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| Share Name | Share Symbol | Market | Type |
|---|---|---|---|
| Allspring Utilities and High Income Fund | AMEX:ERH | AMEX | Common Stock |
| Price Change | % Change | Share Price | High Price | Low Price | Open Price | Shares Traded | Last Trade | |
|---|---|---|---|---|---|---|---|---|
| -0.01 | -0.11% | 9.33 | 9.3603 | 9.28 | 9.34 | 28,428 | 21:15:00 |
|
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 |
| Confidential | ☐ |
| Filer CIK | 0001279014 |
| 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? | ☐ |
| Name | |
| Phone | |
| E-Mail Address |
| Notify via Filing Website only? | ☐ |
| Notification E-mail Address | |
| Series ID |
| Class (Contract) ID |
| a. Name of Registrant | Allspring Utilities & High Income Fund |
| b. Investment Company Act file number for Registrant: (e.g., 811-______) | 811-21507 |
| c. CIK number of Registrant | 0001279014 |
| d. LEI of Registrant | 549300FUV7SPMTSLG229 |
| e. Address and telephone number of Registrant: |
| i. Street Address 1 | 525 Market St. |
| ii. Street Address 2 | |
| iii. City | San Francisco |
| iv. State, if applicable | |
| v. Foreign country, if applicable | |
| vi. Zip / Postal Code | 94105 |
| vii. Telephone number | 415-396-4184 |
| a. Name of Series. | Allspring Utilities and High Income Fund |
| b. EDGAR series identifier (if any). | |
| c. LEI of Series. | 549300FUV7SPMTSLG229 |
| a. Date of fiscal year-end. | 2022-08-31 |
| b. Date as of which information is reported. | 2022-05-31 |
| a. Does the Fund anticipate that this will be its final filing on Form N PORT? | ☐ Yes ☒ No |
| Report the following information for the Fund and its consolidated subsidiaries. |
| a. Total assets, including assets attributable to miscellaneous securities reported in Part D. | 154938122.910000000000 |
| b. Total liabilities. | 31214121.940000000000 |
| c. Net assets. | 123724000.970000000000 |
| 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. | 30000000.000000000000 |
| 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. | 0.000000000000 |
| f. Cash and cash equivalents not reported in Parts C and D. |
| 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) | ||||||
| 51.154908124311 | 2049.140249591060 | 8961.112165420627 | 5426.050131790820 | 708.468361924650 | ||
| Interest Rate Risk (DV100) | ||||||
| 3654.720234255730 | 207771.870077668422 | 861947.606921606787 | 518873.952975653145 | 71475.805368190894 | ||
| 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 | 28.182974979663 | 49.069044617573 | 0.000000000000 | 0.000000000000 |
| Non-Investment grade | 45.096457292449 | 2212.544637005396 | 9431.022957100762 | 5332.439835634595 | 698.519807563644 |
|
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. |
| 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 |
| 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 | 0.07923870 | -0.04812645 | 0.02988637 | |
| 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. |
| i. Asset category. |
| 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 | -40859.79 | 9119427.45 |
| Month 2 | 238983.3 | -6611521.2 |
| Month 3 | -333808.23 | 3376768.35 |
| 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 | 0.0 | 0.0 | 0.0 |
| Month 2 | 0.0 | 0.0 | 0.0 |
| Month 3 | 0.0 | 0.0 | 0.0 |
| 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 |
| 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 |
—
|
| 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. |
—
|
| 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. |
—
|
| 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 |
| a. Name of issuer (if any). | ASP AMC Merger Sub, Inc |
| b. LEI (if any) of issuer. (1) | 54930081QGNZXVDOZF63 |
| c. Title of the issue or description of the investment. | ASP AMC MERGER SUB INC |
| d. CUSIP (if any). | 00215JAA7 |
| At least one of the following other identifiers: |
| - ISIN | US00215JAA79 |
| - Ticker (if ISIN is not available). | AMSR44 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BF1K2H4 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 280000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 193646.5600000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1565149514 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2025-05-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 8.000000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| a. Name of issuer (if any). | AAdvantage Loyalty IP Ltd/ American Airlines Inc |
| b. LEI (if any) of issuer. (1) | IWUQB36BXD6OWD6X4T14 |
| c. Title of the issue or description of the investment. | AMERICAN AIRLINES/AADVAN SR SECURED 144A 04/29 5.75 |
| d. CUSIP (if any). | 00253XAB7 |
| At least one of the following other identifiers: |
| - ISIN | US00253XAB73 |
| - Ticker (if ISIN is not available). | AAL |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BM8H783 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 90000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 86962.5000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0702874942 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
CAYMAN ISLANDS
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2029-04-20 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| a. Name of issuer (if any). | Aethon United Br Lp / Aethon United Finance Corporation |
| b. LEI (if any) of issuer. (1) | 5493007HPG2M9K9X5V41 |
| c. Title of the issue or description of the investment. | AETHON UN/AETHIN UN FIN SR UNSECURED 144A 02/26 8.25 |
| d. CUSIP (if any). | 00810GAC8 |
| At least one of the following other identifiers: |
| - ISIN | US00810GAC87 |
| - Ticker (if ISIN is not available). | AETUNI |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMFGT10 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 430000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 438600.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.3544987202 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2026-02-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 8.250000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| a. Name of issuer (if any). | Air Canada |
| b. LEI (if any) of issuer. (1) | 4B4HI3CGXMBDC0G6BM51 |
| c. Title of the issue or description of the investment. | AIR CANADA 2020 1C PTT PASS THRU CE 144A 07/26 10.5 |
| d. CUSIP (if any). | 008911BD0 |
| At least one of the following other identifiers: |
| - ISIN | US008911BD05 |
| - Ticker (if ISIN is not available). | ACDVF4 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMBM5X6 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 340000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 365500.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.2954156002 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
ABS-other
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
CANADA (FEDERAL LEVEL)
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2026-07-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 10.500000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| a. Name of issuer (if any). | Alliant Energy Corporation |
| b. LEI (if any) of issuer. (1) | 5493009ML300G373MZ12 |
| c. Title of the issue or description of the investment. | ALLIANT ENERGY CORP COMMON STOCK USD.01 |
| d. CUSIP (if any). | 018802108 |
| At least one of the following other identifiers: |
| - ISIN | US0188021085 |
| - Ticker (if ISIN is not available). | LNT |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 2973821 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 29270.0000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 1868011.4000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.5098213648 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| a. Name of issuer (if any). | Allied Universal Holdco LLC / Allied Universal Finance Corporation |
| b. LEI (if any) of issuer. (1) | 98450038B4549046D794 |
| c. Title of the issue or description of the investment. | ALLIED UNIVERSAL SR SECURED 144A 07/26 6.625 |
| d. CUSIP (if any). | 019576AA5 |
| At least one of the following other identifiers: |
| - ISIN | US019576AA51 |
| - Ticker (if ISIN is not available). | ALUV48 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BJYCQ73 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 115000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 113971.6100000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0921176240 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2026-07-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 6.625000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| a. Name of issuer (if any). | Allied Universal Holdco LLC / Allied Universal Finance Corporation |
| b. LEI (if any) of issuer. (1) | 98450038B4549046D794 |
| c. Title of the issue or description of the investment. | ALLIED UNIVERSAL SR UNSECURED 144A 06/29 6 |
| d. CUSIP (if any). | 019576AC1 |
| At least one of the following other identifiers: |
| - ISIN | US019576AC18 |
| - Ticker (if ISIN is not available). | ALUV51 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMVXSG3 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 385000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 311503.5000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.2517728958 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2029-06-01 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| a. Name of issuer (if any). | Allison Transmission Inc. |
| b. LEI (if any) of issuer. (1) | MWKQ3I0U1GXP2YDSZW75 |
| c. Title of the issue or description of the investment. | ALLISON TRANSMISSION INC SR UNSECURED 144A 06/29 5.875 |
| d. CUSIP (if any). | 019736AF4 |
| At least one of the following other identifiers: |
| - ISIN | US019736AF46 |
| - Ticker (if ISIN is not available). | ALSN |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BHRH8R5 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 170000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 170340.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1376774099 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2029-06-01 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 5.875000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| a. Name of issuer (if any). | Ameren Corporation |
| b. LEI (if any) of issuer. (1) | XRZQ5S7HYJFPHJ78L959 |
| c. Title of the issue or description of the investment. | AMEREN CORPORATION COMMON STOCK USD.01 |
| d. CUSIP (if any). | 023608102 |
| At least one of the following other identifiers: |
| - ISIN | US0236081024 |
| - Ticker (if ISIN is not available). | AEE |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 2050832 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 38992.0000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 3711648.4800000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 2.9999421704 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| a. Name of issuer (if any). | American Electric Power Co, Inc. |
| b. LEI (if any) of issuer. (1) | 1B4S6S7G0TW5EE83BO58 |
| c. Title of the issue or description of the investment. | AMERICAN ELECTRIC POWER COMMON STOCK USD6.5 |
| d. CUSIP (if any). | 025537101 |
| At least one of the following other identifiers: |
| - ISIN | US0255371017 |
| - Ticker (if ISIN is not available). | AEP |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 2026242 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 59781.0000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 6099455.4300000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 4.9298886087 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| a. Name of issuer (if any). | American Water Works Company, Inc. |
| b. LEI (if any) of issuer. (1) | 549300DXHIJQMD5WFW18 |
| c. Title of the issue or description of the investment. | AMERICAN WATER WORKS CO INC COMMON STOCK USD.01 |
| d. CUSIP (if any). | 030420103 |
| At least one of the following other identifiers: |
| - ISIN | US0304201033 |
| - Ticker (if ISIN is not available). | AWK |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | B2R3PV1 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 20113.0000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 3042091.2500000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 2.4587721268 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| a. Name of issuer (if any). | Amwins Group Inc |
| b. LEI (if any) of issuer. (1) | 549300SJE7MUB8NMRG61 |
| c. Title of the issue or description of the investment. | AMWINS GROUP INC SR UNSECURED 144A 06/29 4.875 |
| d. CUSIP (if any). | 031921AB5 |
| At least one of the following other identifiers: |
| - ISIN | US031921AB57 |
| - Ticker (if ISIN is not available). | AMWINS |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BNW02Z7 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 210000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 194465.2500000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1571766581 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2029-06-30 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 4.875000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| a. Name of issuer (if any). | Antero Resources Corporation |
| b. LEI (if any) of issuer. (1) | APVBKPOULHUX7YZLKU17 |
| c. Title of the issue or description of the investment. | ANTERO RESOURCES CORP COMPANY GUAR 144A 07/26 8.375 |
| d. CUSIP (if any). | 03674XAN6 |
| At least one of the following other identifiers: |
| - ISIN | US03674XAN66 |
| - Ticker (if ISIN is not available). | AR |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMHXK05 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 108000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 117450.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0949290349 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2026-07-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 8.375000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| a. Name of issuer (if any). | Antero Resources Corporation |
| b. LEI (if any) of issuer. (1) | APVBKPOULHUX7YZLKU17 |
| c. Title of the issue or description of the investment. | ANTERO RESOURCES CORP COMPANY GUAR 144A 03/30 5.375 |
| d. CUSIP (if any). | 03674XAS5 |
| At least one of the following other identifiers: |
| - ISIN | US03674XAS53 |
| - Ticker (if ISIN is not available). | AR5186 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BNDYF04 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 115000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 116636.4500000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0942714826 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2030-03-01 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 5.375000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| a. Name of issuer (if any). | Aramark Services, Inc. |
| b. LEI (if any) of issuer. (1) | 42YMHYH0XMHJEXDUB065 |
| c. Title of the issue or description of the investment. | ARAMARK SERVICES INC COMPANY GUAR 144A 05/25 6.375 |
| d. CUSIP (if any). | 038522AR9 |
| At least one of the following other identifiers: |
| - ISIN | US038522AR99 |
| - Ticker (if ISIN is not available). | ARMK |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMXPRX7 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 130000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 133233.7500000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1076862605 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2025-05-01 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 6.375000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| a. Name of issuer (if any). | Arches Buyer Inc |
| b. LEI (if any) of issuer. (1) | 2549009ADY4208OH2Y47 |
| c. Title of the issue or description of the investment. | ARCHES BUYER INC SR SECURED 144A 06/28 4.25 |
| d. CUSIP (if any). | 039524AA1 |
| At least one of the following other identifiers: |
| - ISIN | US039524AA11 |
| - Ticker (if ISIN is not available). | ACOM |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMHJ3J3 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 125000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 114110.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0922294778 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2028-06-01 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 4.250000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| a. Name of issuer (if any). | Archrock Partners LP/Archrock Partners Finance Corp |
| b. LEI (if any) of issuer. (1) | 549300YFKOM2XNCKQU76 |
| c. Title of the issue or description of the investment. | ARCHROCK PARTNERS LP/FIN COMPANY GUAR 144A 04/27 6.875 |
| d. CUSIP (if any). | 03959KAA8 |
| At least one of the following other identifiers: |
| - ISIN | US03959KAA88 |
| - Ticker (if ISIN is not available). | APLP |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BJSDZR5 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 125000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 123941.2500000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1001755917 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2027-04-01 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| a. Name of issuer (if any). | Archrock Partners LP/Archrock Partners Finance Corp |
| b. LEI (if any) of issuer. (1) | 549300YFKOM2XNCKQU76 |
| c. Title of the issue or description of the investment. | ARCHROCK PARTNERS LP/FIN COMPANY GUAR 144A 04/28 6.25 |
| d. CUSIP (if any). | 03959KAC4 |
| At least one of the following other identifiers: |
| - ISIN | US03959KAC45 |
| - Ticker (if ISIN is not available). | APLP |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BL717V2 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 135000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 131625.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1063859873 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2028-04-01 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 6.250000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| a. Name of issuer (if any). | Ardagh Packaging Finance plc / Ardagh Holdings USA Inc. |
| b. LEI (if any) of issuer. (1) | 6354001JXMLKNZDZR978 |
| c. Title of the issue or description of the investment. | ARDAGH PKG FIN/HLDGS USA SR SECURED 144A 08/26 4.125 |
| d. CUSIP (if any). | 03969AAN0 |
| At least one of the following other identifiers: |
| - ISIN | US03969AAN00 |
| - Ticker (if ISIN is not available). | ARGID |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BK5HL35 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 100000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 92999.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0751664990 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
IRELAND
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2026-08-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 4.125000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| a. Name of issuer (if any). | Ardagh Packaging Finance plc / Ardagh Holdings USA Inc. |
| b. LEI (if any) of issuer. (1) | 6354001JXMLKNZDZR978 |
| c. Title of the issue or description of the investment. | ARDAGH PKG FIN/HLDGS USA SR SECURED 144A 04/25 5.25 |
| d. CUSIP (if any). | 03969AAQ3 |
| At least one of the following other identifiers: |
| - ISIN | US03969AAQ31 |
| Balance. (2) |
| a. Balance | 25000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 24896.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0201222073 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
IRELAND
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2025-04-30 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| a. Name of issuer (if any). | Ardagh Packaging Finance plc / Ardagh Holdings USA Inc. |
| b. LEI (if any) of issuer. (1) | 6354001JXMLKNZDZR978 |
| c. Title of the issue or description of the investment. | ARDAGH PKG FIN/HLDGS USA SR UNSECURED 144A 08/27 5.25 |
| d. CUSIP (if any). | 03969AAR1 |
| At least one of the following other identifiers: |
| - ISIN | US03969AAR14 |
| - Ticker (if ISIN is not available). | AAGH49 |
| Balance. (2) |
| a. Balance | 180000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 150300.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1214800676 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
IRELAND
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2027-08-15 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| a. Name of issuer (if any). | AssuredPartners Inc |
| b. LEI (if any) of issuer. (1) | 549300HNDSDQWQ3L2P80 |
| c. Title of the issue or description of the investment. | ASSUREDPARTNERS INC SR UNSECURED 144A 01/29 5.625 |
| d. CUSIP (if any). | 04624VAB5 |
| At least one of the following other identifiers: |
| - ISIN | US04624VAB53 |
| - Ticker (if ISIN is not available). | ASUE50 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BM8KSR8 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 135000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 117522.9000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0949879563 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2029-01-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 5.625000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| a. Name of issuer (if any). | RESOLUTE INVESTMENT MANGRS INC 2020 TERM LOAN |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | RESOLUTE INVESTMENT MANGRS INC 2020 TERM LOAN |
| d. CUSIP (if any). | 04635WAH7 |
| At least one of the following other identifiers: |
| - ISIN | US04635WAH79 |
| Balance. (2) |
| a. Balance | 94142.9700000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 89200.4600000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0720963267 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Loan
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☐ 2 ☒ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2024-04-30 |
| b. Coupon. |
| i. Coupon category. (13) | Floating |
| ii. Annualized rate. | 5.26 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| a. Name of issuer (if any). | Resolute Investment Managers |
| b. LEI (if any) of issuer. (1) | 5493000DRVCSZDWGPC49 |
| c. Title of the issue or description of the investment. | RESOLUTE INVESTMENT MANGRS INC 2020 2ND LIEN TERM LOAN |
| d. CUSIP (if any). | 04635WAJ3 |
| At least one of the following other identifiers: |
| - ISIN | US04635WAJ36 |
| Balance. (2) |
| a. Balance | 105856.6700000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 100299.1900000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0810668821 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Loan
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☐ 2 ☒ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2025-04-30 |
| b. Coupon. |
| i. Coupon category. (13) | Floating |
| ii. Annualized rate. | 8.210000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| a. Name of issuer (if any). | Asurion |
| b. LEI (if any) of issuer. (1) | 549300KNQVXGIOXWK278 |
| c. Title of the issue or description of the investment. | ASURION LLC 2021 2ND LIEN TERM LOAN B3 |
| d. CUSIP (if any). | 04649VAZ3 |
| At least one of the following other identifiers: |
| - ISIN | US04649VAZ31 |
| Balance. (2) |
| a. Balance | 180000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 161400.6000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1304521344 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Loan
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2028-01-31 |
| b. Coupon. |
| i. Coupon category. (13) | Floating |
| ii. Annualized rate. | 5.460000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| a. Name of issuer (if any). | Atmos Energy Corporation |
| b. LEI (if any) of issuer. (1) | QVLWEGTD2S8GJMO8D383 |
| c. Title of the issue or description of the investment. | ATMOS ENERGY CORP COMMON STOCK |
| d. CUSIP (if any). | 049560105 |
| At least one of the following other identifiers: |
| - ISIN | US0495601058 |
| - Ticker (if ISIN is not available). | ATO |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 2315359 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 29092.0000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 3383690.5200000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 2.7348699472 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| a. Name of issuer (if any). | Avantor Funding Inc |
| b. LEI (if any) of issuer. (1) | 5493003VM0XB4U8YD238 |
| c. Title of the issue or description of the investment. | AVANTOR FUNDING INC COMPANY GUAR 144A 11/29 3.875 |
| d. CUSIP (if any). | 05352TAB5 |
| At least one of the following other identifiers: |
| - ISIN | US05352TAB52 |
| - Ticker (if ISIN is not available). | AVTR |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMV6Y75 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 80000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 74259.2000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0600200441 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2029-11-01 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 3.875000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| a. Name of issuer (if any). | Ball Corporation |
| b. LEI (if any) of issuer. (1) | 0BGI85ALH27ZJP15DY16 |
| c. Title of the issue or description of the investment. | BALL CORP COMPANY GUAR 08/30 2.875 |
| d. CUSIP (if any). | 058498AW6 |
| At least one of the following other identifiers: |
| - ISIN | US058498AW66 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BKY44N8 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 345000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 298425.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.2412021901 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2030-08-15 |
| 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 |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| a. Name of issuer (if any). | Great American Outdoors (Bass Pro Shops) |
| b. LEI (if any) of issuer. (1) | 549300IYLDI2E8I2AU46 |
| c. Title of the issue or description of the investment. | GREAT OUTDOORS GROUP LLC 2021 TERM LOAN B1 |
| d. CUSIP (if any). | 07014QAN1 |
| At least one of the following other identifiers: |
| - ISIN | US07014QAN16 |
| Balance. (2) |
| a. Balance | 84162.7600000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 79702.1300000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0644192957 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Loan
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2028-03-06 |
| b. Coupon. |
| i. Coupon category. (13) | Floating |
| ii. Annualized rate. | 3.890000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| 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 COMPANY GUAR 144A 01/30 5.25 |
| d. CUSIP (if any). | 071734AJ6 |
| At least one of the following other identifiers: |
| - ISIN | US071734AJ60 |
| - Ticker (if ISIN is not available). | BHCCN |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BKPNQC7 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 410000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 239850.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1938589103 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
CANADA (FEDERAL LEVEL)
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| 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 SR SECURED 144A 06/28 4.875 |
| d. CUSIP (if any). | 071734AN7 |
| At least one of the following other identifiers: |
| - ISIN | US071734AN72 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BLB14D9 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 70000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 60135.2500000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0486043529 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
CANADA (FEDERAL LEVEL)
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2028-06-01 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 4.875000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| 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 SR SECURED 144A 02/27 6.125 |
| d. CUSIP (if any). | 071734AP2 |
| At least one of the following other identifiers: |
| - ISIN | US071734AP21 |
| - Ticker (if ISIN is not available). | BHC535 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BN7SNB9 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 55000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 50177.0500000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0405556316 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
CANADA (FEDERAL LEVEL)
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2027-02-01 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| a. Name of issuer (if any). | Baytex Energy Corp |
| b. LEI (if any) of issuer. (1) | 549300R5LTV2H7I1I079 |
| c. Title of the issue or description of the investment. | BAYTEX ENERGY CORP SR UNSECURED 144A 04/27 8.75 |
| d. CUSIP (if any). | 07317QAH8 |
| At least one of the following other identifiers: |
| - ISIN | US07317QAH83 |
| - Ticker (if ISIN is not available). | BTE493 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BKP38N2 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 275000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 288750.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.2333823654 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
CANADA (FEDERAL LEVEL)
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2027-04-01 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 8.750000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| a. Name of issuer (if any). | Berry Global Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | BERRY GLOBAL INC SECURED 144A 07/27 5.625 |
| d. CUSIP (if any). | 085770AB1 |
| At least one of the following other identifiers: |
| - ISIN | US085770AB14 |
| - Ticker (if ISIN is not available). | BERY |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BJKFFK2 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 270000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 268158.6000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.2167393536 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2027-07-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 5.625000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| 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 TRU CL A REIT USD.01 |
| 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 | B94QHZ0 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 2257.0000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 70215.2700000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0567515352 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| 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 TR SR SECURED 144A 01/27 3.75 |
| d. CUSIP (if any). | 09257WAD2 |
| At least one of the following other identifiers: |
| - ISIN | US09257WAD20 |
| - Ticker (if ISIN is not available). | BXMT52 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BN30751 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 125000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 114062.5000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0921910859 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2027-01-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 3.750000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| 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). | 097751BT7 |
| At least one of the following other identifiers: |
| - ISIN | US097751BT78 |
| - Ticker (if ISIN is not available). | BDRB48 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BHL3S24 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 240000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 218925.1200000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1769463631 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
CANADA (FEDERAL LEVEL)
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2027-04-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 7.875000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| a. Name of issuer (if any). | Bristow Group Inc |
| b. LEI (if any) of issuer. (1) | 5OR64DV4VUQ8NW3R8C06 |
| c. Title of the issue or description of the investment. | BRISTOW GROUP INC COMMON STOCK USD.01 |
