54.5316000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 329

Item C.1. Identification of investment.

a. Name of issuer (if any).	Spanish Broadcasting System Inc
b. LEI (if any) of issuer. (1)	5493005DKYB1X4C9LH64
c. Title of the issue or description of the investment.	SPANISH BROADCASTING SYS
d. CUSIP (if any).	846425AQ9

At least one of the following other identifiers:

- ISIN

US846425AQ94

- Ticker (if ISIN is not available).

SBSA51

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMZ0HQ3
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	715000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	749763.3000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0675005278

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-03-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	9.750
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 330

Item C.1. Identification of investment.

a. Name of issuer (if any).	Speedway Motorsports LLC / Speedway Funding II Inc
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	SPEEDWAY MOT/SPEEDWAY FD
d. CUSIP (if any).	84779MAA2

At least one of the following other identifiers:

- ISIN

US84779MAA27

- Ticker (if ISIN is not available).

TRK489

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BKZ7N51
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1250000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1277875.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1150459579

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2027-11-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.875
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 331

Item C.1. Identification of investment.

a. Name of issuer (if any).	Altice France SA/France
b. LEI (if any) of issuer. (1)	5493001ZMCICV4N02J21
c. Title of the issue or description of the investment.	ALTICE FRANCE SA
d. CUSIP (if any).	02156LAH4

At least one of the following other identifiers:

- ISIN

US02156LAH42

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMXJSV4
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1100000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1079331.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0971712169

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	FRANCE
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-10-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.500
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 332

Item C.1. Identification of investment.

a. Name of issuer (if any).	AAdvantage Loyalty IP Ltd
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	AADVANTAGE LOYALTY IP
d. CUSIP (if any).	02376CBJ3

At least one of the following other identifiers:

- ISIN

US02376CBJ36

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	800000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	834252.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0751069709

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Loan
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	CAYMAN ISLANDS
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2028-04-20

b. Coupon.

i. Coupon category. (13)	Floating
ii. Annualized rate.	5.500
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 333

Item C.1. Identification of investment.

a. Name of issuer (if any).	StoneX Group Inc
b. LEI (if any) of issuer. (1)	549300JUF07L8VF02M60
c. Title of the issue or description of the investment.	STONEX GROUP INC
d. CUSIP (if any).	46116VAE5

At least one of the following other identifiers:

- ISIN

US46116VAE56

- Ticker (if ISIN is not available).

SNEX49

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BLF0C38
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	943000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1005407.7400000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0905159710

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2025-06-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	8.625
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 334

Item C.1. Identification of investment.

a. Name of issuer (if any).	Ivanhoe Mines Ltd
b. LEI (if any) of issuer. (1)	5299006XZISURYIA4G32
c. Title of the issue or description of the investment.	IVANHOE MINES LTD
d. CUSIP (if any).	46579RAA2

At least one of the following other identifiers:

- ISIN

US46579RAA23

- Ticker (if ISIN is not available).

IVPAF5

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BNNLXL2
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	5500000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	7160065.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.6446143294

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	CANADA (FEDERAL LEVEL)
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-04-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	2.500
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	IVANHOE MINES LTD	IVANHOE MINES LTD	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	ISIN (if CUSIP is not available)	CA46579R1047
	Ticker (if CUSIP and ISIN are not available)	IVN
	Other identifier (if CUSIP, ISIN, and ticker are not available)	BD73C40 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	134.5682000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 335

Item C.1. Identification of investment.

a. Name of issuer (if any).	Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	SPIRIT LOYALTY KY LTD/IP
d. CUSIP (if any).	84859BAA9

At least one of the following other identifiers:

- ISIN

US84859BAA98

- Ticker (if ISIN is not available).

SAVE50

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BN6RJR5
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	351000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	393284.9700000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0354070986

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	CAYMAN ISLANDS
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2025-09-20

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	8.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 336

Item C.1. Identification of investment.

a. Name of issuer (if any).	OneMain Finance Corp
b. LEI (if any) of issuer. (1)	5493008I795YYBFWFU90
c. Title of the issue or description of the investment.	ONEMAIN FINANCE CORP
d. CUSIP (if any).	85172FAN9

At least one of the following other identifiers:

- ISIN

US85172FAN96

- Ticker (if ISIN is not available).

AMGFIN

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BDTMS47
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1230000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1399063.5000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1259564515

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-03-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	7.125
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 337

Item C.1. Identification of investment.

a. Name of issuer (if any).	JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	JBS USA/FOOD/FINANCE
d. CUSIP (if any).	46590XAA4

At least one of the following other identifiers:

- ISIN

US46590XAA46

- Ticker (if ISIN is not available).

JBSSBZ

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BJH0CW1
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	403000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	448220.6300000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0403529075

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-04-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	6.500
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 338

Item C.1. Identification of investment.

a. Name of issuer (if any).	JW Aluminum Continuous Cast Co
b. LEI (if any) of issuer. (1)	5493008HJ8BWQC8XAF08
c. Title of the issue or description of the investment.	JW ALUMINUM CONT CAST CO
d. CUSIP (if any).	46648XAA6

At least one of the following other identifiers:

- ISIN

US46648XAA63

- Ticker (if ISIN is not available).

JWAL46

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BFYFDQ2
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	725000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	776388.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0698975261

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-06-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	10.250
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 339

Item C.1. Identification of investment.

a. Name of issuer (if any).	American Airlines 2021-1 Class B Pass Through Trust
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	AMER AIRLINE 21-1B PTT
d. CUSIP (if any).	02376LAA3

At least one of the following other identifiers:

- ISIN

US02376LAA35

- Ticker (if ISIN is not available).

AAL529

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	431000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	432064.5700000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0388983917

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2032-01-11

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	3.950
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 340

Item C.1. Identification of investment.

a. Name of issuer (if any).	American Finance Trust Inc / American Finance Operating Partner LP
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	AMERICAN FIN TR/FINAN OP
d. CUSIP (if any).	02608AAA7

At least one of the following other identifiers:

- ISIN

US02608AAA79

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BPBRT30
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1100000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1101419.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0991597800

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2028-09-30

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.500
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 341

Item C.1. Identification of investment.

a. Name of issuer (if any).	JBS USA LUX SA / JBS USA Finance Inc
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	JBS USA LUX/JBS USA FIN
d. CUSIP (if any).	472141AA8

At least one of the following other identifiers:

- ISIN

US472141AA82

- Ticker (if ISIN is not available).

JBSSBZ

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BFY2017
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1275000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1379103.7500000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1241594928

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2028-02-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	6.750
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 342

Item C.1. Identification of investment.

a. Name of issuer (if any).	Jazz Securities DAC
b. LEI (if any) of issuer. (1)	6354009DV8VV7K6KOO02
c. Title of the issue or description of the investment.	JAZZ SECURITIES DAC
d. CUSIP (if any).	47216FAA5

At least one of the following other identifiers:

- ISIN

US47216FAA57

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMB5FL3
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	300000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	308886.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0278087338

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	IRELAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-01-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.375
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 343

Item C.1. Identification of investment.

a. Name of issuer (if any).	Sprint Corp
b. LEI (if any) of issuer. (1)	549300ZTTY7CXOLJ6539
c. Title of the issue or description of the investment.	SPRINT CORP
d. CUSIP (if any).	85207UAH8

At least one of the following other identifiers:

- ISIN

US85207UAH86

- Ticker (if ISIN is not available).

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BSHYYV9
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	2430000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	2748670.2000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.2474603510

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2024-06-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	7.125
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 344

Item C.1. Identification of investment.

a. Name of issuer (if any).	Standard Industries Inc/NJ
b. LEI (if any) of issuer. (1)	54930064UHXCIUWVI755
c. Title of the issue or description of the investment.	STANDARD INDUSTRIES INC
d. CUSIP (if any).	853496AC1

At least one of the following other identifiers:

- ISIN

US853496AC17

- Ticker (if ISIN is not available).

SDDE44

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BDVPXC7
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	955000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	980794.5500000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0883000673

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2027-02-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 345

Item C.1. Identification of investment.

a. Name of issuer (if any).	Stericycle Inc
b. LEI (if any) of issuer. (1)	B8PTJH2P0AXSWSMP2136
c. Title of the issue or description of the investment.	STERICYCLE INC
d. CUSIP (if any).	858912AG3

At least one of the following other identifiers:

- ISIN

US858912AG34

- Ticker (if ISIN is not available).

SRCL50

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMX5072
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	477000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	469701.9000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0422868473

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-01-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	3.875
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 346

Item C.1. Identification of investment.

a. Name of issuer (if any).	STL Holding Co LLC
b. LEI (if any) of issuer. (1)	984500BC2I63E7F48656
c. Title of the issue or description of the investment.	STL HOLDING CO LLC
d. CUSIP (if any).	861036AA9

At least one of the following other identifiers:

- ISIN

US861036AA92

- Ticker (if ISIN is not available).

STLHC5

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMFLY21
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	717000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	757410.1200000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0681889643

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-02-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	7.500
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 347

Item C.1. Identification of investment.

a. Name of issuer (if any).	Amneal Pharmaceuticals LLC
b. LEI (if any) of issuer. (1)	54930037VIXE7LRZ1M66
c. Title of the issue or description of the investment.	AMNEAL PHARMACEUTICALS LLC
d. CUSIP (if any).	03167DAH7

At least one of the following other identifiers:

- ISIN

US03167DAH70

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	2405209.2600000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	2388432.9300000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.2150285076

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Loan
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2025-05-04

b. Coupon.

i. Coupon category. (13)	Floating
ii. Annualized rate.	3.632
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 348

Item C.1. Identification of investment.

a. Name of issuer (if any).	AmWINS Group Inc
b. LEI (if any) of issuer. (1)	549300SJE7MUB8NMRG61
c. Title of the issue or description of the investment.	AMWINS GROUP INC
d. CUSIP (if any).	031921AB5

At least one of the following other identifiers:

- ISIN

US031921AB57

- Ticker (if ISIN is not available).

AWNS52

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BNW02Z7
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1923000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1919115.5400000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1727762774

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-06-30

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.875
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 349

Item C.1. Identification of investment.

a. Name of issuer (if any).	Jefferies Finance LLC / JFIN Co-Issuer Corp
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	JEFFERIES FIN LLC / JFIN
d. CUSIP (if any).	47232MAF9

At least one of the following other identifiers:

- ISIN

US47232MAF95

- Ticker (if ISIN is not available).

LUK523

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BP83D39
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	2435000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	2471622.4000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.2225179822

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2028-08-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 350

Item C.1. Identification of investment.

a. Name of issuer (if any).	JELD-WEN Inc
b. LEI (if any) of issuer. (1)	549300XWE6NM0N1HFW16
c. Title of the issue or description of the investment.	JELD-WEN INC
d. CUSIP (if any).	475795AC4

At least one of the following other identifiers:

- ISIN

US475795AC41

- Ticker (if ISIN is not available).

JELD45

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BF4PG96
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1250000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1266137.5000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1139892411

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2025-12-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.625
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 351

Item C.1. Identification of investment.

a. Name of issuer (if any).	Antero Resources Corp
b. LEI (if any) of issuer. (1)	APVBKPOULHUX7YZLKU17
c. Title of the issue or description of the investment.	ANTERO RESOURCES CORP
d. CUSIP (if any).	03674XAQ9

At least one of the following other identifiers:

- ISIN

US03674XAQ97

- Ticker (if ISIN is not available).

AR5109

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BM8NG06
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	296000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	328175.2000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0295453235

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-02-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	7.625
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 352

Item C.1. Identification of investment.

a. Name of issuer (if any).	Antero Resources Corp
b. LEI (if any) of issuer. (1)	APVBKPOULHUX7YZLKU17
c. Title of the issue or description of the investment.	ANTERO RESOURCES CORP
d. CUSIP (if any).	03674XAS5

At least one of the following other identifiers:

- ISIN

US03674XAS53

- Ticker (if ISIN is not available).

AR5186

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BNDYF04
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	239000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	253378.2400000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0228114192

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2030-03-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.375
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 353

Item C.1. Identification of investment.

a. Name of issuer (if any).	Apache Corp
b. LEI (if any) of issuer. (1)	72ZZ1XRHOOU9P9X16K08
c. Title of the issue or description of the investment.	APACHE CORP
d. CUSIP (if any).	037411AW5

At least one of the following other identifiers:

- ISIN

US037411AW56

- Ticker (if ISIN is not available).

APA.GS

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	B58CQJ3
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	958000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1074406.5800000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0967278757

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2040-09-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.100
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 354

Item C.1. Identification of investment.

a. Name of issuer (if any).	Apache Corp
b. LEI (if any) of issuer. (1)	72ZZ1XRHOOU9P9X16K08
c. Title of the issue or description of the investment.	APACHE CORP
d. CUSIP (if any).	037411BH7

At least one of the following other identifiers:

- ISIN

US037411BH70

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMD7VD1
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	478000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	515484.7600000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0464086378

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2025-11-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.625
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 355

Item C.1. Identification of investment.

a. Name of issuer (if any).	ChampionX Corp
b. LEI (if any) of issuer. (1)	549300EP2909K6DYYP38
c. Title of the issue or description of the investment.	CHAMPIONX CORP
d. CUSIP (if any).	03755LAC8

At least one of the following other identifiers:

- ISIN

US03755LAC81

- Ticker (if ISIN is not available).

APYW46

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BDTYGH2
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	343000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	359028.3900000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0323230089

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-05-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	6.375
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 356

Item C.1. Identification of investment.

a. Name of issuer (if any).	ArcelorMittal SA
b. LEI (if any) of issuer. (1)	2EULGUTUI56JI9SAL165
c. Title of the issue or description of the investment.	ARCELORMITTAL
d. CUSIP (if any).	03938LAP9

At least one of the following other identifiers:

- ISIN

US03938LAP94

- Ticker (if ISIN is not available).

MT.AI

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BFLRCV9
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	500000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	698110.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0628502269

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	LUXEMBOURG
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2039-10-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	7.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 357

Item C.1. Identification of investment.

a. Name of issuer (if any).	JetBlue 2020-1 Class B Pass Through Trust
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	JETBLUE 2020-1 CLASS B
d. CUSIP (if any).	477164AB3

At least one of the following other identifiers:

- ISIN

US477164AB33

- Ticker (if ISIN is not available).

JBLU50

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMDFLF7
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	866317.2500000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1018702.4500000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0917128820

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2030-05-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	7.750
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 358

Item C.1. Identification of investment.

a. Name of issuer (if any).	John Bean Technologies Corp
b. LEI (if any) of issuer. (1)	5493007CT6ATBZ2L6826
c. Title of the issue or description of the investment.	JOHN BEAN TECHNOLOGIES C
d. CUSIP (if any).	477839AA2

At least one of the following other identifiers:

- ISIN

US477839AA21

- Ticker (if ISIN is not available).

JBT519

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BN0ZBC4
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	5500000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	6009630.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.5410416822

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-05-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	0.250
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	JOHN BEAN TECHNOLOGIES C	JOHN BEAN TECHNOLOGIES C	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	477839104
	ISIN (if CUSIP is not available)	US4778391049
	Ticker (if CUSIP and ISIN are not available)	JBT
	Other identifier (if CUSIP, ISIN, and ticker are not available)	B3BRJZ8 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	5.8958000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 359

Item C.1. Identification of investment.

a. Name of issuer (if any).	Arcosa Inc
b. LEI (if any) of issuer. (1)	549300WFHLTCZV7D6V29
c. Title of the issue or description of the investment.	ARCOSA INC
d. CUSIP (if any).	039653AA8

At least one of the following other identifiers:

- ISIN

US039653AA89

- Ticker (if ISIN is not available).

ACA516

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BNKH1X1
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	538000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	548474.8600000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0493787073

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-04-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.375
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 360

Item C.1. Identification of investment.

a. Name of issuer (if any).	Arrow Bidco LLC
b. LEI (if any) of issuer. (1)	549300YHZN08M0H3O128
c. Title of the issue or description of the investment.	ARROW BIDCO LLC
d. CUSIP (if any).	042728AA3

At least one of the following other identifiers:

- ISIN

US042728AA35

- Ticker (if ISIN is not available).

ARWB48

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BJL1112
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1490000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1522511.8000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1370703929

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2024-03-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	9.500
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 361

Item C.1. Identification of investment.

a. Name of issuer (if any).	Ashtead Capital Inc
b. LEI (if any) of issuer. (1)	213800J1134IW58IC398
c. Title of the issue or description of the investment.	ASHTEAD CAPITAL INC
d. CUSIP (if any).	045054AJ2

At least one of the following other identifiers:

- ISIN

US045054AJ25

- Ticker (if ISIN is not available).

ASHT49

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	980000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1033655.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0930590469

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2028-05-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 362

Item C.1. Identification of investment.

a. Name of issuer (if any).	Ashton Woods USA LLC / Ashton Woods Finance Co
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	ASHTON WOODS USA/FINANCE
d. CUSIP (if any).	045086AK1

At least one of the following other identifiers:

- ISIN

US045086AK16

- Ticker (if ISIN is not available).

ASWD49

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BKKBHX4
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	705000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	750507.7500000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0675675500

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2028-01-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	6.625
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 363

Item C.1. Identification of investment.

a. Name of issuer (if any).	Summit Midstream Holdings LLC / Summit Midstream Finance Corp
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	SUMMIT MID HLDS LLC / FI
d. CUSIP (if any).	86614WAE6

At least one of the following other identifiers:

- ISIN

US86614WAE66

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMVRF42
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	120000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	120943.2000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0108884095

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-10-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	8.500
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 364

Item C.1. Identification of investment.

a. Name of issuer (if any).	Sunoco LP / Sunoco Finance Corp
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	SUNOCO LP/FINANCE CORP
d. CUSIP (if any).	86765LAU1

At least one of the following other identifiers:

- ISIN

US86765LAU17

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMTVPX5
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	239000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	241277.6700000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0217220156

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2030-04-30

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.500
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 365

Item C.1. Identification of investment.

a. Name of issuer (if any).	KBR Inc
b. LEI (if any) of issuer. (1)	254900OFQDXZRKRCV808
c. Title of the issue or description of the investment.	KBR INC
d. CUSIP (if any).	48242WAC0

At least one of the following other identifiers:

- ISIN

US48242WAC01

- Ticker (if ISIN is not available).

KBR504

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMT6QL5
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1050000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1075630.5000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0968380641

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2028-09-30

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.750
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 366

Item C.1. Identification of investment.

a. Name of issuer (if any).	KeHE Distributors LLC / KeHE Finance Corp
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	KEHE DISTRIBUTORS LLC/FI
d. CUSIP (if any).	487526AB1

At least one of the following other identifiers:

- ISIN

US487526AB19

- Ticker (if ISIN is not available).

KEHE48

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BKSY9Z1
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	449000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	484915.5100000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0436565152

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-10-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	8.625
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 367

Item C.1. Identification of investment.

a. Name of issuer (if any).	Ashton Woods USA LLC / Ashton Woods Finance Co
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	ASHTON WOODS USA/FINANCE
d. CUSIP (if any).	045086AM7

At least one of the following other identifiers:

- ISIN

US045086AM71

- Ticker (if ISIN is not available).

ASWD52

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMD9BV5
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	598000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	597360.1400000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0537798059

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-08-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.625
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 368

Item C.1. Identification of investment.

a. Name of issuer (if any).	Ashton Woods USA LLC / Ashton Woods Finance Co
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	ASHTON WOODS USA/FINANCE
d. CUSIP (if any).	045086AP0

At least one of the following other identifiers:

- ISIN

US045086AP03

- Ticker (if ISIN is not available).

ASWD52

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BNSLTZ3
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	239000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	236437.9200000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0212862972

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2030-04-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.625
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 369

Item C.1. Identification of investment.

a. Name of issuer (if any).	SunEdison Inc
b. LEI (if any) of issuer. (1)	5493004W8FBXFVSWVZ87
c. Title of the issue or description of the investment.	SUNEDISON INC
d. CUSIP (if any).	867ESCAC9

At least one of the following other identifiers:

- ISIN

US042105NF95

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	867ESCAC9
Description of other unique identifier.	Internal ID

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	898000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	13892.0600000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0012506899

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2049-10-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	2.000
c. Currently in default?	☒ Yes ☐ No
d. Are there any interest payments in arrears? (14)	☒ Yes ☐ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	SUNEDISON INC	SUNEDISON INC	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	86732Y109
	ISIN (if CUSIP is not available)	US86732Y1091
	Ticker (if CUSIP and ISIN are not available)	SUNEQ
	Other identifier (if CUSIP, ISIN, and ticker are not available)	BBC3995 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	68.3796000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 370

Item C.1. Identification of investment.

a. Name of issuer (if any).	SunEdison Inc
b. LEI (if any) of issuer. (1)	5493004W8FBXFVSWVZ87
c. Title of the issue or description of the investment.	SUNEDISON INC
d. CUSIP (if any).	867ESCAE5

At least one of the following other identifiers:

- ISIN

US042105NF95

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	867ESCAE5
Description of other unique identifier.	Internal ID

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	9411000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	145588.1700000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0131071744

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2049-01-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	0.250
c. Currently in default?	☒ Yes ☐ No
d. Are there any interest payments in arrears? (14)	☒ Yes ☐ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	SUNEDISON INC	SUNEDISON INC	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	86732Y109
	ISIN (if CUSIP is not available)	US86732Y1091
	Ticker (if CUSIP and ISIN are not available)	SUNEQ
	Other identifier (if CUSIP, ISIN, and ticker are not available)	BBC3995 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	37.2148000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 371

Item C.1. Identification of investment.

a. Name of issuer (if any).	TKC Holdings Inc
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	TKC HOLDINGS INC
d. CUSIP (if any).	87256FAH7

At least one of the following other identifiers:

- ISIN

US87256FAH73

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1120144.2100000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1120317.8300000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1008612250

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Loan
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2028-05-15

b. Coupon.

i. Coupon category. (13)	Floating
ii. Annualized rate.	6.500
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 372

Item C.1. Identification of investment.

a. Name of issuer (if any).	Talen Energy Supply LLC
b. LEI (if any) of issuer. (1)	K5K33XN0PQAU1XF7NN66
c. Title of the issue or description of the investment.	TALEN ENERGY SUPPLY LLC
d. CUSIP (if any).	87422VAF5

At least one of the following other identifiers:

- ISIN

US87422VAF58

- Ticker (if ISIN is not available).

