The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, DC 20549

FORM NPORT-P
Monthly Portfolio Investments Report

NPORT-P: Filer Information

Confidential
Filer CIK
0000099614
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?

Submission Contact Information

Name
Phone
E-Mail Address

Notification Information

Notify via Filing Website only?
Notification E-mail Address
Series ID
Class (Contract) ID

NPORT-P: Part A: General Information

Item A.1. Information about the Registrant.

a. Name of Registrant
Tri-Continental Corporation
b. Investment Company Act file number for Registrant: (e.g., 811-______)
811-00266
c. CIK number of Registrant
0000099614
d. LEI of Registrant
6QVMFZKY1QSOOIHD7Y77
e. Address and telephone number of Registrant:
i. Street Address 1
290 Congress Street
ii. Street Address 2
iii. City
Boston
iv. State, if applicable
v. Foreign country, if applicable
vi. Zip / Postal Code
02110
vii. Telephone number
800-345-6611

Item A.2. Information about the Series.

a. Name of Series.
Tri-Continental Corporation
b. EDGAR series identifier (if any).
c. LEI of Series.
6QVMFZKY1QSOOIHD7Y77

Item A.3. Reporting period.

a. Date of fiscal year-end.
2022-12-31
b. Date as of which information is reported.
2022-06-30

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.
1666643216.700000000000
b. Total liabilities.
47847782.450000000000
c. Net assets.
1618795434.250000000000

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.
0.000000000000
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.
37637000.000000000000
f. Cash and cash equivalents not reported in Parts C and D.
0.000000000000

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)
9.919764000000 242.983663000000 801.446131000000 339.014349000000 54.381892000000
Interest Rate Risk (DV100)
991.976400000000 24298.366300000000 80144.613100000000 33901.434900000000 5438.189200000000

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 0.000000000000 0.000000000000 0.000000000000 150.110800000000 0.000000000000
Non-Investment grade 0.000000000000 16567.216400000000 87552.835000000000 31186.636200000000 10399.596100000000

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

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
Month 1 Month 2 Month 3
#1 -5.690000 0.420000 -8.410000

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
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 38587.32 -1133334.00 -427366.98 733476.21 -563943.01 -605345.60
Forward
Future 38587.32 -1097068.74 -427366.98 598210.00 -563943.01 -453527.20
Option
Swaption
Swap
Warrant N/A -36265.26 N/A 135266.21 N/A -151818.40
Other
Foreign Exchange Contracts
Interest Rate Contracts
Other Contracts -0.10 N/A 0.17 N/A -17.62 N/A
Forward
Future -0.10 N/A 0.17 N/A -17.62 N/A
Option
Swaption
Swap
Warrant
Other

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 9589448.69 -121612807.95
Month 2 8991571.50 -9808704.68
Month 3 5674557.43 -163029675.10

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 Total net asset value of shares redeemed or repurchased, including exchanges
Month 1 171940.33 0.00 6791742.18
Month 2 70569.51 962.80 6715454.02
Month 3 127287.76 20522421.87 4901104.65

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).
AGCO CORPORATION
b. LEI (if any) of issuer. (1)
LYOM0B2GCF1JWXK5ZG04
c. Title of the issue or description of the investment.
AGCO Corp
d. CUSIP (if any).
001084102
At least one of the following other identifiers:
- ISIN
US0010841023
- Ticker (if ISIN is not available).
AGCO
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
001084102
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
40000.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
3948000.000000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.2438850467

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: 2

Item C.1. Identification of investment.

a. Name of issuer (if any).
AMG Capital II
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
AMG Capital Trust II
d. CUSIP (if any).
00170F209
At least one of the following other identifiers:
- ISIN
US00170F2092
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
00170F209
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
80000.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
3821600.000000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.2360767716

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.

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: 3

Item C.1. Identification of investment.

a. Name of issuer (if any).
ARD FINANCE SA
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
ARD FINANCE SA PIK
d. CUSIP (if any).
00191AAD8
At least one of the following other identifiers:
- ISIN
US00191AAD81
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
00191AAD8
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
5832350.000000000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
4332732.840000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.2676516593

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer 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.
6.500000000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

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

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

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 4

Item C.1. Identification of investment.

a. Name of issuer (if any).
AT&T INC
b. LEI (if any) of issuer. (1)
549300Z40J86GGSTL398
c. Title of the issue or description of the investment.
AT&T Inc
d. CUSIP (if any).
00206R102
At least one of the following other identifiers:
- ISIN
US00206R1023
- Ticker (if ISIN is not available).
T
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
00206R102
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
465000.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
9746400.000000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.6020773097

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: 5

Item C.1. Identification of investment.

a. Name of issuer (if any).
ABBOTT LABORATORIES
b. LEI (if any) of issuer. (1)
HQD377W2YR662HK5JX27
c. Title of the issue or description of the investment.
Abbott Laboratories
d. CUSIP (if any).
002824100
At least one of the following other identifiers:
- ISIN
US0028241000
- Ticker (if ISIN is not available).
ABT
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
002824100
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
116851.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
12695861.150000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.7842782900

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: 6

Item C.1. Identification of investment.

a. Name of issuer (if any).
ABBVIE INC
b. LEI (if any) of issuer. (1)
FR5LCKFTG8054YNNRU85
c. Title of the issue or description of the investment.
AbbVie Inc
d. CUSIP (if any).
00287Y109
At least one of the following other identifiers:
- ISIN
US00287Y1091
- Ticker (if ISIN is not available).
ABBV
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
00287Y109
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
110435.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
16914224.600000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.0448648570

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: 7

Item C.1. Identification of investment.

a. Name of issuer (if any).
ONEMAIN HOLDINGS INC
b. LEI (if any) of issuer. (1)
549300E3VEW8SMS5XW09
c. Title of the issue or description of the investment.
OneMain Holdings Inc
d. CUSIP (if any).
68268W103
At least one of the following other identifiers:
- ISIN
US68268W1036
- Ticker (if ISIN is not available).
OMF
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
68268W103
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
100000.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
3738000.000000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.2309124378

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: 8

Item C.1. Identification of investment.

a. Name of issuer (if any).
1LIFE HEALTHCARE INC
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
1LIFE HEALTHCARE INC
d. CUSIP (if any).
68269GAB3
At least one of the following other identifiers:
- ISIN
US68269GAB32
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
68269GAB3
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
5500000.000000000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
4512750.000000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.2787720983