| d. CUSIP (if any). | 11040G103 |
| At least one of the following other identifiers: |
| - ISIN | US11040G1031 |
| - Ticker (if ISIN is not available). | VTOL |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMBT0Z4 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 4714.0000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 149858.0600000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1211228693 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| a. Name of issuer (if any). | Bristow Group Inc |
| b. LEI (if any) of issuer. (1) | 5OR64DV4VUQ8NW3R8C06 |
| c. Title of the issue or description of the investment. | BRISTOW GROUP INC SR SECURED 144A 03/28 6.875 |
| d. CUSIP (if any). | 11040GAA1 |
| At least one of the following other identifiers: |
| - ISIN | US11040GAA13 |
| - Ticker (if ISIN is not available). | ERA |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMVD700 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 375000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 355910.5000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.2876648809 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2028-03-01 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| a. Name of issuer (if any). | Broadstreet Partners Inc |
| b. LEI (if any) of issuer. (1) | 549300BS9N54G8DD0R75 |
| c. Title of the issue or description of the investment. | BROADSTREET PARTNERS INC SR UNSECURED 144A 04/29 5.875 |
| d. CUSIP (if any). | 11135RAA3 |
| At least one of the following other identifiers: |
| - ISIN | US11135RAA32 |
| - Ticker (if ISIN is not available). | BRSP51 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BNBW7Y8 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 240000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 204206.4000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1650499486 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2029-04-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 5.875000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| a. Name of issuer (if any). | Buckeye Partners LP |
| b. LEI (if any) of issuer. (1) | 549300C1PQJLVEIUBK50 |
| c. Title of the issue or description of the investment. | BUCKEYE PARTNERS LP SR UNSECURED 11/43 5.85 |
| d. CUSIP (if any). | 118230AM3 |
| At least one of the following other identifiers: |
| - ISIN | US118230AM30 |
| - Ticker (if ISIN is not available). | BPL |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BGDRY29 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 150000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 116970.1200000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0945411715 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2043-11-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 5.850000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| a. Name of issuer (if any). | Buckeye Partners LP |
| b. LEI (if any) of issuer. (1) | 549300C1PQJLVEIUBK50 |
| c. Title of the issue or description of the investment. | BUCKEYE PARTNERS LP SR UNSECURED 144A 03/28 4.5 |
| d. CUSIP (if any). | 118230AU5 |
| At least one of the following other identifiers: |
| - ISIN | US118230AU55 |
| - Ticker (if ISIN is not available). | BPL495 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BL4P8L4 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 25000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 23274.4600000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0188115966 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2028-03-01 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 4.500000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| a. Name of issuer (if any). | CCO Holdings, LLC/ CCO Holdings Capital Corp. |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 05/26 5.5 |
| d. CUSIP (if any). | 1248EPBR3 |
| At least one of the following other identifiers: |
| - ISIN | US1248EPBR37 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BY9C190 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 2000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 2001.8000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0016179561 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2026-05-01 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 5.500000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| a. Name of issuer (if any). | CCO Holdings, LLC/ CCO Holdings Capital Corp. |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 05/27 5.125 |
| d. CUSIP (if any). | 1248EPBT9 |
| At least one of the following other identifiers: |
| - ISIN | US1248EPBT92 |
| - Ticker (if ISIN is not available). | CHTR |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BYM4WW3 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 225000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 221760.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1792376566 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2027-05-01 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 5.125000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| a. Name of issuer (if any). | CCO Holdings, LLC/ CCO Holdings Capital Corp. |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 02/28 5 |
| d. CUSIP (if any). | 1248EPBX0 |
| At least one of the following other identifiers: |
| - ISIN | US1248EPBX05 |
| - Ticker (if ISIN is not available). | CHTR |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BF2KJZ0 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 25000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 24220.8800000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0195765412 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2028-02-01 |
| 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 |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| a. Name of issuer (if any). | CCO Holdings, LLC/ CCO Holdings Capital Corp. |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 08/30 4.5 |
| d. CUSIP (if any). | 1248EPCE1 |
| At least one of the following other identifiers: |
| - ISIN | US1248EPCE15 |
| - Ticker (if ISIN is not available). | CHTR |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BKZHNR3 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 270000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 243837.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1970814055 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2030-08-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 4.500000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| a. Name of issuer (if any). | CCO Holdings, LLC/ CCO Holdings Capital Corp. |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | CCO HLDGS LLC/CAP CORP SR UNSECURED 05/32 4.5 |
| d. CUSIP (if any). | 1248EPCN1 |
| At least one of the following other identifiers: |
| - ISIN | US1248EPCN14 |
| - Ticker (if ISIN is not available). | CHTR |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMBVFS8 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 50000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 43990.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0355549446 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2032-05-01 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 4.500000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| a. Name of issuer (if any). | CCO Holdings, LLC/ CCO Holdings Capital Corp. |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 01/34 4.25 |
| d. CUSIP (if any). | 1248EPCP6 |
| At least one of the following other identifiers: |
| - ISIN | US1248EPCP61 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMVZMH8 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 100000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 82836.5000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0669526522 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2034-01-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 4.250000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| a. Name of issuer (if any). | CEC Entertainment Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | CEC ENTERTAINMENT LLC SR SECURED 144A 05/26 6.75 |
| d. CUSIP (if any). | 125137AC3 |
| At least one of the following other identifiers: |
| - ISIN | US125137AC31 |
| - Ticker (if ISIN is not available). | APO516 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BN96CG9 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 125000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 111987.5000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0905139659 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2026-05-01 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| a. Name of issuer (if any). | Community Health Systems Incorporated |
| b. LEI (if any) of issuer. (1) | 5493007X5NC5XI1BB106 |
| c. Title of the issue or description of the investment. | CHS/COMMUNITY HEALTH SYS SR SECURED 144A 01/29 6 |
| d. CUSIP (if any). | 12543DBH2 |
| At least one of the following other identifiers: |
| - ISIN | US12543DBH26 |
| - Ticker (if ISIN is not available). | CYH |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BNNTB89 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 10000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 9061.4000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0073238821 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2029-01-15 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| a. Name of issuer (if any). | Community Health Systems Incorporated |
| b. LEI (if any) of issuer. (1) | 5493007X5NC5XI1BB106 |
| c. Title of the issue or description of the investment. | CHS/COMMUNITY HEALTH SYS SECURED 144A 04/29 6.875 |
| d. CUSIP (if any). | 12543DBJ8 |
| At least one of the following other identifiers: |
| - ISIN | US12543DBJ81 |
| - Ticker (if ISIN is not available). | CYH |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMDMJ98 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 235000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 183605.5000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1483992585 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2029-04-15 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| a. Name of issuer (if any). | Community Health Systems Incorporated |
| b. LEI (if any) of issuer. (1) | 5493007X5NC5XI1BB106 |
| c. Title of the issue or description of the investment. | CHS/COMMUNITY HEALTH SYS SR SECURED 144A 05/30 5.25 |
| d. CUSIP (if any). | 12543DBM1 |
| At least one of the following other identifiers: |
| - ISIN | US12543DBM11 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BPVBWV1 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 85000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 73220.7000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0591806759 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2030-05-15 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| a. Name of issuer (if any). | CMS Energy Corporation |
| b. LEI (if any) of issuer. (1) | 549300IA9XFBAGNIBW29 |
| c. Title of the issue or description of the investment. | CMS ENERGY CORP COMMON STOCK USD.01 |
| d. CUSIP (if any). | 125896100 |
| At least one of the following other identifiers: |
| - ISIN | US1258961002 |
| - Ticker (if ISIN is not available). | CMS |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 2219224 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 59487.0000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 4225956.4800000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 3.4156319282 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| a. Name of issuer (if any). | CSC Holdings, LLC |
| b. LEI (if any) of issuer. (1) | 3HG2WD2W22M120IUNG49 |
| c. Title of the issue or description of the investment. | CSC HOLDINGS LLC COMPANY GUAR 144A 02/29 6.5 |
| d. CUSIP (if any). | 126307AZ0 |
| At least one of the following other identifiers: |
| - ISIN | US126307AZ02 |
| - Ticker (if ISIN is not available). | CVC |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BJ555Z2 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 200000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 196936.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1591736433 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2029-02-01 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| a. Name of issuer (if any). | CSC Holdings, LLC |
| b. LEI (if any) of issuer. (1) | 3HG2WD2W22M120IUNG49 |
| c. Title of the issue or description of the investment. | CSC HOLDINGS LLC SR UNSECURED 144A 01/30 5.75 |
| d. CUSIP (if any). | 126307BA4 |
| At least one of the following other identifiers: |
| - ISIN | US126307BA42 |
| - Ticker (if ISIN is not available). | CVC |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BKFH0Y9 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 150000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 125364.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1013255302 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2030-01-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 5.750000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| a. Name of issuer (if any). | CSC Holdings, LLC |
| b. LEI (if any) of issuer. (1) | 3HG2WD2W22M120IUNG49 |
| c. Title of the issue or description of the investment. | CSC HOLDINGS LLC SR UNSECURED 144A 12/30 4.625 |
| d. CUSIP (if any). | 126307BD8 |
| At least one of the following other identifiers: |
| - ISIN | US126307BD80 |
| - Ticker (if ISIN is not available). | CVC |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BM9M1M9 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 200000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 157020.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1269115117 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2030-12-01 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 4.625000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| a. Name of issuer (if any). | CQP Holdco LP & Bip-V Chinook Holdco LLC |
| b. LEI (if any) of issuer. (1) | 549300LPL012JY5D4B69 |
| c. Title of the issue or description of the investment. | CQP HOLDCO LP/BIP V CHIN SR SECURED 144A 06/31 5.5 |
| d. CUSIP (if any). | 12657NAA8 |
| At least one of the following other identifiers: |
| - ISIN | US12657NAA81 |
| - Ticker (if ISIN is not available). | BQPH51 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BM8H4Y8 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 250000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 236798.1300000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1913922344 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2031-06-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 5.500000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| a. Name of issuer (if any). | Cablevision Lightpath Llc |
| b. LEI (if any) of issuer. (1) | 5493002ZVBLRLGES1R71 |
| c. Title of the issue or description of the investment. | CABLEVISION LIGHTPATH SR SECURED 144A 09/27 3.875 |
| d. CUSIP (if any). | 12687GAA7 |
| At least one of the following other identifiers: |
| - ISIN | US12687GAA76 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMG6S45 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 30000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 26463.9300000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0213894877 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2027-09-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 3.875000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| a. Name of issuer (if any). | Cablevision Lightpath Llc |
| b. LEI (if any) of issuer. (1) | 5493002ZVBLRLGES1R71 |
| c. Title of the issue or description of the investment. | CABLEVISION LIGHTPATH SR UNSECURED 144A 09/28 5.625 |
| d. CUSIP (if any). | 12687GAB5 |
| At least one of the following other identifiers: |
| - ISIN | US12687GAB59 |
| - Ticker (if ISIN is not available). | CSCHLD |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMG5F07 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 105000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 83737.5000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0676808860 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2028-09-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 5.625000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| a. Name of issuer (if any). | Fly Leasing Limited |
| b. LEI (if any) of issuer. (1) | 549300LI58A0MHGHTZ98 |
| c. Title of the issue or description of the investment. | FLY LEASING LTD SR UNSECURED 144A 10/24 7 |
| d. CUSIP (if any). | 14308CAA1 |
| At least one of the following other identifiers: |
| - ISIN | US14308CAA18 |
| - Ticker (if ISIN is not available). | CG5233 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMVNPY0 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 485000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 400774.9000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.3239265598 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
BERMUDA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2024-10-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 7.000000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| a. Name of issuer (if any). | Carnival Corporation |
| b. LEI (if any) of issuer. (1) | F1OF2ZSX47CR0BCWA982 |
| c. Title of the issue or description of the investment. | CARNIVAL CORP SECURED 144A 02/26 10.5 |
| d. CUSIP (if any). | 143658BG6 |
| At least one of the following other identifiers: |
| - ISIN | US143658BG61 |
| - Ticker (if ISIN is not available). | CCL |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BLCGQB5 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 60000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 64590.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0522049073 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
PANAMA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2026-02-01 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 10.500000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| a. Name of issuer (if any). | Carnival Corporation |
| b. LEI (if any) of issuer. (1) | F1OF2ZSX47CR0BCWA982 |
| c. Title of the issue or description of the investment. | CARNIVAL CORP SECURED 144A 08/27 9.875 |
| d. CUSIP (if any). | 143658BJ0 |
| At least one of the following other identifiers: |
| - ISIN | US143658BJ01 |
| - Ticker (if ISIN is not available). | CCL |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMPRJW4 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 100000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 106012.5000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0856846684 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
PANAMA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2027-08-01 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 9.875000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| a. Name of issuer (if any). | Carnival Corporation |
| b. LEI (if any) of issuer. (1) | F1OF2ZSX47CR0BCWA982 |
| c. Title of the issue or description of the investment. | CARNIVAL CORP SR UNSECURED 144A 03/26 7.625 |
| d. CUSIP (if any). | 143658BL5 |
| At least one of the following other identifiers: |
| - ISIN | US143658BL56 |
| - Ticker (if ISIN is not available). | CCL |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMWC6B0 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 203000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 190353.1000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1538530103 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
PANAMA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2026-03-01 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 7.625000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| a. Name of issuer (if any). | Carnival Corporation |
| b. LEI (if any) of issuer. (1) | F1OF2ZSX47CR0BCWA982 |
| c. Title of the issue or description of the investment. | CARNIVAL CORP SR SECURED 144A 08/28 4 |
| d. CUSIP (if any). | 143658BQ4 |
| At least one of the following other identifiers: |
| - ISIN | US143658BQ44 |
| - Ticker (if ISIN is not available). | CCL |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMD9Z35 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 150000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 135990.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1099140013 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
PANAMA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2028-08-01 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 4.000000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| a. Name of issuer (if any). | Carnival Corporation |
| b. LEI (if any) of issuer. (1) | F1OF2ZSX47CR0BCWA982 |
| c. Title of the issue or description of the investment. | CARNIVAL CORP COMPANY GUAR 144A 05/29 6 |
| d. CUSIP (if any). | 143658BR2 |
| At least one of the following other identifiers: |
| - ISIN | US143658BR27 |
| - Ticker (if ISIN is not available). | CCL |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMVRFC0 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 120000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 101400.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0819566125 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
PANAMA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| a. Name of issuer (if any). | Castlelake Aviation Finance Designated Activity Company |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | CASTLELAKE AVIATION FIN SR UNSECURED 144A 04/27 5 |
| d. CUSIP (if any). | 14856HAA6 |
| At least one of the following other identifiers: |
| - ISIN | US14856HAA68 |
| - Ticker (if ISIN is not available). | CKAV52 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMV3PB7 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 170000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 146457.5000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1183743646 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
IRELAND
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2027-04-15 |
| 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 |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| a. Name of issuer (if any). | CCM Merger Inc. (Motor City) |
| b. LEI (if any) of issuer. (1) | 549300P77RSBKKFME089 |
| c. Title of the issue or description of the investment. | CCM MERGER INC SR UNSECURED 144A 05/26 6.375 |
| d. CUSIP (if any). | 14985VAE1 |
| At least one of the following other identifiers: |
| - ISIN | US14985VAE11 |
| - Ticker (if ISIN is not available). | CCRG50 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BLGYW84 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 475000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 458346.4600000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.3704588086 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2026-05-01 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 6.375000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| a. Name of issuer (if any). | Cedar Fair LP/ Canada's Wonderland Company/ Magnum Management Corporation/ Millennium Operations LLC |
| b. LEI (if any) of issuer. (1) | 549300TUVLNQQ6BVKH61 |
| c. Title of the issue or description of the investment. | CEDAR FAIR/CAN/MAGNUM/MI SR SECURED 144A 05/25 5.5 |
| d. CUSIP (if any). | 150190AF3 |
| At least one of the following other identifiers: |
| - ISIN | US150190AF30 |
| - Ticker (if ISIN is not available). | FUN497 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMTRDY0 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 60000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 60912.6000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0492326465 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2025-05-01 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 5.500000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| a. Name of issuer (if any). | Centerpoint Energy Inc |
| b. LEI (if any) of issuer. (1) | 21TPXMRRHFKOBHDC8J74 |
| c. Title of the issue or description of the investment. | CENTERPOINT ENERGY INC COMMON STOCK USD.01 |
| d. CUSIP (if any). | 15189T107 |
| At least one of the following other identifiers: |
| - ISIN | US15189T1079 |
| - Ticker (if ISIN is not available). | CNP |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 2440637 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 114071.0000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 3655975.5500000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 2.9549444904 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| a. Name of issuer (if any). | Charles River Laboratories International, Inc. |
| b. LEI (if any) of issuer. (1) | 549300BSQ0R4UZ5KX287 |
| c. Title of the issue or description of the investment. | CHARLES RIVER LABORATORI COMPANY GUAR 144A 05/28 4.25 |
| d. CUSIP (if any). | 159864AE7 |
| At least one of the following other identifiers: |
| - ISIN | US159864AE78 |
| - Ticker (if ISIN is not available). | CRL |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BK59DC4 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 25000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 24184.2500000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0195469350 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2028-05-01 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 4.250000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| a. Name of issuer (if any). | Charles River Laboratories International, Inc. |
| b. LEI (if any) of issuer. (1) | 549300BSQ0R4UZ5KX287 |
| c. Title of the issue or description of the investment. | CHARLES RIVER LABORATORI COMPANY GUAR 144A 03/31 4 |
| d. CUSIP (if any). | 159864AJ6 |
| At least one of the following other identifiers: |
| - ISIN | US159864AJ65 |
| - Ticker (if ISIN is not available). | CRL514 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BN6J2F0 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 50000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 46079.7500000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0372439863 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2031-03-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 4.000000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| a. Name of issuer (if any). | The Chemours Company LLC |
| b. LEI (if any) of issuer. (1) | 549300M1BOLNXL8DOV14 |
| c. Title of the issue or description of the investment. | CHEMOURS CO COMPANY GUAR 144A 11/29 4.625 |
| d. CUSIP (if any). | 163851AH1 |
| At least one of the following other identifiers: |
| - ISIN | US163851AH15 |
| - Ticker (if ISIN is not available). | CC |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BP2BRJ3 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 185000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 167193.7500000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1351344514 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2029-11-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 4.625000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| a. Name of issuer (if any). | Cheniere Energy Partners L P |
| b. LEI (if any) of issuer. (1) | 5493005UEC8AZ34LDV29 |
| c. Title of the issue or description of the investment. | CHENIERE ENERGY PARTNERS COMPANY GUAR 10/29 4.5 |
| d. CUSIP (if any). | 16411QAG6 |
| At least one of the following other identifiers: |
| - ISIN | US16411QAG64 |
| - Ticker (if ISIN is not available). | CQP |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMVQHT8 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 75000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 73167.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0591372728 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2029-10-01 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 4.500000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| a. Name of issuer (if any). | Cheniere Energy Partners L P |
| b. LEI (if any) of issuer. (1) | 5493005UEC8AZ34LDV29 |
| c. Title of the issue or description of the investment. | CHENIERE ENERGY PARTNERS COMPANY GUAR 144A 01/32 3.25 |
| d. CUSIP (if any). | 16411QAL5 |
| At least one of the following other identifiers: |
| - ISIN | US16411QAL59 |
| - Ticker (if ISIN is not available). | CQP |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMHLCC5 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 135000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 118017.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0953873130 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2032-01-31 |
| 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 |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| a. Name of issuer (if any). | Ciena Corporation |
| b. LEI (if any) of issuer. (1) | W0CZ7N0GH8UIGXDM1H41 |
| c. Title of the issue or description of the investment. | CIENA CORP COMPANY GUAR 144A 01/30 4 |
| d. CUSIP (if any). | 171779AL5 |
| At least one of the following other identifiers: |
| - ISIN | US171779AL52 |
| - Ticker (if ISIN is not available). | CIEN53 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BPCQGC4 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 80000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 73600.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0594872453 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2030-01-31 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 4.000000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| a. Name of issuer (if any). | Cinemark USA Inc. |
| b. LEI (if any) of issuer. (1) | 54930008H2137JSCPQ09 |
| c. Title of the issue or description of the investment. | CINEMARK USA INC SR SECURED 144A 05/25 8.75 |
| d. CUSIP (if any). | 172441BC0 |
| At least one of the following other identifiers: |
| - ISIN | US172441BC09 |
| - Ticker (if ISIN is not available). | CNK497 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMD3L51 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 110000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 113310.9100000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0915836128 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2025-05-01 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 8.750000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| a. Name of issuer (if any). | Cinemark USA Inc. |
| b. LEI (if any) of issuer. (1) | 54930008H2137JSCPQ09 |
| c. Title of the issue or description of the investment. | CINEMARK USA INC COMPANY GUAR 144A 03/26 5.875 |
| d. CUSIP (if any). | 172441BD8 |
| At least one of the following other identifiers: |
| - ISIN | US172441BD81 |
| - Ticker (if ISIN is not available). | CNK |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BNBR583 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 65000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 61725.9500000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0498900371 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2026-03-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 5.875000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| a. Name of issuer (if any). | Cinemark USA Inc. |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | CINEMARK USA INC COMPANY GUAR 144A 07/28 5.25 |
| d. CUSIP (if any). | 172441BF3 |
| At least one of the following other identifiers: |
| - ISIN | US172441BF30 |
| - Ticker (if ISIN is not available). | CNK |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BN0WZH8 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 235000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 211166.3000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1706752921 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2028-07-15 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| a. Name of issuer (if any). | Claros Mortgage Trust |
| b. LEI (if any) of issuer. (1) | 549300Z9LU2CZ3K30C16 |
| c. Title of the issue or description of the investment. | CLAROS MORTGAGE TRUST, INC. 2021 TERM LOAN B |
| d. CUSIP (if any). | 18269PAC6 |
| At least one of the following other identifiers: |
| - ISIN | US18269PAC68 |
| Balance. (2) |