TLN483

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BK77J95
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	250000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	239710.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0215808796

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2027-05-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	7.250
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 373

Item C.1. Identification of investment.

a. Name of issuer (if any).	Ken Garff Automotive LLC
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	KEN GARFF AUTOMOTIVE LLC
d. CUSIP (if any).	48850PAA2

At least one of the following other identifiers:

- ISIN

US48850PAA21

- Ticker (if ISIN is not available).

KNGRF5

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BLFDXG7
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1091000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1107408.6400000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0996990220

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2028-09-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.875
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 374

Item C.1. Identification of investment.

a. Name of issuer (if any).	Kraft Heinz Foods Co
b. LEI (if any) of issuer. (1)	5493003STKEZ2S0RNU91
c. Title of the issue or description of the investment.	KRAFT HEINZ FOODS CO
d. CUSIP (if any).	50077LAB2

At least one of the following other identifiers:

- ISIN

US50077LAB27

- Ticker (if ISIN is not available).

BRK438

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BD7YG30
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1470000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1718180.1000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1546862372

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2046-06-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.375
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 375

Item C.1. Identification of investment.

a. Name of issuer (if any).	Taylor Morrison Communities Inc
b. LEI (if any) of issuer. (1)	549300O1Z08HI2MRK572
c. Title of the issue or description of the investment.	TAYLOR MORRISON COMM
d. CUSIP (if any).	87724RAB8

At least one of the following other identifiers:

- ISIN

US87724RAB87

- Ticker (if ISIN is not available).

TMCF48

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BJX75H2
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	750000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	825900.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0743550477

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2028-01-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.750
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 376

Item C.1. Identification of investment.

a. Name of issuer (if any).	Team Health Holdings Inc
b. LEI (if any) of issuer. (1)	549300PVTQ4UDTTMQT11
c. Title of the issue or description of the investment.	TEAM HEALTH HOLDINGS INC
d. CUSIP (if any).	87817JAE8

At least one of the following other identifiers:

- ISIN

US87817JAE82

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	2178153.3100000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	2086485.7300000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1878444678

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Loan
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2024-02-06

b. Coupon.

i. Coupon category. (13)	Floating
ii. Annualized rate.	3.750
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 377

Item C.1. Identification of investment.

a. Name of issuer (if any).	Telecom Italia Capital SA
b. LEI (if any) of issuer. (1)	549300777DJZOR5C4L39
c. Title of the issue or description of the investment.	TELECOM ITALIA CAPITAL
d. CUSIP (if any).	87927VAM0

At least one of the following other identifiers:

- ISIN

US87927VAM00

- Ticker (if ISIN is not available).

TI.GH

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	B80LG33
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	755000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	840798.2000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0756963195

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	LUXEMBOURG
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2034-09-30

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	6.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 378

Item C.1. Identification of investment.

a. Name of issuer (if any).	Tenet Healthcare Corp
b. LEI (if any) of issuer. (1)	0W9AIBT6U6ADJ2I8HK17
c. Title of the issue or description of the investment.	TENET HEALTHCARE CORP
d. CUSIP (if any).	88033GAV2

At least one of the following other identifiers:

- ISIN

US88033GAV23

- Ticker (if ISIN is not available).

THC.GU

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	2842749
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1315000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1520718.6000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1369089527

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2031-11-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	6.875
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 379

Item C.1. Identification of investment.

a. Name of issuer (if any).	Tenet Healthcare Corp
b. LEI (if any) of issuer. (1)	0W9AIBT6U6ADJ2I8HK17
c. Title of the issue or description of the investment.	TENET HEALTHCARE CORP
d. CUSIP (if any).	88033GCS7

At least one of the following other identifiers:

- ISIN

US88033GCS75

- Ticker (if ISIN is not available).

THC450

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BD492B8
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	579000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	587013.3600000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0528482945

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2024-07-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.625
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 380

Item C.1. Identification of investment.

a. Name of issuer (if any).	Tenet Healthcare Corp
b. LEI (if any) of issuer. (1)	0W9AIBT6U6ADJ2I8HK17
c. Title of the issue or description of the investment.	TENET HEALTHCARE CORP
d. CUSIP (if any).	88033GCX6

At least one of the following other identifiers:

- ISIN

US88033GCX60

- Ticker (if ISIN is not available).

THC478

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BHX13B0
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	2250000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	2339100.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.2105871075

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2027-02-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	6.250
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 381

Item C.1. Identification of investment.

a. Name of issuer (if any).	Kraft Heinz Foods Co
b. LEI (if any) of issuer. (1)	5493003STKEZ2S0RNU91
c. Title of the issue or description of the investment.	KRAFT HEINZ FOODS CO
d. CUSIP (if any).	50077LBC9

At least one of the following other identifiers:

- ISIN

US50077LBC90

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BKZ75X3
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	237000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	257410.4400000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0231744346

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2027-05-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	3.875
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 382

Item C.1. Identification of investment.

a. Name of issuer (if any).	Kraft Heinz Foods Co
b. LEI (if any) of issuer. (1)	5493003STKEZ2S0RNU91
c. Title of the issue or description of the investment.	KRAFT HEINZ FOODS CO
d. CUSIP (if any).	50077LBF2

At least one of the following other identifiers:

- ISIN

US50077LBF22

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BNG49T8
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	237000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	267381.0300000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0240720780

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2031-03-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.250
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 383

Item C.1. Identification of investment.

a. Name of issuer (if any).	AssuredPartners Inc
b. LEI (if any) of issuer. (1)	549300HNDSDQWQ3L2P80
c. Title of the issue or description of the investment.	ASSUREDPARTNERS INC
d. CUSIP (if any).	04624VAA7

At least one of the following other identifiers:

- ISIN

US04624VAA70

- Ticker (if ISIN is not available).

ASUE45

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BDFGDP9
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	2200000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	2231658.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.2009141991

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2025-08-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	7.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 384

Item C.1. Identification of investment.

a. Name of issuer (if any).	At Home Group Inc
b. LEI (if any) of issuer. (1)	549300LGPR0P05O30I24
c. Title of the issue or description of the investment.	AT HOME GROUP INC
d. CUSIP (if any).	04651BAB5

At least one of the following other identifiers:

- ISIN

US04651BAB53

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	720000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	718351.2000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0646725242

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Loan
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2028-07-24

b. Coupon.

i. Coupon category. (13)	Floating
ii. Annualized rate.	4.750
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 385

Item C.1. Identification of investment.

a. Name of issuer (if any).	Tenet Healthcare Corp
b. LEI (if any) of issuer. (1)	0W9AIBT6U6ADJ2I8HK17
c. Title of the issue or description of the investment.	TENET HEALTHCARE CORP
d. CUSIP (if any).	88033GCY4

At least one of the following other identifiers:

- ISIN

US88033GCY44

- Ticker (if ISIN is not available).

THC487

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BKFV9N3
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1250000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1287087.5000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1158753511

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-01-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.875
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 386

Item C.1. Identification of investment.

a. Name of issuer (if any).	TerraForm Power Operating LLC
b. LEI (if any) of issuer. (1)	5493000S2OLR3UT5BE13
c. Title of the issue or description of the investment.	TERRAFORM POWER OPERATIN
d. CUSIP (if any).	88104LAE3

At least one of the following other identifiers:

- ISIN

US88104LAE39

- Ticker (if ISIN is not available).

BEP457

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BD2BVC0
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1250000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1339212.5000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1205681188

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2028-01-31

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 387

Item C.1. Identification of investment.

a. Name of issuer (if any).	Bath & Body Works Inc
b. LEI (if any) of issuer. (1)	GR3KVMWVCR54YWQNXU90
c. Title of the issue or description of the investment.	BATH & BODY WORKS INC
d. CUSIP (if any).	501797AL8

At least one of the following other identifiers:

- ISIN

US501797AL82

- Ticker (if ISIN is not available).

LTD434

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BD218S5
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	718000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	873604.9600000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0786498831

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2035-11-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	6.875
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 388

Item C.1. Identification of investment.

a. Name of issuer (if any).	Bath & Body Works Inc
b. LEI (if any) of issuer. (1)	GR3KVMWVCR54YWQNXU90
c. Title of the issue or description of the investment.	BATH & BODY WORKS INC
d. CUSIP (if any).	501797AQ7

At least one of the following other identifiers:

- ISIN

US501797AQ79

- Ticker (if ISIN is not available).

LTD476

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BGSDJM7
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1264000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1451337.4400000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1306626282

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2027-01-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	6.694
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 389

Item C.1. Identification of investment.

a. Name of issuer (if any).	Atlas Air Worldwide Holdings Inc
b. LEI (if any) of issuer. (1)	549300R0A2TUVCYZB465
c. Title of the issue or description of the investment.	ATLAS AIR WORLDWIDE HLDG
d. CUSIP (if any).	049164BJ4

At least one of the following other identifiers:

- ISIN

US049164BJ49

- Ticker (if ISIN is not available).

AAWW44

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BF028Z1
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	3650000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	5327430.5000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.4796238637

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2024-06-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	1.875
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	ATLAS AIR WORLDWIDE HLDG	ATLAS AIR WORLDWIDE HLDG	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	049164205
	ISIN (if CUSIP is not available)	US0491642056
	Ticker (if CUSIP and ISIN are not available)	AAWW
	Other identifier (if CUSIP, ISIN, and ticker are not available)	B01Z8P4 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	16.3713000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 390

Item C.1. Identification of investment.

a. Name of issuer (if any).	Avolon Holdings Funding Ltd
b. LEI (if any) of issuer. (1)	635400ZRKEX9L1BKCH30
c. Title of the issue or description of the investment.	AVOLON HOLDINGS FNDG LTD
d. CUSIP (if any).	05401AAD3

At least one of the following other identifiers:

- ISIN

US05401AAD37

- Ticker (if ISIN is not available).

AVOL47

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BJLBBR8
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	500000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	542410.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0488326933

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	IRELAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2024-05-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.250
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 391

Item C.1. Identification of investment.

a. Name of issuer (if any).	Tesla Inc
b. LEI (if any) of issuer. (1)	54930043XZGB27CTOV49
c. Title of the issue or description of the investment.	TESLA INC
d. CUSIP (if any).	88160RAG6

At least one of the following other identifiers:

- ISIN

US88160RAG65

- Ticker (if ISIN is not available).

TSLA48

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BJLT2S0
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	4340000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	77881647.2000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	7.0116159259

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2024-05-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	2.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	TESLA INC	TESLA INC	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	88160R101
	ISIN (if CUSIP is not available)	US88160R1014
	Ticker (if CUSIP and ISIN are not available)	TSLA
	Other identifier (if CUSIP, ISIN, and ticker are not available)	B616C79 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	16.1380000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 392

Item C.1. Identification of investment.

a. Name of issuer (if any).	Teva Pharmaceutical Finance Netherlands III BV
b. LEI (if any) of issuer. (1)	5493004T21MOAFINJP35
c. Title of the issue or description of the investment.	TEVA PHARMACEUTICALS NE
d. CUSIP (if any).	88167AAD3

At least one of the following other identifiers:

- ISIN

US88167AAD37

- Ticker (if ISIN is not available).

TEVA

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BD3GP22
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1950000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1965190.5000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1769243654

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	NETHERLANDS
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2023-07-21

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	2.800
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 393

Item C.1. Identification of investment.

a. Name of issuer (if any).	BWX Technologies Inc
b. LEI (if any) of issuer. (1)	549300NP85N265KWMS58
c. Title of the issue or description of the investment.	BWX TECHNOLOGIES INC
d. CUSIP (if any).	05605HAC4

At least one of the following other identifiers:

- ISIN

US05605HAC43

- Ticker (if ISIN is not available).

BWXTWI

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMCVHJ2
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	956000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	971334.2400000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0874483639

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-04-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.125
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 394

Item C.1. Identification of investment.

a. Name of issuer (if any).	Boxer Parent Co Inc
b. LEI (if any) of issuer. (1)	5493006T045HLTF7YX04
c. Title of the issue or description of the investment.	BOXER PARENT CO INC
d. CUSIP (if any).	05988HAE7

At least one of the following other identifiers:

- ISIN

US05988HAE71

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	996405.3000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	990925.0700000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0892121090

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Loan
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2025-10-02

b. Coupon.

i. Coupon category. (13)	Floating
ii. Annualized rate.	3.838
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 395

Item C.1. Identification of investment.

a. Name of issuer (if any).	Bausch Health Cos Inc
b. LEI (if any) of issuer. (1)	B3BS7ACMDUWISF18KY76
c. Title of the issue or description of the investment.	BAUSCH HEALTH COS INC
d. CUSIP (if any).	071734AH0

At least one of the following other identifiers:

- ISIN

US071734AH05

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BKPNQ94
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1050000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	973171.5000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0876137708

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2028-01-30

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 396

Item C.1. Identification of investment.

a. Name of issuer (if any).	Beasley Mezzanine Holdings LLC
b. LEI (if any) of issuer. (1)	549300VK8LJV1TK18D38
c. Title of the issue or description of the investment.	BEASLEY MEZ HLDGS LLC
d. CUSIP (if any).	07403VAA7

At least one of the following other identifiers:

- ISIN

US07403VAA70

- Ticker (if ISIN is not available).

BSLZ51

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BKY8J57
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	717000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	725023.2300000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0652732012

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-02-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	8.625
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 397

Item C.1. Identification of investment.

a. Name of issuer (if any).	Teva Pharmaceutical Finance Netherlands III BV
b. LEI (if any) of issuer. (1)	5493004T21MOAFINJP35
c. Title of the issue or description of the investment.	TEVA PHARMACEUTICALS NE
d. CUSIP (if any).	88167AAL5

At least one of the following other identifiers:

- ISIN

US88167AAL52

- Ticker (if ISIN is not available).

TEVA

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BFNC450
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	2050000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	2160905.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1945443690

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	NETHERLANDS
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2024-04-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	6.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 398

Item C.1. Identification of investment.

a. Name of issuer (if any).	Thor Industries Inc
b. LEI (if any) of issuer. (1)	254900XZO1228PDSG060
c. Title of the issue or description of the investment.	THOR INDUSTRIES
d. CUSIP (if any).	885160AA9

At least one of the following other identifiers:

- ISIN

US885160AA99

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMTVT33
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	239000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	236961.3300000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0213334193

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-10-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 399

Item C.1. Identification of investment.

a. Name of issuer (if any).	LCI Industries
b. LEI (if any) of issuer. (1)	549300E1B98YNJ1WIQ04
c. Title of the issue or description of the investment.	LCI INDUSTRIES
d. CUSIP (if any).	501812AA9

At least one of the following other identifiers:

- ISIN

US501812AA94

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BNXM177
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	5500000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	5782810.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.5206212779

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-05-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	1.125
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	LCI INDUSTRIES	LCI INDUSTRIES	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	50189K103
	ISIN (if CUSIP is not available)	US50189K1034
	Ticker (if CUSIP and ISIN are not available)	LCII
	Other identifier (if CUSIP, ISIN, and ticker are not available)	BYQ44Y5 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	6.0494000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 400

Item C.1. Identification of investment.

a. Name of issuer (if any).	LCPR Senior Secured Financing DAC
b. LEI (if any) of issuer. (1)	549300LE5FM8IKMXSP90
c. Title of the issue or description of the investment.	LCPR SR SECURED FIN DAC
d. CUSIP (if any).	50201DAA1

At least one of the following other identifiers:

- ISIN

US50201DAA19

- Ticker (if ISIN is not available).

LCPS49

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BKM1HF4
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1350000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1425856.5000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1283686016

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	IRELAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2027-10-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	6.750
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 401

Item C.1. Identification of investment.

a. Name of issuer (if any).	TransDigm Inc
b. LEI (if any) of issuer. (1)	88Q84GB3X55CF5OC7582
c. Title of the issue or description of the investment.	TRANSDIGM INC
d. CUSIP (if any).	893647BE6

At least one of the following other identifiers:

- ISIN

US893647BE67

- Ticker (if ISIN is not available).

TDG479

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BJJQH22
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1260000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1317493.8000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1186128034

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-03-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	6.250
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 402

Item C.1. Identification of investment.

a. Name of issuer (if any).	TransDigm Inc
b. LEI (if any) of issuer. (1)	88Q84GB3X55CF5OC7582
c. Title of the issue or description of the investment.	TRANSDIGM INC
d. CUSIP (if any).	893647BH9

At least one of the following other identifiers:

- ISIN

US893647BH98

- Ticker (if ISIN is not available).

TDG488

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BJV3SS4
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	700000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	736547.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0663106760

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2027-03-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	7.500
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 403

Item C.1. Identification of investment.

a. Name of issuer (if any).	LPL Holdings Inc
b. LEI (if any) of issuer. (1)	549300Z5YF8CCRMYUL26
c. Title of the issue or description of the investment.	LPL HOLDINGS INC
d. CUSIP (if any).	50212YAD6

At least one of the following other identifiers:

- ISIN

US50212YAD67

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMW6PS2
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1195000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1223225.9000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1101259476

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-03-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 404

Item C.1. Identification of investment.

a. Name of issuer (if any).	LSF11 A5 HoldCo LLC
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	LSF11 A5 HOLDCO LLC
d. CUSIP (if any).	50216YAB6

At least one of the following other identifiers:

- ISIN

US50216YAB65

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	490000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	490098.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0441230902

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Loan
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2028-10-15

b. Coupon.

i. Coupon category. (13)	Floating
ii. Annualized rate.	4.250
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 405

Item C.1. Identification of investment.

a. Name of issuer (if any).	Bentley Systems Inc
b. LEI (if any) of issuer. (1)	549300WVEHPGE0Z56F71
c. Title of the issue or description of the investment.	BENTLEY SYSTEMS INC
d. CUSIP (if any).	08265TAA7

At least one of the following other identifiers:

- ISIN

US08265TAA79

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BNDN9T8
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	9250000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	10524927.5000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.9475499290

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-01-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	0.125
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	BENTLEY SYSTEMS INC	BENTLEY SYSTEMS INC	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	08265T208
	ISIN (if CUSIP is not available)	US08265T2087
	Ticker (if CUSIP and ISIN are not available)	BSY
	Other identifier (if CUSIP, ISIN, and ticker are not available)	BMC1PR6 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	15.5925000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 406

Item C.1. Identification of investment.

a. Name of issuer (if any).	Berry Global Inc
b. LEI (if any) of issuer. (1)	549300AP2Q7ERHX6RI89
c. Title of the issue or description of the investment.	BERRY GLOBAL INC
d. CUSIP (if any).	08579JBG6

At least one of the following other identifiers:

- ISIN

US08579JBG67

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1584359.7100000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1576144.8000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1418989246

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Loan
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-07-01

b. Coupon.

i. Coupon category. (13)	Floating
ii. Annualized rate.	1.838
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 407

Item C.1. Identification of investment.

a. Name of issuer (if any).	TransDigm Inc
b. LEI (if any) of issuer. (1)	88Q84GB3X55CF5OC7582
c. Title of the issue or description of the investment.	TRANSDIGM INC
d. CUSIP (if any).	89364MBR4

At least one of the following other identifiers:

- ISIN

US89364MBR43

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	268140.6500000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	265162.9500000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0238723862

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Loan
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2025-12-09

b. Coupon.

i. Coupon category. (13)	Floating
ii. Annualized rate.	2.338
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 408

Item C.1. Identification of investment.

a. Name of issuer (if any).	TransDigm UK Holdings PLC
b. LEI (if any) of issuer. (1)	549300JTYP71LZZSE903
c. Title of the issue or description of the investment.	TRANSDIGM UK HOLDINGS
d. CUSIP (if any).	89365DAA1

At least one of the following other identifiers:

- ISIN

US89365DAA19

- Ticker (if ISIN is not available).

TDG462

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BJ02967
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1000000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1055540.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0950293341

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-05-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	6.875
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 409

Item C.1. Identification of investment.

a. Name of issuer (if any).	Life Time Inc
b. LEI (if any) of issuer. (1)	549300PALKE96VYH4X17
c. Title of the issue or description of the investment.	LIFE TIME INC
d. CUSIP (if any).	50218KAG3

At least one of the following other identifiers:

- ISIN

US50218KAG31

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	305816.1800000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	308843.7600000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0278049310

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Loan
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2024-12-16

b. Coupon.

i. Coupon category. (13)	Floating
ii. Annualized rate.	5.750
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 410

Item C.1. Identification of investment.

a. Name of issuer (if any).	LSF11 A5 HoldCo LLC
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	LSF11 A5 HOLDCO LLC
d. CUSIP (if any).	50221DAA7

At least one of the following other identifiers:

- ISIN

US50221DAA72

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMXD850
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	478000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	479166.3200000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0431389207

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-10-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	6.625
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 411

Item C.1. Identification of investment.

a. Name of issuer (if any).	Trinseo Materials Operating SCA / Trinseo Materials Finance Inc
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	TRINSEO OP / TRINSEO FIN
d. CUSIP (if any).	89668QAF5

At least one of the following other identifiers:

- ISIN

US89668QAF54

- Ticker (if ISIN is not available).