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level 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.
3.000000000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. 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 1LIFE HEALTHCARE INC 1Life Healthcare Inc United States Dollar
At least one of the following other identifiers:
Identifier type Identifier value
CUSIP 68269G107
ISIN (if CUSIP is not available) US68269G1076
Ticker (if CUSIP and ISIN are not available) ONEM
Other identifier (if CUSIP, ISIN, and ticker are not available) 68269G107
Description: Internal Id

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

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code
#1 22.505200000000 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: 9

Item C.1. Identification of investment.

a. Name of issuer (if any).
ACADEMY LTD
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
ACADEMY LTD
d. CUSIP (if any).
00401YAA8
At least one of the following other identifiers:
- ISIN
US00401YAA82
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
00401YAA8
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
4667000.000000000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
4262494.780000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.2633127503

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level 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.
6.000000000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

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

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

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 10

Item C.1. Identification of investment.

a. Name of issuer (if any).
ADOBE INC
b. LEI (if any) of issuer. (1)
FU4LY2G4933NH2E1CP29
c. Title of the issue or description of the investment.
Adobe Inc
d. CUSIP (if any).
00724F101
At least one of the following other identifiers:
- ISIN
US00724F1012
- Ticker (if ISIN is not available).
ADBE
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
00724F101
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
35116.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
12854562.960000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.7940819876

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: 11

Item C.1. Identification of investment.

a. Name of issuer (if any).
AMRYT PHARMACEUTICALS INC
b. LEI (if any) of issuer. (1)
549300PFYFSCKFOY5J36
c. Title of the issue or description of the investment.
AEGERION PHARMACEUTICALS INC
d. CUSIP (if any).
00767EAC6
At least one of the following other identifiers:
- ISIN
US00767EAC66
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
00767EAC6
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1687570.000000000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
1710858.470000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.1056871322

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level 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.
5.000000000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. 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 AMRYT PHARMA PLC AMRYT PHARMA PLC United Kingdom Pound
At least one of the following other identifiers:
Identifier type Identifier value
CUSIP 000000000
ISIN (if CUSIP is not available) GB00BKLTQ412
Ticker (if CUSIP and ISIN are not available) AMYT LN
Other identifier (if CUSIP, ISIN, and ticker are not available) BKLTQ41
Description: Internal Id

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

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code
#1 386.750000000000 United Kingdom Pound

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: 12

Item C.1. Identification of investment.

a. Name of issuer (if any).
AERIE PHARMACEUTICALS INC
b. LEI (if any) of issuer. (1)
529900SFXHDHUO324R09
c. Title of the issue or description of the investment.
AERIE PHARMACEUTICALS INC
d. CUSIP (if any).
00771VAB4
At least one of the following other identifiers:
- ISIN
US00771VAB45
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
00771VAB4
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
6000000.000000000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
5059975.440000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.3125765821

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level 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.
1.500000000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. 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 AERIE PHARMACEUTICALS INC Aerie Pharmaceuticals Inc United States Dollar
At least one of the following other identifiers:
Identifier type Identifier value
CUSIP 00771V108
ISIN (if CUSIP is not available) US00771V1089
Ticker (if CUSIP and ISIN are not available) AERI
Other identifier (if CUSIP, ISIN, and ticker are not available) 00771V108
Description: Internal Id

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

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code
#1 40.040000000000 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: 13

Item C.1. Identification of investment.

a. Name of issuer (if any).
ADVANCED MICRO DEVICES INC
b. LEI (if any) of issuer. (1)
R2I72C950HOYXII45366
c. Title of the issue or description of the investment.
Advanced Micro Devices Inc
d. CUSIP (if any).
007903107
At least one of the following other identifiers:
- ISIN
US0079031078
- Ticker (if ISIN is not available).
AMD
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
007903107
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
148495.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
11355412.650000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.7014729848

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: 14

Item C.1. Identification of investment.

a. Name of issuer (if any).
ALLSTATE CORP
b. LEI (if any) of issuer. (1)
OBT0W1ED8G0NWVOLOJ77
c. Title of the issue or description of the investment.
Allstate Corp/The
d. CUSIP (if any).
020002101
At least one of the following other identifiers:
- ISIN
US0200021014
- Ticker (if ISIN is not available).
ALL
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
020002101
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
28609.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
3625618.570000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.2239701505

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: 15

Item C.1. Identification of investment.

a. Name of issuer (if any).
ALPHABET INC
b. LEI (if any) of issuer. (1)
5493006MHB84DD0ZWV18
c. Title of the issue or description of the investment.
Alphabet Inc
d. CUSIP (if any).
02079K305
At least one of the following other identifiers:
- ISIN
US02079K3059
- Ticker (if ISIN is not available).
GOOGL
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
02079K305
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
19663.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
42850789.380000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
2.6470787150

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: 16

Item C.1. Identification of investment.

a. Name of issuer (if any).
ALTRIA GROUP INC
b. LEI (if any) of issuer. (1)
XSGZFLO9YTNO9VCQV219
c. Title of the issue or description of the investment.
Altria Group Inc
d. CUSIP (if any).
02209S103
At least one of the following other identifiers:
- ISIN
US02209S1033
- Ticker (if ISIN is not available).
MO
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
02209S103
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
263880.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
11022267.600000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.6808931732

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: 17

Item C.1. Identification of investment.

a. Name of issuer (if any).
AMAZON.COM INC
b. LEI (if any) of issuer. (1)
ZXTILKJKG63JELOEG630
c. Title of the issue or description of the investment.
Amazon.com Inc
d. CUSIP (if any).
023135106
At least one of the following other identifiers:
- ISIN
US0231351067
- Ticker (if ISIN is not available).
AMZN
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
023135106
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
121540.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
12908763.400000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.7974301834

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: 18

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 INC
d. CUSIP (if any).
02376RAF9
At least one of the following other identifiers:
- ISIN
US02376RAF91
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
02376RAF9
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
3700000.000000000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
3887517.850000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.2401488025

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level 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.
6.500000000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. 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 AMERICAN AIRLINES GROUP INC AMERICAN AIRLINES GROUP INC United States Dollar
At least one of the following other identifiers:
Identifier type Identifier value
CUSIP 02376R102
ISIN (if CUSIP is not available) US02376R1023
Ticker (if CUSIP and ISIN are not available) AAL
Other identifier (if CUSIP, ISIN, and ticker are not available) 02376R102
Description: Internal Id