| a. Balance | 134662.5000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 129949.3100000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1050316099 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Loan
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☐ 2 ☒ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2026-08-09 |
| b. Coupon. |
| i. Coupon category. (13) | Variable |
| ii. Annualized rate. | 4.660000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| a. Name of issuer (if any). | Clear Channel Outdoor Holdings Inc New |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | CLEAR CHANNEL WORLDWIDE SR SECURED 144A 08/27 5.125 |
| d. CUSIP (if any). | 18453HAA4 |
| At least one of the following other identifiers: |
| - ISIN | US18453HAA41 |
| - Ticker (if ISIN is not available). | CCO |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BJ9NFT6 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 65000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 59728.5000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0482755969 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2027-08-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 5.125000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| a. Name of issuer (if any). | Clearwater Paper Corporation |
| b. LEI (if any) of issuer. (1) | 549300HCVV19GXN4P292 |
| c. Title of the issue or description of the investment. | CLEARWATER PAPER CORP COMPANY GUAR 144A 08/28 4.75 |
| d. CUSIP (if any). | 18538RAJ2 |
| At least one of the following other identifiers: |
| - ISIN | US18538RAJ23 |
| - Ticker (if ISIN is not available). | CLW |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BN6Q176 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 20000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 17988.6500000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0145393374 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2028-08-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 4.750000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| a. Name of issuer (if any). | Cleveland-Cliffs Inc |
| b. LEI (if any) of issuer. (1) | 549300TM2WLI2BJMDD86 |
| c. Title of the issue or description of the investment. | CLEVELAND CLIFFS INC COMPANY GUAR 06/27 5.875 |
| d. CUSIP (if any). | 185899AH4 |
| At least one of the following other identifiers: |
| - ISIN | US185899AH46 |
| - Ticker (if ISIN is not available). | CLF |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMF04M8 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 80000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 79400.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0641750989 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2027-06-01 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 5.875000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| a. Name of issuer (if any). | Cleveland-Cliffs Inc |
| b. LEI (if any) of issuer. (1) | 549300TM2WLI2BJMDD86 |
| c. Title of the issue or description of the investment. | CLEVELAND CLIFFS INC COMPANY GUAR 144A 03/31 4.875 |
| d. CUSIP (if any). | 185899AL5 |
| At least one of the following other identifiers: |
| - ISIN | US185899AL57 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMBRRM4 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 150000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 141462.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1143367486 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2031-03-01 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 4.875000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| a. Name of issuer (if any). | Clydesdale Acquisition Holdings Inc. |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | CLYDESDALE ACQUISITION COMPANY GUAR 144A 04/30 8.75 |
| d. CUSIP (if any). | 18972EAB1 |
| At least one of the following other identifiers: |
| - ISIN | US18972EAB11 |
| - Ticker (if ISIN is not available). | CLYX53 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BQ3QRD8 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 135000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 121284.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0980278677 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2030-04-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 8.750000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| a. Name of issuer (if any). | Coinbase Global Inc |
| b. LEI (if any) of issuer. (1) | 5493004G3J2SC154DU06 |
| c. Title of the issue or description of the investment. | COINBASE GLOBAL INC COMPANY GUAR 144A 10/31 3.625 |
| d. CUSIP (if any). | 19260QAD9 |
| At least one of the following other identifiers: |
| - ISIN | US19260QAD97 |
| - Ticker (if ISIN is not available). | COIN |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BN6KWX1 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 190000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 128250.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1036581415 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2031-10-01 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 3.625000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| a. Name of issuer (if any). | CommScope Technologies LLC |
| b. LEI (if any) of issuer. (1) | M4TWC4QDOKW45N7T6Y12 |
| c. Title of the issue or description of the investment. | COMMSCOPE TECH LLC COMPANY GUAR 144A 03/27 5 |
| d. CUSIP (if any). | 20338HAB9 |
| At least one of the following other identifiers: |
| - ISIN | US20338HAB96 |
| - Ticker (if ISIN is not available). | COMM44 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BF08257 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 85000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 70868.7500000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0572797108 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2027-03-15 |
| 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 |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| a. Name of issuer (if any). | Comstock Resources, Inc. |
| b. LEI (if any) of issuer. (1) | I03QQGEA4SS774AURI46 |
| c. Title of the issue or description of the investment. | COMSTOCK RESOURCES INC COMPANY GUAR 144A 01/30 5.875 |
| d. CUSIP (if any). | 205768AT1 |
| At least one of the following other identifiers: |
| - ISIN | US205768AT12 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BNKCJP4 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 40000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 38170.4000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0308512493 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2030-01-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 5.875000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| a. Name of issuer (if any). | Connect Finco SARL/Connect US Finco LLC |
| b. LEI (if any) of issuer. (1) | 2594001KNYIQ456J2792 |
| c. Title of the issue or description of the investment. | CONNECT FINCO SARL/CONNE SR SECURED 144A 10/26 6.75 |
| d. CUSIP (if any). | 20752TAA2 |
| At least one of the following other identifiers: |
| - ISIN | US20752TAA25 |
| - Ticker (if ISIN is not available). | CFCG48 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BKPGWK6 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 100000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 95917.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0775249743 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
LUXEMBOURG
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2026-10-01 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| a. Name of issuer (if any). | Constellation Energy Corp. |
| b. LEI (if any) of issuer. (1) | 549300F8Y20RYGNGV346 |
| c. Title of the issue or description of the investment. | CONSTELLATION ENERGY COMMON STOCK |
| d. CUSIP (if any). | 21037T109 |
| At least one of the following other identifiers: |
| - ISIN | US21037T1097 |
| - Ticker (if ISIN is not available). | CEG |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMH4FS1 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 32414.0000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 2012261.1200000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.6264112898 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| a. Name of issuer (if any). | Constellium SE |
| b. LEI (if any) of issuer. (1) | 724500KRJEMC79KAAU28 |
| c. Title of the issue or description of the investment. | CONSTELLIUM SE COMPANY GUAR 144A 02/26 5.875 |
| d. CUSIP (if any). | 210383AG0 |
| At least one of the following other identifiers: |
| - ISIN | US210383AG04 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BF4YHC3 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 140000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 138501.3000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1119437610 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
FRANCE
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2026-02-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 5.875000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| a. Name of issuer (if any). | Cooper Tire & Rubber Company |
| b. LEI (if any) of issuer. (1) | DE46ECQ8KH195MRIQN56 |
| c. Title of the issue or description of the investment. | COOPER TIRE + RUBBER CO SR UNSECURED 03/27 7.625 |
| d. CUSIP (if any). | 216831AB3 |
| At least one of the following other identifiers: |
| - ISIN | US216831AB38 |
| - Ticker (if ISIN is not available). | GT3670 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | B0WR7Y1 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 257000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 260254.9100000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.2103511913 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2027-03-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 7.625000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| a. Name of issuer (if any). | Corecivic Inc |
| b. LEI (if any) of issuer. (1) | 529900JFA3K6PTLT8B15 |
| c. Title of the issue or description of the investment. | CORECIVIC INC |
| d. CUSIP (if any). | 21871NAB7 |
| At least one of the following other identifiers: |
| - ISIN | US21871NAB73 |
| - Ticker (if ISIN is not available). | CXW |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMCRWJ5 |
| Description of other unique identifier. | sedol |
| Balance. (2) |
| a. Balance | 325000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 334516.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.2703727631 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2026-04-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 8.250000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| a. Name of issuer (if any). | Covanta Holding Corporation |
| b. LEI (if any) of issuer. (1) | 40XIFLS8XDQGGHGPGC04 |
| c. Title of the issue or description of the investment. | COVERT MERGECO INC SR UNSECURED 144A 12/29 4.875 |
| d. CUSIP (if any). | 22303XAA3 |
| At least one of the following other identifiers: |
| - ISIN | US22303XAA37 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMYT7R2 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 215000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 189136.5800000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1528697573 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2029-12-01 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 4.875000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| a. Name of issuer (if any). | Crown Cork & Seal Company, Inc. |
| b. LEI (if any) of issuer. (1) | 7HLDMDH0ZXNUH6PT7Z42 |
| c. Title of the issue or description of the investment. | CROWN CORK + SEAL CO INC COMPANY GUAR 12/26 7.375 |
| d. CUSIP (if any). | 228255AH8 |
| At least one of the following other identifiers: |
| - ISIN | US228255AH83 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 2581439 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 225000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 232875.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1882213622 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2026-12-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 7.375000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| a. Name of issuer (if any). | DCP Midstream Operating, LP |
| b. LEI (if any) of issuer. (1) | 549300Y6CTBSE0QIPL28 |
| c. Title of the issue or description of the investment. | DCP MIDSTREAM OPERATING COMPANY GUAR 05/29 5.125 |
| d. CUSIP (if any). | 23311VAH0 |
| At least one of the following other identifiers: |
| - ISIN | US23311VAH06 |
| - Ticker (if ISIN is not available). | DCP |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BK77J84 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 95000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 95009.5000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0767914869 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2029-05-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 5.125000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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 |
| 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 COMPANY COMMON STOCK |
| d. CUSIP (if any). | 233331107 |
| At least one of the following other identifiers: |
| - ISIN | US2333311072 |
| - Ticker (if ISIN is not available). | DTE |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 2280220 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 31881.0000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 4230927.5100000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 3.4196497663 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 97 |
| a. Name of issuer (if any). | DT Midstream Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | DT MIDSTREAM INC COMPANY GUAR 144A 06/29 4.125 |
| d. CUSIP (if any). | 23345MAA5 |
| At least one of the following other identifiers: |
| - ISIN | US23345MAA53 |
| - Ticker (if ISIN is not available). | DTMINC |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BLN9LF2 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 85000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 79591.8800000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0643301860 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2029-06-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 4.125000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 98 |
| a. Name of issuer (if any). | DT Midstream Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | DT MIDSTREAM INC COMPANY GUAR 144A 06/31 4.375 |
| d. CUSIP (if any). | 23345MAB3 |
| At least one of the following other identifiers: |
| - ISIN | US23345MAB37 |
| - Ticker (if ISIN is not available). | DTE519 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BLN9LB8 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 155000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 144150.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1165093263 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2031-06-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 4.375000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 99 |
| a. Name of issuer (if any). | Davita Inc |
| b. LEI (if any) of issuer. (1) | M2XHYMU3TZNEZURC6H66 |
| c. Title of the issue or description of the investment. | DAVITA INC COMPANY GUAR 144A 06/30 4.625 |
| d. CUSIP (if any). | 23918KAS7 |
| At least one of the following other identifiers: |
| - ISIN | US23918KAS78 |
| - Ticker (if ISIN is not available). | DVA |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMW7NB4 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 195000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 169406.2500000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1369227059 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2030-06-01 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 4.625000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 100 |
| a. Name of issuer (if any). | Denbury Inc |
| b. LEI (if any) of issuer. (1) | 549300KCWA5W52MS5559 |
| c. Title of the issue or description of the investment. | DENBURY INC COMMON STOCK USD.001 |
| d. CUSIP (if any). | 24790A101 |
| At least one of the following other identifiers: |
| - ISIN | US24790A1016 |
| - Ticker (if ISIN is not available). | DEN |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMZQZL2 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 1631.0000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 119291.3400000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0964172990 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 101 |
| a. Name of issuer (if any). | DIRECTV |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | DIRECTV FINANCING LLC TERM LOAN |
| d. CUSIP (if any). | 25460HAB8 |
| At least one of the following other identifiers: |
| - ISIN | US25460HAB87 |
| Balance. (2) |
| a. Balance | 224425.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 216756.4000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1751934938 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Loan
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2027-08-02 |
| b. Coupon. |
| i. Coupon category. (13) | Floating |
| ii. Annualized rate. | 5.140000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 102 |
| a. Name of issuer (if any). | Directv Financing LLC/Directv Financing Co-Obligor Inc. |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | DIRECTV HOLDINGS/FING SR SECURED 144A 08/27 5.875 |
| d. CUSIP (if any). | 25461LAA0 |
| At least one of the following other identifiers: |
| - ISIN | US25461LAA08 |
| - Ticker (if ISIN is not available). | DTV |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BN765Z1 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 145000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 136735.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1105161480 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2027-08-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 5.875000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 103 |
| a. Name of issuer (if any). | DISH DBS Corporation |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | DISH DBS CORP SR SECURED 144A 12/28 5.75 |
| 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 | BNRLZ34 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 265000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 216300.9500000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1748253761 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 104 |
| a. Name of issuer (if any). | Dominion Energy Inc |
| b. LEI (if any) of issuer. (1) | ILUL7B6Z54MRYCF6H308 |
| c. Title of the issue or description of the investment. | DOMINION ENERGY INC COMMON STOCK |
| d. CUSIP (if any). | 25746U109 |
| At least one of the following other identifiers: |
| - ISIN | US25746U1097 |
| - Ticker (if ISIN is not available). | D |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 2542049 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 81959.0000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 6902586.9800000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 5.5790201787 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 105 |
| 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 COMMON STOCK USD.001 |
| 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 | B7VD3F2 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 61621.0000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 6933594.9200000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 5.6040823653 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 106 |
| a. Name of issuer (if any). | Encino Acquisition Partners Holdings LLC |
| b. LEI (if any) of issuer. (1) | 549300BUKUEKT2UE4T49 |
| c. Title of the issue or description of the investment. | ENCINO ACQUISITION PARTN COMPANY GUAR 144A 05/28 8.5 |
| d. CUSIP (if any). | 29254BAA5 |
| At least one of the following other identifiers: |
| - ISIN | US29254BAA52 |
| - Ticker (if ISIN is not available). | ENCIAC |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BNG0HD6 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 355000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 355000.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.2869289687 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2028-05-01 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 107 |
| a. Name of issuer (if any). | Encompass Health Corporation |
| b. LEI (if any) of issuer. (1) | 549300FVRPM9DRQZRG64 |
| c. Title of the issue or description of the investment. | ENCOMPASS HEALTH CORP COMPANY GUAR 04/31 4.625 |
| d. CUSIP (if any). | 29261AAE0 |
| At least one of the following other identifiers: |
| - ISIN | US29261AAE01 |
| - Ticker (if ISIN is not available). | EHC |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMD3QF6 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 35000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 31018.7500000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0250709238 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2031-04-01 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 4.625000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 108 |
| a. Name of issuer (if any). | Enlink Midstream LLC |
| b. LEI (if any) of issuer. (1) | 54930000GY1H533OBE23 |
| c. Title of the issue or description of the investment. | ENLINK MIDSTREAM LLC COMPANY GUAR 06/29 5.375 |
| d. CUSIP (if any). | 29336TAA8 |
| At least one of the following other identifiers: |
| - ISIN | US29336TAA88 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BJJZZT2 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 297000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 288315.7200000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.2330313583 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2029-06-01 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 5.375000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 109 |
| a. Name of issuer (if any). | Enlink Midstream LLC |
| b. LEI (if any) of issuer. (1) | 54930000GY1H533OBE23 |
| c. Title of the issue or description of the investment. | ENLINK MIDSTREAM LLC COMPANY GUAR 144A 01/28 5.625 |
| d. CUSIP (if any). | 29336TAC4 |
| At least one of the following other identifiers: |
| - ISIN | US29336TAC45 |
| - Ticker (if ISIN is not available). | ENLC |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BLCXV00 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 35000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 34781.2500000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0281119667 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2028-01-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 5.625000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 110 |
| a. Name of issuer (if any). | Enlink Midstream Partners LP |
| b. LEI (if any) of issuer. (1) | 88CPW63VL7KHJWS0NY83 |
| c. Title of the issue or description of the investment. | ENLINK MIDSTREAM PARTNER SR UNSECURED 04/44 5.6 |
| d. CUSIP (if any). | 29336UAC1 |
| At least one of the following other identifiers: |
| - ISIN | US29336UAC18 |
| - Ticker (if ISIN is not available). | ENLK |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BKSKSC9 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 75000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 60776.4500000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0491226032 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2044-04-01 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 5.600000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 111 |
| a. Name of issuer (if any). | Enlink Midstream Partners LP |
| b. LEI (if any) of issuer. (1) | 88CPW63VL7KHJWS0NY83 |
| c. Title of the issue or description of the investment. | ENLINK MIDSTREAM PARTNER SR UNSECURED 04/45 5.05 |
| d. CUSIP (if any). | 29336UAD9 |
| At least one of the following other identifiers: |
| - ISIN | US29336UAD90 |
| - Ticker (if ISIN is not available). | ENLK |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BSM8V15 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 210000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 166270.7500000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1343884361 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2045-04-01 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 5.050000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 112 |
| a. Name of issuer (if any). | Enlink Midstream Partners LP |
| b. LEI (if any) of issuer. (1) | 88CPW63VL7KHJWS0NY83 |
| c. Title of the issue or description of the investment. | ENLINK MIDSTREAM PARTNER SR UNSECURED 06/47 5.45 |
| d. CUSIP (if any). | 29336UAG2 |
| At least one of the following other identifiers: |
| - ISIN | US29336UAG22 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BDVJS80 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 105000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 84097.1500000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0679715733 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2047-06-01 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 5.450000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 113 |
| a. Name of issuer (if any). | Entergy Corporation |
| b. LEI (if any) of issuer. (1) | 4XM3TW50JULSLG8BNC79 |
| c. Title of the issue or description of the investment. | ENTERGY CORP COMMON STOCK USD.01 |
| 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 | 2317087 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 22292.0000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 2682173.4400000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 2.1678683351 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 114 |
| a. Name of issuer (if any). | Enviva Inc |
| b. LEI (if any) of issuer. (1) | 549300WH5VXDEFM5KR81 |
| c. Title of the issue or description of the investment. | ENVIVA PARTNERS LP/FIN C COMPANY GUAR 144A 01/26 6.5 |
| d. CUSIP (if any). | 29413XAD9 |
| At least one of the following other identifiers: |
| - ISIN | US29413XAD93 |
| - Ticker (if ISIN is not available). | EVA |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BL4PV15 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 600000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 600000.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.4849503696 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2026-01-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 6.500000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 115 |
| 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 COMMON STOCK |
| 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 | BFMXGR0 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 29385.0000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 2055186.9000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.6611060780 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 116 |
| a. Name of issuer (if any). | Eversource Energy |
| b. LEI (if any) of issuer. (1) | SJ7XXD41SQU3ZNWUJ746 |
| c. Title of the issue or description of the investment. | EVERSOURCE ENERGY COMMON STOCK USD5.0 |
| d. CUSIP (if any). | 30040W108 |
| At least one of the following other identifiers: |
| - ISIN | US30040W1080 |
| - Ticker (if ISIN is not available). | ES |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BVVN4Q8 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 29400.0000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 2714208.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 2.1937602880 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 117 |
| a. Name of issuer (if any). | Exelon Corporation |
| b. LEI (if any) of issuer. (1) | 3SOUA6IRML7435B56G12 |
| c. Title of the issue or description of the investment. | EXELON CORP COMMON STOCK |
| d. CUSIP (if any). | 30161N101 |
| At least one of the following other identifiers: |
| - ISIN | US30161N1019 |
| - Ticker (if ISIN is not available). | EXC |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 2670519 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 112190.0000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 5514138.5000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 4.4568058394 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 118 |
| a. Name of issuer (if any). | Fair Isaac Corporation |
| b. LEI (if any) of issuer. (1) | RI6HET5SJUEY30V1PS26 |
| c. Title of the issue or description of the investment. | FAIR ISAAC CORP SR UNSECURED 144A 05/26 5.25 |
| d. CUSIP (if any). | 303250AE4 |
| At least one of the following other identifiers: |
| - ISIN | US303250AE41 |
| - Ticker (if ISIN is not available). | FAIRIC |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BD2NL82 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 220000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 219725.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1775928666 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2026-05-15 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 119 |
| a. Name of issuer (if any). | GIP II Blue Holding/HESM Holdco |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | GIP II BLUE HOLDING L P TERM LOAN B |
| d. CUSIP (if any). | 31575AAB3 |
| At least one of the following other identifiers: |
| - ISIN | US31575AAB35 |
| Balance. (2) |
| a. Balance | 125035.1500000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 121805.4900000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0984493623 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Loan
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2028-09-29 |
| b. Coupon. |
| i. Coupon category. (13) | Floating |
| ii. Annualized rate. | 4.620000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 120 |
| a. Name of issuer (if any). | Firstcash Holdings Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | FIRSTCASH INC COMPANY GUAR 144A 01/30 5.625 |
| d. CUSIP (if any). | 31944TAA8 |
| At least one of the following other identifiers: |
| - ISIN | US31944TAA88 |
| - Ticker (if ISIN is not available). | FCFS53 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BNNTNW7 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 125000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 119181.8800000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0963288279 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2030-01-01 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 5.625000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 121 |
| a. Name of issuer (if any). | Firstcash Holdings Inc |
| b. LEI (if any) of issuer. (1) | 549300V2X3UU7K0DG350 |
| c. Title of the issue or description of the investment. | FIRSTCASH INC COMPANY GUAR 144A 09/28 4.625 |
| d. CUSIP (if any). | 33767DAB1 |
| At least one of the following other identifiers: |
| - ISIN | US33767DAB10 |
| - Ticker (if ISIN is not available). | FCFS50 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BKSGZH1 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 80000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 72616.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0586919267 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2028-09-01 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 4.625000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 122 |
| 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 COMMON STOCK USD.1 |
| 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 | 2100920 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 61615.0000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 2646980.4000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 2.1394235389 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 123 |
| a. Name of issuer (if any). | Ford Motor Company |
| b. LEI (if any) of issuer. (1) | 20S05OYHG0MQM4VUIC57 |
| c. Title of the issue or description of the investment. | FORD MOTOR COMPANY SR UNSECURED 02/32 3.25 |
| d. CUSIP (if any). | 345370DA5 |
| At least one of the following other identifiers: |
