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.
2022-03-31

Item A.4. Final filing

a. Does the Fund anticipate that this will be its final filing on Form N PORT? Yes No

NPORT-P: Part B: Information About the Fund

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

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

a. Total assets, including assets attributable to miscellaneous securities reported in Part D.
1955452930.510000000000
b. Total liabilities.
38788623.850000000000
c. Net assets.
1916664306.660000000000

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.
53817.730000000000

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)
7.736517000000 299.263147000000 833.962238000000 326.796492000000 73.191176000000
Interest Rate Risk (DV100)
773.651700000000 29926.314700000000 83396.223800000000 32679.649200000000 7319.117600000000

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 145.506600000000 0.000000000000
Non-Investment grade 0.000000000000 3464.947000000000 93967.566700000000 36918.419000000000 13323.113600000000

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 -3.160000 -1.410000 1.810000

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 -101026.05 -494261.73 -201323.33 -215578.59 -596308.22 1027906.82
Forward
Future -101026.05 -470774.64 -201323.33 -287427.85 -596308.22 920947.04
Option
Swaption
Swap
Warrant N/A -23487.09 N/A 71849.26 N/A 106959.78
Other
Foreign Exchange Contracts
Interest Rate Contracts
Other Contracts N/A N/A 0.06 N/A -0.04 N/A
Forward
Future N/A N/A 0.06 N/A -0.04 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 13921107.13 -81453620.65
Month 2 13626371.06 -48149111.16
Month 3 7950291.01 18271342.24

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 251271.14 0.00 7038830.94
Month 2 64613.39 156353.26 6335625.29
Month 3 210405.88 4279099.28 5106807.88

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).
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)
4217600.000000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.2200489666

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: 2

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
5332350.000000000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
4871620.240000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.2541718037

Item C.3. Payoff profile.

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

Item C.4. Asset and issuer 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: 3

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
410000.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
9688300.000000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.5054771441

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: 4

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
115894.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
13717213.840000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.7156816033

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).
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
129048.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
20919971.280000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.0914781064

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).
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)
4778773.950000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.2493276435

Item C.3. Payoff profile.

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

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

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

Item C.8. Fair value level.

a. Level 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: 7

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
35891.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
16352657.420000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.8531831768

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).
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)
1623442.340000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.0847014438

Item C.3. Payoff profile.

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

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

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

Item C.8. Fair value level.

a. Level 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: 9

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)
5412771.240000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.2824058037

Item C.3. Payoff profile.

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

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

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

Item C.8. Fair value level.

a. Level 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: 10

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
151772.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
16594750.480000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.8658141346

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).
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
89970.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
12461744.700000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.6501787849

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: 12

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
20275.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
56391871.250000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
2.9421882097

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: 13

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
269704.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
14092034.000000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.7352374618

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).
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
6995.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
22803350.250000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.1897414780

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).
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)
5061600.000000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.2640838034

Item C.3. Payoff profile.

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

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

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

Item C.8. Fair value level.

a. Level 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: 16

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)
4788000.000000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.2498090032

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).
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
3284.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
794136.880000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.0414332795

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).
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)
536900.000000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.0280122084

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: 19

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
403848.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
70515899.280000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
3.6790949273

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: 20

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)
10475000.000000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.5465224121

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).
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)
5254108.560000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.2741277407

Item C.3. Payoff profile.

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

Item C.4. Asset and issuer 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: 22

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
47432.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
10167049.200000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.5304553940

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).
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
7255.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
14833427.900000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.7739189303

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).
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
5009000.000000000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
4932541.420000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.2573503040

Item C.3. Payoff profile.

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

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

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

Item C.8. Fair value level.

a. Level 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: 25

Item C.1. Identification of investment.

a. Name of issuer (if any).
BANK OF AMERICA CORP
b. LEI (if any) of issuer. (1)
9DJT3UXIJIZJI4WXO774
c. Title of the issue or description of the investment.
Bank of America Corp
d. CUSIP (if any).
060505104
At least one of the following other identifiers:
- ISIN
US0605051046
- Ticker (if ISIN is not available).
BAC
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
060505104
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
29698.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
1224151.560000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.0638688557

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).
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
119000.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
5905970.000000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.3081379446

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).
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)
1999268.810000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.1043098055

Item C.3. Payoff profile.