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

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code
#1 61.728400000000 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: 19

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 FINANCE 1 LLC
d. CUSIP (if any).
68622TAB7
At least one of the following other identifiers:
- ISIN
US68622TAB70
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
68622TAB7
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
2936000.000000000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
2533913.330000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.1565307930

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level 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.
5.125000000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

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

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

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 20

Item C.1. Identification of investment.

a. Name of issuer (if any).
ORGANON & CO
b. LEI (if any) of issuer. (1)
549300AMCKY57OK2CO56
c. Title of the issue or description of the investment.
Organon & Co
d. CUSIP (if any).
68622V106
At least one of the following other identifiers:
- ISIN
US68622V1061
- Ticker (if ISIN is not available).
OGN
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
68622V106
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
137500.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
4640625.000000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.2866714905

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: 21

Item C.1. Identification of investment.

a. Name of issuer (if any).
AMERICAN ELECTRIC POWER COMPANY INC.
b. LEI (if any) of issuer. (1)
1B4S6S7G0TW5EE83BO58
c. Title of the issue or description of the investment.
American Electric Power Co Inc
d. CUSIP (if any).
025537101
At least one of the following other identifiers:
- ISIN
US0255371017
- Ticker (if ISIN is not available).
AEP
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
025537101
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
75734.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
7265919.960000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.4488473223

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: 22

Item C.1. Identification of investment.

a. Name of issuer (if any).
AMERICAN EAGLE OUTFITTERS INC
b. LEI (if any) of issuer. (1)
5299001Z9HXK01DHW793
c. Title of the issue or description of the investment.
American Eagle Outfitters Inc
d. CUSIP (if any).
02553E106
At least one of the following other identifiers:
- ISIN
US02553E1064
- Ticker (if ISIN is not available).
AEO
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
02553E106
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
285000.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
3186300.000000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.1968315411

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: 23

Item C.1. Identification of investment.

a. Name of issuer (if any).
AMGEN INC
b. LEI (if any) of issuer. (1)
62QBXGPJ34PQ72Z12S66
c. Title of the issue or description of the investment.
Amgen Inc
d. CUSIP (if any).
031162100
At least one of the following other identifiers:
- ISIN
US0311621009
- Ticker (if ISIN is not available).
AMGN
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
031162100
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
3213.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
781722.900000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.0482904068

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: 24

Item C.1. Identification of investment.

a. Name of issuer (if any).
AMRYT PHARMA PLC
b. LEI (if any) of issuer. (1)
213800YNUJEOJ84L4T95
c. Title of the issue or description of the investment.
Amryt Pharma PLC
d. CUSIP (if any).
03217L106
At least one of the following other identifiers:
- ISIN
US03217L1061
- Ticker (if ISIN is not available).
AMRYY
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
03217L106
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
65000.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
454350.000000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.0280671659

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 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.

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: 25

Item C.1. Identification of investment.

a. Name of issuer (if any).
APPLE INC
b. LEI (if any) of issuer. (1)
HWUPKR0MPOU8FGXBT394
c. Title of the issue or description of the investment.
Apple Inc
d. CUSIP (if any).
037833100
At least one of the following other identifiers:
- ISIN
US0378331005
- Ticker (if ISIN is not available).
AAPL
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
037833100
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
395126.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
54021626.720000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
3.3371496841

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: 26

Item C.1. Identification of investment.

a. Name of issuer (if any).
ARES CAPITAL CORPORATION
b. LEI (if any) of issuer. (1)
WEQ82666OJYSI5GUAB47
c. Title of the issue or description of the investment.
Ares Capital Corp
d. CUSIP (if any).
04010L103
At least one of the following other identifiers:
- ISIN
US04010L1035
- Ticker (if ISIN is not available).
ARCC
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
04010L103
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
500000.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
8965000.000000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.5538068499

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: 27

Item C.1. Identification of investment.

a. Name of issuer (if any).
ARRIVAL SA
b. LEI (if any) of issuer. (1)
549300IID9QLI5KRBG37
c. Title of the issue or description of the investment.
ARRIVAL SA
d. CUSIP (if any).
04271QAA4
At least one of the following other identifiers:
- ISIN
US04271QAA40
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
04271QAA4
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
8000000.000000000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
3162983.120000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.1953911565

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer 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.
2026-12-01
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
3.500000000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. 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 ARRIVAL SA ARRIVAL SA United States Dollar
At least one of the following other identifiers:
Identifier type Identifier value
CUSIP L0423Q108
ISIN (if CUSIP is not available) LU2314763264
Ticker (if CUSIP and ISIN are not available) ARVL
Other identifier (if CUSIP, ISIN, and ticker are not available) L0423Q108
Description: Internal Id

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

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code
#1 84.210500000000 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: 28

Item C.1. Identification of investment.

a. Name of issuer (if any).
AUTODESK INC
b. LEI (if any) of issuer. (1)
FRKKVKAIQEF3FCSTPG55
c. Title of the issue or description of the investment.
Autodesk Inc
d. CUSIP (if any).
052769106
At least one of the following other identifiers:
- ISIN
US0527691069
- Ticker (if ISIN is not available).
ADSK
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
052769106
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
21203.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
3646067.880000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.2252333929

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: 29

Item C.1. Identification of investment.

a. Name of issuer (if any).
AUTOZONE INC
b. LEI (if any) of issuer. (1)
GA3JGKJ41LJKXDN23E90
c. Title of the issue or description of the investment.
AutoZone Inc
d. CUSIP (if any).
053332102
At least one of the following other identifiers:
- ISIN
US0533321024
- Ticker (if ISIN is not available).
AZO
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
053332102
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
6154.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
13225684.480000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.8170077701

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: 30

Item C.1. Identification of investment.

a. Name of issuer (if any).
AVAYA INC.
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
AVAYA INC
d. CUSIP (if any).
053499AL3
At least one of the following other identifiers:
- ISIN
US053499AL36
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
053499AL3
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
5509000.000000000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
3593892.390000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.2220102870

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level 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.
6.125000000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

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

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

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 31

Item C.1. Identification of investment.