| - ISIN | US345370DA55 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BPLHQR3 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 125000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 105668.7500000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0854068323 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2032-02-12 |
| 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 |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 124 |
| a. Name of issuer (if any). | Ford Motor Credit Company LLC |
| b. LEI (if any) of issuer. (1) | UDSQCVRUX5BONN0VY111 |
| c. Title of the issue or description of the investment. | FORD MOTOR CREDIT CO LLC SR UNSECURED 01/26 4.389 |
| d. CUSIP (if any). | 345397XU2 |
| At least one of the following other identifiers: |
| - ISIN | US345397XU23 |
| - Ticker (if ISIN is not available). | F |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BD0SY80 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 400000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 387119.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.3128891702 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2026-01-08 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 4.389000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 125 |
| a. Name of issuer (if any). | Ford Motor Credit Company LLC |
| b. LEI (if any) of issuer. (1) | UDSQCVRUX5BONN0VY111 |
| c. Title of the issue or description of the investment. | FORD MOTOR CREDIT CO LLC SR UNSECURED 05/29 5.113 |
| d. CUSIP (if any). | 345397ZR7 |
| At least one of the following other identifiers: |
| - ISIN | US345397ZR75 |
| - Ticker (if ISIN is not available). | F |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BJYMJ29 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 535000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 521421.7000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.4214394102 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2029-05-03 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 5.113000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 126 |
| 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 SR UNSECURED 144A 10/25 6.5 |
| d. CUSIP (if any). | 34960PAB7 |
| At least one of the following other identifiers: |
| - ISIN | US34960PAB76 |
| - Ticker (if ISIN is not available). | FTAI |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BFD2RL7 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 215000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 210162.5000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1698639701 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2025-10-01 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 127 |
| 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 SR UNSECURED 144A 08/27 9.75 |
| d. CUSIP (if any). | 34960PAC5 |
| At least one of the following other identifiers: |
| - ISIN | US34960PAC59 |
| - Ticker (if ISIN is not available). | FTAI |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMY7XQ7 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 43000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 43685.8700000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0353091313 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 128 |
| 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 SR UNSECURED 144A 05/28 5.5 |
| d. CUSIP (if any). | 34960PAD3 |
| At least one of the following other identifiers: |
| - ISIN | US34960PAD33 |
| - Ticker (if ISIN is not available). | FTAI |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMD14K1 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 150000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 128955.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1042279582 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2028-05-01 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 5.500000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 129 |
| a. Name of issuer (if any). | G-III Apparel Group Ltd. |
| b. LEI (if any) of issuer. (1) | 529900O5KABM3R3SFM87 |
| c. Title of the issue or description of the investment. | G III APPAREL GROUP LTD SR SECURED 144A 08/25 7.875 |
| d. CUSIP (if any). | 36237HAA9 |
| At least one of the following other identifiers: |
| - ISIN | US36237HAA95 |
| - Ticker (if ISIN is not available). | GIII50 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BLD6JC6 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 180000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 182934.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1478565182 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2025-08-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 7.875000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 130 |
| a. Name of issuer (if any). | The Gap, Inc. |
| b. LEI (if any) of issuer. (1) | T2ZG1WRWZ4BUCMQL9224 |
| c. Title of the issue or description of the investment. | GAP INC/THE COMPANY GUAR 144A 10/31 3.875 |
| d. CUSIP (if any). | 364760AQ1 |
| At least one of the following other identifiers: |
| - ISIN | US364760AQ18 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMHLC81 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 90000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 64125.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0518290708 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2031-10-01 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 3.875000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 131 |
| a. Name of issuer (if any). | GEO Group |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | GEO GROUP INC TERM LOAN |
| d. CUSIP (if any). | 37252KAP7 |
| At least one of the following other identifiers: |
| - ISIN | US37252KAP75 |
| Balance. (2) |
| a. Balance | 224658.7900000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 211612.8500000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1710362164 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Loan
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2024-03-22 |
| b. Coupon. |
| i. Coupon category. (13) | Floating |
| ii. Annualized rate. | 4.340000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 132 |
| a. Name of issuer (if any). | Enact Holdings Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ENACT HOLDINGS INC SR UNSECURED 144A 08/25 6.5 |
| d. CUSIP (if any). | 37255LAA5 |
| At least one of the following other identifiers: |
| - ISIN | US37255LAA52 |
| - Ticker (if ISIN is not available). | GNW |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMV9TZ7 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 460000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 461205.2000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.3727693870 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2025-08-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 6.500000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 133 |
| a. Name of issuer (if any). | Gray Escrow II Inc. |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | GRAY ESCROW II INC COMPANY GUAR 144A 11/31 5.375 |
| d. CUSIP (if any). | 389286AA3 |
| At least one of the following other identifiers: |
| - ISIN | US389286AA34 |
| - Ticker (if ISIN is not available). | GTN |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BM93J39 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 400000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 364286.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.2944343839 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2031-11-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 5.375000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 134 |
| a. Name of issuer (if any). | Gray Television, Inc. |
| b. LEI (if any) of issuer. (1) | 529900TM5726KDN7UU35 |
| c. Title of the issue or description of the investment. | GRAY TELEVISION INC COMPANY GUAR 144A 10/30 4.75 |
| d. CUSIP (if any). | 389375AL0 |
| At least one of the following other identifiers: |
| - ISIN | US389375AL09 |
| - Ticker (if ISIN is not available). | GTN |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMXWF01 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 250000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 219657.5000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1775383097 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2030-10-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 4.750000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 135 |
| a. Name of issuer (if any). | Great Lakes Dredge & Dock Corporation |
| b. LEI (if any) of issuer. (1) | 549300H65E3MZ1CX0P05 |
| c. Title of the issue or description of the investment. | GREAT LAKES DREDGE+DOCK COMPANY GUAR 144A 06/29 5.25 |
| d. CUSIP (if any). | 390607AF6 |
| At least one of the following other identifiers: |
| - ISIN | US390607AF62 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMC2Y05 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 125000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 117500.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0949694474 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2029-06-01 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 136 |
| a. Name of issuer (if any). | Griffin Coal Mining Company Pty Ltd. |
| b. LEI (if any) of issuer. (1) | 98450062A5DBFF1A8463 |
| c. Title of the issue or description of the investment. | GRIFFIN COAL MINING CO SR UNSECURED 144A 12/16 9.5 |
| d. CUSIP (if any). | 398186AA4 |
| At least one of the following other identifiers: |
| - ISIN | US398186AA44 |
| - Ticker (if ISIN is not available). | LANCI |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | B1HDK97 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 61339.1000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 0.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0000000000 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
AUSTRALIA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2016-12-01 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 9.500000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 137 |
| a. Name of issuer (if any). | Grifols Escrow Issuer S A U |
| b. LEI (if any) of issuer. (1) | 959800HLB3PGTGSLVV62 |
| c. Title of the issue or description of the investment. | GRIFOLS ESCROW ISSUER SR UNSECURED 144A 10/28 4.75 |
| d. CUSIP (if any). | 39843UAA0 |
| At least one of the following other identifiers: |
| - ISIN | US39843UAA07 |
| - Ticker (if ISIN is not available). | GRFSM |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BP4YZP2 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 265000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 242143.7500000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1957128351 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
SPAIN
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2028-10-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 4.750000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 138 |
| a. Name of issuer (if any). | Group 1 Automotive, Inc. |
| b. LEI (if any) of issuer. (1) | 549300US8QAZJLWYAF63 |
| c. Title of the issue or description of the investment. | GROUP 1 AUTOMOTIVE INC COMPANY GUAR 144A 08/28 4 |
| d. CUSIP (if any). | 398905AN9 |
| At least one of the following other identifiers: |
| - ISIN | US398905AN98 |
| - Ticker (if ISIN is not available). | GPI502 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMD7LD1 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 120000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 109290.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0883337098 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2028-08-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 4.000000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 139 |
| a. Name of issuer (if any). | Harvest Midstream I LP |
| b. LEI (if any) of issuer. (1) | 549300DW5M17KJOXCY66 |
| c. Title of the issue or description of the investment. | HARVEST MIDSTREAM I LP SR UNSECURED 144A 09/28 7.5 |
| d. CUSIP (if any). | 417558AA1 |
| At least one of the following other identifiers: |
| - ISIN | US417558AA18 |
| - Ticker (if ISIN is not available). | HARMID |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMF3RK6 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 120000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 120385.8000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0973018970 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2028-09-01 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 140 |
| a. Name of issuer (if any). | HAT Holdings I LLC and HAT Holdings II LLC |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | HAT HOLDINGS I LLC/HAT COMPANY GUAR 144A 04/25 6 |
| d. CUSIP (if any). | 418751AB9 |
| At least one of the following other identifiers: |
| - ISIN | US418751AB93 |
| - Ticker (if ISIN is not available). | HASI49 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMDSC53 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 125000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 126671.2500000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1023821158 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2025-04-15 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 141 |
| a. Name of issuer (if any). | HAT Holdings I LLC and HAT Holdings II LLC |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | HAT HOLDINGS I LLC/HAT COMPANY GUAR 144A 06/26 3.375 |
| d. CUSIP (if any). | 418751AE3 |
| At least one of the following other identifiers: |
| - ISIN | US418751AE33 |
| - Ticker (if ISIN is not available). | HASI |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BN7TVQ3 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 120000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 111021.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0897327916 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2026-06-15 |
| 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 |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 142 |
| a. Name of issuer (if any). | Hawaiian Holdings Inc. |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | HAWAIIAN AIRLINES 13 1A PASS THRU CE 07/27 3.9 |
| d. CUSIP (if any). | 419838AA5 |
| At least one of the following other identifiers: |
| - ISIN | US419838AA57 |
| - Ticker (if ISIN is not available). | HA4007 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | B99L590 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 155748.8000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 137053.2400000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1107733657 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
ABS-other
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2027-07-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 3.900000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 143 |
| a. Name of issuer (if any). | Hawaiian Brand Intellectual Property Limited / Hawaiianmiles Loyalty Limited |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | HAWAIIAN BRAND INTELLECT SR SECURED 144A 01/26 5.75 |
| d. CUSIP (if any). | 41984LAA5 |
| At least one of the following other identifiers: |
| - ISIN | US41984LAA52 |
| - Ticker (if ISIN is not available). | HA |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMGWDD7 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 375000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 372470.6300000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.3010496161 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
CAYMAN ISLANDS
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2026-01-20 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 144 |
| a. Name of issuer (if any). | Encompass Health Corporation |
| b. LEI (if any) of issuer. (1) | 549300FVRPM9DRQZRG64 |
| c. Title of the issue or description of the investment. | ENCOMPASS HEALTH CORP COMPANY GUAR 09/25 5.75 |
| d. CUSIP (if any). | 421924BT7 |
| At least one of the following other identifiers: |
| - ISIN | US421924BT72 |
| - Ticker (if ISIN is not available). | EHC |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BD9NRZ4 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 75000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 75758.3700000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0612317492 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2025-09-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 5.750000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 145 |
| a. Name of issuer (if any). | Hess Midstream Operations LP |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | HESS MIDSTREAM OPERATION COMPANY GUAR 144A 10/30 5.5 |
| d. CUSIP (if any). | 428102AF4 |
| At least one of the following other identifiers: |
| - ISIN | US428102AF45 |
| - Ticker (if ISIN is not available). | HES539 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BPVCPJ3 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 30000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 29592.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0239177522 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2030-10-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 5.500000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 146 |
| a. Name of issuer (if any). | Hilcorp Energy I L.P/Hilcorp Finance Co |
| b. LEI (if any) of issuer. (1) | 549300ITPIHLG0LHEC09 |
| c. Title of the issue or description of the investment. | HILCORP ENERGY I/HILCORP SR UNSECURED 144A 11/28 6.25 |
| d. CUSIP (if any). | 431318AS3 |
| At least one of the following other identifiers: |
| - ISIN | US431318AS36 |
| - Ticker (if ISIN is not available). | HILCRP |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BG4THM5 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 75000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 75562.5000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0610734372 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2028-11-01 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 6.250000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 147 |
| a. Name of issuer (if any). | Hilcorp Energy I L.P/Hilcorp Finance Co |
| b. LEI (if any) of issuer. (1) | 549300ITPIHLG0LHEC09 |
| c. Title of the issue or description of the investment. | HILCORP ENERGY I/HILCORP SR UNSECURED 144A 02/29 5.75 |
| d. CUSIP (if any). | 431318AU8 |
| At least one of the following other identifiers: |
| - ISIN | US431318AU81 |
| - Ticker (if ISIN is not available). | HILCRP |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BL6JRZ1 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 55000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 53884.0500000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0435518166 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2029-02-01 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 148 |
| a. Name of issuer (if any). | Hilcorp Energy I L.P/Hilcorp Finance Co |
| b. LEI (if any) of issuer. (1) | 549300ITPIHLG0LHEC09 |
| c. Title of the issue or description of the investment. | HILCORP ENERGY I/HILCORP SR UNSECURED 144A 02/31 6 |
| d. CUSIP (if any). | 431318AV6 |
| At least one of the following other identifiers: |
| - ISIN | US431318AV64 |
| - Ticker (if ISIN is not available). | HILCRP |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BL6JRX9 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 55000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 53597.5000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0433202124 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2031-02-01 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 149 |
| a. Name of issuer (if any). | Hilcorp Energy I L.P/Hilcorp Finance Co |
| b. LEI (if any) of issuer. (1) | 549300ITPIHLG0LHEC09 |
| c. Title of the issue or description of the investment. | HILCORP ENERGY I/HILCORP SR UNSECURED 144A 04/30 6 |
| d. CUSIP (if any). | 431318AY0 |
| At least one of the following other identifiers: |
| - ISIN | US431318AY04 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BQ68QK1 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 30000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 29175.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0235807117 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2030-04-15 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 150 |
| a. Name of issuer (if any). | Hilcorp Energy I L.P/Hilcorp Finance Co |
| b. LEI (if any) of issuer. (1) | 549300ITPIHLG0LHEC09 |
| c. Title of the issue or description of the investment. | HILCORP ENERGY I/HILCORP SR UNSECURED 144A 04/32 6.25 |
| d. CUSIP (if any). | 431318AZ7 |
| At least one of the following other identifiers: |
| - ISIN | US431318AZ78 |
| - Ticker (if ISIN is not available). | HILC53 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BPVCPK4 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 30000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 29245.2000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0236374509 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2032-04-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 6.250000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 151 |
| a. Name of issuer (if any). | Service Properties Trust |
| b. LEI (if any) of issuer. (1) | 529900IS770AG1K9QG27 |
| c. Title of the issue or description of the investment. | SERVICE PROPERTIES TRUST SR UNSECURED 02/26 5.25 |
| d. CUSIP (if any). | 44106MAV4 |
| At least one of the following other identifiers: |
| - ISIN | US44106MAV46 |
| - Ticker (if ISIN is not available). | SVC433 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BDF0WW1 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 75000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 63728.0200000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0515082114 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2026-02-15 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 152 |
| a. Name of issuer (if any). | Service Properties Trust |
| b. LEI (if any) of issuer. (1) | 529900IS770AG1K9QG27 |
| c. Title of the issue or description of the investment. | SERVICE PROPERTIES TRUST SR UNSECURED 02/27 4.95 |
| d. CUSIP (if any). | 44106MAW2 |
| At least one of the following other identifiers: |
| - ISIN | US44106MAW29 |
| - Ticker (if ISIN is not available). | SVC444 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BYW0MN2 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 150000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 124669.5000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1007642002 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2027-02-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 4.950000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 153 |
| a. Name of issuer (if any). | Service Properties Trust |
| b. LEI (if any) of issuer. (1) | 529900IS770AG1K9QG27 |
| c. Title of the issue or description of the investment. | SERVICE PROPERTIES TRUST SR UNSECURED 01/28 3.95 |
| d. CUSIP (if any). | 44106MAX0 |
| At least one of the following other identifiers: |
| - ISIN | US44106MAX02 |
| - Ticker (if ISIN is not available). | SVC |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BZ3CYL6 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 130000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 100704.6100000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0813945631 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2028-01-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 3.950000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 154 |
| a. Name of issuer (if any). | Service Properties Trust |
| b. LEI (if any) of issuer. (1) | 529900IS770AG1K9QG27 |
| c. Title of the issue or description of the investment. | SERVICE PROPERTIES TRUST SR UNSECURED 02/30 4.375 |
| d. CUSIP (if any). | 44106MAY8 |
| At least one of the following other identifiers: |
| - ISIN | US44106MAY84 |
| - Ticker (if ISIN is not available). | SVC459 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BFZHJZ8 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 100000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 73500.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0594064203 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2030-02-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 4.375000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 155 |
| a. Name of issuer (if any). | Service Properties Trust |
| b. LEI (if any) of issuer. (1) | 529900IS770AG1K9QG27 |
| c. Title of the issue or description of the investment. | SERVICE PROPERTIES TRUST SR UNSECURED 10/26 4.75 |
| d. CUSIP (if any). | 44106MBA9 |
| At least one of the following other identifiers: |
| - ISIN | US44106MBA99 |
| - Ticker (if ISIN is not available). | SVC |
| Balance. (2) |
| a. Balance | 100000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 83556.5000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0675345926 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2026-10-01 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 4.750000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 156 |
| a. Name of issuer (if any). | HUB International Ltd. |
| b. LEI (if any) of issuer. (1) | 549300JQT6ATTUNS5E06 |
| c. Title of the issue or description of the investment. | HUB INTERNATIONAL LTD COMPANY GUAR 144A 05/26 7 |
| d. CUSIP (if any). | 44332PAD3 |
| At least one of the following other identifiers: |
| - ISIN | US44332PAD33 |
| - Ticker (if ISIN is not available). | HKMS46 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BFXTLW7 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 55000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 55542.8500000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0448925427 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2026-05-01 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 7.000000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 157 |
| a. Name of issuer (if any). | HUB International Ltd. |
| b. LEI (if any) of issuer. (1) | 549300JQT6ATTUNS5E06 |
| c. Title of the issue or description of the investment. | HUB INTERNATIONAL LTD SR UNSECURED 144A 12/29 5.625 |
| d. CUSIP (if any). | 44332PAG6 |
| At least one of the following other identifiers: |
| - ISIN | US44332PAG63 |
| - Ticker (if ISIN is not available). | HKMS53 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BLGTST2 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 65000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 60612.5000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0489900905 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2029-12-01 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 5.625000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 158 |
| a. Name of issuer (if any). | HUBBARD RADIO LLC 2015 TERM LOAN B |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | HUBBARD RADIO LLC 2015 TERM LOAN B |
| d. CUSIP (if any). | 44344HAH8 |
| At least one of the following other identifiers: |
| - ISIN | US44344HAH84 |
| Balance. (2) |
| a. Balance | 140154.9100000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 136300.6500000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1101650843 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Loan
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2025-03-28 |
| b. Coupon. |
| i. Coupon category. (13) | Floating |
| ii. Annualized rate. | 5.31 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 159 |
| a. Name of issuer (if any). | Iqvia Inc |
| b. LEI (if any) of issuer. (1) | 549300PLWY28YB00C717 |
| c. Title of the issue or description of the investment. | IQVIA INC COMPANY GUAR 144A 10/26 5 |
| d. CUSIP (if any). | 449934AD0 |
| At least one of the following other identifiers: |
| - ISIN | US449934AD05 |
| - Ticker (if ISIN is not available). | IQV |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BD91587 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 200000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 199422.6300000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1611834635 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2026-10-15 |
| 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 |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 160 |
| a. Name of issuer (if any). | Intelsat Jackson Holdings Ltd ESCROW |
| b. LEI (if any) of issuer. (1) | 8XJ8KF85PBKK1TLMFN29 |
| c. Title of the issue or description of the investment. | ESC GCB INTELSAT JACKS 08/23 5.5 |
| d. CUSIP (if any). | 458ESCAA8 |
| At least one of the following other identifiers: |
| - ISIN | US458ESCAA82 |
| Balance. (2) |
| a. Balance | 470000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 0.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0000000000 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
LUXEMBOURG
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2023-08-01 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 5.500000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 161 |
| a. Name of issuer (if any). | Iron Mountain Incorporated |
| b. LEI (if any) of issuer. (1) | SQL3F6CKNNBM3SQGHX24 |
| c. Title of the issue or description of the investment. | IRON MOUNTAIN INC COMPANY GUAR 144A 07/30 5.25 |
| d. CUSIP (if any). | 46284VAJ0 |
| At least one of the following other identifiers: |
| - ISIN | US46284VAJ08 |
| - Ticker (if ISIN is not available). | IRM500 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BL57W73 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 265000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 253075.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.2045480246 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2030-07-15 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 162 |
| a. Name of issuer (if any). | Iron Mountain Incorporated |
| b. LEI (if any) of issuer. (1) | SQL3F6CKNNBM3SQGHX24 |
| c. Title of the issue or description of the investment. | IRON MOUNTAIN INC COMPANY GUAR 144A 02/31 4.5 |
| d. CUSIP (if any). | 46284VAN1 |
| At least one of the following other identifiers: |
| - ISIN | US46284VAN10 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMG1HP4 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 250000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 224275.6300000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1812709161 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2031-02-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 4.500000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 163 |
| a. Name of issuer (if any). | Jefferies Finance LLC/JFIN Co-Issuer Corp |
| b. LEI (if any) of issuer. (1) | 549300SKVB18YSSIDT75 |
| c. Title of the issue or description of the investment. | JEFFERIES FIN LLC / JFIN SR UNSECURED 144A 08/28 5 |
| d. CUSIP (if any). | 47232MAF9 |
| At least one of the following other identifiers: |
| - ISIN | US47232MAF95 |
| - Ticker (if ISIN is not available). | LUK523 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BP83D39 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 140000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 126260.4000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1020500461 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2028-08-15 |
| 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 |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 164 |
| a. Name of issuer (if any). | Kaiser Aluminium Corporation |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | KAISER ALUMINUM CORP COMPANY GUAR 144A 03/28 4.625 |
| d. CUSIP (if any). | 483007AJ9 |
| At least one of the following other identifiers: |
| - ISIN | US483007AJ91 |
| - Ticker (if ISIN is not available). | KALU |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BKQQ380 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 50000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 45971.4000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0371564124 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2028-03-01 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 4.625000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 165 |