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

Item C.4. Asset and issuer 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: 28

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)
6713817.150000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.3502865435

Item C.3. Payoff profile.

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

Item C.4. Asset and issuer 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: 29

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
150000.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
7923000.000000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.4133744220

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: 30

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)
4545000.000000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.2371307268

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: 31

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
28710.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
2213541.000000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.1154892379

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).
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
240000.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
7629600.000000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.3980665771

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: 33

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
175000.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
4879000.000000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.2545568352

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).
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)
9799687.600000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.5112886782

Item C.3. Payoff profile.

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

Item C.4. Asset and issuer 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: 35

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
65000.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
7679750.000000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.4006831021

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: 36

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)
4630000.000000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.2415655148

Item C.3. Payoff profile.

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

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

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

Item C.8. Fair value level.

a. Level 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: 37

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
434927.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
31762718.810000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.6571873697

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: 38

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
25000.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
15742000.000000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.8213227504

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: 39

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)
10407913.430000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.5430222389

Item C.3. Payoff profile.

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

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

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

Item C.8. Fair value level.

a. Level 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: 40

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
82270.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
8326546.700000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.4344290584

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).
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
118000.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
15492220.000000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.8082907344

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).
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)
9423089.800000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.4916400732

Item C.3. Payoff profile.

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

Item C.4. Asset and issuer 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: 43

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)
4991993.040000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.2604521315

Item C.3. Payoff profile.

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

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

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

Item C.8. Fair value level.

a. Level 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: 44

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)
473041.910000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.0246804779

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)
356239.260000000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received 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).
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)
391786.230000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.0204410459

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).
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)
8955650.000000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.4672518797

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).
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
498629.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
27803553.040000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.4506219448

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: 48

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
175000.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
4795000.000000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.2501742211

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: 49

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
9500000.000000000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
9548496.650000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.4981830473

Item C.3. Payoff profile.

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

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

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

Item C.8. Fair value level.

a. Level 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: 50

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)
6974958.710000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.3639113373

Item C.3. Payoff profile.

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

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

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

Item C.8. Fair value level.

a. Level 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: 51

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
10018378.218000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
10014370.860000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.5224895578

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: 52

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)
4977585.750000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.2597004459

Item C.3. Payoff profile.

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

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

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

Item C.8. Fair value level.

a. Level 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: 53

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)
5107201.250000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.2664630020

Item C.3. Payoff profile.

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

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

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

Item C.8. Fair value level.

a. Level 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: 54

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
250000.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
9227500.000000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.4814353754

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: 55

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)
5076500.000000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.2648611957

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).
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
4800000.000000000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
4127125.440000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.2153285490

Item C.3. Payoff profile.

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

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

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

Item C.8. Fair value level.

a. Level 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: 57

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
300000.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
15987000.000000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.8341053749

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: 58

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)
7852500.000000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.4096961566

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: 59

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
111529.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
14827780.550000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.7736242856

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).
DELTA AIR LINES INC
b. LEI (if any) of issuer. (1)
Q2CCMS6R0AS67HJMBN42
c. Title of the issue or description of the investment.
Delta Air Lines Inc
d. CUSIP (if any).
247361702
At least one of the following other identifiers:
- ISIN
US2473617023
- Ticker (if ISIN is not available).
DAL
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
247361702
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
23039.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
911653.230000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.0475645749

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).
DELUXE CORP
b. LEI (if any) of issuer. (1)
KWGNKB8TX9LE5TV29231
c. Title of the issue or description of the investment.
DELUXE CORP
d. CUSIP (if any).
248019AU5
At least one of the following other identifiers:
- ISIN
US248019AU57
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
248019AU5
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
4800000.000000000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
4880476.800000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.2546338857

Item C.3. Payoff profile.