TRNQ51

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BLF8SV2
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	478000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	479500.9200000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0431690444

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	LUXEMBOURG
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-04-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.125
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 412

Item C.1. Identification of investment.

a. Name of issuer (if any).	Tronox Inc
b. LEI (if any) of issuer. (1)	549300EPZ4YXC7E5P181
c. Title of the issue or description of the investment.	TRONOX INC
d. CUSIP (if any).	897051AC2

At least one of the following other identifiers:

- ISIN

US897051AC29

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BNQPRV9
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	478000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	469171.3400000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0422390814

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-03-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.625
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 413

Item C.1. Identification of investment.

a. Name of issuer (if any).	2020 Cash Mandatory Exchangeable Trust
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	T-MOBILE US INC
d. CUSIP (if any).	901375105

At least one of the following other identifiers:

- ISIN

US9013751055

- Ticker (if ISIN is not available).

CSHZZ

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMB3BP3
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	7750.0000000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	8127060.7500000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.7316721029

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-preferred
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2023-06-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.250
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 414

Item C.1. Identification of investment.

a. Name of issuer (if any).	Twilio Inc
b. LEI (if any) of issuer. (1)	5493004W8TRGD63APX93
c. Title of the issue or description of the investment.	TWILIO INC
d. CUSIP (if any).	90138FAC6

At least one of the following other identifiers:

- ISIN

US90138FAC68

- Ticker (if ISIN is not available).

TWLO51

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BLH3WH9
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	680000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	687248.8000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0618724026

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-03-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	3.625
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 415

Item C.1. Identification of investment.

a. Name of issuer (if any).	Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	LADDER CAP FIN LLLP/CORP
d. CUSIP (if any).	505742AP1

At least one of the following other identifiers:

- ISIN

US505742AP10

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BNHV192
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	478000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	482598.3600000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0434479042

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-06-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.750
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 416

Item C.1. Identification of investment.

a. Name of issuer (if any).	LD Holdings Group LLC
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	LD HOLDINGS GROUP LLC
d. CUSIP (if any).	521088AC8

At least one of the following other identifiers:

- ISIN

US521088AC89

- Ticker (if ISIN is not available).

LDHL51

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMWX2T3
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1119000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1026693.6900000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0924323263

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2028-04-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	6.125
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 417

Item C.1. Identification of investment.

a. Name of issuer (if any).	Bill.com Holdings Inc
b. LEI (if any) of issuer. (1)	549300IBF9VZZIGOZW63
c. Title of the issue or description of the investment.	BILL.COM HOLDINGS INC
d. CUSIP (if any).	090043AA8

At least one of the following other identifiers:

- ISIN

US090043AA81

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMYDCC4
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	5207000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	10088458.3600000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.9082549978

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2025-12-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	0.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	BILL.COM HOLDINGS INC	BILL.COM HOLDINGS INC	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	090043100
	ISIN (if CUSIP is not available)	US0900431000
	Ticker (if CUSIP and ISIN are not available)	BILL
	Other identifier (if CUSIP, ISIN, and ticker are not available)	BKDS4H5 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	6.2159000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 418

Item C.1. Identification of investment.

a. Name of issuer (if any).	Booz Allen Hamilton Inc
b. LEI (if any) of issuer. (1)	549300D7XCH2480XU542
c. Title of the issue or description of the investment.	BOOZ ALLEN HAMILTON INC
d. CUSIP (if any).	09951LAB9

At least one of the following other identifiers:

- ISIN

US09951LAB99

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BM9Y6N1
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	478000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	484309.6000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0436019656

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-07-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 419

Item C.1. Identification of investment.

a. Name of issuer (if any).	Level 3 Financing Inc
b. LEI (if any) of issuer. (1)	254900AE5FEFIJOXWL19
c. Title of the issue or description of the investment.	LEVEL 3 FINANCING INC
d. CUSIP (if any).	527298BH5

At least one of the following other identifiers:

- ISIN

US527298BH52

- Ticker (if ISIN is not available).

CTL432

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BD97F41
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1040000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1064398.4000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0958268481

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2025-05-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.375
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 420

Item C.1. Identification of investment.

a. Name of issuer (if any).	Level 3 Financing Inc
b. LEI (if any) of issuer. (1)	254900AE5FEFIJOXWL19
c. Title of the issue or description of the investment.	LEVEL 3 FINANCING INC
d. CUSIP (if any).	527298BR3

At least one of the following other identifiers:

- ISIN

US527298BR35

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMTR5N3
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	985000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	976135.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0878805721

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2028-07-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.250
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 421

Item C.1. Identification of investment.

a. Name of issuer (if any).	Twilio Inc
b. LEI (if any) of issuer. (1)	5493004W8TRGD63APX93
c. Title of the issue or description of the investment.	TWILIO INC
d. CUSIP (if any).	90138FAD4

At least one of the following other identifiers:

- ISIN

US90138FAD42

- Ticker (if ISIN is not available).

TWLO51

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BLH3WJ1
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	236000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	238416.6400000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0214644396

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2031-03-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	3.875
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 422

Item C.1. Identification of investment.

a. Name of issuer (if any).	Twitter Inc
b. LEI (if any) of issuer. (1)	549300I8RX485XMK6836
c. Title of the issue or description of the investment.	TWITTER INC
d. CUSIP (if any).	90184LAF9

At least one of the following other identifiers:

- ISIN

US90184LAF94

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	5000000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	5901100.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.5312708222

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2024-06-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	0.250
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	TWITTER INC	TWITTER INC	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	90184L102
	ISIN (if CUSIP is not available)	US90184L1026
	Ticker (if CUSIP and ISIN are not available)	TWTR
	Other identifier (if CUSIP, ISIN, and ticker are not available)	BFLR866 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	17.5001000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 423

Item C.1. Identification of investment.

a. Name of issuer (if any).	Level 3 Financing Inc
b. LEI (if any) of issuer. (1)	254900AE5FEFIJOXWL19
c. Title of the issue or description of the investment.	LEVEL 3 FINANCING INC
d. CUSIP (if any).	52729KAP1

At least one of the following other identifiers:

- ISIN

US52729KAP12

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	269862.2700000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	266633.3700000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0240047669

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Loan
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2027-03-01

b. Coupon.

i. Coupon category. (13)	Floating
ii. Annualized rate.	1.838
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 424

Item C.1. Identification of investment.

a. Name of issuer (if any).	Liberty Interactive LLC
b. LEI (if any) of issuer. (1)	549300SZUIU7Z32Q0664
c. Title of the issue or description of the investment.	LIBERTY INTERACTIVE LLC
d. CUSIP (if any).	530715AD3

At least one of the following other identifiers:

- ISIN

US530715AD31

- Ticker (if ISIN is not available).

QRTEA3

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	2915726
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	475000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	531762.5000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0478741083

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-07-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	8.500
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 425

Item C.1. Identification of investment.

a. Name of issuer (if any).	Tyler Technologies Inc
b. LEI (if any) of issuer. (1)	25490040SMU4Z8LBCW70
c. Title of the issue or description of the investment.	TYLER TECHNOLOGIES INC
d. CUSIP (if any).	902252AA3

At least one of the following other identifiers:

- ISIN

US902252AA34

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMXMVP8
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	5750000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	7005685.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.6307156343

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-03-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	0.250
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	TYLER TECHNOLOGIES INC	TYLER TECHNOLOGIES INC	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	902252105
	ISIN (if CUSIP is not available)	US9022521051
	Ticker (if CUSIP and ISIN are not available)	TYL
	Other identifier (if CUSIP, ISIN, and ticker are not available)	2909644 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	2.0266000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 426

Item C.1. Identification of investment.

a. Name of issuer (if any).	Under Armour Inc
b. LEI (if any) of issuer. (1)	549300D4549QKWETZ406
c. Title of the issue or description of the investment.	UNDER ARMOUR INC
d. CUSIP (if any).	904311AC1

At least one of the following other identifiers:

- ISIN

US904311AC11

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BKP8QQ6
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	3500000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	6947255.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.6254552330

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2024-06-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	1.500
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	UNDER ARMOUR INC	UNDER ARMOUR INC	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	904311206
	ISIN (if CUSIP is not available)	US9043112062
	Ticker (if CUSIP and ISIN are not available)	UA
	Other identifier (if CUSIP, ISIN, and ticker are not available)	BDF9YM2 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	101.8589000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 427

Item C.1. Identification of investment.

a. Name of issuer (if any).	UAL 2007-1 Pass Through Trust
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	UAL 2007 PASS TRUST
d. CUSIP (if any).	909287AA2

At least one of the following other identifiers:

- ISIN

US909287AA20

- Ticker (if ISIN is not available).

MTB367

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	B1Z5MS8
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	333929.3900000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	342841.9700000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0308657598

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2024-01-02

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	6.636
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 428

Item C.1. Identification of investment.

a. Name of issuer (if any).	United Airlines 2019-2 Class B Pass Through Trust
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	UNITED AIR 2019-2 B PTT
d. CUSIP (if any).	90932KAA7

At least one of the following other identifiers:

- ISIN

US90932KAA79

- Ticker (if ISIN is not available).

UAL488

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BM8NWP3
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	532992.9200000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	529144.7100000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0476384310

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-11-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	3.500
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 429

Item C.1. Identification of investment.

a. Name of issuer (if any).	Liberty Media Corp
b. LEI (if any) of issuer. (1)	549300ZKUTPIBZLWLL89
c. Title of the issue or description of the investment.	LIBERTY MEDIA CORP
d. CUSIP (if any).	531229AB8

At least one of the following other identifiers:

- ISIN

US531229AB89

- Ticker (if ISIN is not available).

LMCA41

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BT9QFH3
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	8550000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	12406392.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	1.1169365166

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2023-10-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	1.375
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	LIBERTY MEDIA CORP	LIBERTY MEDIA CORP	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	531229870
	ISIN (if CUSIP is not available)	US5312298707
	Ticker (if CUSIP and ISIN are not available)	FWONA
	Other identifier (if CUSIP, ISIN, and ticker are not available)	BD72R64 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	21.0859000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 430

Item C.1. Identification of investment.

a. Name of issuer (if any).	Liberty Media Corp-Liberty Formula One
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	LIBERTY MEDIA CORP
d. CUSIP (if any).	531229AF9

At least one of the following other identifiers:

- ISIN

US531229AF93

- Ticker (if ISIN is not available).

LMCA46

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BF4J416
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	4500000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	6890220.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.6203204224

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2023-01-30

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	1.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	LIBERTY MEDIA CORP	LIBERTY MEDIA CORP	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	531229854
	ISIN (if CUSIP is not available)	US5312298541
	Ticker (if CUSIP and ISIN are not available)	FWONK
	Other identifier (if CUSIP, ISIN, and ticker are not available)	BD8QGD5 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	27.1091000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 431

Item C.1. Identification of investment.

a. Name of issuer (if any).	Liberty Media Corp
b. LEI (if any) of issuer. (1)	549300ZKUTPIBZLWLL89
c. Title of the issue or description of the investment.	LIBERTY MEDIA CORP
d. CUSIP (if any).	531229AK8

At least one of the following other identifiers:

- ISIN

US531229AK88

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BN0T416
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	9000000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	11495970.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	1.0349720279

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2050-12-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	0.500
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	LIBERTY MEDIA CORP	LIBERTY MEDIA CORP	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	538034109
	ISIN (if CUSIP is not available)	US5380341090
	Ticker (if CUSIP and ISIN are not available)	LYV
	Other identifier (if CUSIP, ISIN, and ticker are not available)	B0T7YX2 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	11.0983000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 432

Item C.1. Identification of investment.

a. Name of issuer (if any).	Ligado Networks LLC
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	LIGADO NETWORKS LLC
d. CUSIP (if any).	53225HAA8

At least one of the following other identifiers:

- ISIN

US53225HAA86

- Ticker (if ISIN is not available).

JPM506

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMCCSS1
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	532875.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	480242.9400000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0432358478

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2023-11-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	15.500
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☒ Yes ☐ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 433

Item C.1. Identification of investment.

a. Name of issuer (if any).	LivePerson Inc
b. LEI (if any) of issuer. (1)	549300IN2P1JZ20G7N40
c. Title of the issue or description of the investment.	LIVEPERSON INC
d. CUSIP (if any).	538146AC5

At least one of the following other identifiers:

- ISIN

US538146AC59

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BNG8NH6
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	4750000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	4651105.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.4187348761

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-12-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	0.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	LIVEPERSON INC	LIVEPERSON INC	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	538146101
	ISIN (if CUSIP is not available)	US5381461012
	Ticker (if CUSIP and ISIN are not available)	LPSN
	Other identifier (if CUSIP, ISIN, and ticker are not available)	2577052 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	13.2933000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 434

Item C.1. Identification of investment.

a. Name of issuer (if any).	Lyft Inc
b. LEI (if any) of issuer. (1)	549300H7I5VN334XVZ52
c. Title of the issue or description of the investment.	LYFT INC
d. CUSIP (if any).	55087PAB0

At least one of the following other identifiers:

- ISIN

US55087PAB04

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BM90LC3
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	4000000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	5574840.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.5018979225

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2025-05-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	1.500
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	LYFT INC	LYFT INC	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	55087P104
	ISIN (if CUSIP is not available)	US55087P1049
	Ticker (if CUSIP and ISIN are not available)	LYFT
	Other identifier (if CUSIP, ISIN, and ticker are not available)	BJT1RW7 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	26.0491000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 435

Item C.1. Identification of investment.

a. Name of issuer (if any).	United Airlines 2014-2 Class B Pass Through Trust
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	UNITED AIR 2014-2 B PTT
d. CUSIP (if any).	90932QAB2

At least one of the following other identifiers:

- ISIN

US90932QAB23

- Ticker (if ISIN is not available).

UAL414

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BPNXGM4
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	807090.4600000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	826702.7600000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0744273195

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2024-03-03

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.625
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 436

Item C.1. Identification of investment.

a. Name of issuer (if any).	United Airlines Inc
b. LEI (if any) of issuer. (1)	K1OQBWM7XEOO08LDNP29
c. Title of the issue or description of the investment.	UNITED AIRLINES INC
d. CUSIP (if any).	90932RAJ3

At least one of the following other identifiers:

- ISIN

US90932RAJ32

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1194000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1212548.7900000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1091646969

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Loan
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2028-04-21

b. Coupon.

i. Coupon category. (13)	Floating
ii. Annualized rate.	4.500
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 437

Item C.1. Identification of investment.

a. Name of issuer (if any).	Brink's Co/The
b. LEI (if any) of issuer. (1)	XFP140TFNOQMIVFTVQ13
c. Title of the issue or description of the investment.	BRINK'S CO/THE
d. CUSIP (if any).	109696AB0

At least one of the following other identifiers:

- ISIN

US109696AB05

- Ticker (if ISIN is not available).

BCO500

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BLCC3R8
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	705000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	740341.6500000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0666523050

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2025-07-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.500
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 438

Item C.1. Identification of investment.

a. Name of issuer (if any).	British Airways 2021-1 Class B Pass Through Trust
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	BRITISH AIR 21-1 B PTT
d. CUSIP (if any).	11042CAB6

At least one of the following other identifiers:

- ISIN

US11042CAB63

- Ticker (if ISIN is not available).

BAPA52

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMCR3M5
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1105000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1117287.6000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1005884160

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2033-03-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	3.900
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 439

Item C.1. Identification of investment.

a. Name of issuer (if any).	M/I Homes Inc
b. LEI (if any) of issuer. (1)	5299005M71FH9CCSFB69
c. Title of the issue or description of the investment.	M/I HOMES INC
d. CUSIP (if any).	55305BAS0

At least one of the following other identifiers:

- ISIN

US55305BAS07

- Ticker (if ISIN is not available).

MHO499

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMFZYX4
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	705000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	735554.7000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0662213401

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2028-02-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.950
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 440

Item C.1. Identification of investment.

a. Name of issuer (if any).	M/I Homes Inc
b. LEI (if any) of issuer. (1)	5299005M71FH9CCSFB69
c. Title of the issue or description of the investment.	M/I HOMES INC
d. CUSIP (if any).	55305BAT8

At least one of the following other identifiers:

- ISIN

US55305BAT89

- Ticker (if ISIN is not available).

MHO523

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BNSNR33
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	635000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	627830.8500000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0565230570

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2030-02-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	3.950
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 441

Item C.1. Identification of investment.

a. Name of issuer (if any).	BroadStreet Partners Inc
b. LEI (if any) of issuer. (1)	549300BS9N54G8DD0R75
c. Title of the issue or description of the investment.	BROADSTREET PARTNERS INC
d. CUSIP (if any).	11135RAA3

At least one of the following other identifiers:

- ISIN

US11135RAA32

- Ticker (if ISIN is not available).

BRSP51

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BNBW7Y8
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1436000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1412636.2800000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1271783969

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-04-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.875
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 442

Item C.1. Identification of investment.

a. Name of issuer (if any).	Brookfield Property REIT Inc / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LL
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	BROOKFIELD PPTY REIT INC
d. CUSIP (if any).	11284DAA3

At least one of the following other identifiers:

- ISIN

US11284DAA37

- Ticker (if ISIN is not available).

BPY482

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BJBL0T3
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1180000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1221359.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1099578723

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-05-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.750
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 443

Item C.1. Identification of investment.

a. Name of issuer (if any).	United Natural Foods Inc
b. LEI (if any) of issuer. (1)	549300GKGW6WPZ282D40
c. Title of the issue or description of the investment.	UNITED NATURAL FOODS INC
d. CUSIP (if any).	91116KAB1

At least one of the following other identifiers:

- ISIN

US91116KAB17

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	196443.2300000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	196855.7600000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0177227502

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Loan
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2025-10-22

b. Coupon.

i. Coupon category. (13)	Floating
ii. Annualized rate.	3.588
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 444

Item C.1. Identification of investment.

a. Name of issuer (if any).	United Rentals North America Inc
b. LEI (if any) of issuer. (1)	NGIZXNT70J2LYT3FBI09
c. Title of the issue or description of the investment.	UNITED RENTALS NORTH AM
d. CUSIP (if any).	911365BP8

At least one of the following other identifiers:

- ISIN

US911365BP80

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMYX9J0
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	480000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	479745.6000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0431910727

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2032-01-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	3.750
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 445

Item C.1. Identification of investment.

a. Name of issuer (if any).	Brookfield Property REIT Inc / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LL
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	BROOKFIELD PPTY REIT INC
d. CUSIP (if any).	11284DAC9

At least one of the following other identifiers:

- ISIN

US11284DAC92

- Ticker (if ISIN is not available).

BPY526

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BPBSB37
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1920000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1875628.8000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1688612046

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2027-04-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.500
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 446

Item C.1. Identification of investment.

a. Name of issuer (if any).	Buckeye Partners LP
b. LEI (if any) of issuer. (1)	549300C1PQJLVEIUBK50
c. Title of the issue or description of the investment.	BUCKEYE PARTNERS LP
d. CUSIP (if any).	118230AM3

At least one of the following other identifiers:

- ISIN

US118230AM30

- Ticker (if ISIN is not available).

BPL406

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BGDRY29
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	500000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	493455.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0444253179

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2043-11-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.850
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 447

Item C.1. Identification of investment.

a. Name of issuer (if any).	United Wholesale Mortgage LLC
b. LEI (if any) of issuer. (1)	549300HW662MN1WU8550
c. Title of the issue or description of the investment.	UNITED WHOLESALE MTGE LL
d. CUSIP (if any).	913229AA8

At least one of the following other identifiers:

- ISIN

US913229AA80

- Ticker (if ISIN is not available).

UNWM51

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BNG46T7
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1123000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1099821.2800000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0990159387

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-04-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.500
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 448

Item C.1. Identification of investment.

a. Name of issuer (if any).	Univar Solutions USA Inc/Washington
b. LEI (if any) of issuer. (1)	5493008FTB9VZW6CVA82
c. Title of the issue or description of the investment.	UNIVAR SOLUTIONS USA INC
d. CUSIP (if any).	91337CAA4

At least one of the following other identifiers:

- ISIN

US91337CAA45

- Ticker (if ISIN is not available).

UNVR49

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BL0MJC7
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	750000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	787095.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0708614678

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2027-12-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.125
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 449

Item C.1. Identification of investment.

a. Name of issuer (if any).	Buckeye Partners LP
b. LEI (if any) of issuer. (1)	549300C1PQJLVEIUBK50
c. Title of the issue or description of the investment.	BUCKEYE PARTNERS LP
d. CUSIP (if any).	118230AQ4

At least one of the following other identifiers:

- ISIN

US118230AQ44

- Ticker (if ISIN is not available).

BPL442

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BZ1JM93
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	750000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	769890.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0693125169

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-12-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	3.950
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 450

Item C.1. Identification of investment.

a. Name of issuer (if any).	CCO Holdings LLC / CCO Holdings Capital Corp
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	CCO HLDGS LLC/CAP CORP
d. CUSIP (if any).	1248EPBX0

At least one of the following other identifiers:

- ISIN

US1248EPBX05

- Ticker (if ISIN is not available).