| a. Name of issuer (if any). | LFS TopCo LLC |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | LFS TOPCO LLC COMPANY GUAR 144A 10/26 5.875 |
| d. CUSIP (if any). | 50203TAA4 |
| At least one of the following other identifiers: |
| - ISIN | US50203TAA43 |
| - Ticker (if ISIN is not available). | LNDM52 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BNZJCZ1 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 120000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 107480.4000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0868710995 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2026-10-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 5.875000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 166 |
| a. Name of issuer (if any). | LPL Holdings Inc. |
| b. LEI (if any) of issuer. (1) | 549300Z5YF8CCRMYUL26 |
| c. Title of the issue or description of the investment. | LPL HOLDINGS INC COMPANY GUAR 144A 11/27 4.625 |
| d. CUSIP (if any). | 50212YAC8 |
| At least one of the following other identifiers: |
| - ISIN | US50212YAC84 |
| - Ticker (if ISIN is not available). | LPLA |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BK8J5W5 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 200000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 195000.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1576088701 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2027-11-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 4.625000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 167 |
| a. Name of issuer (if any). | LPL Holdings Inc. |
| b. LEI (if any) of issuer. (1) | 549300Z5YF8CCRMYUL26 |
| c. Title of the issue or description of the investment. | LPL HOLDINGS INC COMPANY GUAR 144A 05/31 4.375 |
| d. CUSIP (if any). | 50212YAF1 |
| At least one of the following other identifiers: |
| - ISIN | US50212YAF16 |
| - Ticker (if ISIN is not available). | LPHI51 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMYY658 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 210000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 188737.5000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1525472006 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2031-05-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 4.375000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 168 |
| a. Name of issuer (if any). | LSF9 Atlantis Holdings LLC / Victra Finance Corp. |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | LSF9 ATL HLDG/VICTRA FIN SR SECURED 144A 02/26 7.75 |
| d. CUSIP (if any). | 50220MAA8 |
| At least one of the following other identifiers: |
| - ISIN | US50220MAA80 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BNC44F3 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 120000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 98400.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0795318606 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2026-02-15 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 169 |
| a. Name of issuer (if any). | Ladder Capital Finance Holdings LLLP/ Ladder Capital Finance Corp. |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | LADDER CAP FIN LLLP/CORP COMPANY GUAR 144A 10/25 5.25 |
| d. CUSIP (if any). | 505742AG1 |
| At least one of the following other identifiers: |
| - ISIN | US505742AG11 |
| - Ticker (if ISIN is not available). | LADP45 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BZ0WZ72 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 195000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 186712.5000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1509104931 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2025-10-01 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 170 |
| a. Name of issuer (if any). | Ladder Capital Finance Holdings LLLP/ Ladder Capital Finance Corp. |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | LADDER CAP FIN LLLP/CORP COMPANY GUAR 144A 02/27 4.25 |
| d. CUSIP (if any). | 505742AM8 |
| At least one of the following other identifiers: |
| - ISIN | US505742AM88 |
| - Ticker (if ISIN is not available). | LADR |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BJVB6G2 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 50000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 45085.3000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0364402215 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2027-02-01 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 4.250000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 171 |
| a. Name of issuer (if any). | Ladder Capital Finance Holdings LLLP/ Ladder Capital Finance Corp. |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | LADDER CAP FIN LLLP/CORP COMPANY GUAR 144A 06/29 4.75 |
| d. CUSIP (if any). | 505742AP1 |
| At least one of the following other identifiers: |
| - ISIN | US505742AP10 |
| - Ticker (if ISIN is not available). | LADR |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BNHV192 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 195000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 175500.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1418479831 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2029-06-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 4.750000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 172 |
| a. Name of issuer (if any). | Ladder Capital Corporation |
| b. LEI (if any) of issuer. (1) | 549300Q6LLV2QCV67C06 |
| c. Title of the issue or description of the investment. | LADDER CAPITAL CORP REIT REIT USD.001 |
| d. CUSIP (if any). | 505743104 |
| At least one of the following other identifiers: |
| - ISIN | US5057431042 |
| - Ticker (if ISIN is not available). | LADR |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BJ367P1 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 6254.0000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 72296.2400000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0584334805 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 173 |
| a. Name of issuer (if any). | Lamar Media Corp. |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | LAMAR MEDIA CORP COMPANY GUAR 02/30 4 |
| d. CUSIP (if any). | 513075BT7 |
| At least one of the following other identifiers: |
| - ISIN | US513075BT73 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BNG4385 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 80000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 74058.5700000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0598578848 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2030-02-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 4.000000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 174 |
| a. Name of issuer (if any). | Level 3 Financing, Inc. |
| b. LEI (if any) of issuer. (1) | 254900AE5FEFIJOXWL19 |
| c. Title of the issue or description of the investment. | LEVEL 3 FINANCING INC COMPANY GUAR 144A 09/27 4.625 |
| d. CUSIP (if any). | 527298BN2 |
| At least one of the following other identifiers: |
| - ISIN | US527298BN21 |
| - Ticker (if ISIN is not available). | LVLT |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BKB0R30 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 50000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 46062.5000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0372300440 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2027-09-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 4.625000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 175 |
| a. Name of issuer (if any). | Level 3 Financing, Inc. |
| b. LEI (if any) of issuer. (1) | 254900AE5FEFIJOXWL19 |
| c. Title of the issue or description of the investment. | LEVEL 3 FINANCING INC COMPANY GUAR 144A 07/28 4.25 |
| d. CUSIP (if any). | 527298BR3 |
| At least one of the following other identifiers: |
| - ISIN | US527298BR35 |
| - Ticker (if ISIN is not available). | LVLT |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMTR5N3 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 100000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 87750.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0709239916 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2028-07-01 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 4.250000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 176 |
| a. Name of issuer (if any). | Level 3 Financing, Inc. |
| b. LEI (if any) of issuer. (1) | 254900AE5FEFIJOXWL19 |
| c. Title of the issue or description of the investment. | LEVEL 3 FINANCING INC COMPANY GUAR 144A 01/29 3.625 |
| d. CUSIP (if any). | 527298BS1 |
| At least one of the following other identifiers: |
| - ISIN | US527298BS18 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMFNF35 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 155000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 130975.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1058606244 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2029-01-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 3.625000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 177 |
| a. Name of issuer (if any). | Lithia Motors Incorporated |
| b. LEI (if any) of issuer. (1) | SE8N1EZEHPZQBCBVKD53 |
| c. Title of the issue or description of the investment. | LITHIA MOTORS INC SR UNSECURED 144A 06/29 3.875 |
| d. CUSIP (if any). | 536797AG8 |
| At least one of the following other identifiers: |
| - ISIN | US536797AG85 |
| - Ticker (if ISIN is not available). | LAD |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BM9BQR6 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 80000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 73879.0300000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0597127715 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2029-06-01 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 3.875000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 178 |
| a. Name of issuer (if any). | Live Nation Entertainment, Inc. |
| b. LEI (if any) of issuer. (1) | 5493007B9BM9ZXJINO78 |
| c. Title of the issue or description of the investment. | LIVE NATION ENTERTAINMEN COMPANY GUAR 144A 03/26 5.625 |
| d. CUSIP (if any). | 538034AN9 |
| At least one of the following other identifiers: |
| - ISIN | US538034AN93 |
| - Ticker (if ISIN is not available). | LYV461 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BYVTQ72 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 48000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 47520.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0384080693 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2026-03-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 5.625000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 179 |
| a. Name of issuer (if any). | Live Nation Entertainment, Inc. |
| b. LEI (if any) of issuer. (1) | 5493007B9BM9ZXJINO78 |
| c. Title of the issue or description of the investment. | LIVE NATION ENTERTAINMEN SR SECURED 144A 05/27 6.5 |
| d. CUSIP (if any). | 538034AV1 |
| At least one of the following other identifiers: |
| - ISIN | US538034AV10 |
| - Ticker (if ISIN is not available). | LYV498 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMFKW46 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 225000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 232888.5000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1882322736 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2027-05-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 6.500000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 180 |
| a. Name of issuer (if any). | Live Nation Entertainment, Inc. |
| b. LEI (if any) of issuer. (1) | 5493007B9BM9ZXJINO78 |
| c. Title of the issue or description of the investment. | LIVE NATION ENTERTAINMEN SR SECURED 144A 01/28 3.75 |
| d. CUSIP (if any). | 538034AX7 |
| At least one of the following other identifiers: |
| - ISIN | US538034AX75 |
| - Ticker (if ISIN is not available). | LYV509 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BN7RJ07 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 185000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 170644.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1379231181 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2028-01-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 3.750000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 181 |
| a. Name of issuer (if any). | MPH Acquisition Holdings LLC |
| b. LEI (if any) of issuer. (1) | 5493002WXOPRPTXWTU06 |
| c. Title of the issue or description of the investment. | MPH ACQUISITION HOLDINGS COMPANY GUAR 144A 11/28 5.75 |
| d. CUSIP (if any). | 553283AC6 |
| At least one of the following other identifiers: |
| - ISIN | US553283AC69 |
| - Ticker (if ISIN is not available). | MPLN50 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BN2B8J6 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 275000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 244750.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1978193383 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2028-11-01 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 182 |
| a. Name of issuer (if any). | MPH Acquisition Holdings LLC |
| b. LEI (if any) of issuer. (1) | 5493002WXOPRPTXWTU06 |
| c. Title of the issue or description of the investment. | MPH ACQUISITION HOLDINGS 09/28 5.5 |
| d. CUSIP (if any). | 553283AD4 |
| At least one of the following other identifiers: |
| - ISIN | US553283AD43 |
| - Ticker (if ISIN is not available). | MLTPLN |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMH8323 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 125000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 117616.2000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0950633661 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2028-09-01 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 5.500000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 183 |
| a. Name of issuer (if any). | MSCI Inc. |
| b. LEI (if any) of issuer. (1) | 549300HTIN2PD78UB763 |
| c. Title of the issue or description of the investment. | MSCI INC COMPANY GUAR 144A 11/29 4 |
| d. CUSIP (if any). | 55354GAH3 |
| At least one of the following other identifiers: |
| - ISIN | US55354GAH39 |
| - Ticker (if ISIN is not available). | MSCI |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BJVBH14 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 120000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 113616.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0918302020 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2029-11-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 4.000000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 184 |
| a. Name of issuer (if any). | MSCI Inc. |
| b. LEI (if any) of issuer. (1) | 549300HTIN2PD78UB763 |
| c. Title of the issue or description of the investment. | MSCI INC COMPANY GUAR 144A 08/33 3.25 |
| d. CUSIP (if any). | 55354GAQ3 |
| At least one of the following other identifiers: |
| - ISIN | US55354GAQ38 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMWT6K0 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 55000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 47940.2000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0387476962 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2033-08-15 |
| 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 |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 185 |
| a. Name of issuer (if any). | Macys Retail Holdings LLC |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | MACY S RETAIL HLDGS LLC COMPANY GUAR 144A 04/29 5.875 |
| d. CUSIP (if any). | 55617LAP7 |
| At least one of the following other identifiers: |
| - ISIN | US55617LAP76 |
| - Ticker (if ISIN is not available). | M |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BM9ZRV9 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 245000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 230651.5800000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1864242816 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2029-04-01 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 5.875000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 186 |
| a. Name of issuer (if any). | Macys Retail Holdings LLC |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | MACY S RETAIL HLDGS LLC COMPANY GUAR 144A 03/32 6.125 |
| d. CUSIP (if any). | 55617LAR3 |
| At least one of the following other identifiers: |
| - ISIN | US55617LAR33 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BP960B4 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 30000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 26925.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0217621478 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2032-03-15 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 187 |
| a. Name of issuer (if any). | Magic MergeCo Inc |
| b. LEI (if any) of issuer. (1) | 549300H9LWMBP7HYLR98 |
| c. Title of the issue or description of the investment. | MICHAELS COS INC/THE SR UNSECURED 144A 05/29 7.875 |
| d. CUSIP (if any). | 55916AAB0 |
| At least one of the following other identifiers: |
| - ISIN | US55916AAB08 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BN6JYJ8 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 280000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 200645.2000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1621716065 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2029-05-01 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 7.875000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 188 |
| a. Name of issuer (if any). | Match Group Holdings II LLC |
| b. LEI (if any) of issuer. (1) | 549300BIJKT86CPCKK96 |
| c. Title of the issue or description of the investment. | MATCH GROUP HLD II LLC SR UNSECURED 144A 02/29 5.625 |
| d. CUSIP (if any). | 57665RAJ5 |
| At least one of the following other identifiers: |
| - ISIN | US57665RAJ59 |
| - Ticker (if ISIN is not available). | IACI47 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BJMFJ86 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 225000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 218745.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1768007810 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2029-02-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 5.625000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 189 |
| a. Name of issuer (if any). | Mednax, Inc. |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | MEDNAX INC COMPANY GUAR 144A 02/30 5.375 |
| d. CUSIP (if any). | 58502BAE6 |
| At least one of the following other identifiers: |
| - ISIN | US58502BAE65 |
| - Ticker (if ISIN is not available). | MD5355 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMZPWJ6 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 110000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 96637.2000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0781070764 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2030-02-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 5.375000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 190 |
| a. Name of issuer (if any). | United Airlines (United Milage Plus) |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | MILEAGE PLUS HOLDINGS LLC 2020 TERM LOAN B |
| d. CUSIP (if any). | 59921PAB2 |
| At least one of the following other identifiers: |
| - ISIN | US59921PAB22 |
| Balance. (2) |
| a. Balance | 250000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 253332.5000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.2047561492 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Loan
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2027-06-21 |
| b. Coupon. |
| i. Coupon category. (13) | Floating |
| ii. Annualized rate. | 5.530000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 191 |
| a. Name of issuer (if any). | Murphy Oil Corporation |
| b. LEI (if any) of issuer. (1) | QBKYQD0ODE7DC7PDIN91 |
| c. Title of the issue or description of the investment. | MURPHY OIL CORP SR UNSECURED 12/42 6.375 |
| d. CUSIP (if any). | 626717AG7 |
| At least one of the following other identifiers: |
| - ISIN | US626717AG73 |
| - Ticker (if ISIN is not available). | MUR |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | B7WNRX7 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 75000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 64875.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0524352587 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2042-12-01 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 192 |
| a. Name of issuer (if any). | Murphy Oil Corporation |
| b. LEI (if any) of issuer. (1) | QBKYQD0ODE7DC7PDIN91 |
| c. Title of the issue or description of the investment. | MURPHY OIL CORP SR UNSECURED 08/25 5.75 |
| d. CUSIP (if any). | 626717AJ1 |
| At least one of the following other identifiers: |
| - ISIN | US626717AJ13 |
| - Ticker (if ISIN is not available). | MUR |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BDH65V7 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 15000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 15224.3600000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0123050983 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2025-08-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 5.750000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 193 |
| a. Name of issuer (if any). | Murphy Oil Corporation |
| b. LEI (if any) of issuer. (1) | QBKYQD0ODE7DC7PDIN91 |
| c. Title of the issue or description of the investment. | MURPHY OIL CORP SR UNSECURED 12/27 5.875 |
| d. CUSIP (if any). | 626717AM4 |
| At least one of the following other identifiers: |
| - ISIN | US626717AM42 |
| - Ticker (if ISIN is not available). | MUR |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BJV9C80 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 25000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 25253.1300000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0204108579 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2027-12-01 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 5.875000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 194 |
| a. Name of issuer (if any). | Murphy Oil Corporation |
| b. LEI (if any) of issuer. (1) | QBKYQD0ODE7DC7PDIN91 |
| c. Title of the issue or description of the investment. | MURPHY OIL CORP SR UNSECURED 07/28 6.375 |
| d. CUSIP (if any). | 626717AN2 |
| At least one of the following other identifiers: |
| - ISIN | US626717AN25 |
| Balance. (2) |
| a. Balance | 135000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 138486.3800000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1119317019 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2028-07-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 6.375000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 195 |
| a. Name of issuer (if any). | NCR Corporation |
| b. LEI (if any) of issuer. (1) | 549300YKTY8JX1DV2R67 |
| c. Title of the issue or description of the investment. | NCR CORP COMPANY GUAR 144A 09/29 6.125 |
| d. CUSIP (if any). | 62886EAV0 |
| At least one of the following other identifiers: |
| - ISIN | US62886EAV02 |
| - Ticker (if ISIN is not available). | NCR |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BK20CJ0 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 175000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 166306.6500000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1344174523 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2029-09-01 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 196 |
| a. Name of issuer (if any). | NCR Corporation |
| b. LEI (if any) of issuer. (1) | 549300YKTY8JX1DV2R67 |
| c. Title of the issue or description of the investment. | NCR CORP COMPANY GUAR 144A 04/29 5.125 |
| d. CUSIP (if any). | 62886EBA5 |
| At least one of the following other identifiers: |
| - ISIN | US62886EBA55 |
| - Ticker (if ISIN is not available). | NCR |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BL6KR10 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 40000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 38147.4000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0308326595 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2029-04-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 5.125000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 197 |
| a. Name of issuer (if any). | NCL Corporation Ltd. |
| b. LEI (if any) of issuer. (1) | UNZWILHE4KMRP9K2L524 |
| c. Title of the issue or description of the investment. | NCL CORPORATION LTD COMPANY GUAR 144A 03/26 5.875 |
| d. CUSIP (if any). | 62886HBA8 |
| At least one of the following other identifiers: |
| - ISIN | US62886HBA86 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMB5SR0 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 155000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 139655.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1128762398 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
BERMUDA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2026-03-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 5.875000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 198 |
| a. Name of issuer (if any). | NCL Corporation Ltd. |
| b. LEI (if any) of issuer. (1) | UNZWILHE4KMRP9K2L524 |
| c. Title of the issue or description of the investment. | NCL CORPORATION LTD SR SECURED 144A 02/27 5.875 |
| d. CUSIP (if any). | 62886HBE0 |
| At least one of the following other identifiers: |
| - ISIN | US62886HBE09 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMBN777 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 170000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 158373.7000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1280056406 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
BERMUDA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2027-02-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 5.875000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 199 |
| a. Name of issuer (if any). | NCL Corporation Ltd. |
| b. LEI (if any) of issuer. (1) | UNZWILHE4KMRP9K2L524 |
| c. Title of the issue or description of the investment. | NCL CORPORATION LTD SR UNSECURED 144A 02/29 7.75 |
| d. CUSIP (if any). | 62886HBG5 |
| At least one of the following other identifiers: |
| - ISIN | US62886HBG56 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMBN7P5 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 110000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 98725.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0797945421 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
BERMUDA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2029-02-15 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 200 |
| a. Name of issuer (if any). | NMG Holding Co Inc. |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | NMG HLDCO/NEIMAN MARCUS SR SECURED 144A 04/26 7.125 |
| d. CUSIP (if any). | 62929RAC2 |
| At least one of the following other identifiers: |
| - ISIN | US62929RAC25 |
| - Ticker (if ISIN is not available). | NMG |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BNRLH72 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 200000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 198318.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1602906457 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2026-04-01 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 201 |
| a. Name of issuer (if any). | NSG Holdings LLC |
| b. LEI (if any) of issuer. (1) | 549300A6PICRLGB0C769 |
| c. Title of the issue or description of the investment. | NSG HOLDINGS LLC/NSG HLD SR SECURED 144A 12/25 7.75 |
| d. CUSIP (if any). | 62940QAA3 |
| At least one of the following other identifiers: |
| - ISIN | US62940QAA31 |
| - Ticker (if ISIN is not available). | NSGA.G |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | B1TSCP0 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 253523.4300000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 253523.4300000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.2049104685 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2025-12-15 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 202 |
| a. Name of issuer (if any). | Nabors Industries, Ltd. |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | NABORS INDUSTRIES LTD COMPANY GUAR 144A 01/26 7.25 |
| d. CUSIP (if any). | 629571AA8 |
| At least one of the following other identifiers: |
| - ISIN | US629571AA86 |
| - Ticker (if ISIN is not available). | NBR493 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BL3BQ20 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 50000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 48430.5000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0391439815 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
BERMUDA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2026-01-15 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 203 |
| a. Name of issuer (if any). | Nabors Industries, Inc. |
| b. LEI (if any) of issuer. (1) | 549300VFQWRKICUFNU92 |
| c. Title of the issue or description of the investment. | NABORS INDUSTRIES INC COMPANY GUAR 144A 05/27 7.375 |
| d. CUSIP (if any). | 62957HAJ4 |
| At least one of the following other identifiers: |
| - ISIN | US62957HAJ41 |
| - Ticker (if ISIN is not available). | NBR530 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BLGTT88 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 130000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 131090.7000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1059541390 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2027-05-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 7.375000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 204 |
| a. Name of issuer (if any). | NAKED JUICE LLC TERM LOAN |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | NAKED JUICE LLC TERM LOAN |
| d. CUSIP (if any). | 62984CAD5 |
| At least one of the following other identifiers: |
| - ISIN | US62984CAD56 |
| Balance. (2) |
| a. Balance | 1363.6400000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 1332.9600000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0010773657 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Loan
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2029-01-24 |
| b. Coupon. |
| i. Coupon category. (13) | Variable |
| ii. Annualized rate. | 1.00000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 205 |
| a. Name of issuer (if any). | Navient Corporation |
| b. LEI (if any) of issuer. (1) | 54930067J0ZNOEBRW338 |
| c. Title of the issue or description of the investment. | NAVIENT CORP SR UNSECURED 10/24 5.875 |
| d. CUSIP (if any). | 63938CAB4 |
| At least one of the following other identifiers: |
| - ISIN | US63938CAB46 |
| - Ticker (if ISIN is not available). | NAVI |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BSHZY90 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 225000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 225686.2500000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1824110506 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2024-10-25 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 5.875000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 206 |
| a. Name of issuer (if any). | Navient Corporation |
| b. LEI (if any) of issuer. (1) | 54930067J0ZNOEBRW338 |
| c. Title of the issue or description of the investment. | NAVIENT CORP SR UNSECURED 03/27 5 |
| d. CUSIP (if any). | 63938CAK4 |
| At least one of the following other identifiers: |
| - ISIN | US63938CAK45 |
| - Ticker (if ISIN is not available). | NAVI |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BL97KP3 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 195000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 179400.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1450001605 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2027-03-15 |