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

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

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

Item C.8. Fair value level.

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

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2029-06-01
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
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: 62

Item C.1. Identification of investment.

a. Name of issuer (if any).
DIEBOLD NIXDORF INC
b. LEI (if any) of issuer. (1)
549300XZK6EWDBAZSY16
c. Title of the issue or description of the investment.
DIEBOLD INC
d. CUSIP (if any).
253651AC7
At least one of the following other identifiers:
- ISIN
US253651AC78
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
253651AC7
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
6600000.000000000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
6367508.660000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.3322182522

Item C.3. Payoff profile.

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

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

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

Item C.8. Fair value level.

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

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2024-04-15
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
8.500000000000
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: 63

Item C.1. Identification of investment.

a. Name of issuer (if any).
DIEBOLD NIXDORF INC
b. LEI (if any) of issuer. (1)
549300XZK6EWDBAZSY16
c. Title of the issue or description of the investment.
DIEBOLD NIXDORF INC
d. CUSIP (if any).
253657AA8
At least one of the following other identifiers:
- ISIN
US253657AA82
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
253657AA8
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
2300000.000000000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
2345866.000000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.1223931594

Item C.3. Payoff profile.

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

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

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

Item C.8. Fair value level.

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

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2025-07-15
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
9.375000000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

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

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

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received 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).
DISCOVER FINANCIAL SERVICES
b. LEI (if any) of issuer. (1)
Z1YLO2USPORE63VVUL20
c. Title of the issue or description of the investment.
Discover Financial Services
d. CUSIP (if any).
254709108
At least one of the following other identifiers:
- ISIN
US2547091080
- Ticker (if ISIN is not available).
DFS
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
254709108
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
56294.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
6203035.860000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.3236370521

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).
DISH NETWORK CORP
b. LEI (if any) of issuer. (1)
529900U350CWHH15G169
c. Title of the issue or description of the investment.
DISH NETWORK CORP
d. CUSIP (if any).
25470MAB5
At least one of the following other identifiers:
- ISIN
US25470MAB54
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
25470MAB5
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)
4947250.000000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.2581177091

Item C.3. Payoff profile.

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

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

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

Item C.8. Fair value level.

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

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2026-08-15
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
3.375000000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument Record Name of issuer Title of issue Currency in which denominated
#1 DISH NETWORK CORP DISH Network Corp United States Dollar
At least one of the following other identifiers:
Identifier type Identifier value
CUSIP 25470M109
ISIN (if CUSIP is not available) US25470M1099
Ticker (if CUSIP and ISIN are not available) DISH
Other identifier (if CUSIP, ISIN, and ticker are not available) 25470M109
Description: Internal Id

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

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code
#1 15.342900000000 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: 66

Item C.1. Identification of investment.

a. Name of issuer (if any).
DISH DBS CORP
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
DISH DBS CORP
d. CUSIP (if any).
25470XBF1
At least one of the following other identifiers:
- ISIN
US25470XBF15
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
25470XBF1
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
10300000.000000000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
9778501.220000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.5101833005

Item C.3. Payoff profile.

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

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

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

Item C.8. Fair value level.

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

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2028-12-01
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

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

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received 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).
DOW INC
b. LEI (if any) of issuer. (1)
5493003S21INSLK2IP73
c. Title of the issue or description of the investment.
Dow Inc
d. CUSIP (if any).
260557103
At least one of the following other identifiers:
- ISIN
US2605571031
- Ticker (if ISIN is not available).
DOW
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
260557103
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
423785.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
27003580.200000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.4088841800

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: 68

Item C.1. Identification of investment.

a. Name of issuer (if any).
DUKE ENERGY CORP
b. LEI (if any) of issuer. (1)
I1BZKREC126H0VB1BL91
c. Title of the issue or description of the investment.
Duke Energy Corp
d. CUSIP (if any).
26441C204
At least one of the following other identifiers:
- ISIN
US26441C2044
- Ticker (if ISIN is not available).
DUK
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
26441C204
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
92968.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
10380806.880000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.5416079824