CHTR45

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BF2KJZ0
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	565000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	588063.3000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0529428196

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2028-02-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 451

Item C.1. Identification of investment.

a. Name of issuer (if any).	Upstart Holdings Inc
b. LEI (if any) of issuer. (1)	549300WNB47JRNENIC75
c. Title of the issue or description of the investment.	UPSTART HOLDINGS INC
d. CUSIP (if any).	91680MAA5

At least one of the following other identifiers:

- ISIN

US91680MAA53

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMH82R1
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	5500000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	7690100.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.6923329124

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-08-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	0.250
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☒ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	UPSTART HOLDINGS INC	UPSTART HOLDINGS INC	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	91680M107
	ISIN (if CUSIP is not available)	US91680M1071
	Ticker (if CUSIP and ISIN are not available)	UPST
	Other identifier (if CUSIP, ISIN, and ticker are not available)	BL53QN5 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	3.5056000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 452

Item C.1. Identification of investment.

a. Name of issuer (if any).	VFH Parent LLC
b. LEI (if any) of issuer. (1)	549300FRO9M476YHHY64
c. Title of the issue or description of the investment.	VFH PARENT LLC
d. CUSIP (if any).	91820UAQ3

At least one of the following other identifiers:

- ISIN

US91820UAQ31

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1028683.5200000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1027798.8500000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0925318229

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Loan
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-03-01

b. Coupon.

i. Coupon category. (13)	Floating
ii. Annualized rate.	3.088
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 453

Item C.1. Identification of investment.

a. Name of issuer (if any).	MPH Acquisition Holdings LLC
b. LEI (if any) of issuer. (1)	5493002WXOPRPTXWTU06
c. Title of the issue or description of the investment.	MPH ACQUISITION HOLDINGS
d. CUSIP (if any).	553283AD4

At least one of the following other identifiers:

- ISIN

US553283AD43

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMH8323
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	480000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	477441.6000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0429836457

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2028-09-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.500
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 454

Item C.1. Identification of investment.

a. Name of issuer (if any).	MP Materials Corp
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	MP MATERIALS CORP
d. CUSIP (if any).	553368AA9

At least one of the following other identifiers:

- ISIN

US553368AA93

- Ticker (if ISIN is not available).

MP5154

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMYLH23
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	6306000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	6664306.9200000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.5999816672

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-04-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	0.250
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	MP MATERIALS CORP	MP MATERIALS CORP	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	553368101
	ISIN (if CUSIP is not available)	US5533681012
	Ticker (if CUSIP and ISIN are not available)	MP
	Other identifier (if CUSIP, ISIN, and ticker are not available)	BN15Y35 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	22.5861000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 455

Item C.1. Identification of investment.

a. Name of issuer (if any).	CCO Holdings LLC / CCO Holdings Capital Corp
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	CCO HLDGS LLC/CAP CORP
d. CUSIP (if any).	1248EPCD3

At least one of the following other identifiers:

- ISIN

US1248EPCD32

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BK6WV51
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1055000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1090785.6000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0982024644

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2030-03-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.750
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 456

Item C.1. Identification of investment.

a. Name of issuer (if any).	CCO Holdings LLC / CCO Holdings Capital Corp
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	CCO HLDGS LLC/CAP CORP
d. CUSIP (if any).	1248EPCK7

At least one of the following other identifiers:

- ISIN

US1248EPCK74

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BN2R7D1
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	476000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	474457.7600000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0427150132

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2031-02-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.250
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 457

Item C.1. Identification of investment.

a. Name of issuer (if any).	VOC Escrow Ltd
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	VOC ESCROW LTD
d. CUSIP (if any).	91832VAA2

At least one of the following other identifiers:

- ISIN

US91832VAA26

- Ticker (if ISIN is not available).

VIKH45

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BFYV7L3
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1000000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	996420.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0897068127

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2028-02-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 458

Item C.1. Identification of investment.

a. Name of issuer (if any).	Bausch Health Americas Inc
b. LEI (if any) of issuer. (1)	KOO0397YRO83WY5MGD97
c. Title of the issue or description of the investment.	BAUSCH HEALTH AMERICAS
d. CUSIP (if any).	91911XAW4

At least one of the following other identifiers:

- ISIN

US91911XAW48

- Ticker (if ISIN is not available).

BHC463

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BFY2Z12
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	2730000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	2906385.3000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.2616593021

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2027-01-31

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	8.500
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 459

Item C.1. Identification of investment.

a. Name of issuer (if any).	Valvoline Inc
b. LEI (if any) of issuer. (1)	549300CMHPBEY6VPOT75
c. Title of the issue or description of the investment.	VALVOLINE INC
d. CUSIP (if any).	92047WAG6

At least one of the following other identifiers:

- ISIN

US92047WAG69

- Ticker (if ISIN is not available).

VVV509

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMTS6P5
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	480000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	470280.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0423388931

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2031-06-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	3.625
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 460

Item C.1. Identification of investment.

a. Name of issuer (if any).	Vector Group Ltd
b. LEI (if any) of issuer. (1)	549300TUIF4WWN6NDN50
c. Title of the issue or description of the investment.	VECTOR GROUP LTD
d. CUSIP (if any).	92240MBJ6

At least one of the following other identifiers:

- ISIN

US92240MBJ62

- Ticker (if ISIN is not available).

VGR476

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BGKX9B4
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	578000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	610870.8600000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0549961641

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-11-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	10.500
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 461

Item C.1. Identification of investment.

a. Name of issuer (if any).	Macy's Retail Holdings LLC
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	MACY'S RETAIL HLDGS LLC
d. CUSIP (if any).	55616XAG2

At least one of the following other identifiers:

- ISIN

US55616XAG25

- Ticker (if ISIN is not available).

M.AA

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	B7KGR83
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	250000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	235767.5000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0212259398

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2042-01-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.125
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 462

Item C.1. Identification of investment.

a. Name of issuer (if any).	Macy's Retail Holdings LLC
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	MACY'S RETAIL HLDGS LLC
d. CUSIP (if any).	55617LAL6

At least one of the following other identifiers:

- ISIN

US55617LAL62

- Ticker (if ISIN is not available).

M50225

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BK9RMQ1
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1003000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1150802.0800000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1036056951

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2034-07-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	6.700
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 463

Item C.1. Identification of investment.

a. Name of issuer (if any).	Vector Group Ltd
b. LEI (if any) of issuer. (1)	549300TUIF4WWN6NDN50
c. Title of the issue or description of the investment.	VECTOR GROUP LTD
d. CUSIP (if any).	92240MBL1

At least one of the following other identifiers:

- ISIN

US92240MBL19

- Ticker (if ISIN is not available).

VGR511

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMQ7TP6
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1500000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1498035.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1348667682

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-02-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.750
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 464

Item C.1. Identification of investment.

a. Name of issuer (if any).	Venture Global Calcasieu Pass LLC
b. LEI (if any) of issuer. (1)	549300GKHS6RS20NLH85
c. Title of the issue or description of the investment.	VENTURE GLOBAL CALCASIEU
d. CUSIP (if any).	92328MAA1

At least one of the following other identifiers:

- ISIN

US92328MAA18

- Ticker (if ISIN is not available).

VNGB52

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMXTTB1
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	240000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	244665.6000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0220270279

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-08-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	3.875
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 465

Item C.1. Identification of investment.

a. Name of issuer (if any).	Venture Global Calcasieu Pass LLC
b. LEI (if any) of issuer. (1)	549300GKHS6RS20NLH85
c. Title of the issue or description of the investment.	VENTURE GLOBAL CALCASIEU
d. CUSIP (if any).	92328MAB9

At least one of the following other identifiers:

- ISIN

US92328MAB90

- Ticker (if ISIN is not available).

VNGB52

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMY9R27
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	240000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	248815.2000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0224006127

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2031-08-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.125
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 466

Item C.1. Identification of investment.

a. Name of issuer (if any).	Vertiv Group Corp
b. LEI (if any) of issuer. (1)	549300ZT8RQ5VK10E643
c. Title of the issue or description of the investment.	VERTIV GROUP CORPORATION
d. CUSIP (if any).	92535UAB0

At least one of the following other identifiers:

- ISIN

US92535UAB08

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BN14T82
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	961000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	959106.8300000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0863475410

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2028-11-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.125
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 467

Item C.1. Identification of investment.

a. Name of issuer (if any).	MakeMyTrip Ltd
b. LEI (if any) of issuer. (1)	529900DNT8HNJ7RYUO60
c. Title of the issue or description of the investment.	MAKEMYTRIP LIMITED
d. CUSIP (if any).	56087FAA2

At least one of the following other identifiers:

- ISIN

US56087FAA21

- Ticker (if ISIN is not available).

MMYT51

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BKPSSM6
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	4229000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	4488279.9900000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.4040758842

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	INDIA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2028-02-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	0.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☒ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	MAKEMYTRIP LIMITED	MAKEMYTRIP LIMITED	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	ISIN (if CUSIP is not available)	MU0295S00016
	Ticker (if CUSIP and ISIN are not available)	MMYT
	Other identifier (if CUSIP, ISIN, and ticker are not available)	B552PC2 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	25.8035000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 468

Item C.1. Identification of investment.

a. Name of issuer (if any).	Mallinckrodt International Finance SA / Mallinckrodt CB LLC
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	MALLINCKRODT FIN/SB -DEFAULT-
d. CUSIP (if any).	561233AD9

At least one of the following other identifiers:

- ISIN

US561233AD96

- Ticker (if ISIN is not available).

COV428

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BYMTB43
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1650000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	743622.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0669476320

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	LUXEMBOURG
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2023-10-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.625
c. Currently in default?	☒ Yes ☐ No
d. Are there any interest payments in arrears? (14)	☒ Yes ☐ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 469

Item C.1. Identification of investment.

a. Name of issuer (if any).	CCO Holdings LLC / CCO Holdings Capital Corp
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	CCO HLDGS LLC/CAP CORP
d. CUSIP (if any).	1248EPCP6

At least one of the following other identifiers:

- ISIN

US1248EPCP61

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMVZMH8
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	360000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	349714.8000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0314845146

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2034-01-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.250
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 470

Item C.1. Identification of investment.

a. Name of issuer (if any).	CDK Global Inc
b. LEI (if any) of issuer. (1)	5493000L10CYRTHIJ385
c. Title of the issue or description of the investment.	CDK GLOBAL INC
d. CUSIP (if any).	12508EAJ0

At least one of the following other identifiers:

- ISIN

US12508EAJ01

- Ticker (if ISIN is not available).

CDK483

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BK94J38
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	500000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	537135.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0483577897

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-05-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.250
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 471

Item C.1. Identification of investment.

a. Name of issuer (if any).	Viavi Solutions Inc
b. LEI (if any) of issuer. (1)	5493006K3E3N1QOBF092
c. Title of the issue or description of the investment.	VIAVI SOLUTIONS INC
d. CUSIP (if any).	925550AF2

At least one of the following other identifiers:

- ISIN

US925550AF21

- Ticker (if ISIN is not available).

VIAV52

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMXJTR7
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1200000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1192428.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1073532399

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-10-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	3.750
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 472

Item C.1. Identification of investment.

a. Name of issuer (if any).	Viking Cruises Ltd
b. LEI (if any) of issuer. (1)	549300IJP90T4MV2GL84
c. Title of the issue or description of the investment.	VIKING CRUISES LTD
d. CUSIP (if any).	92676XAE7

At least one of the following other identifiers:

- ISIN

US92676XAE76

- Ticker (if ISIN is not available).

VIKH49

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMF6PS9
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	238000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	273331.1000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0246077576

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2025-05-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	13.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 473

Item C.1. Identification of investment.

a. Name of issuer (if any).	Vine Energy Holdings LLC
b. LEI (if any) of issuer. (1)	254900PNIMG4CPJH6R25
c. Title of the issue or description of the investment.	VINE ENERGY HOLDINGS LLC
d. CUSIP (if any).	92735LAA0

At least one of the following other identifiers:

- ISIN

US92735LAA08

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BNTFHM7
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	480000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	516710.4000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0465189810

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-04-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	6.750
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 474

Item C.1. Identification of investment.

a. Name of issuer (if any).	Viper Energy Partners LP
b. LEI (if any) of issuer. (1)	5299009LINL232255G03
c. Title of the issue or description of the investment.	VIPER ENERGY PARTNERS LP
d. CUSIP (if any).	92763MAA3

At least one of the following other identifiers:

- ISIN

US92763MAA36

- Ticker (if ISIN is not available).

FANG48

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BKVB302
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	500000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	521445.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0469452329

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2027-11-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.375
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 475

Item C.1. Identification of investment.

a. Name of issuer (if any).	CHS/Community Health Systems Inc
b. LEI (if any) of issuer. (1)	5493007X5NC5XI1BB106
c. Title of the issue or description of the investment.	CHS/COMMUNITY HEALTH SYS
d. CUSIP (if any).	12543DBC3

At least one of the following other identifiers:

- ISIN

US12543DBC39

- Ticker (if ISIN is not available).

CYH480

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BHL3S91
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1100000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1162667.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1046738833

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-03-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	8.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 476

Item C.1. Identification of investment.

a. Name of issuer (if any).	CHS/Community Health Systems Inc
b. LEI (if any) of issuer. (1)	5493007X5NC5XI1BB106
c. Title of the issue or description of the investment.	CHS/COMMUNITY HEALTH SYS
d. CUSIP (if any).	12543DBJ8

At least one of the following other identifiers:

- ISIN

US12543DBJ81

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMDMJ98
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	538000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	554113.1000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0498863131

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-04-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	6.875
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 477

Item C.1. Identification of investment.

a. Name of issuer (if any).	Vistra Corp
b. LEI (if any) of issuer. (1)	549300KP43CPCUJOOG15
c. Title of the issue or description of the investment.	VISTRA CORP
d. CUSIP (if any).	92840MAB8

At least one of the following other identifiers:

- ISIN

US92840MAB81

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	480000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	504590.4000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0454278281

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-preferred
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2099-12-31

b. Coupon.

i. Coupon category. (13)	Variable
ii. Annualized rate.	8.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 478

Item C.1. Identification of investment.

a. Name of issuer (if any).	W&T Offshore Inc
b. LEI (if any) of issuer. (1)	549300Q7EOY2YIO3YK85
c. Title of the issue or description of the investment.	W & T OFFSHORE INC
d. CUSIP (if any).	92922PAL0

At least one of the following other identifiers:

- ISIN

US92922PAL04

- Ticker (if ISIN is not available).

WTI473

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BFMWYY0
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	665000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	648408.2500000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0583756222

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2023-11-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	9.750
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 479

Item C.1. Identification of investment.

a. Name of issuer (if any).	WW International Inc
b. LEI (if any) of issuer. (1)	SGT8R1MU6ESIC7UJC518
c. Title of the issue or description of the investment.	WW INTERNATIONAL INC
d. CUSIP (if any).	92941PAC7

At least one of the following other identifiers:

- ISIN

US92941PAC77

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1695750.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1678436.3900000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1511081461

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Loan
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2028-04-13

b. Coupon.

i. Coupon category. (13)	Floating
ii. Annualized rate.	4.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 480

Item C.1. Identification of investment.

a. Name of issuer (if any).	Wabash National Corp
b. LEI (if any) of issuer. (1)	5299004ZAWHQZI5XO485
c. Title of the issue or description of the investment.	WABASH NATIONAL CORP
d. CUSIP (if any).	929566AL1

At least one of the following other identifiers:

- ISIN

US929566AL19

- Ticker (if ISIN is not available).

WNC526

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMCV7R0
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1004000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	977474.3200000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0880011499

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2028-10-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.500
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 481

Item C.1. Identification of investment.

a. Name of issuer (if any).	CHS/Community Health Systems Inc
b. LEI (if any) of issuer. (1)	5493007X5NC5XI1BB106
c. Title of the issue or description of the investment.	CHS/COMMUNITY HEALTH SYS
d. CUSIP (if any).	12543DBL3

At least one of the following other identifiers:

- ISIN

US12543DBL38

- Ticker (if ISIN is not available).

CYH517

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMTQPY1
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1917000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1886634.7200000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1698520579

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2030-04-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	6.125
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 482

Item C.1. Identification of investment.

a. Name of issuer (if any).	CSC Holdings LLC
b. LEI (if any) of issuer. (1)	3HG2WD2W22M120IUNG49
c. Title of the issue or description of the investment.	CSC HOLDINGS LLC
d. CUSIP (if any).	126307AQ0

At least one of the following other identifiers:

- ISIN

US126307AQ03

- Ticker (if ISIN is not available).

ALLVF4

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BD9FV69
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	3100000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	3203323.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.2883923411

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2027-04-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.500
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 483

Item C.1. Identification of investment.

a. Name of issuer (if any).	Marriott Vacations Worldwide Corp
b. LEI (if any) of issuer. (1)	549300WA6BT5H4F7IO94
c. Title of the issue or description of the investment.	MARRIOTT VACATION WORLDW
d. CUSIP (if any).	57164YAC1

At least one of the following other identifiers:

- ISIN

US57164YAC12

- Ticker (if ISIN is not available).

MAR512

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMG4MP8
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	11250000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	12683025.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	1.1418415413

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-01-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	0.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	MARRIOTT VACATION WORLDW	MARRIOTT VACATION WORLDW	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	57164Y107
	ISIN (if CUSIP is not available)	US57164Y1073
	Ticker (if CUSIP and ISIN are not available)	VAC
	Other identifier (if CUSIP, ISIN, and ticker are not available)	B45K9N8 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	5.8476000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 484

Item C.1. Identification of investment.

a. Name of issuer (if any).	MasTec Inc
b. LEI (if any) of issuer. (1)	549300TMDIT8WREDOF45
c. Title of the issue or description of the investment.	MASTEC INC
d. CUSIP (if any).	576323AP4

At least one of the following other identifiers:

- ISIN

US576323AP42

- Ticker (if ISIN is not available).

MTZ501

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMXDBY0
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	474000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	487968.7800000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0439313984

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2028-08-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.500
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 485

Item C.1. Identification of investment.

a. Name of issuer (if any).	CSC Holdings LLC
b. LEI (if any) of issuer. (1)	3HG2WD2W22M120IUNG49
c. Title of the issue or description of the investment.	CSC HOLDINGS LLC
d. CUSIP (if any).	126307BA4

At least one of the following other identifiers:

- ISIN

US126307BA42

- Ticker (if ISIN is not available).

ALLVF4

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BKFH0Y9
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	2100000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	2072679.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1866014601

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2030-01-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.750
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 486

Item C.1. Identification of investment.

a. Name of issuer (if any).	CSC Holdings LLC
b. LEI (if any) of issuer. (1)	3HG2WD2W22M120IUNG49
c. Title of the issue or description of the investment.	CSC HOLDINGS LLC
d. CUSIP (if any).	126307BH9

At least one of the following other identifiers:

- ISIN

US126307BH94

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMY0HH5
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	440000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	427416.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0384798851

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2031-11-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.500
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 487

Item C.1. Identification of investment.

a. Name of issuer (if any).	Caesars Entertainment Inc
b. LEI (if any) of issuer. (1)	549300FA4CTCW903Y781
c. Title of the issue or description of the investment.	CAESARS ENTERTAIN INC
d. CUSIP (if any).	12769GAA8

At least one of the following other identifiers:

- ISIN

US12769GAA85

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BP6VNC4
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	604000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	608372.9600000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0547712804

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-10-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.625
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 488

Item C.1. Identification of investment.

a. Name of issuer (if any).	Calpine Corp
b. LEI (if any) of issuer. (1)	43R4VPJBXTU2O15HEF41
c. Title of the issue or description of the investment.	CALPINE CORP
d. CUSIP (if any).	131347CM6

At least one of the following other identifiers:

- ISIN

US131347CM64

- Ticker (if ISIN is not available).

CPN492

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BJVS9S6
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	705000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	714658.5000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0643400737

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2028-02-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.500
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 489

Item C.1. Identification of investment.

a. Name of issuer (if any).	Match Group Holdings II LLC
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	MATCH GROUP HLD II LLC
d. CUSIP (if any).	57667JAA0

At least one of the following other identifiers:

- ISIN

US57667JAA07

- Ticker (if ISIN is not available).

MTCG52

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BP94PM4
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	478000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	464644.6800000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0418315502

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2031-10-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	3.625
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 490

Item C.1. Identification of investment.

a. Name of issuer (if any).	Mattel Inc
b. LEI (if any) of issuer. (1)	549300VELLG24KHTJ564
c. Title of the issue or description of the investment.	MATTEL INC
d. CUSIP (if any).	577081BD3

At least one of the following other identifiers:

- ISIN

US577081BD37

- Ticker (if ISIN is not available).

MAT491

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BKMKKY1
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1250000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1349100.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1214582817

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2027-12-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.875
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 491

Item C.1. Identification of investment.

a. Name of issuer (if any).	Chaparral Energy Inc
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	CHAPARRAL ENERGY
d. CUSIP (if any).	931QWA901

At least one of the following other identifiers:

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	931QWA901
Description of other unique identifier.	INTERNAL ID

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	8836.0000000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	335768.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0302288965

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 492

Item C.1. Identification of investment.

a. Name of issuer (if any).	Guitar Center Inc
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	GUITAR CENTER INC
d. CUSIP (if any).	935XXF900

At least one of the following other identifiers:

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	935XXF900
Description of other unique identifier.	Internal ID

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	6122.0000000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	765250.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0688947818

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2049-12-31

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	15.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 493

Item C.1. Identification of investment.

a. Name of issuer (if any).	Mclaren Finance PLC
b. LEI (if any) of issuer. (1)	213800BKPDWMWX3GSG36
c. Title of the issue or description of the investment.	MCLAREN FINANCE PLC
d. CUSIP (if any).	58175LAA8

At least one of the following other identifiers:

- ISIN

US58175LAA89

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BN75S59
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1130000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1132113.1000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1019231427

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-08-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	7.500
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 494

Item C.1. Identification of investment.

a. Name of issuer (if any).	Mozart Borrower LP
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	MOZART BORROWER LP
d. CUSIP (if any).	58503UAC7

At least one of the following other identifiers:

- ISIN

US58503UAC71

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	245000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	245459.3800000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0220984912

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Loan
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2028-10-23

b. Coupon.

i. Coupon category. (13)	Floating
ii. Annualized rate.	3.750
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 495

Item C.1. Identification of investment.

a. Name of issuer (if any).	Meredith Corp
b. LEI (if any) of issuer. (1)	549300YC8BC386CCTS24
c. Title of the issue or description of the investment.	MEREDITH CORP
d. CUSIP (if any).	58943PAR3

At least one of the following other identifiers:

- ISIN

US58943PAR38

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1409175.5000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1440733.9900000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1297080089

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Loan
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2025-01-31

b. Coupon.

i. Coupon category. (13)	Floating
ii. Annualized rate.	5.250
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 496

Item C.1. Identification of investment.

a. Name of issuer (if any).	Meritor Inc
b. LEI (if any) of issuer. (1)	5LTG829X630QFHTFBO82
c. Title of the issue or description of the investment.	MERITOR INC
d. CUSIP (if any).	59001KAH3

At least one of the following other identifiers:

- ISIN

US59001KAH32

- Ticker (if ISIN is not available).