a. Name of issuer (if any).
BANK OF NEW YORK MELLON CORP/THE
b. LEI (if any) of issuer. (1)
WFLLPEPC7FZXENRZV188
c. Title of the issue or description of the investment.
Bank of New York Mellon Corp/The
d. CUSIP (if any).
064058100
At least one of the following other identifiers:
- ISIN
US0640581007
- Ticker (if ISIN is not available).
BK
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
064058100
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
74130.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
3091962.300000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.1910038931

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: 32

Item C.1. Identification of investment.

a. Name of issuer (if any).
BAUSCH HEALTH COMPANIES 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
071734AH0
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
2428000.000000000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
1293696.770000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.0799172485

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer 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.
2028-01-30
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
5.000000000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

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

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

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 33

Item C.1. Identification of investment.

a. Name of issuer (if any).
OTIS WORLDWIDE CORP
b. LEI (if any) of issuer. (1)
549300ZLBKR8VSU25153
c. Title of the issue or description of the investment.
Otis Worldwide Corp
d. CUSIP (if any).
68902V107
At least one of the following other identifiers:
- ISIN
US68902V1070
- Ticker (if ISIN is not available).
OTIS
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
68902V107
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
65377.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
4620192.590000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.2854092921

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: 34

Item C.1. Identification of investment.

a. Name of issuer (if any).
PECF USS INTERMEDIATE HOLDING III CORPORATION
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
UNITED SITE SERVICES
d. CUSIP (if any).
69291HAA3
At least one of the following other identifiers:
- ISIN
US69291HAA32
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
69291HAA3
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
5150000.000000000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
4081891.550000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.2521561072

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level 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.
8.000000000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

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

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

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 35

Item C.1. Identification of investment.

a. Name of issuer (if any).
PNC FINANCIAL SERVICES GROUP INC (THE)
b. LEI (if any) of issuer. (1)
CFGNEKW0P8842LEUIA51
c. Title of the issue or description of the investment.
PNC Financial Services Group Inc/The
d. CUSIP (if any).
693475105
At least one of the following other identifiers:
- ISIN
US6934751057
- Ticker (if ISIN is not available).
PNC
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
693475105
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
55000.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
8677350.000000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.5360374644

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: 36

Item C.1. Identification of investment.

a. Name of issuer (if any).
PENNYMAC CORP
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
PENNYMAC CORP
d. CUSIP (if any).
70932AAF0
At least one of the following other identifiers:
- ISIN
US70932AAF03
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
70932AAF0
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
11000000.000000000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
9584300.000000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.5920636911

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level 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.
5.500000000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. 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 PENNYMAC MORTGAGE INVESTMENT TRUST PennyMac Mortgage Investment Trust United States Dollar
At least one of the following other identifiers:
Identifier type Identifier value
CUSIP 70931T103
ISIN (if CUSIP is not available) US70931T1034
Ticker (if CUSIP and ISIN are not available) PMT
Other identifier (if CUSIP, ISIN, and ticker are not available) 70931T103
Description: Internal Id

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

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code
#1 46.106300000000 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: 37

Item C.1. Identification of investment.

a. Name of issuer (if any).
BAUSCH HEALTH COMPANIES 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).
071734AJ6
At least one of the following other identifiers:
- ISIN
US071734AJ60
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
071734AJ6
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
8528000.000000000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
4440032.840000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.2742800447

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer 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.
2030-01-30
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
5.250000000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

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

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

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 38

Item C.1. Identification of investment.

a. Name of issuer (if any).
BECTON DICKINSON AND COMPANY
b. LEI (if any) of issuer. (1)
ICE2EP6D98PQUILVRZ91
c. Title of the issue or description of the investment.
BECTON DICKINSON AND COMPANY
d. CUSIP (if any).
075887406
At least one of the following other identifiers:
- ISIN
US0758874061
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
075887406
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
140000.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
6959400.000000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.4299122578

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.

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: 39

Item C.1. Identification of investment.

a. Name of issuer (if any).
PFIZER INC
b. LEI (if any) of issuer. (1)
765LHXWGK1KXCLTFYQ30
c. Title of the issue or description of the investment.
Pfizer Inc
d. CUSIP (if any).
717081103
At least one of the following other identifiers:
- ISIN
US7170811035
- Ticker (if ISIN is not available).
PFE
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
717081103
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
610849.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
32026813.070000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.9784348530

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: 40

Item C.1. Identification of investment.

a. Name of issuer (if any).
PHILIP MORRIS INTERNATIONAL INC
b. LEI (if any) of issuer. (1)
HL3H1H2BGXWVG3BSWR90
c. Title of the issue or description of the investment.
Philip Morris International Inc
d. CUSIP (if any).
718172109
At least one of the following other identifiers:
- ISIN
US7181721090
- Ticker (if ISIN is not available).
PM
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
718172109
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
156738.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
15476310.120000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.9560386564

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: 41

Item C.1. Identification of investment.

a. Name of issuer (if any).
BEST BUY CO INC
b. LEI (if any) of issuer. (1)
HL5XPTVRV0O8TUN5LL90
c. Title of the issue or description of the investment.
Best Buy Co Inc
d. CUSIP (if any).
086516101
At least one of the following other identifiers:
- ISIN
US0865161014
- Ticker (if ISIN is not available).
BBY
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
086516101
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
50000.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
3259500.000000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.2013534219

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: 42

Item C.1. Identification of investment.

a. Name of issuer (if any).
BIOMARIN PHARMACEUTICAL INC.
b. LEI (if any) of issuer. (1)
NSLL8ITTRR0J5HEMR848
c. Title of the issue or description of the investment.
BioMarin Pharmaceutical Inc
d. CUSIP (if any).
09061G101
At least one of the following other identifiers:
- ISIN
US09061G1013
- Ticker (if ISIN is not available).
BMRN
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
09061G101
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
28090.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
2327818.300000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.1437994110

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: 43

Item C.1. Identification of investment.

a. Name of issuer (if any).
BLACKROCK INC
b. LEI (if any) of issuer. (1)
549300LRIF3NWCU26A80
c. Title of the issue or description of the investment.
BlackRock Inc
d. CUSIP (if any).
09247X101
At least one of the following other identifiers:
- ISIN
US09247X1019
- Ticker (if ISIN is not available).
BLK
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
09247X101
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
7000.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
4263280.000000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.2633612568

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: 44

Item C.1. Identification of investment.