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: 69

Item C.1. Identification of investment.

a. Name of issuer (if any).
EOG RESOURCES INC
b. LEI (if any) of issuer. (1)
XWTZDRYZPBUHIQBKDB46
c. Title of the issue or description of the investment.
EOG Resources Inc
d. CUSIP (if any).
26875P101
At least one of the following other identifiers:
- ISIN
US26875P1012
- Ticker (if ISIN is not available).
EOG
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
26875P101
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
146565.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
17474944.950000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.9117373809

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: 70

Item C.1. Identification of investment.

a. Name of issuer (if any).
CAESARS ENTERTAINMENT INC
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
ELDORADO RESORTS
d. CUSIP (if any).
28470RAK8
At least one of the following other identifiers:
- ISIN
US28470RAK86
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
28470RAK8
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
4106000.000000000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
4404156.040000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.2297823372

Item C.3. Payoff profile.

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

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

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

Item C.8. Fair value level.

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

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2027-07-01
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
8.125000000000
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: 71

Item C.1. Identification of investment.

a. Name of issuer (if any).
EMERSON ELECTRIC CO
b. LEI (if any) of issuer. (1)
FGLT0EWZSUIRRITFOA30
c. Title of the issue or description of the investment.
Emerson Electric Co
d. CUSIP (if any).
291011104
At least one of the following other identifiers:
- ISIN
US2910111044
- Ticker (if ISIN is not available).
EMR
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
291011104
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
124943.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
12250661.150000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.6391657166

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).
ENTERGY CORP
b. LEI (if any) of issuer. (1)
4XM3TW50JULSLG8BNC79
c. Title of the issue or description of the investment.
Entergy Corp
d. CUSIP (if any).
29364G103
At least one of the following other identifiers:
- ISIN
US29364G1031
- Ticker (if ISIN is not available).
ETR
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
29364G103
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
47500.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
5545625.000000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.2893373128

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).
ENVIVA PARTNERS LP
b. LEI (if any) of issuer. (1)
549300WH5VXDEFM5KR81
c. Title of the issue or description of the investment.
Enviva Inc
d. CUSIP (if any).
29415B103
At least one of the following other identifiers:
- ISIN
US29415B1035
- Ticker (if ISIN is not available).
EVA
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
29415B103
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)
7915000.000000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.4129570302

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).
EVERGY INC
b. LEI (if any) of issuer. (1)
549300PGTHDQY6PSUI61
c. Title of the issue or description of the investment.
Evergy Inc
d. CUSIP (if any).
30034W106
At least one of the following other identifiers:
- ISIN
US30034W1062
- Ticker (if ISIN is not available).
EVRG
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
30034W106
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
100543.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
6871108.620000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.3584930651

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: 75

Item C.1. Identification of investment.

a. Name of issuer (if any).
EXXON MOBIL CORP
b. LEI (if any) of issuer. (1)
J3WHBG0MTS7O8ZVMDC91
c. Title of the issue or description of the investment.
Exxon Mobil Corp
d. CUSIP (if any).
30231G102
At least one of the following other identifiers:
- ISIN
US30231G1022
- Ticker (if ISIN is not available).
XOM
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
30231G102
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
304809.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
25174175.310000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.3134368508

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: 76

Item C.1. Identification of investment.

a. Name of issuer (if any).
META PLATFORMS INC
b. LEI (if any) of issuer. (1)
BQ4BKCS1HXDV9HN80Z93
c. Title of the issue or description of the investment.
Facebook Inc
d. CUSIP (if any).
30303M102
At least one of the following other identifiers:
- ISIN
US30303M1027
- Ticker (if ISIN is not available).
FB
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
30303M102
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
98767.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
21961830.120000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.1458360258

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: 77

Item C.1. Identification of investment.

a. Name of issuer (if any).
FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO I
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
FERTITTA ENTERTAINMENT LLC
d. CUSIP (if any).
31556TAC3
At least one of the following other identifiers:
- ISIN
US31556TAC36
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
31556TAC3
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)
10121860.430000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.5280977162

Item C.3. Payoff profile.