ARM508

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BN6KMF3
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1083000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1085111.8500000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0976916617

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2028-12-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.500
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 497

Item C.1. Identification of investment.

a. Name of issuer (if any).	Fly Leasing Ltd
b. LEI (if any) of issuer. (1)	549300LI58A0MHGHTZ98
c. Title of the issue or description of the investment.	FLY LEASING LTD
d. CUSIP (if any).	14308CAA1

At least one of the following other identifiers:

- ISIN

US14308CAA18

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMVNPY0
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1100000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1103454.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0993429892

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	IRELAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2024-10-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	7.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 498

Item C.1. Identification of investment.

a. Name of issuer (if any).	Carnival Corp
b. LEI (if any) of issuer. (1)	F1OF2ZSX47CR0BCWA982
c. Title of the issue or description of the investment.	CARNIVAL CORP
d. CUSIP (if any).	143658BG6

At least one of the following other identifiers:

- ISIN

US143658BG61

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BLCGQB5
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	488000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	567285.3600000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0510722000

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-02-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	10.500
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 499

Item C.1. Identification of investment.

a. Name of issuer (if any).	Midas OpCo Holdings LLC
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	MIDAS OPCO HOLDINGS LLC
d. CUSIP (if any).	59565JAA9

At least one of the following other identifiers:

- ISIN

US59565JAA97

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMY8TS4
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	840000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	856951.2000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0771505598

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-08-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.625
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 500

Item C.1. Identification of investment.

a. Name of issuer (if any).	Middleby Corp/The
b. LEI (if any) of issuer. (1)	JDFO86U9VQRBKW5KYA35
c. Title of the issue or description of the investment.	MIDDLEBY CORP
d. CUSIP (if any).	596278AB7

At least one of the following other identifiers:

- ISIN

US596278AB74

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMTPMM5
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	4250000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	6402497.5000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.5764111964

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2025-09-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	1.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	MIDDLEBY CORP	MIDDLEBY CORP	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	596278101
	ISIN (if CUSIP is not available)	US5962781010
	Ticker (if CUSIP and ISIN are not available)	MIDD
	Other identifier (if CUSIP, ISIN, and ticker are not available)	2590930 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	7.7746000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 501

Item C.1. Identification of investment.

a. Name of issuer (if any).	Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	MIDWEST GMNG BOR/MWG FIN
d. CUSIP (if any).	59833DAB6

At least one of the following other identifiers:

- ISIN

US59833DAB64

- Ticker (if ISIN is not available).

MWSG51

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BM8F7J8
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1100000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1110406.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0999688717

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-05-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.875
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 502

Item C.1. Identification of investment.

a. Name of issuer (if any).	Mohegan Gaming & Entertainment
b. LEI (if any) of issuer. (1)	549300UB083Z2NRDHC48
c. Title of the issue or description of the investment.	MOHEGAN GAMING & ENT
d. CUSIP (if any).	608328BH2

At least one of the following other identifiers:

- ISIN

US608328BH21

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMYW168
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1062000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1098893.8800000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0989324457

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-02-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	8.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 503

Item C.1. Identification of investment.

a. Name of issuer (if any).	Carriage Services Inc
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	CARRIAGE SERVICES INC
d. CUSIP (if any).	143905AP2

At least one of the following other identifiers:

- ISIN

US143905AP21

- Ticker (if ISIN is not available).

CSV517

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMGH5N6
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1130000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1133299.6000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1020299623

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-05-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.250
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 504

Item C.1. Identification of investment.

a. Name of issuer (if any).	Carvana Co
b. LEI (if any) of issuer. (1)	5493003WEAK2PJ5WS063
c. Title of the issue or description of the investment.	CARVANA CO
d. CUSIP (if any).	146869AB8

At least one of the following other identifiers:

- ISIN

US146869AB81

- Ticker (if ISIN is not available).

CVNA50

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMBYYZ7
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	710000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	726450.7000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0654017150

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2025-10-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.625
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 505

Item C.1. Identification of investment.

a. Name of issuer (if any).	AP Core Holdings II LLC
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	AP CORE HOLDINGS II LLC
d. CUSIP (if any).	938QVBII4

At least one of the following other identifiers:

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	938QVBII4
Description of other unique identifier.	INTERNAL ID

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1115000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1118952.6800000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1007383217

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Loan
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2027-09-01

b. Coupon.

i. Coupon category. (13)	Floating
ii. Annualized rate.	6.250
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 506

Item C.1. Identification of investment.

a. Name of issuer (if any).	Waste Pro USA Inc
b. LEI (if any) of issuer. (1)	549300BY1QXU5BI3UF28
c. Title of the issue or description of the investment.	WASTE PRO USA INC
d. CUSIP (if any).	94107JAA1

At least one of the following other identifiers:

- ISIN

US94107JAA16

- Ticker (if ISIN is not available).

WPIN45

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BFY0Z83
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	615000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	609692.5500000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0548900819

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-02-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.500
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 507

Item C.1. Identification of investment.

a. Name of issuer (if any).	MongoDB Inc
b. LEI (if any) of issuer. (1)	549300TPTG69WKWE1Z37
c. Title of the issue or description of the investment.	MONGODB INC
d. CUSIP (if any).	60937PAD8

At least one of the following other identifiers:

- ISIN

US60937PAD87

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMDGRV8
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	6750000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	16959510.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	1.5268497096

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-01-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	0.250
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	MONGODB INC	MONGODB INC	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	60937P106
	ISIN (if CUSIP is not available)	US60937P1066
	Ticker (if CUSIP and ISIN are not available)	MDB
	Other identifier (if CUSIP, ISIN, and ticker are not available)	BF2FJ99 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	4.7349000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 508

Item C.1. Identification of investment.

a. Name of issuer (if any).	Moog Inc
b. LEI (if any) of issuer. (1)	549300WM2I4U7OBAHG07
c. Title of the issue or description of the investment.	MOOG INC
d. CUSIP (if any).	615394AM5

At least one of the following other identifiers:

- ISIN

US615394AM52

- Ticker (if ISIN is not available).

MOG492

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BKQNVK9
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	588000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	607127.6400000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0546591653

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2027-12-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.250
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 509

Item C.1. Identification of investment.

a. Name of issuer (if any).	Superior Energy Services Inc.
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	SUPERIOR ENERGY SERVICES INC. CLASS A
d. CUSIP (if any).	942HDG005

At least one of the following other identifiers:

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	942HDG005
Description of other unique identifier.	INTERNAL ID

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	15995.0000000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	723773.7500000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0651607116

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 510

Item C.1. Identification of investment.

a. Name of issuer (if any).	Petco Health & Wellness Co Inc
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	PETCO HEALTH & WELLNESS
d. CUSIP (if any).	942JDZII1

At least one of the following other identifiers:

- ISIN

US71579UAF21

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1686525.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1688034.4400000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1519722501

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Loan
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2028-03-03

b. Coupon.

i. Coupon category. (13)	Floating
ii. Annualized rate.	4.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 511

Item C.1. Identification of investment.

a. Name of issuer (if any).	Moss Creek Resources Holdings Inc
b. LEI (if any) of issuer. (1)	54930037SLMSPWKYIX36
c. Title of the issue or description of the investment.	MOSS CREEK RESOURCES HLD
d. CUSIP (if any).	61965RAA3

At least one of the following other identifiers:

- ISIN

US61965RAA32

- Ticker (if ISIN is not available).

MSSK45

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BF2BQ63
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	455000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	414259.3000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0372953990

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-01-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	7.500
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 512

Item C.1. Identification of investment.

a. Name of issuer (if any).	Moss Creek Resources Holdings Inc
b. LEI (if any) of issuer. (1)	54930037SLMSPWKYIX36
c. Title of the issue or description of the investment.	MOSS CREEK RESOURCES HLD
d. CUSIP (if any).	61965RAB1

At least one of the following other identifiers:

- ISIN

US61965RAB15

- Ticker (if ISIN is not available).

MSSK48

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BGV1LB1
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	500000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	496670.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0447147615

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2027-05-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	10.500
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 513

Item C.1. Identification of investment.

a. Name of issuer (if any).	Cascades Inc/Cascades USA Inc
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	CASCADES INC/USA INC
d. CUSIP (if any).	14739LAB8

At least one of the following other identifiers:

- ISIN

US14739LAB80

- Ticker (if ISIN is not available).

CADNF4

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BJV9C79
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	500000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	523515.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0471315932

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	CANADA (FEDERAL LEVEL)
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2028-01-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.375
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 514

Item C.1. Identification of investment.

a. Name of issuer (if any).	Cincinnati Bell Inc
b. LEI (if any) of issuer. (1)	549300JYVZOCUJOHL272
c. Title of the issue or description of the investment.	CINCINNATI BELL INC
d. CUSIP (if any).	14987RAA6

At least one of the following other identifiers:

- ISIN

US14987RAA68

- Ticker (if ISIN is not available).

CBB454

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BDFGGV6
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1740000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1816368.6000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1635260612

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2025-10-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	8.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 515

Item C.1. Identification of investment.

a. Name of issuer (if any).	BW Gas & Convenience Holdings LLC
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	BW GAS & CONVENIENCE HOL
d. CUSIP (if any).	942MRPII1

At least one of the following other identifiers:

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	942MRPII1
Description of other unique identifier.	Internal Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	975355.5000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	980232.2800000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0882494466

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Loan
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2028-03-17

b. Coupon.

i. Coupon category. (13)	Floating
ii. Annualized rate.	4.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 516

Item C.1. Identification of investment.

a. Name of issuer (if any).	Wayfair Inc
b. LEI (if any) of issuer. (1)	54930027N9ZAVYFDHK53
c. Title of the issue or description of the investment.	WAYFAIR INC
d. CUSIP (if any).	94419LAM3

At least one of the following other identifiers:

- ISIN

US94419LAM37

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BKSH284
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	12500000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	12333125.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	1.1103403533

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2025-10-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	0.625
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☒ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	WAYFAIR INC	WAYFAIR INC	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	94419L101
	ISIN (if CUSIP is not available)	US94419L1017
	Ticker (if CUSIP and ISIN are not available)	W
	Other identifier (if CUSIP, ISIN, and ticker are not available)	BQXZP64 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	2.3972000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 517

Item C.1. Identification of investment.

a. Name of issuer (if any).	Mozart Debt Merger Sub Inc
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	MOZART DEBT MERGER SUB
d. CUSIP (if any).	62482BAA0

At least one of the following other identifiers:

- ISIN

US62482BAA08

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMW4P42
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1215000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1209447.4500000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1088854859

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-04-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	3.875
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 518

Item C.1. Identification of investment.

a. Name of issuer (if any).	NCL Corp Ltd
b. LEI (if any) of issuer. (1)	UNZWILHE4KMRP9K2L524
c. Title of the issue or description of the investment.	NCL CORPORATION LTD
d. CUSIP (if any).	62886HAX9

At least one of the following other identifiers:

- ISIN

US62886HAX98

- Ticker (if ISIN is not available).

NCLH52

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BM8BNV0
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	4255000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	7089000.2000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.6382164282

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2025-08-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.375
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☒ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	NCL CORPORATION LTD	NCL CORPORATION LTD	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	ISIN (if CUSIP is not available)	BMG667211046
	Ticker (if CUSIP and ISIN are not available)	NCLH
	Other identifier (if CUSIP, ISIN, and ticker are not available)	B9CGTC3 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	53.3333000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 519

Item C.1. Identification of investment.

a. Name of issuer (if any).	Weatherford International Ltd
b. LEI (if any) of issuer. (1)	549300A2JKMG5PGOGF82
c. Title of the issue or description of the investment.	WEATHERFORD INTERNATIONA
d. CUSIP (if any).	947075AU1

At least one of the following other identifiers:

- ISIN

US947075AU14

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BNRPC80
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	480000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	494016.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0444758243

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2030-04-30

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	8.625
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 520

Item C.1. Identification of investment.

a. Name of issuer (if any).	WESCO Distribution Inc
b. LEI (if any) of issuer. (1)	549300I2CEZJG9N4AH67
c. Title of the issue or description of the investment.	WESCO DISTRIBUTION INC
d. CUSIP (if any).	95081QAP9

At least one of the following other identifiers:

- ISIN

US95081QAP90

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMYMZT9
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	235000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	259576.3000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0233694251

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2028-06-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	7.250
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 521

Item C.1. Identification of investment.

a. Name of issuer (if any).	NRG Energy Inc
b. LEI (if any) of issuer. (1)	5E2UPK5SW04M13XY7I38
c. Title of the issue or description of the investment.	NRG ENERGY INC
d. CUSIP (if any).	629377CC4

At least one of the following other identifiers:

- ISIN

US629377CC47

- Ticker (if ISIN is not available).

NRG448

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BYQJCN5
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	230000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	239174.7000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0215326870

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2027-01-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	6.625
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 522

Item C.1. Identification of investment.

a. Name of issuer (if any).	Nationstar Mortgage Holdings Inc
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	NATIONSTAR MTG HLD INC
d. CUSIP (if any).	63861CAC3

At least one of the following other identifiers:

- ISIN

US63861CAC38

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMD7LH5
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1300000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1334320.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1201276514

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2028-08-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.500
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 523

Item C.1. Identification of investment.

a. Name of issuer (if any).	Centene Corp
b. LEI (if any) of issuer. (1)	549300Z7JJ4TQSQGT333
c. Title of the issue or description of the investment.	CENTENE CORP
d. CUSIP (if any).	15135BAR2

At least one of the following other identifiers:

- ISIN

US15135BAR24

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMCTMH9
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	632000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	662399.2000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0596352151

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2027-12-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.250
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 524

Item C.1. Identification of investment.

a. Name of issuer (if any).	Centene Corp
b. LEI (if any) of issuer. (1)	549300Z7JJ4TQSQGT333
c. Title of the issue or description of the investment.	CENTENE CORP
d. CUSIP (if any).	15135BAW1

At least one of the following other identifiers:

- ISIN

US15135BAW19

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BKVDKR4
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	477000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	485089.9200000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0436722172

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2030-10-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	3.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 525

Item C.1. Identification of investment.

a. Name of issuer (if any).	Williams Cos Inc/The
b. LEI (if any) of issuer. (1)	D71FAKCBLFS2O0RBPG08
c. Title of the issue or description of the investment.	WILLIAMS COS INC
d. CUSIP (if any).	969457100

At least one of the following other identifiers:

- ISIN

US9694571004

- Ticker (if ISIN is not available).

WMB

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	2967181
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	8500.0000000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	238765.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0214958021

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 526

Item C.1. Identification of investment.

a. Name of issuer (if any).	Workday Inc
b. LEI (if any) of issuer. (1)	549300J0DYC0N31V7G13
c. Title of the issue or description of the investment.	WORKDAY INC
d. CUSIP (if any).	98138HAF8

At least one of the following other identifiers:

- ISIN

US98138HAF82

- Ticker (if ISIN is not available).

WDAY

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BFZ7L52
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	5250000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	10386180.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.9350586141

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2022-10-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	0.250
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	WORKDAY INC	WORKDAY INC	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	98138H101
	ISIN (if CUSIP is not available)	US98138H1014
	Ticker (if CUSIP and ISIN are not available)	WDAY
	Other identifier (if CUSIP, ISIN, and ticker are not available)	B8K6ZD1 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	6.7982000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 527

Item C.1. Identification of investment.

a. Name of issuer (if any).	Navient Corp
b. LEI (if any) of issuer. (1)	54930067J0ZNOEBRW338
c. Title of the issue or description of the investment.	NAVIENT CORP
d. CUSIP (if any).	63938CAK4

At least one of the following other identifiers:

- ISIN

US63938CAK45

- Ticker (if ISIN is not available).

SLM494

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BL97KP3
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	2113000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	2157753.3400000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1942606278

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2027-03-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 528

Item C.1. Identification of investment.

a. Name of issuer (if any).	Netflix Inc
b. LEI (if any) of issuer. (1)	549300Y7VHGU0I7CE873
c. Title of the issue or description of the investment.	NETFLIX INC
d. CUSIP (if any).	64110LAS5

At least one of the following other identifiers:

- ISIN

US64110LAS51

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BG47ZP8
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	525000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	602196.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0542151741

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2028-04-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.875
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 529

Item C.1. Identification of investment.

a. Name of issuer (if any).	XHR LP
b. LEI (if any) of issuer. (1)	549300M88BPT83ZL2164
c. Title of the issue or description of the investment.	XHR LP
d. CUSIP (if any).	98372MAA3

At least one of the following other identifiers:

- ISIN

US98372MAA36

- Ticker (if ISIN is not available).

XHR502

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BKPVMF6
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1017000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1073585.8800000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0966539888

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2025-08-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	6.375
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 530

Item C.1. Identification of investment.

a. Name of issuer (if any).	XHR LP
b. LEI (if any) of issuer. (1)	549300M88BPT83ZL2164
c. Title of the issue or description of the investment.	XHR LP
d. CUSIP (if any).	98372MAC9

At least one of the following other identifiers:

- ISIN

US98372MAC91

- Ticker (if ISIN is not available).

XHR518

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMXXLB7
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	478000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	490590.5200000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0441674313

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-06-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.875
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 531

Item C.1. Identification of investment.

a. Name of issuer (if any).	New Fortress Energy Inc
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	NEW FORTRESS ENERGY INC
d. CUSIP (if any).	644393AA8

At least one of the following other identifiers:

- ISIN

US644393AA81

- Ticker (if ISIN is not available).

NFE503

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BNGFXX3
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	477000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	465175.1700000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0418793098

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2025-09-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	6.750
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 532

Item C.1. Identification of investment.

a. Name of issuer (if any).	New Fortress Energy Inc
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	NEW FORTRESS ENERGY INC
d. CUSIP (if any).	644393AB6

At least one of the following other identifiers:

- ISIN

US644393AB64

- Ticker (if ISIN is not available).

NFE515

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BP0X973
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	478000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	465285.2000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0418892157

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-09-30

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	6.500
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 533

Item C.1. Identification of investment.

a. Name of issuer (if any).	Central Garden & Pet Co
b. LEI (if any) of issuer. (1)	5493004DVZLD37DJ0H83
c. Title of the issue or description of the investment.	CENTRAL GARDEN & PET CO
d. CUSIP (if any).	153527AP1

At least one of the following other identifiers:

- ISIN

US153527AP10

- Ticker (if ISIN is not available).

CENT51

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMHVCF8
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1099000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1106462.2100000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0996138157

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2031-04-30

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.125
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 534

Item C.1. Identification of investment.

a. Name of issuer (if any).	Century Communities Inc
b. LEI (if any) of issuer. (1)	5299002QMB2O7ZL1CA26
c. Title of the issue or description of the investment.	CENTURY COMMUNITIES
d. CUSIP (if any).	156504AJ1

At least one of the following other identifiers:

- ISIN

US156504AJ18

- Ticker (if ISIN is not available).

CCS483

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BK20397
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1250000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1329337.5000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1196790813

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2027-06-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	6.750
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 535

Item C.1. Identification of investment.

a. Name of issuer (if any).	Century Communities Inc
b. LEI (if any) of issuer. (1)	5299002QMB2O7ZL1CA26
c. Title of the issue or description of the investment.	CENTURY COMMUNITIES
d. CUSIP (if any).	156504AM4

At least one of the following other identifiers:

- ISIN

US156504AM47

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMWVNL6
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	240000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	239925.6000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0216002899

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-08-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	3.875
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 536

Item C.1. Identification of investment.

a. Name of issuer (if any).	Lumen Technologies Inc
b. LEI (if any) of issuer. (1)	8M3THTGWLTYZVE6BBY25
c. Title of the issue or description of the investment.	LUMEN TECHNOLOGIES INC
d. CUSIP (if any).	156700BC9

At least one of the following other identifiers:

- ISIN

US156700BC99

- Ticker (if ISIN is not available).

CTL493

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BH3T5T6
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1145000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1150564.7000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1035843240

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2027-02-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 537

Item C.1. Identification of investment.

a. Name of issuer (if any).	Newell Brands Inc
b. LEI (if any) of issuer. (1)	549300LWGYFM1TVO1Z12
c. Title of the issue or description of the investment.	NEWELL BRANDS INC
d. CUSIP (if any).	651229AW6

At least one of the following other identifiers:

- ISIN

US651229AW64

- Ticker (if ISIN is not available).

NWL434

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BD3J3H2
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	931000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1020478.4100000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0918727701

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-04-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.700
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 538

Item C.1. Identification of investment.

a. Name of issuer (if any).	Nexstar Media Inc
b. LEI (if any) of issuer. (1)	5493006PK6I4I2OOT688
c. Title of the issue or description of the investment.	NEXSTAR BROADCASTING INC
d. CUSIP (if any).	65336RAW8

At least one of the following other identifiers:

- ISIN

US65336RAW88

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	455000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	454829.3800000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0409478875

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Loan
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-09-18

b. Coupon.

i. Coupon category. (13)	Floating
ii. Annualized rate.	2.836
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 539

Item C.1. Identification of investment.

a. Name of issuer (if any).	Nielsen Finance LLC / Nielsen Finance Co
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	NIELSEN FINANCE LLC/CO
d. CUSIP (if any).	65409QBH4

At least one of the following other identifiers:

- ISIN

US65409QBH48

- Ticker (if ISIN is not available).