a. Name of issuer (if any).
BLACKSTONE MORTGAGE TRUST INC
b. LEI (if any) of issuer. (1)
549300OLDJ20R2Y2UW20
c. Title of the issue or description of the investment.
Blackstone Mortgage Trust Inc
d. CUSIP (if any).
09257W100
At least one of the following other identifiers:
- ISIN
US09257W1009
- Ticker (if ISIN is not available).
BXMT
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
09257W100
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
235000.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
6502450.000000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.4016844786

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: 45

Item C.1. Identification of investment.

a. Name of issuer (if any).
BLACKSTONE GROUP INC
b. LEI (if any) of issuer. (1)
5299004LW4QWGZUB8Y96
c. Title of the issue or description of the investment.
Blackstone Inc
d. CUSIP (if any).
09260D107
At least one of the following other identifiers:
- ISIN
US09260D1072
- Ticker (if ISIN is not available).
BX
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
09260D107
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
45000.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
4105350.000000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.2536052371

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: 46

Item C.1. Identification of investment.

a. Name of issuer (if any).
BLACKSTONE SECURED LENDING FUND
b. LEI (if any) of issuer. (1)
549300KM7KWQHVBNH962
c. Title of the issue or description of the investment.
Blackstone Secured Lending Fund
d. CUSIP (if any).
09261X102
At least one of the following other identifiers:
- ISIN
US09261X1028
- Ticker (if ISIN is not available).
BXSL
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
09261X102
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
190000.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
4491600.000000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.2774655713

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: 47

Item C.1. Identification of investment.

a. Name of issuer (if any).
BOMBARDIER INC
b. LEI (if any) of issuer. (1)
W7L3VLU8EHQY34Z36697
c. Title of the issue or description of the investment.
BOMBARDIER INC
d. CUSIP (if any).
097751BV2
At least one of the following other identifiers:
- ISIN
US097751BV25
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
097751BV2
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
10000000.000000000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
8158396.000000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.5039794299

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer 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.
2026-06-15
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
7.125000000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

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

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

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 48

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 CORPORATION
d. CUSIP (if any).
101137206
At least one of the following other identifiers:
- ISIN
US1011372067
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
101137206
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
67500.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
6853950.000000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.4233981549

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.

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: 49

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).
10806XAD4
At least one of the following other identifiers:
- ISIN
US10806XAD49
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
10806XAD4
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
10000000.000000000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
4087000.000000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.2524716782

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level 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.
2.250000000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. 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 Euro Member Countries
At least one of the following other identifiers:
Identifier type Identifier value
CUSIP 000000000
ISIN (if CUSIP is not available) US10806X1028
Ticker (if CUSIP and ISIN are not available) 2CL TH
Other identifier (if CUSIP, ISIN, and ticker are not available) BKFVB82
Description: Internal Id

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

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code
#1 10.305000000000 Euro Member Countries

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: 50

Item C.1. Identification of investment.

a. Name of issuer (if any).
BRISTOL-MYERS SQUIBB CO
b. LEI (if any) of issuer. (1)
HLYYNH7UQUORYSJQCN42
c. Title of the issue or description of the investment.
Bristol-Myers Squibb Co
d. CUSIP (if any).
110122108
At least one of the following other identifiers:
- ISIN
US1101221083
- Ticker (if ISIN is not available).
BMY
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
110122108
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
378045.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
29109465.000000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.7982176367

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: 51

Item C.1. Identification of investment.

a. Name of issuer (if any).
PIONEER NAT RES CO
b. LEI (if any) of issuer. (1)
FY8JBF7CCL2VE4F1B628
c. Title of the issue or description of the investment.
Pioneer Natural Resources Co
d. CUSIP (if any).
723787107
At least one of the following other identifiers:
- ISIN
US7237871071
- Ticker (if ISIN is not available).
PXD
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
723787107
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
41500.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
9257820.000000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.5718956086

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: 52

Item C.1. Identification of investment.

a. Name of issuer (if any).
PROCTER & GAMBLE CO
b. LEI (if any) of issuer. (1)
2572IBTT8CCZW6AU4141
c. Title of the issue or description of the investment.
Procter & Gamble Co/The
d. CUSIP (if any).
742718109
At least one of the following other identifiers:
- ISIN
US7427181091
- Ticker (if ISIN is not available).
PG
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
742718109
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
111378.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
16015042.620000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.9893184946

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: 53

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).
11135F101
At least one of the following other identifiers:
- ISIN
US11135F1012
- Ticker (if ISIN is not available).
AVGO
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
11135F101
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
22500.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
10930725.000000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.6752381906

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: 54

Item C.1. Identification of investment.

a. Name of issuer (if any).
BWAY HOLDING CO
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
BWAY HOLDING CO
d. CUSIP (if any).
12429TAE4
At least one of the following other identifiers:
- ISIN
US12429TAE47
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
12429TAE4
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
10500000.000000000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
9185851.820000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.5674498226

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level 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.
7.250000000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

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

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

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 55

Item C.1. Identification of investment.

a. Name of issuer (if any).
CVS HEALTH CORP
b. LEI (if any) of issuer. (1)
549300EJG376EN5NQE29
c. Title of the issue or description of the investment.
CVS Health Corp
d. CUSIP (if any).
126650100
At least one of the following other identifiers:
- ISIN
US1266501006
- Ticker (if ISIN is not available).
CVS
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
126650100
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
106488.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
9867178.080000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.6095382944

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: 56

Item C.1. Identification of investment.

a. Name of issuer (if any).
CAPITAL ONE FIN CORP
b. LEI (if any) of issuer. (1)
ZUE8T73ROZOF6FLBAR73
c. Title of the issue or description of the investment.
Capital One Financial Corp
d. CUSIP (if any).
14040H105
At least one of the following other identifiers:
- ISIN
US14040H1059
- Ticker (if ISIN is not available).
COF
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
14040H105
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
108069.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
11259709.110000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.6955609629

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: 57

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).
143658BR2
At least one of the following other identifiers:
- ISIN
US143658BR27
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
143658BR2
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
10000000.000000000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
7001846.400000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.4325343556

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level 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.
6.000000000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

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

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

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 58

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).
143658BS0
At least one of the following other identifiers:
- ISIN
US143658BS00
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
143658BS0
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1000000.000000000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
824701.590000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.0509453865

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level 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.
10.500000000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

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

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

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 59

Item C.1. Identification of investment.