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

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

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

Item C.8. Fair value level.

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

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2030-01-15
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
6.750000000000
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: 78

Item C.1. Identification of investment.

a. Name of issuer (if any).
FIRSTENERGY CORP
b. LEI (if any) of issuer. (1)
549300SVYJS666PQJH88
c. Title of the issue or description of the investment.
FirstEnergy Corp
d. CUSIP (if any).
337932107
At least one of the following other identifiers:
- ISIN
US3379321074
- Ticker (if ISIN is not available).
FE
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
337932107
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
125000.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
5732500.000000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.2990873248

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: 79

Item C.1. Identification of investment.

a. Name of issuer (if any).
FLEX ACQUISITION COMPANY INC
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
NOVOLEX (FLEX ACQ COMPANY INC)
d. CUSIP (if any).
33936YAA3
At least one of the following other identifiers:
- ISIN
US33936YAA38
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
33936YAA3
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
4790000.000000000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
4808287.170000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.2508674656

Item C.3. Payoff profile.

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

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

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

Item C.8. Fair value level.

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

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2025-01-15
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
6.875000000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

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

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

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received 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).
FLUOR CORP
b. LEI (if any) of issuer. (1)
CQ7WZ4NOFWT7FAE6Q943
c. Title of the issue or description of the investment.
Fluor Corp
d. CUSIP (if any).
343412508
At least one of the following other identifiers:
- ISIN
US3434125080
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
343412508
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)
7186700.000000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.3749587226

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: 81

Item C.1. Identification of investment.

a. Name of issuer (if any).
FORTINET INC
b. LEI (if any) of issuer. (1)
549300O0QJWDBAS0QX03
c. Title of the issue or description of the investment.
Fortinet Inc
d. CUSIP (if any).
34959E109
At least one of the following other identifiers:
- ISIN
US34959E1091
- Ticker (if ISIN is not available).
FTNT
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
34959E109
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
52387.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
17902733.380000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.9340568047

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).
FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTORS LLC
b. LEI (if any) of issuer. (1)
529900E7PUVK6BC8PE80
c. Title of the issue or description of the investment.
FORTRESS TRANS & INFRAST INVESTORS
d. CUSIP (if any).
34960PAC5
At least one of the following other identifiers:
- ISIN
US34960PAC59
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
34960PAC5
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
2760000.000000000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
2886642.300000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.1506076098

Item C.3. Payoff profile.

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

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

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

Item C.8. Fair value level.

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

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2027-08-01
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
9.750000000000
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: 83

Item C.1. Identification of investment.

a. Name of issuer (if any).
FUBOTV INC
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
FUBOTV INC
d. CUSIP (if any).
35953DAA2
At least one of the following other identifiers:
- ISIN
US35953DAA28
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
35953DAA2
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)
4041000.000000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.2108350422

Item C.3. Payoff profile.

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

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

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

Item C.8. Fair value level.

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

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2026-02-15
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
3.250000000000
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 FUBOTV INC fuboTV Inc United States Dollar
At least one of the following other identifiers:
Identifier type Identifier value
CUSIP 35953D104
ISIN (if CUSIP is not available) US35953D1046
Ticker (if CUSIP and ISIN are not available) FUBO
Other identifier (if CUSIP, ISIN, and ticker are not available) 35953D104
Description: Internal Id

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

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code
#1 17.306300000000 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: 84

Item C.1. Identification of investment.

a. Name of issuer (if any).
GENERAL DYNAMICS CORP
b. LEI (if any) of issuer. (1)
9C1X8XOOTYY2FNYTVH06
c. Title of the issue or description of the investment.
General Dynamics Corp
d. CUSIP (if any).
369550108
At least one of the following other identifiers:
- ISIN
US3695501086
- Ticker (if ISIN is not available).
GD
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
369550108
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
44739.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
10790152.020000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.5629651464