NIEF51

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BLB14S4
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1102000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1078736.7800000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0971177198

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-07-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.500
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 540

Item C.1. Identification of investment.

a. Name of issuer (if any).	Nova Ltd
b. LEI (if any) of issuer. (1)	529900B2DSWE5V3SC292
c. Title of the issue or description of the investment.	NOVA LTD
d. CUSIP (if any).	66980MAB2

At least one of the following other identifiers:

- ISIN

US66980MAB28

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMG9B12
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	5645000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	8629511.5000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.7769073003

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	ISRAEL
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2025-10-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	0.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	NOVA LTD	NOVA LTD	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	ISIN (if CUSIP is not available)	IL0010845571
	Ticker (if CUSIP and ISIN are not available)	NVMI
	Other identifier (if CUSIP, ISIN, and ticker are not available)	2577740 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	13.4048000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 541

Item C.1. Identification of investment.

a. Name of issuer (if any).	Novelis Corp
b. LEI (if any) of issuer. (1)	549300G5F3W3B52WYL23
c. Title of the issue or description of the investment.	NOVELIS CORP
d. CUSIP (if any).	670001AE6

At least one of the following other identifiers:

- ISIN

US670001AE60

- Ticker (if ISIN is not available).

HNDNF4

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BKLPSC1
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	940000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	978671.6000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0881089400

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2030-01-30

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.750
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 542

Item C.1. Identification of investment.

a. Name of issuer (if any).	OCI NV
b. LEI (if any) of issuer. (1)	549300NCMRGIBJYUOE57
c. Title of the issue or description of the investment.	OCI NV
d. CUSIP (if any).	67091GAE3

At least one of the following other identifiers:

- ISIN

US67091GAE35

- Ticker (if ISIN is not available).

OCINF5

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMD3YR4
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	936000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	975901.6800000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0878595665

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	NETHERLANDS
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2025-10-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.625
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 543

Item C.1. Identification of investment.

a. Name of issuer (if any).	Oak Street Health Inc
b. LEI (if any) of issuer. (1)	2549007CJE6GSEURLA30
c. Title of the issue or description of the investment.	OAK STREET HEALTH INC
d. CUSIP (if any).	67181AAA5

At least one of the following other identifiers:

- ISIN

US67181AAA51

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BNNLQN5
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	5500000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	5145030.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.4632025077

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-03-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	0.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	OAK STREET HEALTH INC	OAK STREET HEALTH INC	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	67181A107
	ISIN (if CUSIP is not available)	US67181A1079
	Ticker (if CUSIP and ISIN are not available)	OSH
	Other identifier (if CUSIP, ISIN, and ticker are not available)	BN2XDL9 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	12.6328000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 544

Item C.1. Identification of investment.

a. Name of issuer (if any).	Oasis Midstream Partners LP / OMP Finance Corp
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	OASIS MIDSTREAM PARTNERS
d. CUSIP (if any).	67421QAA0

At least one of the following other identifiers:

- ISIN

US67421QAA04

- Ticker (if ISIN is not available).

OAS515

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BLGZKZ0
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	240000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	261228.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0235181262

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-04-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	8.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 545

Item C.1. Identification of investment.

a. Name of issuer (if any).	Zendesk Inc
b. LEI (if any) of issuer. (1)	549300SLI6BN94BKKO36
c. Title of the issue or description of the investment.	ZENDESK INC
d. CUSIP (if any).	98936JAD3

At least one of the following other identifiers:

- ISIN

US98936JAD37

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMD24F9
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	10000000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	11729900.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	1.0560325392

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2025-06-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	0.625
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	ZENDESK INC	ZENDESK INC	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	98936J101
	ISIN (if CUSIP is not available)	US98936J1016
	Ticker (if CUSIP and ISIN are not available)	ZEN
	Other identifier (if CUSIP, ISIN, and ticker are not available)	BMH0MR7 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	9.1944000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 546

Item C.1. Identification of investment.

a. Name of issuer (if any).	Zscaler Inc
b. LEI (if any) of issuer. (1)	529900MZ0RTK1BWRNF46
c. Title of the issue or description of the investment.	ZSCALER INC.
d. CUSIP (if any).	98980GAB8

At least one of the following other identifiers:

- ISIN

US98980GAB86

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BL97053
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	7250000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	15663045.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	1.4101301105

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2025-07-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	0.125
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	ZSCALER INC.	ZSCALER INC.	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	98980G102
	ISIN (if CUSIP is not available)	US98980G1022
	Ticker (if CUSIP and ISIN are not available)	ZS
	Other identifier (if CUSIP, ISIN, and ticker are not available)	BZ00V34 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	6.6315000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 547

Item C.1. Identification of investment.

a. Name of issuer (if any).	Occidental Petroleum Corp
b. LEI (if any) of issuer. (1)	IM7X0T3ECJW4C1T7ON55
c. Title of the issue or description of the investment.	OCCIDENTAL PETROLEUM COR
d. CUSIP (if any).	674599CW3

At least one of the following other identifiers:

- ISIN

US674599CW33

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BJ9NFL8
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	2142000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	2183490.5400000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1965777252

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2024-08-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	2.900
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 548

Item C.1. Identification of investment.

a. Name of issuer (if any).	Occidental Petroleum Corp
b. LEI (if any) of issuer. (1)	IM7X0T3ECJW4C1T7ON55
c. Title of the issue or description of the investment.	OCCIDENTAL PETROLEUM COR
d. CUSIP (if any).	674599CX1

At least one of the following other identifiers:

- ISIN

US674599CX16

- Ticker (if ISIN is not available).

APC486

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BJ9NFR4
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	2930000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	2945089.5000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.2651438071

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2039-08-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.300
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 549

Item C.1. Identification of investment.

a. Name of issuer (if any).	ZoomInfo Technologies LLC/ZoomInfo Finance Corp
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	ZI TECH LLC/ZI FIN CORP
d. CUSIP (if any).	98981BAA0

At least one of the following other identifiers:

- ISIN

US98981BAA08

- Ticker (if ISIN is not available).

ZINF51

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMGS3M4
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1100000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1093939.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0984863622

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-02-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	3.875
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 550

Item C.1. Identification of investment.

a. Name of issuer (if any).	Zynga Inc
b. LEI (if any) of issuer. (1)	549300XNQ0U2EL088Z74
c. Title of the issue or description of the investment.	ZYNGA INC
d. CUSIP (if any).	98986TAB4

At least one of the following other identifiers:

- ISIN

US98986TAB44

- Ticker (if ISIN is not available).

ZNGA50

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMG7570
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	7400000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	8406770.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.7568540797

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2024-06-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	0.250
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	ZYNGA INC	ZYNGA INC	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	98986T108
	ISIN (if CUSIP is not available)	US98986T1088
	Ticker (if CUSIP and ISIN are not available)	ZNGA
	Other identifier (if CUSIP, ISIN, and ticker are not available)	B79PX49 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	120.3695000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 551

Item C.1. Identification of investment.

a. Name of issuer (if any).	Okta Inc
b. LEI (if any) of issuer. (1)	549300N8J06I8MRHU620
c. Title of the issue or description of the investment.	OKTA INC
d. CUSIP (if any).	679295AF2

At least one of the following other identifiers:

- ISIN

US679295AF24

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMDFX28
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	4000000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	5012880.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.4513051599

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-06-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	0.375
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	OKTA INC	OKTA INC	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	679295105
	ISIN (if CUSIP is not available)	US6792951054
	Ticker (if CUSIP and ISIN are not available)	OKTA
	Other identifier (if CUSIP, ISIN, and ticker are not available)	BDFZSP1 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	4.1912000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 552

Item C.1. Identification of investment.

a. Name of issuer (if any).	ON Semiconductor Corp
b. LEI (if any) of issuer. (1)	ZV20P4CNJVT8V1ZGJ064
c. Title of the issue or description of the investment.	ON SEMICONDUCTOR CORP
d. CUSIP (if any).	682189AQ8

At least one of the following other identifiers:

- ISIN

US682189AQ81

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BL54B77
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	723000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	733924.5300000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0660745774

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2028-09-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	3.875
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 553

Item C.1. Identification of investment.

a. Name of issuer (if any).	Chemours Co/The
b. LEI (if any) of issuer. (1)	549300M1BOLNXL8DOV14
c. Title of the issue or description of the investment.	CHEMOURS CO
d. CUSIP (if any).	163851AH1

At least one of the following other identifiers:

- ISIN

US163851AH15

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BP2BRJ3
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	715000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	689074.1000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0620367328

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-11-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.625
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 554

Item C.1. Identification of investment.

a. Name of issuer (if any).	Cheniere Energy Partners LP
b. LEI (if any) of issuer. (1)	5493005UEC8AZ34LDV29
c. Title of the issue or description of the investment.	CHENIERE ENERGY PARTNERS
d. CUSIP (if any).	16411QAH4

At least one of the following other identifiers:

- ISIN

US16411QAH48

- Ticker (if ISIN is not available).

BX5140

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BK816T5
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	232000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	241646.5600000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0217552264

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2031-03-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 555

Item C.1. Identification of investment.

a. Name of issuer (if any).	OneMain Finance Corp
b. LEI (if any) of issuer. (1)	5493008I795YYBFWFU90
c. Title of the issue or description of the investment.	ONEMAIN FINANCE CORP
d. CUSIP (if any).	682691AC4

At least one of the following other identifiers:

- ISIN

US682691AC47

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BL6L3Z9
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	660000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	644780.4000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0580490101

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2028-09-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	3.875
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 556

Item C.1. Identification of investment.

a. Name of issuer (if any).	Open Text Corp
b. LEI (if any) of issuer. (1)	549300HP7ONDQODZJV16
c. Title of the issue or description of the investment.	OPEN TEXT CORP
d. CUSIP (if any).	683715AC0

At least one of the following other identifiers:

- ISIN

US683715AC05

- Ticker (if ISIN is not available).

OTEX49

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BL5P749
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	705000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	711817.3500000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0640842875

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	CANADA (FEDERAL LEVEL)
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2028-02-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	3.875
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 557

Item C.1. Identification of investment.

a. Name of issuer (if any).	Tesla Inc
b. LEI (if any) of issuer. (1)	54930043XZGB27CTOV49
c. Title of the issue or description of the investment.	TESLA INC
d. CUSIP (if any).	N/A

At least one of the following other identifiers:

- Ticker (if ISIN is not available).

TSLA22

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	700.0000000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	908250.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0817689455

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	The Options Clearing Corporation	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☒ Put ☐ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☐ Written ☒ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	TESLA INC
Title of issue.	TESLA INC

At least one of the following other identifiers:

- CUSIP.

88160R101

- ISIN (if CUSIP is not available).

US88160R1014

- Ticker (if CUSIP and ISIN are not available).

TSLA

- Other identifier (if CUSIP, ISIN, and ticker are not available).	B616C79
If other identifier provided, indicate the type of identifier used.	SEDOL

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100
v. Exercise price or rate.	700.000000000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-01-21
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	-10200799.2600000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 558

Item C.1. Identification of investment.

a. Name of issuer (if any).	Tesla Inc
b. LEI (if any) of issuer. (1)	54930043XZGB27CTOV49
c. Title of the issue or description of the investment.	TESLA INC
d. CUSIP (if any).	N/A

At least one of the following other identifiers:

- Ticker (if ISIN is not available).

TSLA22

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-350.0000000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-962500.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.0866530251

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	The Options Clearing Corporation	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	TESLA INC
Title of issue.	TESLA INC

At least one of the following other identifiers:

- CUSIP.

88160R101

- ISIN (if CUSIP is not available).

US88160R1014

- Ticker (if CUSIP and ISIN are not available).

TSLA

- Other identifier (if CUSIP, ISIN, and ticker are not available).	B616C79
If other identifier provided, indicate the type of identifier used.	SEDOL

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100
v. Exercise price or rate.	1500.000000000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-01-21
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	2064827.4700000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 559

Item C.1. Identification of investment.

a. Name of issuer (if any).	Organon & Co / Organon Foreign Debt Co-Issuer BV
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	ORGANON & CO/ORG
d. CUSIP (if any).	68622TAA9

At least one of the following other identifiers:

- ISIN

US68622TAA97

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMV1LQ8
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	450000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	456615.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0411086452

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2028-04-30

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.125
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 560

Item C.1. Identification of investment.

a. Name of issuer (if any).	Organon & Co / Organon Foreign Debt Co-Issuer BV
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	ORGANON & CO/ORG
d. CUSIP (if any).	68622TAB7

At least one of the following other identifiers:

- ISIN

US68622TAB70

- Ticker (if ISIN is not available).

MRK516

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMV1L02
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1760000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1817305.6000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1636104184

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2031-04-30

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.125
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 561

Item C.1. Identification of investment.

a. Name of issuer (if any).	PBF Holding Co LLC / PBF Finance Corp
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	PBF HOLDING CO LLC
d. CUSIP (if any).	69318FAG3

At least one of the following other identifiers:

- ISIN

US69318FAG37

- Ticker (if ISIN is not available).

PBFENE

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BF2VZB1
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	481000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	377498.4200000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0339858494

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2025-06-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	7.250
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 562

Item C.1. Identification of investment.

a. Name of issuer (if any).	PGT Innovations Inc
b. LEI (if any) of issuer. (1)	549300LRW9WM59C1S579
c. Title of the issue or description of the investment.	PGT INNOVATIONS INC
d. CUSIP (if any).	69336VAB7

At least one of the following other identifiers:

- ISIN

US69336VAB71

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BP6VN80
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	478000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	474802.1800000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0427460210

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-10-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.375
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 563

Item C.1. Identification of investment.

a. Name of issuer (if any).	Snap Inc
b. LEI (if any) of issuer. (1)	549300JNC0L6VP8A2Q35
c. Title of the issue or description of the investment.	Snap Inc
d. CUSIP (if any).	N/A

At least one of the following other identifiers:

- Ticker (if ISIN is not available).

SNAP22

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	2450.0000000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1525125.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1373056570

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	The Options Clearing Corporation	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☒ Put ☐ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☐ Written ☒ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Snap Inc
Title of issue.	Snap Inc

At least one of the following other identifiers:

- CUSIP.

83304A106

- ISIN (if CUSIP is not available).

US83304A1060

- Ticker (if CUSIP and ISIN are not available).

SNAP

- Other identifier (if CUSIP, ISIN, and ticker are not available).	BD8DJ71
If other identifier provided, indicate the type of identifier used.	SEDOL

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100
v. Exercise price or rate.	55.000000000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-01-21
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	-220834.9200000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 564

Item C.1. Identification of investment.

a. Name of issuer (if any).	Sea Ltd
b. LEI (if any) of issuer. (1)	529900OM6JLLW44YKI15
c. Title of the issue or description of the investment.	Sea Ltd
d. CUSIP (if any).	N/A

At least one of the following other identifiers:

- Ticker (if ISIN is not available).

SE2201

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	490.0000000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	40425.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0036394271

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	SINGAPORE
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	The Options Clearing Corporation	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☒ Put ☐ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☐ Written ☒ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Sea Ltd
Title of issue.	Sea Ltd

At least one of the following other identifiers:

- CUSIP.

81141R100

- ISIN (if CUSIP is not available).

US81141R1005

- Ticker (if CUSIP and ISIN are not available).

- Other identifier (if CUSIP, ISIN, and ticker are not available).	BYWD7L4
If other identifier provided, indicate the type of identifier used.	SEDOL

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100
v. Exercise price or rate.	200.000000000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-01-21
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	-1328108.0100000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 565

Item C.1. Identification of investment.

a. Name of issuer (if any).	Cheniere Energy Partners LP
b. LEI (if any) of issuer. (1)	5493005UEC8AZ34LDV29
c. Title of the issue or description of the investment.	CHENIERE ENERGY PARTNERS
d. CUSIP (if any).	16411QAL5

At least one of the following other identifiers:

- ISIN

US16411QAL59

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMHLCC5
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	478000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	474577.5200000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0427257951

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2032-01-31

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	3.250
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 566

Item C.1. Identification of investment.

a. Name of issuer (if any).	Cheniere Energy Inc
b. LEI (if any) of issuer. (1)	MIHC87W9WTYSYZWV1J40
c. Title of the issue or description of the investment.	CHENIERE ENERGY INC
d. CUSIP (if any).	16411RAK5

At least one of the following other identifiers:

- ISIN

US16411RAK59

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BNMB2S3
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	477000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	501274.5300000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0451293033

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2028-10-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.625
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 567

Item C.1. Identification of investment.

a. Name of issuer (if any).	PTC Inc
b. LEI (if any) of issuer. (1)	54930050SSMU8SKDJ030
c. Title of the issue or description of the investment.	PTC INC
d. CUSIP (if any).	69370CAC4

At least one of the following other identifiers:

- ISIN

US69370CAC47

- Ticker (if ISIN is not available).

PTC494

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BLBL7C9
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	646000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	657324.3800000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0591783335

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2028-02-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 568

Item C.1. Identification of investment.

a. Name of issuer (if any).	Pacira BioSciences Inc
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	PACIRA PHARMACEUTICALS
d. CUSIP (if any).	695127AF7

At least one of the following other identifiers:

- ISIN

US695127AF73

- Ticker (if ISIN is not available).

PCRX52

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BNLYRZ5
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	8000000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	8443920.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.7601986614

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2025-08-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	0.750
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	PACIRA PHARMACEUTICALS	PACIRA PHARMACEUTICALS	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	695127100
	ISIN (if CUSIP is not available)	US6951271005
	Ticker (if CUSIP and ISIN are not available)	PCRX
	Other identifier (if CUSIP, ISIN, and ticker are not available)	B3X26D8 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	13.9324000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 569

Item C.1. Identification of investment.

a. Name of issuer (if any).	Clear Channel Outdoor Holdings Inc
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	CLEAR CHANNEL OUTDOOR HO
d. CUSIP (if any).	18452RAD7

At least one of the following other identifiers:

- ISIN

US18452RAD70

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1274000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1255546.1100000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1130357076

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Loan
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-08-21

b. Coupon.

i. Coupon category. (13)	Floating
ii. Annualized rate.	3.588
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 570

Item C.1. Identification of investment.

a. Name of issuer (if any).	Coinbase Global Inc
b. LEI (if any) of issuer. (1)	5493004G3J2SC154DU06
c. Title of the issue or description of the investment.	COINBASE GLOBAL INC
d. CUSIP (if any).	19260QAA5

At least one of the following other identifiers:

- ISIN

US19260QAA58

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BLPJH85
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	5500000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	6514365.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.5864825286

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-06-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	0.500
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	COINBASE GLOBAL INC	COINBASE GLOBAL INC	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	19260Q107
	ISIN (if CUSIP is not available)	US19260Q1076
	Ticker (if CUSIP and ISIN are not available)	COIN
	Other identifier (if CUSIP, ISIN, and ticker are not available)	BMC9P69 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	2.6994000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 571

Item C.1. Identification of investment.

a. Name of issuer (if any).	Padagis LLC
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	PADAGIS LLC
d. CUSIP (if any).	69526PAC8

At least one of the following other identifiers:

- ISIN

US69526PAC86

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1050000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1053281.2500000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0948259809

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Loan
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2028-07-06

b. Coupon.

i. Coupon category. (13)	Floating
ii. Annualized rate.	5.250
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 572

Item C.1. Identification of investment.

a. Name of issuer (if any).	Palo Alto Networks Inc
b. LEI (if any) of issuer. (1)	549300QXR2YVZV231H43
c. Title of the issue or description of the investment.	PALO ALTO NETWORKS
d. CUSIP (if any).	697435AD7

At least one of the following other identifiers:

- ISIN

US697435AD78

- Ticker (if ISIN is not available).

PANW48

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BJX8KR0
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	8500000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	16394800.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	1.4760093670

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2023-07-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	0.750
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	PALO ALTO NETWORKS	PALO ALTO NETWORKS	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	697435105
	ISIN (if CUSIP is not available)	US6974351057
	Ticker (if CUSIP and ISIN are not available)	PANW
	Other identifier (if CUSIP, ISIN, and ticker are not available)	B87ZMX0 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	3.7545000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 573

Item C.1. Identification of investment.

a. Name of issuer (if any).	IH Merger Sub LLC
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	IH MERGER SUB LLC
d. CUSIP (if any).	19625XAB8

At least one of the following other identifiers:

- ISIN

US19625XAB82

- Ticker (if ISIN is not available).

INVH45

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BYW94W2
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	3600000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	6539400.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.5887364075

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2022-01-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	3.500
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	IH MERGER SUB LLC	IH MERGER SUB LLC	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	46187W107
	ISIN (if CUSIP is not available)	US46187W1071
	Ticker (if CUSIP and ISIN are not available)	INVH
	Other identifier (if CUSIP, ISIN, and ticker are not available)	BD81GW9 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	43.9448000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 574

Item C.1. Identification of investment.

a. Name of issuer (if any).	CommScope Inc
b. LEI (if any) of issuer. (1)	549300Z6K4JXMFE8QY54
c. Title of the issue or description of the investment.	COMMSCOPE INC
d. CUSIP (if any).	203372AX5

At least one of the following other identifiers:

- ISIN

US203372AX50

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BLDBLL4
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	895000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	878961.6000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0791321367

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-09-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.750
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 575

Item C.1. Identification of investment.

a. Name of issuer (if any).	Sea Ltd
b. LEI (if any) of issuer. (1)	529900OM6JLLW44YKI15
c. Title of the issue or description of the investment.	Sea Ltd
d. CUSIP (if any).	N/A

At least one of the following other identifiers:

- Ticker (if ISIN is not available).

SE2201

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	490.0000000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	203350.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0183074209

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	SINGAPORE
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	The Options Clearing Corporation	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☒ Put ☐ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☐ Written ☒ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Sea Ltd
Title of issue.	Sea Ltd

At least one of the following other identifiers:

- CUSIP.