a. Name of issuer (if any).
Public Sto
b. LEI (if any) of issuer. (1)
549300LMZF40TKJ6DM64
c. Title of the issue or description of the investment.
Public Storage
d. CUSIP (if any).
74460D109
At least one of the following other identifiers:
- ISIN
US74460D1090
- Ticker (if ISIN is not available).
PSA
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
74460D109
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
2557.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
799497.190000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.0493884016

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: 60

Item C.1. Identification of investment.

a. Name of issuer (if any).
PULTE GROUP INC
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
PulteGroup Inc
d. CUSIP (if any).
745867101
At least one of the following other identifiers:
- ISIN
US7458671010
- Ticker (if ISIN is not available).
PHM
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
745867101
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
160598.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
6364498.740000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.3931626322

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: 61

Item C.1. Identification of investment.

a. Name of issuer (if any).
CEDAR FAIR LP/CANADAS WONDERLAND CO/MAGNUM MANAGEMENT CORP/MILLE
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
CEDAR FAIR LP/CANADA WONDERLAND
d. CUSIP (if any).
150190AK2
At least one of the following other identifiers:
- ISIN
US150190AK25
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
150190AK2
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
4900000.000000000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
4670246.500000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.2885013388

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level 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.
6.500000000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

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

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

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 62

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
165167180
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
8497.250000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
445850.710000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.0275421280

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.
165167735
- ISIN (if CUSIP is not available).
US1651677353
- Ticker (if CUSIP and ISIN are not available).
CHK
- Other identifier (if CUSIP, ISIN, and ticker are not available).
165167735
If other identifier provided, indicate the type of identifier used.
Internal Id
iv. Number of shares or principal amount of underlying reference instrument per contract.
Number of shares.
1.000000000000000
v. Exercise price or rate.
36.180000000000
vi. Exercise Price Currency Code
United States Dollar
vii. Expiration date.
2026-02-09
viii. Delta.
XXXX
ix. Unrealized appreciation or depreciation. (24)
329048.060000000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 63

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
165167735
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
4503.290000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
365216.820000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.0225610236

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: 64

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
166764100
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
55000.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
7962900.000000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.4919027958

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: 65

Item C.1. Identification of investment.

a. Name of issuer (if any).
CISCO SYSTEMS INC
b. LEI (if any) of issuer. (1)
549300LKFJ962MZ46593
c. Title of the issue or description of the investment.
Cisco Systems Inc
d. CUSIP (if any).
17275R102
At least one of the following other identifiers:
- ISIN
US17275R1023
- Ticker (if ISIN is not available).
CSCO
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
17275R102
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
553591.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
23605120.240000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.4581904384

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: 66

Item C.1. Identification of investment.

a. Name of issuer (if any).
CINTAS CORP
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
Cintas Corp
d. CUSIP (if any).
172908105
At least one of the following other identifiers:
- ISIN
US1729081059
- Ticker (if ISIN is not available).
CTAS
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
172908105
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
15911.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
5943235.830000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.3671393991

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: 67

Item C.1. Identification of investment.

a. Name of issuer (if any).
CITIGROUP CAPITAL XIII
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
Citigroup Capital XIII
d. CUSIP (if any).
173080201
At least one of the following other identifiers:
- ISIN
US1730802014
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
173080201
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
185000.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
4958000.000000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.3062771179

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2040-10-30
b. Coupon.
i. Coupon category. (13)
Variable
ii. Annualized rate.
7.13013
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

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

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

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 68

Item C.1. Identification of investment.

a. Name of issuer (if any).
CLEAR CHANNEL WORLDWIDE HOLDINGS
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
CLEAR CHANNEL OUTDOOR HOLDINGS
d. CUSIP (if any).
18453HAC0
At least one of the following other identifiers:
- ISIN
US18453HAC07
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
18453HAC0
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
10500000.000000000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
7640211.080000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.4719689047

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level 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.
7.750000000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

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

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

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 69

Item C.1. Identification of investment.

a. Name of issuer (if any).
CLOVIS ONCOLOGY INC
b. LEI (if any) of issuer. (1)
529900WCUY9ZAHMRV489
c. Title of the issue or description of the investment.
CLOVIS ONCOLOGY INC
d. CUSIP (if any).
189464AC4
At least one of the following other identifiers:
- ISIN
US189464AC48
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
189464AC4
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
9300000.000000000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
6510000.000000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.4021508748

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level 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.
1.250000000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. 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 CLOVIS ONCOLOGY INC Clovis Oncology Inc United States Dollar
At least one of the following other identifiers:
Identifier type Identifier value
CUSIP 189464100
ISIN (if CUSIP is not available) US1894641000
Ticker (if CUSIP and ISIN are not available) CLVS
Other identifier (if CUSIP, ISIN, and ticker are not available) 189464100
Description: Internal Id

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

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code
#1 13.127800000000 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: 70

Item C.1. Identification of investment.

a. Name of issuer (if any).
COLUMBIA SHORT TERM CASH FUND
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
COLUMBIA SHORT TERM CASH FUND
d. CUSIP (if any).
19766H239
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
19766H239
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
12276597.046000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
12269231.090000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.7579235047

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle)
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

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: 71

Item C.1. Identification of investment.

a. Name of issuer (if any).
COMCAST CORPORATION
b. LEI (if any) of issuer. (1)
51M0QTTNCGUN7KFCFZ59
c. Title of the issue or description of the investment.
Comcast Corp
d. CUSIP (if any).
20030N101
At least one of the following other identifiers:
- ISIN
US20030N1019
- Ticker (if ISIN is not available).
CMCSA
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
20030N101
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
100000.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
3924000.000000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.2424024628

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: 72

Item C.1. Identification of investment.

a. Name of issuer (if any).
CONOCOPHILLIPS
b. LEI (if any) of issuer. (1)
WPTL2Z3FIYTHSP5V2253
c. Title of the issue or description of the investment.
ConocoPhillips
d. CUSIP (if any).
20825C104
At least one of the following other identifiers:
- ISIN
US20825C1045
- Ticker (if ISIN is not available).
COP
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
20825C104
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
24501.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
2200434.810000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.1359303815

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: 73

Item C.1. Identification of investment.

a. Name of issuer (if any).
QUALCOMM INC
b. LEI (if any) of issuer. (1)
H1J8DDZKZP6H7RWC0H53
c. Title of the issue or description of the investment.
QUALCOMM Inc
d. CUSIP (if any).
747525103
At least one of the following other identifiers:
- ISIN
US7475251036
- Ticker (if ISIN is not available).
QCOM
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
747525103
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
142920.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
18256600.800000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.1277892446