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).
GOLDMAN SACHS GROUP INC/THE
b. LEI (if any) of issuer. (1)
784F5XWPLTWKTBV3E584
c. Title of the issue or description of the investment.
Goldman Sachs Group Inc/The
d. CUSIP (if any).
38141G104
At least one of the following other identifiers:
- ISIN
US38141G1040
- Ticker (if ISIN is not available).
GS
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
38141G104
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
22462.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
7414706.200000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.3868547129

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).
GREENBRIER CO INC
b. LEI (if any) of issuer. (1)
5493001GAGGFR30BP390
c. Title of the issue or description of the investment.
GREENBRIER CO INC
d. CUSIP (if any).
393657AL5
At least one of the following other identifiers:
- ISIN
US393657AL59
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
393657AL5
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
4800000.000000000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
5542473.460000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.2891728844

Item C.3. Payoff profile.

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

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

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

Item C.8. Fair value level.

a. Level 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.
2.875000000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. 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 GREENBRIER CO INC Greenbrier Cos Inc/The United States Dollar
At least one of the following other identifiers:
Identifier type Identifier value
CUSIP 393657101
ISIN (if CUSIP is not available) US3936571013
Ticker (if CUSIP and ISIN are not available) GBX
Other identifier (if CUSIP, ISIN, and ticker are not available) 393657101
Description: Internal Id

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

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code
#1 18.031700000000 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: 87

Item C.1. Identification of investment.

a. Name of issuer (if any).
HP Inc
b. LEI (if any) of issuer. (1)
WHKXQACZ14C5XRO8LW03
c. Title of the issue or description of the investment.
HP Inc
d. CUSIP (if any).
40434L105
At least one of the following other identifiers:
- ISIN
US40434L1052
- Ticker (if ISIN is not available).
HPQ
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
40434L105
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
280000.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
10164000.000000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.5302963051

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).
HOME DEPOT INC
b. LEI (if any) of issuer. (1)
QEKMOTMBBKA8I816DO57
c. Title of the issue or description of the investment.
Home Depot Inc/The
d. CUSIP (if any).
437076102
At least one of the following other identifiers:
- ISIN
US4370761029
- Ticker (if ISIN is not available).
HD
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
437076102
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
15500.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
4639615.000000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.2420671676

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: 89

Item C.1. Identification of investment.

a. Name of issuer (if any).
INSMED
b. LEI (if any) of issuer. (1)
529900Q55QAG41CCAC11
c. Title of the issue or description of the investment.
INSMED INC
d. CUSIP (if any).
457669AA7
At least one of the following other identifiers:
- ISIN
US457669AA77
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
457669AA7
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
5200000.000000000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
5189652.420000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.2707648075

Item C.3. Payoff profile.

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

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

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

Item C.8. Fair value level.

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

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2025-01-15
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
1.750000000000
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 INSMED Insmed Inc United States Dollar
At least one of the following other identifiers:
Identifier type Identifier value
CUSIP 457669307
ISIN (if CUSIP is not available) US4576693075
Ticker (if CUSIP and ISIN are not available) INSM
Other identifier (if CUSIP, ISIN, and ticker are not available) 457669307
Description: Internal Id

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

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code
#1 25.538400000000 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: 90

Item C.1. Identification of investment.

a. Name of issuer (if any).
IRIS MERGER SUB 2019
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
IRIS MERGER SUB 2019
d. CUSIP (if any).
45774NAB4
At least one of the following other identifiers:
- ISIN
US45774NAB47
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
45774NAB4
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
4300000.000000000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
4599495.730000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.2399739857

Item C.3. Payoff profile.

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

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

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

Item C.8. Fair value level.