81141R100

- ISIN (if CUSIP is not available).

US81141R1005

- Ticker (if CUSIP and ISIN are not available).

- Other identifier (if CUSIP, ISIN, and ticker are not available).	BYWD7L4
If other identifier provided, indicate the type of identifier used.	SEDOL

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100
v. Exercise price or rate.	260.000000000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-01-21
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	-1047245.0100000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 576

Item C.1. Identification of investment.

a. Name of issuer (if any).	SPDR S&P 500 ETF Trust
b. LEI (if any) of issuer. (1)	549300NZAMSJ8FXPQQ63
c. Title of the issue or description of the investment.	SPDR S&P 500 ETF Trust
d. CUSIP (if any).	N/A

At least one of the following other identifiers:

- Ticker (if ISIN is not available).

SPY211

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1200.0000000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	370200.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0333287791

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	The Options Clearing Corporation	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☒ Put ☐ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☐ Written ☒ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	SPDR S&P 500 ETF Trust
Title of issue.	SPDR S&P 500 ETF Trust

At least one of the following other identifiers:

- CUSIP.

78462F103

- ISIN (if CUSIP is not available).

US78462F1030

- Ticker (if CUSIP and ISIN are not available).

SPY

- Other identifier (if CUSIP, ISIN, and ticker are not available).	2840215
If other identifier provided, indicate the type of identifier used.	SEDOL

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100
v. Exercise price or rate.	425.000000000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2021-12-17
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	-759317.0400000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 577

Item C.1. Identification of investment.

a. Name of issuer (if any).	Par Petroleum LLC / Par Petroleum Finance Corp
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	PAR PETRO LLC / FIN CORP
d. CUSIP (if any).	69889MAA0

At least one of the following other identifiers:

- ISIN

US69889MAA09

- Ticker (if ISIN is not available).

PARP45

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BD3MN37
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	874000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	881551.3600000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0793652905

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2025-12-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	7.750
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 578

Item C.1. Identification of investment.

a. Name of issuer (if any).	CommScope Technologies LLC
b. LEI (if any) of issuer. (1)	M4TWC4QDOKW45N7T6Y12
c. Title of the issue or description of the investment.	COMMSCOPE TECH LLC
d. CUSIP (if any).	20337YAA5

At least one of the following other identifiers:

- ISIN

US20337YAA55

- Ticker (if ISIN is not available).

COMM42

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BYQF2Y4
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1114000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1103160.7800000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0993165909

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2025-06-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	6.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 579

Item C.1. Identification of investment.

a. Name of issuer (if any).	CONMED Corp
b. LEI (if any) of issuer. (1)	Z6C0YCECH9DCU5ZIQW84
c. Title of the issue or description of the investment.	CONMED CORP
d. CUSIP (if any).	207410AF8

At least one of the following other identifiers:

- ISIN

US207410AF81

- Ticker (if ISIN is not available).

CNMD49

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BK5BVL5
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	2750000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	4721447.5000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.4250677493

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2024-02-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	2.625
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	CONMED CORP	CONMED CORP	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	207410101
	ISIN (if CUSIP is not available)	US2074101013
	Ticker (if CUSIP and ISIN are not available)	CNMD
	Other identifier (if CUSIP, ISIN, and ticker are not available)	2216010 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	11.2608000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 580

Item C.1. Identification of investment.

a. Name of issuer (if any).	Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	PARK INTERMED HOLDINGS
d. CUSIP (if any).	70052LAA1

At least one of the following other identifiers:

- ISIN

US70052LAA17

- Ticker (if ISIN is not available).

PKIH49

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMTCZG1
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	578000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	614697.2200000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0553406479

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2025-06-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	7.500
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 581

Item C.1. Identification of investment.

a. Name of issuer (if any).	Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	PARK INTERMED HOLDINGS
d. CUSIP (if any).	70052LAB9

At least one of the following other identifiers:

- ISIN

US70052LAB99

- Ticker (if ISIN is not available).

PKIH50

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMGWP75
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	476000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	500390.2400000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0450496914

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2028-10-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.875
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 582

Item C.1. Identification of investment.

a. Name of issuer (if any).	Invesco QQQ Trust Series 1
b. LEI (if any) of issuer. (1)	549300VY6FEJBCIMET58
c. Title of the issue or description of the investment.	Invesco QQQ Trust Series 1
d. CUSIP (if any).	N/A

At least one of the following other identifiers:

- Ticker (if ISIN is not available).

QQQ211

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1350.0000000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	326025.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0293517429

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	The Options Clearing Corporation	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☒ Put ☐ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☐ Written ☒ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Invesco QQQ Trust Series 1
Title of issue.	Invesco QQQ Trust Series 1

At least one of the following other identifiers:

- CUSIP.

46090E103

- ISIN (if CUSIP is not available).

US46090E1038

- Ticker (if CUSIP and ISIN are not available).

QQQ

- Other identifier (if CUSIP, ISIN, and ticker are not available).	BDQYP67
If other identifier provided, indicate the type of identifier used.	SEDOL

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100
v. Exercise price or rate.	350.000000000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2021-12-17
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	-668152.5300000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 583

Item C.1. Identification of investment.

a. Name of issuer (if any).	Sea Ltd
b. LEI (if any) of issuer. (1)	529900OM6JLLW44YKI15
c. Title of the issue or description of the investment.	Sea Ltd
d. CUSIP (if any).	N/A

At least one of the following other identifiers:

- Ticker (if ISIN is not available).

SE2201

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	490.0000000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	722750.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0650685443

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	SINGAPORE
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	The Options Clearing Corporation	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☒ Put ☐ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☐ Written ☒ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Sea Ltd
Title of issue.	Sea Ltd

At least one of the following other identifiers:

- CUSIP.

81141R100

- ISIN (if CUSIP is not available).

US81141R1005

- Ticker (if CUSIP and ISIN are not available).

- Other identifier (if CUSIP, ISIN, and ticker are not available).	BYWD7L4
If other identifier provided, indicate the type of identifier used.	SEDOL

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100
v. Exercise price or rate.	310.000000000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-01-21
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	-340663.7800000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 584

Item C.1. Identification of investment.

a. Name of issuer (if any).	Sea Ltd
b. LEI (if any) of issuer. (1)	529900OM6JLLW44YKI15
c. Title of the issue or description of the investment.	Sea Ltd
d. CUSIP (if any).	N/A

At least one of the following other identifiers:

- Ticker (if ISIN is not available).

SE2201

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-490.0000000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-648025.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.0583411185

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	SINGAPORE
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	The Options Clearing Corporation	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Sea Ltd
Title of issue.	Sea Ltd

At least one of the following other identifiers:

- CUSIP.

81141R100

- ISIN (if CUSIP is not available).

US81141R1005

- Ticker (if CUSIP and ISIN are not available).

- Other identifier (if CUSIP, ISIN, and ticker are not available).	BYWD7L4
If other identifier provided, indicate the type of identifier used.	SEDOL

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100
v. Exercise price or rate.	390.000000000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-01-21
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	369586.0200000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 585

Item C.1. Identification of investment.

a. Name of issuer (if any).	Upstart Holdings Inc
b. LEI (if any) of issuer. (1)	549300WNB47JRNENIC75
c. Title of the issue or description of the investment.	Upstart Holdings Inc
d. CUSIP (if any).	N/A

At least one of the following other identifiers:

- Ticker (if ISIN is not available).

UPST21

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	145.0000000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	259550.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0233670573

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	The Options Clearing Corporation	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☒ Put ☐ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☐ Written ☒ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Upstart Holdings Inc
Title of issue.	Upstart Holdings Inc

At least one of the following other identifiers:

- CUSIP.

91680M107

- ISIN (if CUSIP is not available).

US91680M1071

- Ticker (if CUSIP and ISIN are not available).

UPST

- Other identifier (if CUSIP, ISIN, and ticker are not available).	BL53QN5
If other identifier provided, indicate the type of identifier used.	SEDOL

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100
v. Exercise price or rate.	300.000000000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2021-11-19
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	-200183.1400000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 586

Item C.1. Identification of investment.

a. Name of issuer (if any).	Patrick Industries Inc
b. LEI (if any) of issuer. (1)	549300FZ5ZTCCJ3Z5W14
c. Title of the issue or description of the investment.	PATRICK INDUSTRIES INC
d. CUSIP (if any).	703343AD5

At least one of the following other identifiers:

- ISIN

US703343AD59

- Ticker (if ISIN is not available).

PATK51

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMF1LT7
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1078000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1073289.1400000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0966272735

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-05-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.750
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 587

Item C.1. Identification of investment.

a. Name of issuer (if any).	Peloton Interactive Inc
b. LEI (if any) of issuer. (1)	5493002YS021166W0339
c. Title of the issue or description of the investment.	PELOTON INTERACTIVE INC
d. CUSIP (if any).	70614WAA8

At least one of the following other identifiers:

- ISIN

US70614WAA80

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	920000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	822121.2000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0740148457

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-02-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	0.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	PELOTON INTERACTIVE INC	PELOTON INTERACTIVE INC	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	70614W100
	ISIN (if CUSIP is not available)	US70614W1009
	Ticker (if CUSIP and ISIN are not available)	PTON
	Other identifier (if CUSIP, ISIN, and ticker are not available)	BJ7WJS2 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	4.1800000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 588

Item C.1. Identification of investment.

a. Name of issuer (if any).	Consolidated Communications Inc
b. LEI (if any) of issuer. (1)	549300WW675Y48HDVX34
c. Title of the issue or description of the investment.	CONSOLIDATED COMMUNICATIONS
d. CUSIP (if any).	20903EBB0

At least one of the following other identifiers:

- ISIN

US20903EBB02

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	617614.0600000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	618330.4900000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0556677480

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Loan
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2027-10-02

b. Coupon.

i. Coupon category. (13)	Floating
ii. Annualized rate.	4.250
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 589

Item C.1. Identification of investment.

a. Name of issuer (if any).	Coupa Software Inc
b. LEI (if any) of issuer. (1)	549300Q95ICR2GFL2K37
c. Title of the issue or description of the investment.	COUPA SOFTWARE INC
d. CUSIP (if any).	22266LAF3

At least one of the following other identifiers:

- ISIN

US22266LAF31

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BNKCRN8
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	14000000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	15418200.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	1.3880869313

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-06-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	0.375
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	COUPA SOFTWARE INC	COUPA SOFTWARE INC	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	22266L106
	ISIN (if CUSIP is not available)	US22266L1061
	Ticker (if CUSIP and ISIN are not available)	COUP
	Other identifier (if CUSIP, ISIN, and ticker are not available)	BD87XR1 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	3.3732000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 590

Item C.1. Identification of investment.

a. Name of issuer (if any).	Repligen Corp
b. LEI (if any) of issuer. (1)	54930006QJ0T5AUO1E71
c. Title of the issue or description of the investment.	Repligen Corp
d. CUSIP (if any).	N/A

At least one of the following other identifiers:

- Ticker (if ISIN is not available).

RGEN21

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	425.0000000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	888250.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0799683632

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	The Options Clearing Corporation	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☒ Put ☐ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☐ Written ☒ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Repligen Corp
Title of issue.	Repligen Corp

At least one of the following other identifiers:

- CUSIP.

759916109

- ISIN (if CUSIP is not available).

US7599161095

- Ticker (if CUSIP and ISIN are not available).

RGEN

- Other identifier (if CUSIP, ISIN, and ticker are not available).	2731654
If other identifier provided, indicate the type of identifier used.	SEDOL

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100
v. Exercise price or rate.	300.000000000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2021-12-17
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	144303.9000000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 591

Item C.1. Identification of investment.

a. Name of issuer (if any).	Upstart Holdings Inc
b. LEI (if any) of issuer. (1)	549300WNB47JRNENIC75
c. Title of the issue or description of the investment.	Upstart Holdings Inc
d. CUSIP (if any).	N/A

At least one of the following other identifiers:

- Ticker (if ISIN is not available).

UPST21

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	145.0000000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	988175.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0889645227

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	The Options Clearing Corporation	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☒ Put ☐ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☐ Written ☒ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Upstart Holdings Inc
Title of issue.	Upstart Holdings Inc

At least one of the following other identifiers:

- CUSIP.

91680M107

- ISIN (if CUSIP is not available).

US91680M1071

- Ticker (if CUSIP and ISIN are not available).

UPST

- Other identifier (if CUSIP, ISIN, and ticker are not available).	BL53QN5
If other identifier provided, indicate the type of identifier used.	SEDOL

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100
v. Exercise price or rate.	380.000000000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2021-11-19
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	482964.4600000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 592

Item C.1. Identification of investment.

a. Name of issuer (if any).	Cushman & Wakefield US Borrower LLC
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	CUSHMAN & WAKEFIELD US
d. CUSIP (if any).	23166MAA1

At least one of the following other identifiers:

- ISIN

US23166MAA18

- Ticker (if ISIN is not available).

CWK499

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMGDH49
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	297000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	318814.6500000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0287026014

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2028-05-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	6.750
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 593

Item C.1. Identification of investment.

a. Name of issuer (if any).	CyberArk Software Ltd
b. LEI (if any) of issuer. (1)	529900YEXNDM894PWS93
c. Title of the issue or description of the investment.	CYBERARK SOFTWARE LTD
d. CUSIP (if any).	23248VAB1

At least one of the following other identifiers:

- ISIN

US23248VAB18

- Ticker (if ISIN is not available).

CYBR50

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMC6Y85
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	4500000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	5832495.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.5250943746

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	ISRAEL
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2024-11-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	0.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	CYBERARK SOFTWARE LTD	CYBERARK SOFTWARE LTD	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	ISIN (if CUSIP is not available)	IL0011334468
	Ticker (if CUSIP and ISIN are not available)	CYBR
	Other identifier (if CUSIP, ISIN, and ticker are not available)	BQT3XY6 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	6.3478000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 594

Item C.1. Identification of investment.

a. Name of issuer (if any).	Peninsula Pacific Entertainment LLC / Peninsula Pacific Entertainment Finance In
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	PENINSULA PACIFIC ENTERT
d. CUSIP (if any).	70715XAA4

At least one of the following other identifiers:

- ISIN

US70715XAA46

- Ticker (if ISIN is not available).

PPEL50

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMXWRY9
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1170000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1249712.1000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1125104768

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2027-11-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	8.500
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 595

Item C.1. Identification of investment.

a. Name of issuer (if any).	Penn National Gaming Inc
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	PENN NATIONAL GA
d. CUSIP (if any).	707569AV1

At least one of the following other identifiers:

- ISIN

US707569AV14

- Ticker (if ISIN is not available).

PENN52

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BLNB404
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1105000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1084203.9000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0976099197

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-07-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.125
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 596

Item C.1. Identification of investment.

a. Name of issuer (if any).	Tesla Inc
b. LEI (if any) of issuer. (1)	54930043XZGB27CTOV49
c. Title of the issue or description of the investment.	Tesla Inc
d. CUSIP (if any).	N/A

At least one of the following other identifiers:

- Ticker (if ISIN is not available).

TSLA21

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	250.0000000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	85625.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0077087431

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	The Options Clearing Corporation	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☒ Put ☐ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☐ Written ☒ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Tesla Inc
Title of issue.	Tesla Inc

At least one of the following other identifiers:

- CUSIP.

88160R101

- ISIN (if CUSIP is not available).

US88160R1014

- Ticker (if CUSIP and ISIN are not available).

TSLA

- Other identifier (if CUSIP, ISIN, and ticker are not available).	B616C79
If other identifier provided, indicate the type of identifier used.	SEDOL

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100
v. Exercise price or rate.	850.000000000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2021-11-05
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	-469746.3900000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 597

Item C.1. Identification of investment.

a. Name of issuer (if any).	Tesla Inc
b. LEI (if any) of issuer. (1)	54930043XZGB27CTOV49
c. Title of the issue or description of the investment.	Tesla Inc
d. CUSIP (if any).	N/A

At least one of the following other identifiers:

- Ticker (if ISIN is not available).

TSLA22

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	250.0000000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1695000.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1525993533

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	The Options Clearing Corporation	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☒ Put ☐ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☐ Written ☒ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Tesla Inc
Title of issue.	Tesla Inc

At least one of the following other identifiers:

- CUSIP.

88160R101

- ISIN (if CUSIP is not available).

US88160R1014

- Ticker (if CUSIP and ISIN are not available).

TSLA

- Other identifier (if CUSIP, ISIN, and ticker are not available).	B616C79
If other identifier provided, indicate the type of identifier used.	SEDOL

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100
v. Exercise price or rate.	1000.000000000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-01-21
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	-565964.3700000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 598

Item C.1. Identification of investment.

a. Name of issuer (if any).	Performance Food Group Inc
b. LEI (if any) of issuer. (1)	549300OMUOGBYK0FFO76
c. Title of the issue or description of the investment.	PERFORMANCE FOOD GROUP I
d. CUSIP (if any).	71376LAE0

At least one of the following other identifiers:

- ISIN

US71376LAE02

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BNHT925
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	957000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	959794.4400000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0864094459

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-08-01

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.250
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 599

Item C.1. Identification of investment.

a. Name of issuer (if any).	PetSmart LLC
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	PETSMART INC
d. CUSIP (if any).	71677HAL9

At least one of the following other identifiers:

- ISIN

US71677HAL96

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	71677HAL9
Description of other unique identifier.	Internal ID

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1935150.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1940162.0400000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1746710752

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Loan
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2028-02-11

b. Coupon.

i. Coupon category. (13)	Floating
ii. Annualized rate.	4.500
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 600

Item C.1. Identification of investment.

a. Name of issuer (if any).	Picasso Finance Sub Inc
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	PICASSO FINANCE SUB INC
d. CUSIP (if any).	71953LAA9

At least one of the following other identifiers:

- ISIN

US71953LAA98

- Ticker (if ISIN is not available).

PCIS49

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BM8BF47
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	213000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	224674.5300000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0202272495

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2025-06-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	6.125
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 601

Item C.1. Identification of investment.

a. Name of issuer (if any).	Pioneer Natural Resources Co
b. LEI (if any) of issuer. (1)	FY8JBF7CCL2VE4F1B628
c. Title of the issue or description of the investment.	PIONEER NATURAL RESOURCE
d. CUSIP (if any).	723787AP2

At least one of the following other identifiers:

- ISIN

US723787AP23

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BKS9F58
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	7000000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	12428430.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	1.1189205783

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2025-05-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	0.250
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	PIONEER NATURAL RESOURCE	PIONEER NATURAL RESOURCE	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	723787107
	ISIN (if CUSIP is not available)	US7237871071
	Ticker (if CUSIP and ISIN are not available)	PXD
	Other identifier (if CUSIP, ISIN, and ticker are not available)	2690830 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	9.1098000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 602

Item C.1. Identification of investment.

a. Name of issuer (if any).	DCP Midstream Operating LP
b. LEI (if any) of issuer. (1)	549300Y6CTBSE0QIPL28
c. Title of the issue or description of the investment.	DCP MIDSTREAM OPERATING
d. CUSIP (if any).	23311RAH9

At least one of the following other identifiers:

- ISIN

US23311RAH93

- Ticker (if ISIN is not available).

DCP400

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	B9WGBC7
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1490000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1417273.1000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1275958457

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2043-05-21

b. Coupon.

i. Coupon category. (13)	Variable
ii. Annualized rate.	5.850
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 603

Item C.1. Identification of investment.

a. Name of issuer (if any).	DT Midstream Inc
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	DT MIDSTREAM INC
d. CUSIP (if any).	23345MAA5

At least one of the following other identifiers:

- ISIN

US23345MAA53

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BLN9LF2
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	502000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	506377.4400000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0455887138

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2029-06-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	4.125
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 604

Item C.1. Identification of investment.

a. Name of issuer (if any).	Plains All American Pipeline LP
b. LEI (if any) of issuer. (1)	5521FA2ITF25TVH63740
c. Title of the issue or description of the investment.	PLAINS ALL AMERICAN PIPE
d. CUSIP (if any).	726503AE5

At least one of the following other identifiers:

- ISIN

US726503AE55

- Ticker (if ISIN is not available).

PAA455

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BF22XZ4
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	960000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	871862.4000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0784930020

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-preferred
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2099-12-31

b. Coupon.

i. Coupon category. (13)	Variable
ii. Annualized rate.	6.125
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 605

Item C.1. Identification of investment.

a. Name of issuer (if any).	Altice USA Inc
b. LEI (if any) of issuer. (1)	54930064K3612MGCER95
c. Title of the issue or description of the investment.	Altice USA Inc
d. CUSIP (if any).	N/A

At least one of the following other identifiers:

- Ticker (if ISIN is not available).

ATUS22

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-88.0000000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-10780.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.0009705139

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	The Options Clearing Corporation	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☒ Put ☐ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Altice USA Inc
Title of issue.	Altice USA Inc

At least one of the following other identifiers:

- CUSIP.

02156K103

- ISIN (if CUSIP is not available).

US02156K1034

- Ticker (if CUSIP and ISIN are not available).

ATUS

- Other identifier (if CUSIP, ISIN, and ticker are not available).	BDRY7P9
If other identifier provided, indicate the type of identifier used.	SEDOL

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100
v. Exercise price or rate.	15.000000000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-01-21
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	-1295.6200000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 606

Item C.1. Identification of investment.

a. Name of issuer (if any).	Air Canada
b. LEI (if any) of issuer. (1)	4B4HI3CGXMBDC0G6BM51
c. Title of the issue or description of the investment.	AIR CANADA
d. CUSIP (if any).	C0102MAP0

At least one of the following other identifiers:

- ISIN

XAC0102MAP05

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	615000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	622303.1300000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0560254013

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Loan
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	CANADA (FEDERAL LEVEL)
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2028-08-11

b. Coupon.

i. Coupon category. (13)	Floating
ii. Annualized rate.	4.250
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 607

Item C.1. Identification of investment.

a. Name of issuer (if any).	Weatherford International PLC
b. LEI (if any) of issuer. (1)	529900LPBDSCQDJKHQ39
c. Title of the issue or description of the investment.	WEATHERFORD INTERNATIONAL PL
d. CUSIP (if any).	G48833118

At least one of the following other identifiers:

- ISIN

IE00BLNN3691

- Ticker (if ISIN is not available).