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: 74

Item C.1. Identification of investment.

a. Name of issuer (if any).
QUOTIENT LTD
b. LEI (if any) of issuer. (1)
549300BOTHGGT8D81659
c. Title of the issue or description of the investment.
QUOTIENT LTD
d. CUSIP (if any).
74911TAA7
At least one of the following other identifiers:
- ISIN
US74911TAA79
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
74911TAA7
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1989166.670000000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
1989166.670000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.1228794342

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level 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.
12.000000000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

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

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

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 75

Item C.1. Identification of investment.

a. Name of issuer (if any).
QUOTIENT LTD
b. LEI (if any) of issuer. (1)
549300BOTHGGT8D81659
c. Title of the issue or description of the investment.
QUOTIENT LTD
d. CUSIP (if any).
74911TAC3
At least one of the following other identifiers:
- ISIN
US74911TAC36
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
74911TAC3
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
852500.000000000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
852500.000000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.0526626146

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level 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.
12.000000000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

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

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

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 76

Item C.1. Identification of investment.

a. Name of issuer (if any).
RWT HOLDINGS INC
b. LEI (if any) of issuer. (1)
Z31FN4C0IQMCYFAEUP31
c. Title of the issue or description of the investment.
RWT HOLDINGS INC
d. CUSIP (if any).
749772AD1
At least one of the following other identifiers:
- ISIN
US749772AD11
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
749772AD1
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
6750000.000000000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
5969531.250000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.3687637810

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level 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.
5.750000000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. 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 REDWOOD TRUST INC Redwood Trust Inc United States Dollar
At least one of the following other identifiers:
Identifier type Identifier value
CUSIP 758075402
ISIN (if CUSIP is not available) US7580754023
Ticker (if CUSIP and ISIN are not available) RWT
Other identifier (if CUSIP, ISIN, and ticker are not available) 758075402
Description: Internal Id

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

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code
#1 55.196700000000 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: 77

Item C.1. Identification of investment.

a. Name of issuer (if any).
CONSENSUS CLOUD SOLUTIONS INC
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
CONSENSUS CLOUD SOLUTIONS INC
d. CUSIP (if any).
20848VAA3
At least one of the following other identifiers:
- ISIN
US20848VAA35
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
20848VAA3
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
5000000.000000000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
4330793.950000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.2675318856

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level 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.
6.000000000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

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

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

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 78

Item C.1. Identification of investment.

a. Name of issuer (if any).
CONSOL ENERGY INC
b. LEI (if any) of issuer. (1)
549300YJCTPJBTK7IJ81
c. Title of the issue or description of the investment.
CONSOL ENERGY INC
d. CUSIP (if any).
20854LAA6
At least one of the following other identifiers:
- ISIN
US20854LAA61
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
20854LAA6
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
4900000.000000000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
4984330.370000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.3079036588

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level 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.
11.000000000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

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

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

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 79

Item C.1. Identification of investment.

a. Name of issuer (if any).
RADIUS HEALTH INC
b. LEI (if any) of issuer. (1)
549300EV6I2M6E0YVT27
c. Title of the issue or description of the investment.
RADIUS HEALTH INC
d. CUSIP (if any).
750469AA6
At least one of the following other identifiers:
- ISIN
US750469AA69
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
750469AA6
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
5700000.000000000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
5568187.500000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.3439710406

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2024-09-01
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
3.000000000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. 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 RADIUS HEALTH INC Radius Health Inc United States Dollar
At least one of the following other identifiers:
Identifier type Identifier value
CUSIP 750469207
ISIN (if CUSIP is not available) US7504692077
Ticker (if CUSIP and ISIN are not available) RDUS
Other identifier (if CUSIP, ISIN, and ticker are not available) 750469207
Description: Internal Id

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

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code
#1 20.489100000000 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: 80

Item C.1. Identification of investment.

a. Name of issuer (if any).
RALPH LAUREN CORP
b. LEI (if any) of issuer. (1)
HO1QNWM0IXBZ0QSMMO20
c. Title of the issue or description of the investment.
Ralph Lauren Corp
d. CUSIP (if any).
751212101
At least one of the following other identifiers:
- ISIN
US7512121010
- Ticker (if ISIN is not available).
RL
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
751212101
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
77692.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
6965087.800000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.4302636178

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: 81

Item C.1. Identification of investment.

a. Name of issuer (if any).
RAYTHEON TECHNOLOGIES CORPORATION
b. LEI (if any) of issuer. (1)
I07WOS4YJ0N7YRFE7309
c. Title of the issue or description of the investment.
Raytheon Technologies Corp
d. CUSIP (if any).
75513E101
At least one of the following other identifiers:
- ISIN
US75513E1010
- Ticker (if ISIN is not available).
RTX
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
75513E101
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
72500.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
6967975.000000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.4304419726

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: 82

Item C.1. Identification of investment.

a. Name of issuer (if any).
REDWOOD TRUST INC
b. LEI (if any) of issuer. (1)
DRBV4N1ERQLEMIF11G78
c. Title of the issue or description of the investment.
REDWOOD TRUST INC
d. CUSIP (if any).
758075AE5
At least one of the following other identifiers:
- ISIN
US758075AE56
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
758075AE5
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1000000.000000000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
876000.000000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.0541143113

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level 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.
7.750000000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. 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 REDWOOD TRUST INC Redwood Trust Inc United States Dollar
At least one of the following other identifiers:
Identifier type Identifier value
CUSIP 758075402
ISIN (if CUSIP is not available) US7580754023
Ticker (if CUSIP and ISIN are not available) RWT
Other identifier (if CUSIP, ISIN, and ticker are not available) 758075402
Description: Internal Id

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

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code
#1 95.682300000000 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: 83

Item C.1. Identification of investment.

a. Name of issuer (if any).
CORNING INC
b. LEI (if any) of issuer. (1)
549300X2937PB0CJ7I56
c. Title of the issue or description of the investment.
Corning Inc
d. CUSIP (if any).
219350105
At least one of the following other identifiers:
- ISIN
US2193501051
- Ticker (if ISIN is not available).
GLW
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
219350105
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
275000.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
8665250.000000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.5352899951

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: 84

Item C.1. Identification of investment.