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

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2028-02-15
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
9.375000000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

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

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

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received 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).
INTERCEPT PHARMACEUTICALS INC
b. LEI (if any) of issuer. (1)
254900JMB8TX5P688V24
c. Title of the issue or description of the investment.
INTERCEPT PHARMACEUTICALS INC
d. CUSIP (if any).
45845PAD0
At least one of the following other identifiers:
- ISIN
US45845PAD06
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
45845PAD0
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
7000000.000000000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
7532188.160000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.3929842140

Item C.3. Payoff profile.

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

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

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

Item C.8. Fair value level.

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

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2026-02-15
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
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 INTERCEPT PHARMACEUTICALS INC Intercept Pharmaceuticals Inc United States Dollar
At least one of the following other identifiers:
Identifier type Identifier value
CUSIP 45845P108
ISIN (if CUSIP is not available) US45845P1084
Ticker (if CUSIP and ISIN are not available) ICPT
Other identifier (if CUSIP, ISIN, and ticker are not available) 45845P108
Description: Internal Id

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

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code
#1 47.761200000000 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: 92

Item C.1. Identification of investment.

a. Name of issuer (if any).
INTERNATIONAL BUSINESS MACHINES CORP
b. LEI (if any) of issuer. (1)
VGRQXHF3J8VDLUA7XE92
c. Title of the issue or description of the investment.
International Business Machines Corp
d. CUSIP (if any).
459200101
At least one of the following other identifiers:
- ISIN
US4592001014
- Ticker (if ISIN is not available).
IBM
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
459200101
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
75000.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
9751500.000000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.5087745395

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: 93

Item C.1. Identification of investment.

a. Name of issuer (if any).
INTERPUBLIC GRP OF CO INC
b. LEI (if any) of issuer. (1)
5493008IUOJ5VWTRC333
c. Title of the issue or description of the investment.
Interpublic Group of Cos Inc/The
d. CUSIP (if any).
460690100
At least one of the following other identifiers:
- ISIN
US4606901001
- Ticker (if ISIN is not available).
IPG
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
460690100
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
325011.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
11521639.950000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.6011297810

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: 94

Item C.1. Identification of investment.

a. Name of issuer (if any).
INVACARE CORP
b. LEI (if any) of issuer. (1)
549300NNUTG7HCZICS76
c. Title of the issue or description of the investment.
INVACARE CORPORATION
d. CUSIP (if any).
461203AJ0
At least one of the following other identifiers:
- ISIN
US461203AJ08
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
461203AJ0
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
4000000.000000000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
3443200.000000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.1796454386

Item C.3. Payoff profile.

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

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

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

Item C.8. Fair value level.

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

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2024-11-15
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
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 INVACARE CORP Invacare Corp United States Dollar
At least one of the following other identifiers:
Identifier type Identifier value
CUSIP 461203101
ISIN (if CUSIP is not available) US4612031017
Ticker (if CUSIP and ISIN are not available) IVC
Other identifier (if CUSIP, ISIN, and ticker are not available) 461203101
Description: Internal Id

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

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code
#1 67.681900000000 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: 95

Item C.1. Identification of investment.

a. Name of issuer (if any).
IQVIA HOLDINGS INC
b. LEI (if any) of issuer. (1)
549300W3R20NM4KQPH86
c. Title of the issue or description of the investment.
IQVIA Holdings Inc
d. CUSIP (if any).
46266C105
At least one of the following other identifiers:
- ISIN
US46266C1053
- Ticker (if ISIN is not available).
IQV
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
46266C105
Description of other unique identifier.
Internal Id

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
65101.000000000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
15052002.210000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.7853228214

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: 96

Item C.1. Identification of investment.

a. Name of issuer (if any).
JPMORGAN CHASE & CO
b. LEI (if any) of issuer. (1)
8I5DZWZKVSZI1NUHU748
c. Title of the issue or description of the investment.
JPMorgan Chase & Co
d. CUSIP (if any).
46625H100
At least one of the following other identifiers:
- ISIN
US46625H1005
- Ticker (if ISIN is not available).
JPM
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
46625H100
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)
8860800.000000000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.4623031779

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short