| 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 |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 207 |
| a. Name of issuer (if any). | Navient Corporation |
| b. LEI (if any) of issuer. (1) | 54930067J0ZNOEBRW338 |
| c. Title of the issue or description of the investment. | NAVIENT CORP SR UNSECURED 03/29 5.5 |
| d. CUSIP (if any). | 63938CAM0 |
| At least one of the following other identifiers: |
| - ISIN | US63938CAM01 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BL0P562 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 185000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 161458.7500000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1304991341 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2029-03-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 5.500000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 208 |
| a. Name of issuer (if any). | New Fortress Energy Inc. |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | NEW FORTRESS ENERGY INC SR SECURED 144A 09/26 6.5 |
| d. CUSIP (if any). | 644393AB6 |
| At least one of the following other identifiers: |
| - ISIN | US644393AB64 |
| - Ticker (if ISIN is not available). | NFE |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BP0X973 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 305000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 297012.0500000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.2400601724 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2026-09-30 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 209 |
| a. Name of issuer (if any). | Nexstar Broadcasting Inc |
| b. LEI (if any) of issuer. (1) | 5493006PK6I4I2OOT688 |
| c. Title of the issue or description of the investment. | NEXSTAR MEDIA INC COMPANY GUAR 144A 11/28 4.75 |
| d. CUSIP (if any). | 65336YAN3 |
| At least one of the following other identifiers: |
| - ISIN | US65336YAN31 |
| - Ticker (if ISIN is not available). | NXST50 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMFNGQ5 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 125000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 117812.5000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0952220257 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2028-11-01 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 4.750000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 210 |
| a. Name of issuer (if any). | Nextera Energy Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | NEXTERA ENERGY INC COMMON STOCK USD.01 |
| d. CUSIP (if any). | 65339F101 |
| At least one of the following other identifiers: |
| - ISIN | US65339F1012 |
| - Ticker (if ISIN is not available). | NEE |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 2328915 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 219946.0000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 16647712.7400000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 13.4555240774 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 211 |
| a. Name of issuer (if any). | NextEra Energy Operating Partners LP |
| b. LEI (if any) of issuer. (1) | 549300KJEC5IUVJWR786 |
| c. Title of the issue or description of the investment. | NEXTERA ENERGY OPERATING COMPANY GUAR 144A 09/27 4.5 |
| d. CUSIP (if any). | 65342QAB8 |
| At least one of the following other identifiers: |
| - ISIN | US65342QAB86 |
| - Ticker (if ISIN is not available). | NEP |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BZ6CT29 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 125000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 121278.7500000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0980236244 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2027-09-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 4.500000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 212 |
| a. Name of issuer (if any). | NextEra Energy Operating Partners LP |
| b. LEI (if any) of issuer. (1) | 549300KJEC5IUVJWR786 |
| c. Title of the issue or description of the investment. | NEXTERA ENERGY OPERATING COMPANY GUAR 144A 09/24 4.25 |
| d. CUSIP (if any). | 65342QAC6 |
| At least one of the following other identifiers: |
| - ISIN | US65342QAC69 |
| - Ticker (if ISIN is not available). | NEE454 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BZ6CLN4 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 2000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 1970.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0015922537 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2024-09-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 4.250000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 213 |
| a. Name of issuer (if any). | Nexstar Escrow Inc |
| b. LEI (if any) of issuer. (1) | 5493006PK6I4I2OOT688 |
| c. Title of the issue or description of the investment. | NEXSTAR MEDIA INC COMPANY GUAR 144A 07/27 5.625 |
| d. CUSIP (if any). | 65343HAA9 |
| At least one of the following other identifiers: |
| - ISIN | US65343HAA95 |
| - Ticker (if ISIN is not available). | NXST |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BJXR8L7 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 125000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 124691.2500000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1007817796 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2027-07-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 5.625000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 214 |
| a. Name of issuer (if any). | Northriver Midstream Finance LP |
| b. LEI (if any) of issuer. (1) | 549300SOLNLY3BL6GF18 |
| c. Title of the issue or description of the investment. | NORTHRIVER MIDSTREAM FIN SR SECURED 144A 02/26 5.625 |
| d. CUSIP (if any). | 66679NAA8 |
| At least one of the following other identifiers: |
| - ISIN | US66679NAA81 |
| - Ticker (if ISIN is not available). | NRMF50 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BM8GNV5 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 270000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 256837.5000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.2075890676 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
CANADA (FEDERAL LEVEL)
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2026-02-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 5.625000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 215 |
| a. Name of issuer (if any). | Occidental Petroleum Corporation |
| b. LEI (if any) of issuer. (1) | IM7X0T3ECJW4C1T7ON55 |
| c. Title of the issue or description of the investment. | OCCIDENTAL PETROLEUM COR SR UNSECURED 09/36 6.45 |
| d. CUSIP (if any). | 674599DF9 |
| At least one of the following other identifiers: |
| - ISIN | US674599DF90 |
| - Ticker (if ISIN is not available). | OXY |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BK8VN61 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 475000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 531368.2500000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.4294787154 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2036-09-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 6.450000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 216 |
| a. Name of issuer (if any). | Oceaneering International, Inc. |
| b. LEI (if any) of issuer. (1) | 549300L6PH74701W0R30 |
| c. Title of the issue or description of the investment. | OCEANEERING INTL INC SR UNSECURED 11/24 4.65 |
| d. CUSIP (if any). | 675232AA0 |
| At least one of the following other identifiers: |
| - ISIN | US675232AA07 |
| - Ticker (if ISIN is not available). | OII |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BSSWDV5 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 80000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 78557.6000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0634942286 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2024-11-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 4.650000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 217 |
| a. Name of issuer (if any). | Oceaneering International, Inc. |
| b. LEI (if any) of issuer. (1) | 549300L6PH74701W0R30 |
| c. Title of the issue or description of the investment. | OCEANEERING INTL INC SR UNSECURED 02/28 6 |
| d. CUSIP (if any). | 675232AB8 |
| At least one of the following other identifiers: |
| - ISIN | US675232AB89 |
| - Ticker (if ISIN is not available). | OII |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BF3SS34 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 225000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 206350.8800000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1667832259 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2028-02-01 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 218 |
| a. Name of issuer (if any). | Olympus Water US Holding Corp. |
| b. LEI (if any) of issuer. (1) | 549300YU2GGVCBN3MY89 |
| c. Title of the issue or description of the investment. | OLYMPUS WTR US HLDG CORP SR SECURED 144A 10/28 4.25 |
| d. CUSIP (if any). | 681639AA8 |
| At least one of the following other identifiers: |
| - ISIN | US681639AA87 |
| - Ticker (if ISIN is not available). | OPWT52 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BP0TWM7 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 200000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 182176.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1472438642 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2028-10-01 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 4.250000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 219 |
| a. Name of issuer (if any). | 180 Medical Incorporated |
| b. LEI (if any) of issuer. (1) | 254900ZB648OPWVFVX59 |
| c. Title of the issue or description of the investment. | 180 MEDICAL INC COMPANY GUAR 144A 10/29 3.875 |
| d. CUSIP (if any). | 682357AA6 |
| At least one of the following other identifiers: |
| - ISIN | US682357AA69 |
| - Ticker (if ISIN is not available). | MEDN52 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMXD8B6 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 200000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 181988.7700000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1470925355 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2029-10-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 3.875000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 220 |
| a. Name of issuer (if any). | ONE Gas, Inc. |
| b. LEI (if any) of issuer. (1) | 549300HXDWI0LATTX840 |
| c. Title of the issue or description of the investment. | ONE GAS INC COMMON STOCK |
| d. CUSIP (if any). | 68235P108 |
| At least one of the following other identifiers: |
| - ISIN | US68235P1084 |
| - Ticker (if ISIN is not available). | OGS |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BJ0KXV4 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 17268.0000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 1502661.3600000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.2145269699 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 221 |
| a. Name of issuer (if any). | Oppenheimer Holdings Inc. |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | OPPENHEIMER HOLDINGS INC SR SECURED 10/25 5.5 |
| d. CUSIP (if any). | 683797AF1 |
| At least one of the following other identifiers: |
| - ISIN | US683797AF11 |
| - Ticker (if ISIN is not available). | OPY507 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BN6Q819 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 215000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 215000.0800000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1737739471 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2025-10-01 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 5.500000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 222 |
| a. Name of issuer (if any). | Outfront Media Capital LLC / Outfront Media Capital Corp |
| b. LEI (if any) of issuer. (1) | 5493005WC7J0FDMW0610 |
| c. Title of the issue or description of the investment. | OUTFRONT MEDIA CAP LLC/C COMPANY GUAR 144A 08/27 5 |
| d. CUSIP (if any). | 69007TAB0 |
| At least one of the following other identifiers: |
| - ISIN | US69007TAB08 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BK6WVJ5 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 25000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 23377.5000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0188948788 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2027-08-15 |
| 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 |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 223 |
| a. Name of issuer (if any). | Outfront Media Capital LLC / Outfront Media Capital Corp |
| b. LEI (if any) of issuer. (1) | 5493005WC7J0FDMW0610 |
| c. Title of the issue or description of the investment. | OUTFRONT MEDIA CAP LLC/C COMPANY GUAR 144A 03/30 4.625 |
| d. CUSIP (if any). | 69007TAC8 |
| At least one of the following other identifiers: |
| - ISIN | US69007TAC80 |
| - Ticker (if ISIN is not available). | CBSOAM |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BJLPYM6 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 125000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 107328.7500000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0867485283 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2030-03-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 4.625000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 224 |
| a. Name of issuer (if any). | Owens Brockway Glass Container Inc. |
| b. LEI (if any) of issuer. (1) | V2UQUCDZJ9WY98W8QU33 |
| c. Title of the issue or description of the investment. | OWENS BROCKWAY COMPANY GUAR 144A 08/25 6.375 |
| d. CUSIP (if any). | 69073TAS2 |
| At least one of the following other identifiers: |
| - ISIN | US69073TAS24 |
| - Ticker (if ISIN is not available). | OI |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BZ56Z79 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 75000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 75360.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0609097664 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2025-08-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 6.375000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 225 |
| a. Name of issuer (if any). | PECF USS Intermediate Holding III Corp. |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | PECF USS INTERMEDIATE HO SR UNSECURED 144A 11/29 8 |
| d. CUSIP (if any). | 69291HAA3 |
| At least one of the following other identifiers: |
| - ISIN | US69291HAA32 |
| - Ticker (if ISIN is not available). | PECF52 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BP9RHW7 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 160000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 134400.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1086288828 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2029-11-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 8.000000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 226 |
| a. Name of issuer (if any). | PG&E Corporation |
| b. LEI (if any) of issuer. (1) | 8YQ2GSDWYZXO2EDN3511 |
| c. Title of the issue or description of the investment. | PG+E CORP SR SECURED 07/28 5 |
| d. CUSIP (if any). | 69331CAH1 |
| At least one of the following other identifiers: |
| - ISIN | US69331CAH16 |
| - Ticker (if ISIN is not available). | PCG |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BLCC3Z6 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 25000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 23624.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0190941126 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2028-07-01 |
| 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 |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 227 |
| a. Name of issuer (if any). | PG&E Corporation |
| b. LEI (if any) of issuer. (1) | 8YQ2GSDWYZXO2EDN3511 |
| c. Title of the issue or description of the investment. | PG+E CORP SR SECURED 07/30 5.25 |
| d. CUSIP (if any). | 69331CAJ7 |
| At least one of the following other identifiers: |
| - ISIN | US69331CAJ71 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BLCC408 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 315000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 290584.3500000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.2348649799 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2030-07-01 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 228 |
| a. Name of issuer (if any). | PRA Group Inc. |
| b. LEI (if any) of issuer. (1) | 549300Q5HW3JSSB86K27 |
| c. Title of the issue or description of the investment. | PRA GROUP INC COMPANY GUAR 144A 10/29 5 |
| d. CUSIP (if any). | 69354NAD8 |
| At least one of the following other identifiers: |
| - ISIN | US69354NAD84 |
| - Ticker (if ISIN is not available). | PRAA |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMV1ZM2 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 320000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 287508.9100000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.2323792536 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2029-10-01 |
| 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 |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 229 |
| a. Name of issuer (if any). | Clarios Global Lp |
| b. LEI (if any) of issuer. (1) | 549300474L1ZLXZY2P98 |
| c. Title of the issue or description of the investment. | CLARIOS GLOBAL LP/US FIN SR SECURED 144A 05/26 6.25 |
| d. CUSIP (if any). | 69867DAA6 |
| At least one of the following other identifiers: |
| - ISIN | US69867DAA63 |
| - Ticker (if ISIN is not available). | POWSOL |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BJ0M451 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 90000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 90280.3500000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0729691485 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
CANADA (FEDERAL LEVEL)
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2026-05-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 6.250000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 230 |
| a. Name of issuer (if any). | Pattern Energy Operations LP / Pattern Energy Operations Inc |
| b. LEI (if any) of issuer. (1) | 254900P898KPCM50SP51 |
| c. Title of the issue or description of the investment. | PATTERN ENERGY OP LP/PAT COMPANY GUAR 144A 08/28 4.5 |
| d. CUSIP (if any). | 70339PAA7 |
| At least one of the following other identifiers: |
| - ISIN | US70339PAA75 |
| - Ticker (if ISIN is not available). | PEGI |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BL9Y8Z0 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 500000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 469260.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.3792796841 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2028-08-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 4.500000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 231 |
| a. Name of issuer (if any). | Solera |
| b. LEI (if any) of issuer. (1) | 254900LEPDAG7EDOA064 |
| c. Title of the issue or description of the investment. | POLARIS NEWCO, LLC USD TERM LOAN B |
| d. CUSIP (if any). | 73108RAB4 |
| At least one of the following other identifiers: |
| - ISIN | US73108RAB42 |
| Balance. (2) |
| a. Balance | 163524.9400000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 155737.8800000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1258752374 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Loan
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2028-06-02 |
| b. Coupon. |
| i. Coupon category. (13) | Floating |
| ii. Annualized rate. | 4.130000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 232 |
| a. Name of issuer (if any). | PROG Holdings Inc. |
| b. LEI (if any) of issuer. (1) | 549300DHYTLBOVRXIG52 |
| c. Title of the issue or description of the investment. | PROG HOLDINGS INC COMPANY GUAR 144A 11/29 6 |
| d. CUSIP (if any). | 74319RAA9 |
| At least one of the following other identifiers: |
| - ISIN | US74319RAA95 |
| - Ticker (if ISIN is not available). | PRG530 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BPK4DP2 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 110000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 97485.3000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0787925538 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2029-11-15 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 233 |
| a. Name of issuer (if any). | Public Service Enterprise Group Incorporated |
| b. LEI (if any) of issuer. (1) | PUSS41EMO3E6XXNV3U28 |
| c. Title of the issue or description of the investment. | PUBLIC SERVICE ENTERPRISE GP COMMON STOCK |
| d. CUSIP (if any). | 744573106 |
| At least one of the following other identifiers: |
| - ISIN | US7445731067 |
| - Ticker (if ISIN is not available). | PEG |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 2707677 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 55246.0000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 3786560.8400000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 3.0604901315 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 234 |
| a. Name of issuer (if any). | QVC, Inc. |
| b. LEI (if any) of issuer. (1) | 549300WBLU5NKPX5X472 |
| c. Title of the issue or description of the investment. | QVC INC SR SECURED 03/43 5.95 |
| d. CUSIP (if any). | 747262AM5 |
| At least one of the following other identifiers: |
| - ISIN | US747262AM52 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BD3CV99 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 95000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 68875.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0556682612 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2043-03-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 5.950000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 235 |
| a. Name of issuer (if any). | QVC, Inc. |
| b. LEI (if any) of issuer. (1) | 549300WBLU5NKPX5X472 |
| c. Title of the issue or description of the investment. | QVC INC SR SECURED 02/27 4.75 |
| d. CUSIP (if any). | 747262AY9 |
| At least one of the following other identifiers: |
| - ISIN | US747262AY90 |
| - Ticker (if ISIN is not available). | QVCN |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BKBLDW4 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 425000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 367149.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.2967484054 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2027-02-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 4.750000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 236 |
| a. Name of issuer (if any). | QVC, Inc. |
| b. LEI (if any) of issuer. (1) | 549300WBLU5NKPX5X472 |
| c. Title of the issue or description of the investment. | QVC INC SR SECURED 09/28 4.375 |
| d. CUSIP (if any). | 747262AZ6 |
| At least one of the following other identifiers: |
| - ISIN | US747262AZ65 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BL6CQM0 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 200000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 163613.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1322403080 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2028-09-01 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 4.375000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 237 |
| a. Name of issuer (if any). | Rackspace Technology Global Incorporated |
| b. LEI (if any) of issuer. (1) | 549300QTYCKLMFSE8I97 |
| c. Title of the issue or description of the investment. | RACKSPACE TECHNOLOGY COMPANY GUAR 144A 12/28 5.375 |
| d. CUSIP (if any). | 750098AA3 |
| At least one of the following other identifiers: |
| - ISIN | US750098AA35 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BN7N7Q7 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 175000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 138362.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1118311717 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2028-12-01 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 5.375000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 238 |
| a. Name of issuer (if any). | Rent-A-Center, Inc. |
| b. LEI (if any) of issuer. (1) | 529900QUHE15UQNCCJ63 |
| c. Title of the issue or description of the investment. | RENT A CENTER INC COMPANY GUAR 144A 02/29 6.375 |
| d. CUSIP (if any). | 76009NAL4 |
| At least one of the following other identifiers: |
| - ISIN | US76009NAL47 |
| - Ticker (if ISIN is not available). | RCII51 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMFNQS7 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 330000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 289182.3000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.2337317721 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2029-02-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 6.375000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 239 |
| a. Name of issuer (if any). | Ring Container Technologies |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | RING CONTAINER TECHNLG GRP LLC 2021 TERM LOAN B |
| d. CUSIP (if any). | 76680YAG7 |
| At least one of the following other identifiers: |
| - ISIN | US76680YAG70 |
| Balance. (2) |
| a. Balance | 34912.5000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 33788.6700000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0273097133 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Loan
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2028-08-12 |
| b. Coupon. |
| i. Coupon category. (13) | Floating |
| ii. Annualized rate. | 3.870000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 240 |
| a. Name of issuer (if any). | Rocket Mortgage Llc / Rocket Mortgage Co-Issuer Incorporated |
| b. LEI (if any) of issuer. (1) | 549300FGXN1K3HLB1R50 |
| c. Title of the issue or description of the investment. | ROCKETMTGE C0 ISSUER INC COMPANY GUAR 144A 10/26 2.875 |
| d. CUSIP (if any). | 77313LAA1 |
| At least one of the following other identifiers: |
| - ISIN | US77313LAA17 |
| - Ticker (if ISIN is not available). | RKTRM |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BP815Z9 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 190000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 169956.9000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1373677691 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2026-10-15 |
| 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 |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 241 |
| a. Name of issuer (if any). | Rocket Mortgage Llc / Rocket Mortgage Co-Issuer Incorporated |
| b. LEI (if any) of issuer. (1) | 549300FGXN1K3HLB1R50 |
| c. Title of the issue or description of the investment. | ROCKETMTGE CO ISSUER INC COMPANY GUAR 144A 10/33 4 |
| d. CUSIP (if any). | 77313LAB9 |
| At least one of the following other identifiers: |
| - ISIN | US77313LAB99 |
| - Ticker (if ISIN is not available). | QULN52 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BP6QRV6 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 155000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 127100.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1027286533 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2033-10-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 4.000000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 242 |
| a. Name of issuer (if any). | Rockies Express Pipeline LLC |
| b. LEI (if any) of issuer. (1) | W2ZGZGZKY5GGNY6F3V51 |
| c. Title of the issue or description of the investment. | ROCKIES EXPRESS PIPELINE SR UNSECURED 144A 04/40 6.875 |
| d. CUSIP (if any). | 77340RAM9 |
| At least one of the following other identifiers: |
| - ISIN | US77340RAM97 |
| - Ticker (if ISIN is not available). | ROCKIE |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | B4SZ6J5 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 180000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 160390.8000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1296359629 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2040-04-15 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 243 |
| a. Name of issuer (if any). | Royal Caribbean Group |
| b. LEI (if any) of issuer. (1) | K2NEH8QNVW44JIWK7Z55 |
| c. Title of the issue or description of the investment. | ROYAL CARIBBEAN CRUISES SR SECURED 144A 06/23 10.875 |
| d. CUSIP (if any). | 780153AY8 |
| At least one of the following other identifiers: |
| - ISIN | US780153AY85 |
| - Ticker (if ISIN is not available). | RCL |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMFMWL9 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 100000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 104006.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0840629136 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
LIBERIA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2023-06-01 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 10.875000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 244 |
| a. Name of issuer (if any). | Royal Caribbean Group |
| b. LEI (if any) of issuer. (1) | K2NEH8QNVW44JIWK7Z55 |
| c. Title of the issue or description of the investment. | ROYAL CARIBBEAN CRUISES COMPANY GUAR 144A 06/23 9.125 |
| d. CUSIP (if any). | 780153BC5 |
| At least one of the following other identifiers: |
| - ISIN | US780153BC56 |
| - Ticker (if ISIN is not available). | RCL |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMG6953 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 250000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 255000.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.2061039071 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
LIBERIA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2023-06-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 9.125000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 245 |
| a. Name of issuer (if any). | Royal Caribbean Group |
| b. LEI (if any) of issuer. (1) | K2NEH8QNVW44JIWK7Z55 |
| c. Title of the issue or description of the investment. | ROYAL CARIBBEAN CRUISES SR UNSECURED 144A 04/28 5.5 |
| d. CUSIP (if any). | 780153BG6 |
| At least one of the following other identifiers: |
| - ISIN | US780153BG60 |
| - Ticker (if ISIN is not available). | RCL |
| Balance. (2) |
| a. Balance | 150000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 126586.5000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1023136166 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
LIBERIA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2028-04-01 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 5.500000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 246 |
| a. Name of issuer (if any). | Royal Caribbean Group |
| b. LEI (if any) of issuer. (1) | K2NEH8QNVW44JIWK7Z55 |
| c. Title of the issue or description of the investment. | ROYAL CARIBBEAN CRUISES SR UNSECURED 144A 08/26 5.5 |
| d. CUSIP (if any). | 780153BJ0 |
| At least one of the following other identifiers: |
| - ISIN | US780153BJ00 |
| - Ticker (if ISIN is not available). | RCL |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BLDBLX6 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 95000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 83362.5000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0673777920 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
LIBERIA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2026-08-31 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 5.500000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 247 |
| a. Name of issuer (if any). | Royal Caribbean Group |
| b. LEI (if any) of issuer. (1) | K2NEH8QNVW44JIWK7Z55 |