a. Name of issuer (if any).
CROWN CASTLE INTERNATIONAL CORP
b. LEI (if any) of issuer. (1)
54930012H97VSM0I2R19
c. Title of the issue or description of the investment.
Crown Castle International Corp
d. CUSIP (if any).
22822V101
At least one of the following other identifiers:
- ISIN
US22822V1017
- Ticker (if ISIN is not available).
CCI
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
22822V101
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
27500.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
4630450.000000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.2860429367

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: 85

Item C.1. Identification of investment.

a. Name of issuer (if any).
REGENERON PHARMACEUTICALS INC.
b. LEI (if any) of issuer. (1)
549300RCBFWIRX3HYQ56
c. Title of the issue or description of the investment.
Regeneron Pharmaceuticals Inc
d. CUSIP (if any).
75886F107
At least one of the following other identifiers:
- ISIN
US75886F1075
- Ticker (if ISIN is not available).
REGN
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
75886F107
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
5076.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
3000575.880000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.1853585584

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: 86

Item C.1. Identification of investment.

a. Name of issuer (if any).
REPUBLIC SERVICES INC
b. LEI (if any) of issuer. (1)
NKNQHM6BLECKVOQP7O46
c. Title of the issue or description of the investment.
Republic Services Inc
d. CUSIP (if any).
760759100
At least one of the following other identifiers:
- ISIN
US7607591002
- Ticker (if ISIN is not available).
RSG
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
760759100
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
11954.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
1564419.980000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.0966409929

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: 87

Item C.1. Identification of investment.

a. Name of issuer (if any).
Robert Half International Inc
b. LEI (if any) of issuer. (1)
529900VPCUY9H3HLIC08
c. Title of the issue or description of the investment.
Robert Half International Inc
d. CUSIP (if any).
770323103
At least one of the following other identifiers:
- ISIN
US7703231032
- Ticker (if ISIN is not available).
RHI
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
770323103
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
30563.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
2288863.070000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.1413929779

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: 88

Item C.1. Identification of investment.

a. Name of issuer (if any).
ROCKET SOFTWARE INC
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
ROCKET SOFTWARE INC
d. CUSIP (if any).
77314EAA6
At least one of the following other identifiers:
- ISIN
US77314EAA64
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
77314EAA6
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
8875000.000000000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
6477293.790000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.4001304707

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level 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.
6.500000000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

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

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

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 89

Item C.1. Identification of investment.

a. Name of issuer (if any).
ROCKPOINT GAS STORAGE CANADA LTD
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
ROCKPOINT GAS STORAGE CANADA LTD
d. CUSIP (if any).
77381WAA4
At least one of the following other identifiers:
- ISIN
US77381WAA45
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
77381WAA4
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
4216000.000000000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
4164051.120000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.2572314594

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer 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.
2023-03-31
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
7.000000000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

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

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

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 90

Item C.1. Identification of investment.

a. Name of issuer (if any).
ROLLS-ROYCE PLC
b. LEI (if any) of issuer. (1)
X57JK1U580XATGR67572
c. Title of the issue or description of the investment.
ROLLS-ROYCE PLC
d. CUSIP (if any).
77578JAC2
At least one of the following other identifiers:
- ISIN
US77578JAC27
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
77578JAC2
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
5167000.000000000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
4681334.190000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.2891862734

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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.
2027-10-15
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
5.750000000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

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

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

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 91

Item C.1. Identification of investment.

a. Name of issuer (if any).
CURO GROUP HOLDINGS CORP
b. LEI (if any) of issuer. (1)
54930007KH8KCGJ4YE72
c. Title of the issue or description of the investment.
CURO GROUP HOLDINGS CORP
d. CUSIP (if any).
23131LAC1
At least one of the following other identifiers:
- ISIN
US23131LAC19
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
23131LAC1
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
5500000.000000000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
3449006.440000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.2130600548

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2028-08-01
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
7.500000000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

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

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

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 92

Item C.1. Identification of investment.

a. Name of issuer (if any).
DTE ENERGY COMPANY
b. LEI (if any) of issuer. (1)
549300IX8SD6XXD71I78
c. Title of the issue or description of the investment.
DTE ENERGY UNITS
d. CUSIP (if any).
233331842
At least one of the following other identifiers:
- ISIN
US2333318424
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
233331842
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
275000.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
14137750.000000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.8733500046

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.

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: 93

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 LTD
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
780153BB7
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
4200000.000000000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
4011000.000000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.2477768293

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level 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.
4.250000000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. 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 LTD Royal Caribbean Cruises Ltd Norway Krone
At least one of the following other identifiers:
Identifier type Identifier value
CUSIP 000000000
ISIN (if CUSIP is not available) LR0008862868
Ticker (if CUSIP and ISIN are not available) RCL BY
Other identifier (if CUSIP, ISIN, and ticker are not available) 5315776
Description: Internal Id

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

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code
#1 13.867200000000 Norway Krone

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: 94

Item C.1. Identification of investment.

a. Name of issuer (if any).
SBA COMMUNICATIONS CORP
b. LEI (if any) of issuer. (1)
5299001HX8ZN8Y8QIT49
c. Title of the issue or description of the investment.
SBA Communications Corp
d. CUSIP (if any).
78410G104
At least one of the following other identifiers:
- ISIN
US78410G1040
- Ticker (if ISIN is not available).
SBAC
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
78410G104
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
21301.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
6817385.050000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.4211393797

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: 95

Item C.1. Identification of investment.

a. Name of issuer (if any).
DANAHER CORPORATION
b. LEI (if any) of issuer. (1)
S4BKK9OTCEWQ3YHPFM11
c. Title of the issue or description of the investment.
DANAHER CORPORATION
d. CUSIP (if any).
235851409
At least one of the following other identifiers:
- ISIN
US2358514097
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
235851409
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
5000.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
6677500.000000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.4124980747

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.

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: 96

Item C.1. Identification of investment.

a. Name of issuer (if any).
DARDEN RESTAURANTS INC
b. LEI (if any) of issuer. (1)
CY1NFSCCB5GUXC7WZC70
c. Title of the issue or description of the investment.
Darden Restaurants Inc
d. CUSIP (if any).
237194105
At least one of the following other identifiers:
- ISIN
US2371941053
- Ticker (if ISIN is not available).
DRI
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
237194105
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
58890.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
6661636.800000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.4115181362

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