WFRD

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BLNN369
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	15224.0000000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	442409.4400000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0398297312

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 608

Item C.1. Identification of investment.

a. Name of issuer (if any).	Jazz Financing Lux Sarl
b. LEI (if any) of issuer. (1)	635400WUEO2NSG5OIU34
c. Title of the issue or description of the investment.	JAZZ FINANCING LUX SARL
d. CUSIP (if any).	G5080AAF9

At least one of the following other identifiers:

- ISIN

XAG5080AAF93

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1995000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	2000236.8800000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1800795600

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Loan
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	LUXEMBOURG
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2028-05-05

b. Coupon.

i. Coupon category. (13)	Floating
ii. Annualized rate.	4.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 609

Item C.1. Identification of investment.

a. Name of issuer (if any).	Mcdermott International Ltd
b. LEI (if any) of issuer. (1)	54930004RAXI4B3L4752
c. Title of the issue or description of the investment.	MCDERMOTT INTERNATIONAL LTD
d. CUSIP (if any).	G5924V114

At least one of the following other identifiers:

- ISIN

BMG5924V1147

- Ticker (if ISIN is not available).

MCDTF

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BLCX2X0
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	42965.0000000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	4.3000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0000003871

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Warrant

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	MCDERMOTT INTERNATIONAL LTD	54930004RAXI4B3L4752

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☐ Written ☒ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	MCDERMOTT INTERNATIONAL LTD
Title of issue.	MCDERMOTT INTERNATIONAL LTD

At least one of the following other identifiers:

- CUSIP.

G5924V114

- Ticker (if CUSIP and ISIN are not available).

N/A

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	42965
v. Exercise price or rate.	0.000000000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2027-06-30
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	-8699.6200000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 610

Item C.1. Identification of investment.

a. Name of issuer (if any).	Mcdermott International Ltd
b. LEI (if any) of issuer. (1)	54930004RAXI4B3L4752
c. Title of the issue or description of the investment.	MCDERMOTT INTERNATIONAL LTD
d. CUSIP (if any).	G5924V122

At least one of the following other identifiers:

- ISIN

BMG5924V1220

- Ticker (if ISIN is not available).

MCDBF

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BLCX2Y1
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	47739.0000000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	4.7700000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0000004294

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Warrant

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	MCDERMOTT INTERNATIONAL LTD	54930004RAXI4B3L4752

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☐ Written ☒ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	MCDERMOTT INTERNATIONAL LTD
Title of issue.	MCDERMOTT INTERNATIONAL LTD

At least one of the following other identifiers:

- CUSIP.

G5924V122

- Ticker (if CUSIP and ISIN are not available).

N/A

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	47739
v. Exercise price or rate.	0.000000000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2027-06-30
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	-9667.0500000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 611

Item C.1. Identification of investment.

a. Name of issuer (if any).	DaVita Inc
b. LEI (if any) of issuer. (1)	M2XHYMU3TZNEZURC6H66
c. Title of the issue or description of the investment.	DAVITA INC
d. CUSIP (if any).	23918KAT5

At least one of the following other identifiers:

- ISIN

US23918KAT51

- Ticker (if ISIN is not available).

DVA502

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMFBJQ0
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1139000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1080455.4000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0972724456

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2031-02-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	3.750
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 612

Item C.1. Identification of investment.

a. Name of issuer (if any).	Dell International LLC / EMC Corp
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	DELL INT LLC / EMC CORP
d. CUSIP (if any).	24703TAC0

At least one of the following other identifiers:

- ISIN

US24703TAC09

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BL97D09
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	425000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	489689.2500000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0440862908

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2025-07-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.850
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 613

Item C.1. Identification of investment.

a. Name of issuer (if any).	Aptiv PLC
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	APTIV PLC
d. CUSIP (if any).	G6095L117

At least one of the following other identifiers:

- ISIN

JE00BMHMX696

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMHMX69
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	78610.0000000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	15187452.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	1.3673128926

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-preferred
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	IRELAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2023-06-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.500
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 614

Item C.1. Identification of investment.

a. Name of issuer (if any).	Camelot Finance SA
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	CAMELOT FINANCE SA
d. CUSIP (if any).	L2000AAC4

At least one of the following other identifiers:

- ISIN

XAL2000AAC44

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1179000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1174136.6300000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1057064840

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Loan
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	LUXEMBOURG
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-10-30

b. Coupon.

i. Coupon category. (13)	Floating
ii. Annualized rate.	3.088
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 615

Item C.1. Identification of investment.

a. Name of issuer (if any).	Camelot US Acquisition LLC
b. LEI (if any) of issuer. (1)	549300U6VBJHQP2SFL81
c. Title of the issue or description of the investment.	CAMELOT US ACQUISITION LLC
d. CUSIP (if any).	L2000AAD2

At least one of the following other identifiers:

- ISIN

XAL2000AAD27

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	635200.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	637185.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0573652029

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Loan
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-10-30

b. Coupon.

i. Coupon category. (13)	Floating
ii. Annualized rate.	4.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 616

Item C.1. Identification of investment.

a. Name of issuer (if any).	ICON Luxembourg Sarl
b. LEI (if any) of issuer. (1)	635400PUWMHSPI2DDA35
c. Title of the issue or description of the investment.	ICON LUXEMBOURG SARL
d. CUSIP (if any).	L5000DAC1

At least one of the following other identifiers:

- ISIN

XAL5000DAC10

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	826491.5800000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	827524.6900000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0745013171

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Loan
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	LUXEMBOURG
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2028-07-03

b. Coupon.

i. Coupon category. (13)	Floating
ii. Annualized rate.	3.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 617

Item C.1. Identification of investment.

a. Name of issuer (if any).	Dell International LLC / EMC Corp
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	DELL INT LLC / EMC CORP
d. CUSIP (if any).	24703TAD8

At least one of the following other identifiers:

- ISIN

US24703TAD81

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1155000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1361248.3500000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1225519869

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-06-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	6.020
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 618

Item C.1. Identification of investment.

a. Name of issuer (if any).	Delta Air Lines Inc
b. LEI (if any) of issuer. (1)	Q2CCMS6R0AS67HJMBN42
c. Title of the issue or description of the investment.	DELTA AIR LINES INC
d. CUSIP (if any).	247361ZP6

At least one of the following other identifiers:

- ISIN

US247361ZP69

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BFZP598
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	236000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	244680.0800000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0220283315

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2023-04-19

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	3.800
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 619

Item C.1. Identification of investment.

a. Name of issuer (if any).	PRA Health Sciences Inc
b. LEI (if any) of issuer. (1)	549300R1HR1VWWHIAK47
c. Title of the issue or description of the investment.	PRA HEALTH SCIENCES INC
d. CUSIP (if any).	L5000DAD9

At least one of the following other identifiers:

- ISIN

XAL5000DAD92

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	205920.9000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	206178.3000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0185620503

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Loan
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2028-07-03

b. Coupon.

i. Coupon category. (13)	Floating
ii. Annualized rate.	3.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 620

Item C.1. Identification of investment.

a. Name of issuer (if any).	Intelsat Jackson Holdings SA
b. LEI (if any) of issuer. (1)	8XJ8KF85PBKK1TLMFN29
c. Title of the issue or description of the investment.	INTELSAT JACKSON HLDG
d. CUSIP (if any).	L5137LAG0

At least one of the following other identifiers:

- ISIN

XAL5137LAG04

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1775000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	1800205.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.1620708665

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Loan
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	LUXEMBOURG
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2024-01-02

b. Coupon.

i. Coupon category. (13)	Floating
ii. Annualized rate.	5.500
c. Currently in default?	☒ Yes ☐ No
d. Are there any interest payments in arrears? (14)	☒ Yes ☐ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 621

Item C.1. Identification of investment.

a. Name of issuer (if any).	Delta Air Lines Inc
b. LEI (if any) of issuer. (1)	Q2CCMS6R0AS67HJMBN42
c. Title of the issue or description of the investment.	DELTA AIR LINES INC
d. CUSIP (if any).	247361ZZ4

At least one of the following other identifiers:

- ISIN

US247361ZZ42

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BMVT184
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	239000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	281159.6000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0253125505

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-01-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	7.375
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 622

Item C.1. Identification of investment.

a. Name of issuer (if any).	Diamond Foreign Asset Co / Diamond Finance LLC
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	DIAMOND FRGN/DIAMOND FIN
d. CUSIP (if any).	25260WAC5

At least one of the following other identifiers:

- ISIN

US25260WAC55

- Ticker (if ISIN is not available).

L51799

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BL6KB52
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	12570.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	12666.9100000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0011403907

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	CAYMAN ISLANDS
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2027-04-22

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	9.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☒ Yes ☐ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 623

Item C.1. Identification of investment.

a. Name of issuer (if any).	Diamond Sports Group LLC / Diamond Sports Finance Co
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	DIAMOND SPORTS GR/DIAMON
d. CUSIP (if any).	25277LAA4

At least one of the following other identifiers:

- ISIN

US25277LAA44

- Ticker (if ISIN is not available).

DSGR48

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BKKGCH8
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	540000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	306039.6000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0275524749

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-08-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.375
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 624

Item C.1. Identification of investment.

a. Name of issuer (if any).	Diamond Sports Group LLC / Diamond Sports Finance Co
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	DIAMOND SPORTS GR/DIAMON
d. CUSIP (if any).	25277LAC0

At least one of the following other identifiers:

- ISIN

US25277LAC00

- Ticker (if ISIN is not available).

DSGR48

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BKKGCN4
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	750000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	225397.5000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0202923379

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2027-08-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	6.625
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 625

Item C.1. Identification of investment.

a. Name of issuer (if any).	Intelsat Jackson Holdings SA
b. LEI (if any) of issuer. (1)	8XJ8KF85PBKK1TLMFN29
c. Title of the issue or description of the investment.	INTELSAT JACKSON HLDG
d. CUSIP (if any).	L5137LAH8

At least one of the following other identifiers:

- ISIN

XAL5137LAH86

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	2297500.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	2331548.9500000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.2099072931

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Loan
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	LUXEMBOURG
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2024-01-02

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	6.625
c. Currently in default?	☒ Yes ☐ No
d. Are there any interest payments in arrears? (14)	☒ Yes ☐ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 626

Item C.1. Identification of investment.

a. Name of issuer (if any).	Mallinckrodt International Finance SA
b. LEI (if any) of issuer. (1)	549300MQQ92LN1A0B514
c. Title of the issue or description of the investment.	MALLINCKRODT INTERNATIONAL
d. CUSIP (if any).	L6232UAF4

At least one of the following other identifiers:

- ISIN

XAL6232UAF48

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	1033345.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	964813.5600000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0868613129

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Loan
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	LUXEMBOURG
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2024-09-24

b. Coupon.

i. Coupon category. (13)	Floating
ii. Annualized rate.	3.500
c. Currently in default?	☒ Yes ☐ No
d. Are there any interest payments in arrears? (14)	☒ Yes ☐ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 627

Item C.1. Identification of investment.

a. Name of issuer (if any).	Dick's Sporting Goods Inc
b. LEI (if any) of issuer. (1)	529900SSBV5I4LWSK313
c. Title of the issue or description of the investment.	DICK'S SPORTING GOODS
d. CUSIP (if any).	253393AD4

At least one of the following other identifiers:

- ISIN

US253393AD47

- Ticker (if ISIN is not available).

DKS517

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BM9CH76
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	2500000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	9516425.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.8567553395

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2025-04-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	3.250
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	DICK'S SPORTING GOODS	DICK'S SPORTING GOODS	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	253393102
	ISIN (if CUSIP is not available)	US2533931026
	Ticker (if CUSIP and ISIN are not available)	DKS
	Other identifier (if CUSIP, ISIN, and ticker are not available)	2969637 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	30.3858000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 628

Item C.1. Identification of investment.

a. Name of issuer (if any).	Directv Financing LLC
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	DIRECTV FINANCING LLC
d. CUSIP (if any).	25460HAB8

At least one of the following other identifiers:

- ISIN

US25460HAB87

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	2700000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	2705062.5000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.2435343882

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Loan
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2027-07-22

b. Coupon.

i. Coupon category. (13)	Floating
ii. Annualized rate.	5.750
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 629

Item C.1. Identification of investment.

a. Name of issuer (if any).	DIRECTV Holdings LLC / DIRECTV Financing Co Inc
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	DIRECTV HOLDINGS/FING
d. CUSIP (if any).	25461LAA0

At least one of the following other identifiers:

- ISIN

US25461LAA08

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BN765Z1
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	120000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	124628.4000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.0112201848

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2027-08-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	5.875
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☐ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
—	—	—	—

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
—	—	—

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 630

Item C.1. Identification of investment.

a. Name of issuer (if any).	DISH Network Corp
b. LEI (if any) of issuer. (1)	529900U350CWHH15G169
c. Title of the issue or description of the investment.	DISH NETWORK CORP
d. CUSIP (if any).	25470MAB5

At least one of the following other identifiers:

- ISIN

US25470MAB54

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BF953F6
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	5750000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	5869025.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.5283831382

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2026-08-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	3.375
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	DISH NETWORK CORP	DISH NETWORK CORP	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	25470M109
	ISIN (if CUSIP is not available)	US25470M1099
	Ticker (if CUSIP and ISIN are not available)	DISH
	Other identifier (if CUSIP, ISIN, and ticker are not available)	2303581 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	15.3429000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 631

Item C.1. Identification of investment.

a. Name of issuer (if any).	DISH Network Corp
b. LEI (if any) of issuer. (1)	529900U350CWHH15G169
c. Title of the issue or description of the investment.	DISH NETWORK CORP
d. CUSIP (if any).	25470MAE9

At least one of the following other identifiers:

- ISIN

US25470MAE93

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BN6HKK5
Description of other unique identifier.	SEDOL

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	5250000.0000000000
b. Units	Principal amount
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	6030255.0000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.5428985328

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Debt
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☒ Yes ☐ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

For debt securities, also provide:

a. Maturity date.

2025-12-15

b. Coupon.

i. Coupon category. (13)	Fixed
ii. Annualized rate.	0.000
c. Currently in default?	☐ Yes ☒ No
d. Are there any interest payments in arrears? (14)	☐ Yes ☒ No
e. Is any portion of the interest paid in kind? (15)	☐ Yes ☒ No

f. For convertible securities, also provide:

i. Mandatory convertible?	☐ Yes ☐ No
ii. Contingent convertible?	☒ Yes ☐ No

iii. Description of the reference instrument. (16)

Reference Instrument Record	Name of issuer	Title of issue	Currency in which denominated
#1	DISH NETWORK CORP	DISH NETWORK CORP	United States Dollar
	At least one of the following other identifiers:
	Identifier type	Identifier value
	CUSIP	25470M109
	ISIN (if CUSIP is not available)	US25470M1099
	Ticker (if CUSIP and ISIN are not available)	DISH
	Other identifier (if CUSIP, ISIN, and ticker are not available)	2303581 Description: SEDOL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record	Conversion ratio per 1000 units	ISO Currency Code
#1	24.4123000000	United States Dollar

v. Delta (if applicable).

XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

NPORT-P: Part E: Explanatory Notes (if any)

The Fund may provide any information it believes would be helpful in understanding the information reported in response to any Item of this Form. The Fund may also explain any assumptions that it made in responding to any Item of this Form. To the extent responses relate to a particular Item, provide the Item number(s), as applicable.

Explanatory Note Record	Note Item	Explanatory Notes
#1	C.12.a	The Fund has a leverage facility that allows the lender to act as securities lending agent on the Fund's behalf. Under this facility the lender accepts only cash collateral for securities loaned on the Fund's behalf and the collateral remains with the lender to reduce the Fund's borrowing cost. A more detailed description of the Fund's leverage facility is in the Notes to Financial Statements contained in the Fund's most recent annual report. As of October 31, 2021 the cash collateral for securities lent held at the lender is $256,554,236.

NPORT-P: Additional notes

Identifier	Note
(1)	LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
(2)	Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
(3)	Currency. Indicate the currency in which the investment is denominated.
(4)	Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
(5)	Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item [C/D].11.
(6)	Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other” provide a brief description.
(7)	Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other” provide a brief description.
(8)	Report the ISO country code that corresponds to the country where the issuer is organized.
(9)	If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.
(10)	Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]: Highly Liquid Investments, Moderately Liquid Investments, Less Liquid Investments, Illiquid Investments. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
(11)	Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
(12)	Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7 (ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
(13)	Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).
(14)	Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N]
(15)	Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind.
(16)	Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
(17)	Conversion ratio per US$1000 notional, or, if bond currency is not in U.S. dollars, per 1000 units of the relevant currency, indicating the relevant currency. If there is more than one conversion ratio, provide each conversion ratio.
(18)	Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral.
(19)	If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated.
(20)	Category of investments that most closely represents the collateral, selected from among the following (asset-backed securities; agency collateralized mortgage obligations; agency debentures and agency strips; agency mortgage-backed securities; private label collateralized mortgage obligations; corporate debt securities; equities; money market; U.S. Treasuries (including strips); other instrument). If "other instrument", include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt
(21)	Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other).
(22)	In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
(23)	Description and terms of payments necessary for a user of financial information to understand the terms of payments to be paid and received, including, as applicable, description of the reference instrument, obligation, or index, financing rate, floating coupon rate, fixed coupon rate, and payment frequency.
(24)	Depreciation shall be reported as a negative number.
(25)	If the reference instrument is a derivative, indicate the category of derivative from among the categories listed in sub-Item C.11.a. and provide all information required to be reported on this Form for that category.
(26)	If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used. If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%, but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i) 50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or custom basket. An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
(27)	If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
(28)	If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).

NPORT-P: Signatures

The Registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized.

Registrant:	Calamos Convertible Opportunities & Income Fund
By (Signature):	Stephen Atkins
Name:	Stephen Atkins
Title:	Treasurer
Date:

Confidential	☐
Filer CIK	0001171471
Filer CCC	********
Filer Investment Company Type
Is this a LIVE or TEST Filing?	☐ LIVE ☐ TEST
Would you like a Return Copy?	☐
Is this an electronic copy of an official filing submitted in paper format?	☐

Notify via Filing Website only?	☐
Notification E-mail Address
Series ID

Name
Phone
E-Mail Address

Monthly Portfolio Investments Report on Form N-port (public) (nport-p)

NPORT-P: Filer Information

Submission Contact Information

Notification Information

NPORT-P: Part A: General Information

Item A.1. Information about the Registrant.

Item A.2. Information about the Series.

Item A.3. Reporting period.

Item A.4. Final filing

NPORT-P: Part B: Information About the Fund

Item B.1. Assets and liabilities. Report amounts in U.S. dollars.

Item B.2. Certain assets and liabilities. Report amounts in U.S. dollars.

Item B.3. Portfolio level risk metrics.

Item B.4. Securities lending.

Item B.5. Return information.

Item B.6. Flow information.

Item B.7. Highly Liquid Investment Minimum information.

Item B.8. Derivatives Transactions.

Item B.9. Derivatives Exposure for limited derivatives users.

Item B.10. VaR information.

NPORT-P: Part C: Schedule of Portfolio Investments

Item C.1. Identification of investment.

Item C.2. Amount of each investment.

Item C.3. Payoff profile.

Item C.4. Asset and issuer type.

Item C.5. Country of investment or issuer.

Item C.6. Is the investment a Restricted Security?

Item C.7. Liquidity classification information.

Item C.8. Fair value level.

Item C.9. Debt securities.

Item C.10. Repurchase and reverse repurchase agreements.

Item C.11. Derivatives.

Item C.12. Securities lending.

Item C.1. Identification of investment.

Item C.2. Amount of each investment.

Item C.3. Payoff profile.

Item C.4. Asset and issuer type.

Item C.5. Country of investment or issuer.

Item C.6. Is the investment a Restricted Security?

Item C.7. Liquidity classification information.

Item C.8. Fair value level.

Item C.9. Debt securities.

Item C.10. Repurchase and reverse repurchase agreements.

Item C.11. Derivatives.

Item C.12. Securities lending.

Item C.1. Identification of investment.

Item C.2. Amount of each investment.

Item C.3. Payoff profile.

Item C.4. Asset and issuer type.

Item C.5. Country of investment or issuer.

Item C.6. Is the investment a Restricted Security?

Item C.7. Liquidity classification information.

Item C.8. Fair value level.

Item C.9. Debt securities.

Item C.10. Repurchase and reverse repurchase agreements.

Item C.11. Derivatives.

Item C.12. Securities lending.

Item C.1. Identification of investment.

Item C.2. Amount of each investment.

Item C.3. Payoff profile.

Item C.4. Asset and issuer type.

Item C.5. Country of investment or issuer.

Item C.6. Is the investment a Restricted Security?

Item C.7. Liquidity classification information.

Item C.8. Fair value level.

Item C.9. Debt securities.

Item C.10. Repurchase and reverse repurchase agreements.

Item C.11. Derivatives.

Item C.12. Securities lending.

Item C.1. Identification of investment.

Item C.2. Amount of each investment.

Item C.3. Payoff profile.

Item C.4. Asset and issuer type.

Item C.5. Country of investment or issuer.

Item C.6. Is the investment a Restricted Security?

Item C.7. Liquidity classification information.

Item C.8. Fair value level.

Item C.9. Debt securities.

Item C.10. Repurchase and reverse repurchase agreements.

Item C.11. Derivatives.