| c. Title of the issue or description of the investment. | ROYAL CARIBBEAN CRUISES SR UNSECURED 144A 07/27 5.375 |
| d. CUSIP (if any). | 780153BK7 |
| At least one of the following other identifiers: |
| - ISIN | US780153BK72 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BNYLKR6 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 25000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 21230.5600000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0171596132 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
LIBERIA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2027-07-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 5.375000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 248 |
| a. Name of issuer (if any). | Russell Investments |
| b. LEI (if any) of issuer. (1) | 5493008YG7V0FQCJQI74 |
| c. Title of the issue or description of the investment. | RUSSELL INVESTMENTS 2020 TERM LOAN |
| d. CUSIP (if any). | 78249LAD2 |
| At least one of the following other identifiers: |
| - ISIN | US78249LAD29 |
| Balance. (2) |
| a. Balance | 173588.9100000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 163824.5300000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1324112773 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Loan
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2025-05-30 |
| b. Coupon. |
| i. Coupon category. (13) | Floating |
| ii. Annualized rate. | 3.230000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 249 |
| a. Name of issuer (if any). | Ryan Specialty Group LLC |
| b. LEI (if any) of issuer. (1) | 549300K52N7QBO3PYY45 |
| c. Title of the issue or description of the investment. | RYAN SPECIALTY GROUP SR SECURED 144A 02/30 4.375 |
| d. CUSIP (if any). | 78351MAA0 |
| At least one of the following other identifiers: |
| - ISIN | US78351MAA09 |
| - Ticker (if ISIN is not available). | RYAN53 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BP4Z8C3 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 40000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 36003.3700000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0290997460 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2030-02-01 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 4.375000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 250 |
| a. Name of issuer (if any). | Navient Corporation |
| b. LEI (if any) of issuer. (1) | 54930067J0ZNOEBRW338 |
| c. Title of the issue or description of the investment. | NAVIENT CORP SR UNSECURED 08/33 5.625 |
| d. CUSIP (if any). | 78442FAZ1 |
| At least one of the following other identifiers: |
| - ISIN | US78442FAZ18 |
| - Ticker (if ISIN is not available). | NAVI |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 2922061 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 125000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 98261.2500000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0794197158 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2033-08-01 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 5.625000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 251 |
| a. Name of issuer (if any). | SS&C Technologies, Inc. |
| b. LEI (if any) of issuer. (1) | 549300KY09TR3J12JU49 |
| c. Title of the issue or description of the investment. | SS+C TECHNOLOGIES INC COMPANY GUAR 144A 09/27 5.5 |
| d. CUSIP (if any). | 78466CAC0 |
| At least one of the following other identifiers: |
| - ISIN | US78466CAC01 |
| - Ticker (if ISIN is not available). | SSNC |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BJQ1YJ6 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 200000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 199870.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1615450506 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2027-09-30 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 5.500000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 252 |
| a. Name of issuer (if any). | Sabre GLBL Inc. |
| b. LEI (if any) of issuer. (1) | F2TJC7HPPHLHU1AQMP98 |
| c. Title of the issue or description of the investment. | SABRE GLBL INC SR SECURED 144A 04/25 9.25 |
| d. CUSIP (if any). | 78573NAC6 |
| At least one of the following other identifiers: |
| - ISIN | US78573NAC65 |
| - Ticker (if ISIN is not available). | TSG |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BLF9945 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 545000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 564031.4000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.4558787265 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2025-04-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 9.250000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 253 |
| a. Name of issuer (if any). | Sabre GLBL Inc. |
| b. LEI (if any) of issuer. (1) | F2TJC7HPPHLHU1AQMP98 |
| c. Title of the issue or description of the investment. | SABRE GLBL INC SR SECURED 144A 09/25 7.375 |
| d. CUSIP (if any). | 78573NAF9 |
| At least one of the following other identifiers: |
| - ISIN | US78573NAF96 |
| - Ticker (if ISIN is not available). | SABR50 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMX2051 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 40000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 39500.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0319258993 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2025-09-01 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 7.375000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 254 |
| a. Name of issuer (if any). | Salem Media Group Inc |
| b. LEI (if any) of issuer. (1) | 549300CTHBTS2MIXZL54 |
| c. Title of the issue or description of the investment. | SALEM MEDIA GROUP INC |
| d. CUSIP (if any). | 794093AG9 |
| At least one of the following other identifiers: |
| - ISIN | US794093AG99 |
| - Ticker (if ISIN is not available). | SALM44 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BZ4FBJ1 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 170000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 167450.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1353415657 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2024-06-01 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 255 |
| a. Name of issuer (if any). | Scripps Escrow Inc |
| b. LEI (if any) of issuer. (1) | 549300U1OW41QPKYW028 |
| c. Title of the issue or description of the investment. | SCRIPPS ESCROW INC COMPANY GUAR 144A 07/27 5.875 |
| d. CUSIP (if any). | 81104PAA7 |
| At least one of the following other identifiers: |
| - ISIN | US81104PAA75 |
| - Ticker (if ISIN is not available). | SSP |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BJ9NGK4 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 50000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 47331.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0382553099 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2027-07-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 5.875000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 256 |
| a. Name of issuer (if any). | Scripps Escrow II Inc |
| b. LEI (if any) of issuer. (1) | 549300U1OW41QPKYW028 |
| c. Title of the issue or description of the investment. | SCRIPPS ESCROW II INC SR SECURED 144A 01/29 3.875 |
| d. CUSIP (if any). | 81105DAA3 |
| At least one of the following other identifiers: |
| - ISIN | US81105DAA37 |
| - Ticker (if ISIN is not available). | SSP |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMB5SQ9 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 35000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 31671.5000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0255985094 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2029-01-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 3.875000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 257 |
| a. Name of issuer (if any). | Scripps Escrow II Inc |
| b. LEI (if any) of issuer. (1) | 549300U1OW41QPKYW028 |
| c. Title of the issue or description of the investment. | SCRIPPS ESCROW II INC SR UNSECURED 144A 01/31 5.375 |
| d. CUSIP (if any). | 81105DAB1 |
| At least one of the following other identifiers: |
| - ISIN | US81105DAB10 |
| - Ticker (if ISIN is not available). | SSP |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BM9XR35 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 215000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 188370.1000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1522502494 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2031-01-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 5.375000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 258 |
| a. Name of issuer (if any). | Sealed Air Corporation |
| b. LEI (if any) of issuer. (1) | Q0M0CZB4YN6JZ65WXI09 |
| c. Title of the issue or description of the investment. | SEALED AIR CORP COMPANY GUAR 144A 12/24 5.125 |
| d. CUSIP (if any). | 81211KAW0 |
| At least one of the following other identifiers: |
| - ISIN | US81211KAW09 |
| - Ticker (if ISIN is not available). | SEE |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BSLVD86 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 100000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 100500.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0812291869 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2024-12-01 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 5.125000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 259 |
| a. Name of issuer (if any). | Sealed Air Corporation |
| b. LEI (if any) of issuer. (1) | Q0M0CZB4YN6JZ65WXI09 |
| c. Title of the issue or description of the investment. | SEALED AIR CORP COMPANY GUAR 144A 04/29 5 |
| d. CUSIP (if any). | 81211KBA7 |
| At least one of the following other identifiers: |
| - ISIN | US81211KBA79 |
| - Ticker (if ISIN is not available). | SEE539 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BPX3RJ8 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 60000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 59539.2000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0481225951 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2029-04-15 |
| 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 |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 260 |
| a. Name of issuer (if any). | Select Medical Corporation |
| b. LEI (if any) of issuer. (1) | 549300X05KS0JKR8CB50 |
| c. Title of the issue or description of the investment. | SELECT MEDICAL CORP COMPANY GUAR 144A 08/26 6.25 |
| d. CUSIP (if any). | 816196AT6 |
| At least one of the following other identifiers: |
| - ISIN | US816196AT67 |
| - Ticker (if ISIN is not available). | SEM |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BKPHQM9 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 255000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 254380.3500000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.2056030746 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2026-08-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 6.250000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 261 |
| a. Name of issuer (if any). | Sempra |
| b. LEI (if any) of issuer. (1) | PBBKGKLRK5S5C0Y4T545 |
| c. Title of the issue or description of the investment. | SEMPRA ENERGY COMMON STOCK |
| d. CUSIP (if any). | 816851109 |
| At least one of the following other identifiers: |
| - ISIN | US8168511090 |
| - Ticker (if ISIN is not available). | SRE |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 2138158 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 38379.0000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 6288782.9400000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 5.0829126852 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 262 |
| a. Name of issuer (if any). | Sensata Technologies BV |
| b. LEI (if any) of issuer. (1) | PUCKW5P5O3XMOZVH7T53 |
| c. Title of the issue or description of the investment. | SENSATA TECHNOLOGIES BV COMPANY GUAR 144A 11/24 5.625 |
| d. CUSIP (if any). | 81725WAH6 |
| At least one of the following other identifiers: |
| - ISIN | US81725WAH60 |
| - Ticker (if ISIN is not available). | SU4172 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRJ6VF9 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 100000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 101681.7600000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0821843452 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
NETHERLANDS
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2024-11-01 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 5.625000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 263 |
| a. Name of issuer (if any). | Sensata Technologies BV |
| b. LEI (if any) of issuer. (1) | PUCKW5P5O3XMOZVH7T53 |
| c. Title of the issue or description of the investment. | SENSATA TECHNOLOGIES BV COMPANY GUAR 144A 10/25 5 |
| d. CUSIP (if any). | 81725WAJ2 |
| At least one of the following other identifiers: |
| - ISIN | US81725WAJ27 |
| - Ticker (if ISIN is not available). | ST |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BWFV670 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 45000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 45382.5000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0366804336 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
NETHERLANDS
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2025-10-01 |
| 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 |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 264 |
| a. Name of issuer (if any). | Sensata Technologies BV |
| b. LEI (if any) of issuer. (1) | PUCKW5P5O3XMOZVH7T53 |
| c. Title of the issue or description of the investment. | SENSATA TECHNOLOGIES BV COMPANY GUAR 144A 04/29 4 |
| d. CUSIP (if any). | 81725WAK9 |
| At least one of the following other identifiers: |
| - ISIN | US81725WAK99 |
| - Ticker (if ISIN is not available). | ST |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BNKFMN2 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 270000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 257175.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.2078618522 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
NETHERLANDS
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2029-04-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 4.000000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 265 |
| a. Name of issuer (if any). | Service Corporation International |
| b. LEI (if any) of issuer. (1) | 549300RKVM2ME20JHZ15 |
| c. Title of the issue or description of the investment. | SERVICE CORP INTL SR UNSECURED 04/27 7.5 |
| d. CUSIP (if any). | 817565BT0 |
| At least one of the following other identifiers: |
| - ISIN | US817565BT00 |
| - Ticker (if ISIN is not available). | SCI.AI |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | B23Y110 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 140000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 151607.3600000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1225367421 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2027-04-01 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 266 |
| a. Name of issuer (if any). | Service Properties Trust |
| b. LEI (if any) of issuer. (1) | 529900IS770AG1K9QG27 |
| c. Title of the issue or description of the investment. | SERVICE PROPERTIES TRUST COMPANY GUAR 09/25 7.5 |
| d. CUSIP (if any). | 81761LAA0 |
| At least one of the following other identifiers: |
| - ISIN | US81761LAA08 |
| - Ticker (if ISIN is not available). | SVC |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMBM6P5 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 15000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 14854.5000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0120061588 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2025-09-15 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 267 |
| a. Name of issuer (if any). | Six Flags Entertainment Corp. |
| b. LEI (if any) of issuer. (1) | 549300JYTDUAA4JQ3717 |
| c. Title of the issue or description of the investment. | SIX FLAGS ENTERTAINMENT COMPANY GUAR 144A 04/27 5.5 |
| d. CUSIP (if any). | 83001AAC6 |
| At least one of the following other identifiers: |
| - ISIN | US83001AAC62 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BDRT6C4 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 50000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 48720.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0393779700 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2027-04-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 5.500000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 268 |
| a. Name of issuer (if any). | Six Flags Theme Parks Inc. |
| b. LEI (if any) of issuer. (1) | 5493003MX0ZXTM8EVY68 |
| c. Title of the issue or description of the investment. | SIX FLAGS THEME PARKS SR SECURED 144A 07/25 7 |
| d. CUSIP (if any). | 83001WAC8 |
| At least one of the following other identifiers: |
| - ISIN | US83001WAC82 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMF04Y0 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 110000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 113850.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0920193326 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2025-07-01 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 7.000000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 269 |
| a. Name of issuer (if any). | Southern Co. |
| b. LEI (if any) of issuer. (1) | 549300FC3G3YU2FBZD92 |
| c. Title of the issue or description of the investment. | SOUTHERN CO/THE COMMON STOCK USD5.0 |
| d. CUSIP (if any). | 842587107 |
| At least one of the following other identifiers: |
| - ISIN | US8425871071 |
| - Ticker (if ISIN is not available). | SO |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 2829601 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 72666.0000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 5497909.5600000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 4.4436887887 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 270 |
| a. Name of issuer (if any). | Southwestern Energy Company |
| b. LEI (if any) of issuer. (1) | EFWMP121W54QV9MGOP87 |
| c. Title of the issue or description of the investment. | SOUTHWESTERN ENERGY CO COMPANY GUAR 10/27 7.75 |
| d. CUSIP (if any). | 845467AN9 |
| At least one of the following other identifiers: |
| - ISIN | US845467AN98 |
| - Ticker (if ISIN is not available). | SWN |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BZ0WZ83 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 41000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 43246.1900000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0349537597 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2027-10-01 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 271 |
| a. Name of issuer (if any). | Southwestern Energy Company |
| b. LEI (if any) of issuer. (1) | EFWMP121W54QV9MGOP87 |
| c. Title of the issue or description of the investment. | SOUTHWESTERN ENERGY CO COMPANY GUAR 09/28 8.375 |
| d. CUSIP (if any). | 845467AP4 |
| At least one of the following other identifiers: |
| - ISIN | US845467AP47 |
| - Ticker (if ISIN is not available). | SWN |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BN73B32 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 110000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 120536.9000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0974240237 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2028-09-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 8.375000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 272 |
| a. Name of issuer (if any). | Southwestern Energy Company |
| b. LEI (if any) of issuer. (1) | EFWMP121W54QV9MGOP87 |
| c. Title of the issue or description of the investment. | SOUTHWESTERN ENERGY CO COMPANY GUAR 02/32 4.75 |
| d. CUSIP (if any). | 845467AT6 |
| At least one of the following other identifiers: |
| - ISIN | US845467AT68 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMH4406 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 130000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 127047.7000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1026863818 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2032-02-01 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 4.750000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 273 |
| a. Name of issuer (if any). | Spirit IP Cayman Ltd / Spirit Loyalty Cayman Ltd |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | SPIRIT LOYALTY KY LTD/IP SR SECURED 144A 09/25 8 |
| d. CUSIP (if any). | 84859BAA9 |
| At least one of the following other identifiers: |
| - ISIN | US84859BAA98 |
| - Ticker (if ISIN is not available). | SAVE50 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BN6RJR5 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 130000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 136097.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1100004841 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
CAYMAN ISLANDS
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2025-09-20 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 274 |
| a. Name of issuer (if any). | OneMain Financial Corporation |
| b. LEI (if any) of issuer. (1) | 5493008I795YYBFWFU90 |
| c. Title of the issue or description of the investment. | ONEMAIN FINANCE CORP COMPANY GUAR 10/23 8.25 |
| d. CUSIP (if any). | 85172FAF6 |
| At least one of the following other identifiers: |
| - ISIN | US85172FAF62 |
| - Ticker (if ISIN is not available). | OMF |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BH86CJ1 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 65000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 66625.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0538496973 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2023-10-01 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 8.250000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 275 |
| a. Name of issuer (if any). | OneMain Financial Corporation |
| b. LEI (if any) of issuer. (1) | 5493008I795YYBFWFU90 |
| c. Title of the issue or description of the investment. | ONEMAIN FINANCE CORP COMPANY GUAR 03/26 7.125 |
| d. CUSIP (if any). | 85172FAN9 |
| At least one of the following other identifiers: |
| - ISIN | US85172FAN96 |
| - Ticker (if ISIN is not available). | OMF |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BDTMS47 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 125000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 128000.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1034560789 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2026-03-15 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 276 |
| a. Name of issuer (if any). | OneMain Financial Corporation |
| b. LEI (if any) of issuer. (1) | 5493008I795YYBFWFU90 |
| c. Title of the issue or description of the investment. | ONEMAIN FINANCE CORP COMPANY GUAR 03/24 6.125 |
| d. CUSIP (if any). | 85172FAP4 |
| At least one of the following other identifiers: |
| - ISIN | US85172FAP45 |
| - Ticker (if ISIN is not available). | OMF |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BJJDP63 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 50000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 50507.3200000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0408225725 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2024-03-15 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 277 |
| a. Name of issuer (if any). | OneMain Financial Corporation |
| b. LEI (if any) of issuer. (1) | 5493008I795YYBFWFU90 |
| c. Title of the issue or description of the investment. | ONEMAIN FINANCE CORP COMPANY GUAR 01/28 6.625 |
| d. CUSIP (if any). | 85172FAQ2 |
| At least one of the following other identifiers: |
| - ISIN | US85172FAQ28 |
| - Ticker (if ISIN is not available). | OMF |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BK62TX5 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 50000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 50062.5000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0404630465 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2028-01-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 6.625000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 278 |
| a. Name of issuer (if any). | OneMain Financial Corporation |
| b. LEI (if any) of issuer. (1) | 5493008I795YYBFWFU90 |
| c. Title of the issue or description of the investment. | ONEMAIN FINANCE CORP COMPANY GUAR 11/29 5.375 |
| d. CUSIP (if any). | 85172FAR0 |
| At least one of the following other identifiers: |
| - ISIN | US85172FAR01 |
| - Ticker (if ISIN is not available). | OMF |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BKTMHD8 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 75000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 69304.0800000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0560150654 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2029-11-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 5.375000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 279 |
| a. Name of issuer (if any). | Spirit AeroSystems Inc |
| b. LEI (if any) of issuer. (1) | ZD2NBKV6GCC3UMGBM518 |
| c. Title of the issue or description of the investment. | SPIRIT AEROSYSTEMS INC SECURED 144A 04/25 7.5 |
| d. CUSIP (if any). | 85205TAL4 |
| At least one of the following other identifiers: |
| - ISIN | US85205TAL44 |
| - Ticker (if ISIN is not available). | SPR |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMCQ6D4 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 157000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 158258.3600000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1279124170 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2025-04-15 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 280 |
| a. Name of issuer (if any). | Spirit AeroSystems Inc |
| b. LEI (if any) of issuer. (1) | ZD2NBKV6GCC3UMGBM518 |
| c. Title of the issue or description of the investment. | SPIRIT AEROSYSTEMS INC SR SECURED 144A 01/25 5.5 |
| d. CUSIP (if any). | 85205TAM2 |
| At least one of the following other identifiers: |
| - ISIN | US85205TAM27 |
| - Ticker (if ISIN is not available). | SPR |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BLH4FC8 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 335000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 330812.5000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.2673794069 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2025-01-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 5.500000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 281 |
| a. Name of issuer (if any). | Starwood Property Trust, Inc. |
| b. LEI (if any) of issuer. (1) | BUGSFQZERKRBFWIG5267 |
| c. Title of the issue or description of the investment. | STARWOOD PROPERTY TRUST INC REIT USD.01 |
| d. CUSIP (if any). | 85571B105 |
| At least one of the following other identifiers: |
| - ISIN | US85571B1052 |
| - Ticker (if ISIN is not available). | STWD |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | B3PQ520 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 2796.0000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 66796.4400000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0539882638 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 282 |
| a. Name of issuer (if any). | Starwood Property Trust, Inc. |
| b. LEI (if any) of issuer. (1) | BUGSFQZERKRBFWIG5267 |
| c. Title of the issue or description of the investment. | STARWOOD PROPERTY TRUST SR UNSECURED 03/25 4.75 |
| d. CUSIP (if any). | 85571BAL9 |
| At least one of the following other identifiers: |
| - ISIN | US85571BAL99 |
| - Ticker (if ISIN is not available). | STWD |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BYW54F3 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 90000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 88989.3000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0719256565 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2025-03-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 4.750000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 283 |
| a. Name of issuer (if any). | Starwood Property Trust, Inc. |
| b. LEI (if any) of issuer. (1) | BUGSFQZERKRBFWIG5267 |
| c. Title of the issue or description of the investment. | STARWOOD PROPERTY TRUST SR UNSECURED 144A 11/23 5.5 |
| d. CUSIP (if any). | 85571BAS4 |
| At least one of the following other identifiers: |
| - ISIN | US85571BAS43 |
| - Ticker (if ISIN is not available). | STWD |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BM9GMW8 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 130000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 130650.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1055979430 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2023-11-01 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 5.500000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 284 |
| a. Name of issuer (if any). | Starwood Property Trust, Inc. |
| b. LEI (if any) of issuer. (1) | BUGSFQZERKRBFWIG5267 |
| c. Title of the issue or description of the investment. | STARWOOD PROPERTY TRUST SR UNSECURED 144A 01/27 4.375 |
| d. CUSIP (if any). | 85571BAY1 |
| At least one of the following other identifiers: |
| - ISIN | US85571BAY11 |
| - Ticker (if ISIN is not available). | STWD53 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BP2CW35 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 185000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 174353.2500000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1409211217 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2027-01-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 4.375000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 285 |
| a. Name of issuer (if any). | Stevens Holding Co Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | STEVENS HOLDING CO INC COMPANY GUAR 144A 10/26 6.125 |
| d. CUSIP (if any). | 86024TAA5 |
| At least one of the following other identifiers: |
| - ISIN | US86024TAA51 |
| - Ticker (if ISIN is not available). | AIMC47 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BGNKT56 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 165000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 163762.5000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1323611415 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2026-10-01 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 286 |
| a. Name of issuer (if any). | Surgery Partners |
| b. LEI (if any) of issuer. (1) | 54930054EVI5HWPPW113 |
| c. Title of the issue or description of the investment. | SURGERY CENTER HOLDINGS, INC. 2021 TERM LOAN |
| d. CUSIP (if any). | 86880NAX1 |
| At least one of the following other identifiers: |
| - ISIN | US86880NAX12 |
| Balance. (2) |
| a. Balance | 143179.0800000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 136874.9100000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1106292303 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Loan
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2026-08-31 |
| b. Coupon. |
| i. Coupon category. (13) | Floating |
| ii. Annualized rate. | 3.930000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 287 |
| a. Name of issuer (if any). | Surgery Center Holdings, Inc. |
| b. LEI (if any) of issuer. (1) | 54930054EVI5HWPPW113 |
| c. Title of the issue or description of the investment. | SURGERY CENTER HOLDINGS COMPANY GUAR 144A 04/27 10 |
| d. CUSIP (if any). | 86881WAD4 |
| At least one of the following other identifiers: |
| - ISIN | US86881WAD48 |
| - Ticker (if ISIN is not available). | SMBI48 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BJWZMN2 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 55000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 55858.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0451472629 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2027-04-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 10.000000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 288 |
| a. Name of issuer (if any). | T-Mobile USA, Inc. |
| b. LEI (if any) of issuer. (1) | 549300V2JRLO5DIFGE82 |
| c. Title of the issue or description of the investment. | T MOBILE USA INC COMPANY GUAR 04/31 3.5 |
| d. CUSIP (if any). | 87264ABW4 |
| At least one of the following other identifiers: |
| - ISIN | US87264ABW45 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMW23T7 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 125000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 114098.1300000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0922198839 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2031-04-15 |
| 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 |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 289 |
| a. Name of issuer (if any). | Tallgrass Energy Partners, LP and Tallgrass Energy Finance Corp. |
| b. LEI (if any) of issuer. (1) | 549300IQ3DN0F3VERF65 |
| c. Title of the issue or description of the investment. | TALLGRASS NRG PRTNR/FIN COMPANY GUAR 144A 12/30 6 |
| d. CUSIP (if any). | 87470LAJ0 |
| At least one of the following other identifiers: |
| - ISIN | US87470LAJ08 |
| - Ticker (if ISIN is not available). | TEP |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMTS6Q6 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 125000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 112568.7500000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0909837615 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2030-12-31 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 290 |
| a. Name of issuer (if any). | Tallgrass Energy Partners, LP and Tallgrass Energy Finance Corp. |
| b. LEI (if any) of issuer. (1) | 549300IQ3DN0F3VERF65 |
| c. Title of the issue or description of the investment. | TALLGRASS NRG PRTNR/FIN COMPANY GUAR 144A 09/31 6 |
| d. CUSIP (if any). | 87470LAK7 |
| At least one of the following other identifiers: |
| - ISIN | US87470LAK70 |
| - Ticker (if ISIN is not available). | TEP523 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BLDBLG9 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 75000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 66137.1000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0534553518 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2031-09-01 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 291 |
| a. Name of issuer (if any). | Telesat Canada /Telesat LLC |
| b. LEI (if any) of issuer. (1) | 5493004V5GLBY6SO5Y34 |
| c. Title of the issue or description of the investment. | TELESAT CANADA/TELESAT L SR SECURED 144A 12/26 5.625 |
| d. CUSIP (if any). | 87952VAR7 |
| At least one of the following other identifiers: |
| - ISIN | US87952VAR78 |
| - Ticker (if ISIN is not available). | LCMU51 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMC1QC8 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 70000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 49940.8000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0403646824 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
CANADA (FEDERAL LEVEL)
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2026-12-06 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 5.625000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 292 |
| a. Name of issuer (if any). | Tenet Healthcare Corporation |
| b. LEI (if any) of issuer. (1) | 0W9AIBT6U6ADJ2I8HK17 |
| c. Title of the issue or description of the investment. | TENET HEALTHCARE CORP SR SECURED 144A 01/26 4.875 |
| d. CUSIP (if any). | 88033GCY4 |
| At least one of the following other identifiers: |
| - ISIN | US88033GCY44 |
| - Ticker (if ISIN is not available). | THC |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BKFV9N3 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 100000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 99776.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0806440135 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2026-01-01 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 4.875000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 293 |
| a. Name of issuer (if any). | TerraForm Power Operating, LLC |
| b. LEI (if any) of issuer. (1) | 5493000S2OLR3UT5BE13 |
| c. Title of the issue or description of the investment. | TERRAFORM POWER OPERATIN COMPANY GUAR 144A 01/28 5 |
| d. CUSIP (if any). | 88104LAE3 |
| At least one of the following other identifiers: |
| - ISIN | US88104LAE39 |
| - Ticker (if ISIN is not available). | TERP |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BD2BVC0 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 425000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 407417.7500000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.3292956474 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2028-01-31 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 294 |
| a. Name of issuer (if any). | TerraForm Power Operating, LLC |
| b. LEI (if any) of issuer. (1) | 5493000S2OLR3UT5BE13 |
| c. Title of the issue or description of the investment. | TERRAFORM POWER OPERATIN COMPANY GUAR 144A 01/30 4.75 |
| d. CUSIP (if any). | 88104LAG8 |
| At least one of the following other identifiers: |
| - ISIN | US88104LAG86 |
| - Ticker (if ISIN is not available). | TERP |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BKPDH79 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 175000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 165812.5000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1340180553 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2030-01-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 4.750000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 295 |
| a. Name of issuer (if any). | Teva Pharmaceutical Finance Netherlands III B.V. |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | TEVA PHARMACEUTICALS NE COMPANY GUAR 04/24 6 |
| d. CUSIP (if any). | 88167AAL5 |
| At least one of the following other identifiers: |
| - ISIN | US88167AAL52 |
| - Ticker (if ISIN is not available). | TEVA |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BFNC450 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 370000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 373700.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.3020432552 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
NETHERLANDS
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2024-04-15 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 296 |
| a. Name of issuer (if any). | Teva Pharmaceutical Finance Netherlands III B.V. |
| b. LEI (if any) of issuer. (1) | 5493004T21MOAFINJP35 |
| c. Title of the issue or description of the investment. | TEVA PHARMACEUTICAL INDU COMPANY GUAR 05/27 4.75 |
| d. CUSIP (if any). | 88167AAP6 |
| At least one of the following other identifiers: |
| - ISIN | US88167AAP66 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BM92G79 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 35000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 32442.8800000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0262219777 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
NETHERLANDS
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2027-05-09 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 4.750000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 297 |
| a. Name of issuer (if any). | Townsquare Media, Inc. |
| b. LEI (if any) of issuer. (1) | 549300XBA8C68H0DR538 |
| c. Title of the issue or description of the investment. | TOWNSQUARE MEDIA INC SR SECURED 144A 02/26 6.875 |
| d. CUSIP (if any). | 892231AB7 |
| At least one of the following other identifiers: |
| - ISIN | US892231AB73 |
| - Ticker (if ISIN is not available). | TSQ |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMVB9C0 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 285000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 275483.8500000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.2226599915 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2026-02-01 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 298 |
| a. Name of issuer (if any). | TransDigm, Inc. |
| b. LEI (if any) of issuer. (1) | 88Q84GB3X55CF5OC7582 |
| c. Title of the issue or description of the investment. | TRANSDIGM INC COMPANY GUAR 06/26 6.375 |
| d. CUSIP (if any). | 893647BB2 |
| At least one of the following other identifiers: |
| - ISIN | US893647BB29 |
| - Ticker (if ISIN is not available). | TDG |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BF01TB1 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 75000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 74437.5000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0601641552 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2026-06-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 6.375000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 299 |
| a. Name of issuer (if any). | TransDigm, Inc. |
| b. LEI (if any) of issuer. (1) | 88Q84GB3X55CF5OC7582 |
| c. Title of the issue or description of the investment. | TRANSDIGM INC SR SECURED 144A 03/26 6.25 |
| d. CUSIP (if any). | 893647BE6 |
| At least one of the following other identifiers: |
| - ISIN | US893647BE67 |
| - Ticker (if ISIN is not available). | TDG |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BJJQH22 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 145000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 147502.6900000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1192191401 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2026-03-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 6.250000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 300 |
| a. Name of issuer (if any). | TransDigm, Inc. |
| b. LEI (if any) of issuer. (1) | 88Q84GB3X55CF5OC7582 |
| c. Title of the issue or description of the investment. | TRANSDIGM INC COMPANY GUAR 03/27 7.5 |
| d. CUSIP (if any). | 893647BH9 |
| At least one of the following other identifiers: |
| - ISIN | US893647BH98 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BJV3SS4 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 245000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 249308.3300000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.2015036113 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2027-03-15 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 301 |
| a. Name of issuer (if any). | Truck Hero |
| b. LEI (if any) of issuer. (1) | 54930007KT5CX7XNSD31 |
| c. Title of the issue or description of the investment. | TRUCK HERO INC 2021 TERM LOAN B |
| d. CUSIP (if any). | 89778PAG2 |
| At least one of the following other identifiers: |
| - ISIN | US89778PAG28 |
| Balance. (2) |
| a. Balance | 119097.7500000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 107634.5900000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0869957237 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Loan
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2028-01-31 |
| b. Coupon. |
| i. Coupon category. (13) | Floating |
| ii. Annualized rate. | 3.970000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 302 |
| a. Name of issuer (if any). | Uber Technologies Inc |
| b. LEI (if any) of issuer. (1) | 549300B2FTG34FILDR98 |
| c. Title of the issue or description of the investment. | UBER TECHNOLOGIES INC COMPANY GUAR 144A 11/26 8 |
| d. CUSIP (if any). | 90353TAC4 |
| At least one of the following other identifiers: |
| - ISIN | US90353TAC45 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BG87FX2 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 285000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 294548.9300000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.2380693541 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2026-11-01 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 303 |
| a. Name of issuer (if any). | Uber Technologies Inc |
| b. LEI (if any) of issuer. (1) | 549300B2FTG34FILDR98 |
| c. Title of the issue or description of the investment. | UBER TECHNOLOGIES INC COMPANY GUAR 144A 08/29 4.5 |
| d. CUSIP (if any). | 90353TAK6 |
| At least one of the following other identifiers: |
| - ISIN | US90353TAK60 |
| - Ticker (if ISIN is not available). | UBER |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BNSNM61 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 300000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 271327.5000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.2193006190 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2029-08-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 4.500000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 304 |
| a. Name of issuer (if any). | United Shore Financial Service Llc |
| b. LEI (if any) of issuer. (1) | 549300HW662MN1WU8550 |
| c. Title of the issue or description of the investment. | UNITED WHOLESALE MTGE LL SR UNSECURED 144A 11/25 5.5 |
| d. CUSIP (if any). | 91153LAA5 |
| At least one of the following other identifiers: |
| - ISIN | US91153LAA52 |
| - Ticker (if ISIN is not available). | UNSHFI |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BN13354 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 225000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 212625.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1718542872 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2025-11-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 5.500000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 305 |
| a. Name of issuer (if any). | United Wholesale Mortgage LLC |
| b. LEI (if any) of issuer. (1) | 549300HW662MN1WU8550 |
| c. Title of the issue or description of the investment. | UNITED WHOLESALE MTGE LL SR UNSECURED 144A 04/29 5.5 |
| d. CUSIP (if any). | 913229AA8 |
| At least one of the following other identifiers: |
| - ISIN | US913229AA80 |
| - Ticker (if ISIN is not available). | UNSHFI |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BNG46T7 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 235000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 206362.9000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1667929410 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2029-04-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 5.500000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 306 |
| a. Name of issuer (if any). | USA Compression Partners LP / USA Compression Finance Corp |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | USA COM PART/USA COM FIN COMPANY GUAR 04/26 6.875 |
| d. CUSIP (if any). | 91740PAC2 |
| At least one of the following other identifiers: |
| - ISIN | US91740PAC23 |
| - Ticker (if ISIN is not available). | USAC |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BHPG3B3 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 150000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 146437.5000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1183581996 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2026-04-01 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 307 |
| a. Name of issuer (if any). | USA Compression Partners LP / USA Compression Finance Corp |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | USA COM PART/USA COM FIN COMPANY GUAR 09/27 6.875 |
| d. CUSIP (if any). | 91740PAF5 |
| At least one of the following other identifiers: |
| - ISIN | US91740PAF53 |
| - Ticker (if ISIN is not available). | USAC |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BKWC8B0 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 100000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 96282.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0778199858 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2027-09-01 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 308 |
| a. Name of issuer (if any). | Venture Global Calcasieu Pass LLC |
| b. LEI (if any) of issuer. (1) | 549300GKHS6RS20NLH85 |
| c. Title of the issue or description of the investment. | VENTURE GLOBAL CALCASIEU SR SECURED 144A 11/33 3.875 |
| d. CUSIP (if any). | 92328MAC7 |
| At least one of the following other identifiers: |
| - ISIN | US92328MAC73 |
| - Ticker (if ISIN is not available). | VNGB53 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BP9SCV4 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 35000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 31762.5000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0256720602 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2033-11-01 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 3.875000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 309 |
| a. Name of issuer (if any). | TK Elevator U S Newco Inc |
| b. LEI (if any) of issuer. (1) | 549300C2AFWPAYWS5574 |
| c. Title of the issue or description of the investment. | TK ELEVATOR US NEWCO INC SR SECURED 144A 07/27 5.25 |
| d. CUSIP (if any). | 92537RAA7 |
| At least one of the following other identifiers: |
| - ISIN | US92537RAA77 |
| - Ticker (if ISIN is not available). | VERT50 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMC7DR0 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 300000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 292500.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.2364133052 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2027-07-15 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 310 |
| a. Name of issuer (if any). | VistaJet Malta Finance PLC and XO Management Holding Inc |
| b. LEI (if any) of issuer. (1) | 5299001UK94VGT0CPQ36 |
| c. Title of the issue or description of the investment. | VISTAJET MALTA/XO MGMT SR UNSECURED 144A 02/30 6.375 |
| d. CUSIP (if any). | 92840JAB5 |
| At least one of the following other identifiers: |
| - ISIN | US92840JAB52 |
| - Ticker (if ISIN is not available). | VAJT53 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BP4Z8H8 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 180000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 153000.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1236623443 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
MALTA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2030-02-01 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 6.375000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 311 |
| a. Name of issuer (if any). | Vistra Operations Co LLC |
| b. LEI (if any) of issuer. (1) | 549300ZH5GKBTJZ7NM23 |
| c. Title of the issue or description of the investment. | VISTRA OPERATIONS CO LLC COMPANY GUAR 144A 02/27 5.625 |
| d. CUSIP (if any). | 92840VAB8 |
| At least one of the following other identifiers: |
| - ISIN | US92840VAB80 |
| - Ticker (if ISIN is not available). | VST |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BHQTTK2 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 225000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 225112.5000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1819473168 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2027-02-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 5.625000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 312 |
| a. Name of issuer (if any). | VMED O2 UK Financing I PLC |
| b. LEI (if any) of issuer. (1) | 213800MRR46ECNGZ7L69 |
| c. Title of the issue or description of the investment. | VMED O2 UK FINAN SR SECURED 144A 07/31 4.75 |
| d. CUSIP (if any). | 92858RAB6 |
| At least one of the following other identifiers: |
| - ISIN | US92858RAB69 |
| - Ticker (if ISIN is not available). | VMED |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BP7LR98 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 200000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 181000.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1462933615 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2031-07-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 4.750000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 313 |
| a. Name of issuer (if any). | WEC Energy Group Inc. |
| b. LEI (if any) of issuer. (1) | 549300IGLYTZUK3PVP70 |
| c. Title of the issue or description of the investment. | WEC ENERGY GROUP INC COMMON STOCK USD.01 |
| d. CUSIP (if any). | 92939U106 |
| At least one of the following other identifiers: |
| - ISIN | US92939U1060 |
| - Ticker (if ISIN is not available). | WEC |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BYY8XK8 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 40869.0000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 4294105.8300000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 3.4707136823 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 314 |
| a. Name of issuer (if any). | W. R. Grace Holdings Llc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | WR GRACE HOLDING LLC SR UNSECURED 144A 08/29 5.625 |
| d. CUSIP (if any). | 92943GAA9 |
| At least one of the following other identifiers: |
| - ISIN | US92943GAA94 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BLDBLN6 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 120000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 98400.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0795318606 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2029-08-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 5.625000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 315 |
| a. Name of issuer (if any). | WASH Multifamily Acquisition Inc |
| b. LEI (if any) of issuer. (1) | 549300AS7PRY5PHG6L12 |
| c. Title of the issue or description of the investment. | WASH MULTIFAM ACQ INC SR SECURED 144A 04/26 5.75 |
| d. CUSIP (if any). | 93710WAA3 |
| At least one of the following other identifiers: |
| - ISIN | US93710WAA36 |
| - Ticker (if ISIN is not available). | WHMA51 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMZ1012 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 210000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 208290.6000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1683510058 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2026-04-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 5.750000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 316 |
| a. Name of issuer (if any). | Wilsonart |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | WILSONART LLC 2021 TERM LOAN E |
| d. CUSIP (if any). | 942MFXII7 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 942MFXII7 |
| Description of other unique identifier. | InternalID |
| Balance. (2) |
| a. Balance | 88875.5700000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 81987.7100000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0662666171 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Loan
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2026-12-31 |
| b. Coupon. |
| i. Coupon category. (13) | Variable |
| ii. Annualized rate. | 3.690000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 317 |
| a. Name of issuer (if any). | IntraFi Network (fka Promontory Interfinancial Network) |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | NEXUS BUYER LLC 2021 SECOND LIEN TERM LOAN |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 943ZMFII8 |
| Description of other unique identifier. | InternalID |
| Balance. (2) |
| a. Balance | 155000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 150091.1500000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1213112644 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Loan
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2029-10-29 |
| b. Coupon. |
| i. Coupon category. (13) | Floating |
| ii. Annualized rate. | 6.380000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 318 |
| a. Name of issuer (if any). | Victra (fka A Wireless) |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | LSF9 ATLANTIS HOLDINGS LLC 2022 TERM LOAN B |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 945ATYII3 |
| Description of other unique identifier. | InternalID |
| Balance. (2) |
| a. Balance | 55000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 50141.8500000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0405271812 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Loan
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2029-03-31 |
| b. Coupon. |
| i. Coupon category. (13) | Floating |
| ii. Annualized rate. | 7.890000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 319 |
| a. Name of issuer (if any). | Werner Co |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | WERNER FINCO LP TERM LOAN B |
| d. CUSIP (if any). | 95075EAC3 |
| At least one of the following other identifiers: |
| - ISIN | US95075EAC30 |
| - Ticker (if ISIN is not available). | WNRFCO |
| Balance. (2) |
| a. Balance | 177674.4000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 168790.6800000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1364251711 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Loan
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☐ 2 ☒ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2024-07-24 |
| b. Coupon. |
| i. Coupon category. (13) | Floating |
| ii. Annualized rate. | 5.240000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 320 |
| a. Name of issuer (if any). | Werner FinCo LP/ Werner FinCo Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | WERNER FINCO LP/INC COMPANY GUAR 144A 07/25 8.75 |
| d. CUSIP (if any). | 95076PAA1 |
| At least one of the following other identifiers: |
| - ISIN | US95076PAA12 |
| - Ticker (if ISIN is not available). | WNFC45 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BYW9WZ1 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 295000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 300162.5000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.2426065255 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2025-07-15 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 8.750000000000 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 321 |
| a. Name of issuer (if any). | Wesco Distribution, Inc. |
| b. LEI (if any) of issuer. (1) | 549300I2CEZJG9N4AH67 |
| c. Title of the issue or description of the investment. | WESCO DISTRIBUTION INC COMPANY GUAR 144A 06/25 7.125 |
| d. CUSIP (if any). | 95081QAN4 |
| At least one of the following other identifiers: |
| - ISIN | US95081QAN43 |
| - Ticker (if ISIN is not available). | WCC |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMYMZS8 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 185000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 192076.2500000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1552457474 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2025-06-15 |
| 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). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 322 |
| a. Name of issuer (if any). | Western Midstream Operating LP |
| b. LEI (if any) of issuer. (1) | L6D8A6MLSY454J2JXJ60 |
| c. Title of the issue or description of the investment. | WESTERN MIDSTREAM OPERAT SR UNSECURED 03/48 5.3 |
| d. CUSIP (if any). | 958254AJ3 |
| At least one of the following other identifiers: |
| - ISIN | US958254AJ35 |
| - Ticker (if ISIN is not available). | WES |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BFXHLK9 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 225000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 205854.7500000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1663822285 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2048-03-01 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 5.300000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 323 |
| a. Name of issuer (if any). | ALLSPRING GOVERNMENT MONEY MAR SELECT CLASS 3802 |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | Allspring GOVT MM SELECT CLASS 3802 |
| d. CUSIP (if any). | 976RXG000 |
| At least one of the following other identifiers: |
| - Ticker (if ISIN is not available). | WFUSUDS |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 976RXG000 |
| Description of other unique identifier. | InternalID |
| Balance. (2) |
| a. Balance | 1063880.4300000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 1063880.4300000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.8598820129 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle)
|
| b. Issuer type. (7) |
Registered fund
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 324 |
| a. Name of issuer (if any). | ALLSPRING GOVERNMENT MONEY MAR SELECT CLASS 3802 |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | Allspring GOVT MM SELECT CLASS 3802 |
| d. CUSIP (if any). | 976RXG000 |
| At least one of the following other identifiers: |
| - Ticker (if ISIN is not available). | WFUSUDS |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 976RXG000 |
| Description of other unique identifier. | InternalID |
| Balance. (2) |
| a. Balance | 2455737.3500000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 2455737.3500000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.9848512259 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle)
|
| b. Issuer type. (7) |
Registered fund
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 325 |
| a. Name of issuer (if any). | Xcel Energy Inc |
| b. LEI (if any) of issuer. (1) | LGJNMI9GH8XIDG5RCM61 |
| c. Title of the issue or description of the investment. | XCEL ENERGY INC COMMON STOCK USD2.5 |
| d. CUSIP (if any). | 98389B100 |
| At least one of the following other identifiers: |
| - ISIN | US98389B1008 |
| - Ticker (if ISIN is not available). | XEL |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 2614807 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 71281.0000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 5370310.5400000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 4.3405568022 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 326 |
| a. Name of issuer (if any). | Bausch Health (fka Valeant) |
| b. LEI (if any) of issuer. (1) | B3BS7ACMDUWISF18KY76 |
| c. Title of the issue or description of the investment. | BAUSCH HEALTH COMPANIES, INC. 2022 TERM LOAN B |
| d. CUSIP (if any). | C9413PBD4 |
| At least one of the following other identifiers: |
| - ISIN | XAC9413PBD42 |
| Balance. (2) |
| a. Balance | 120000.0000000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 109500.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0885034425 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Loan
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2027-02-01 |
| b. Coupon. |
| i. Coupon category. (13) | Floating |
| ii. Annualized rate. | 5.570000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 327 |
| a. Name of issuer (if any). | Thyssenkrupp Elevator |
| b. LEI (if any) of issuer. (1) | 254900K869UN2ZWVB351 |
| c. Title of the issue or description of the investment. | VERTICAL US NEWCO INC TERM LOAN B |
| d. CUSIP (if any). | D9000BAD4 |
| At least one of the following other identifiers: |
| - ISIN | XAD9000BAD47 |
| Balance. (2) |
| a. Balance | 118211.2200000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 113705.0100000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0919021444 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Loan
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2027-07-30 |
| b. Coupon. |
| i. Coupon category. (13) | Floating |
| ii. Annualized rate. | 3.630000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 328 |
| a. Name of issuer (if any). | Intelsat |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | INTELSAT JACKSON HOLDINGS S.A. 2021 EXIT TERM LOAN B |
| d. CUSIP (if any). | L5137LAQ8 |
| At least one of the following other identifiers: |
| - ISIN | XAL5137LAQ85 |
| Balance. (2) |
| a. Balance | 249364.2700000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 234402.4100000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1894558923 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Loan
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2029-02-01 |
| b. Coupon. |
| i. Coupon category. (13) | Floating |
| ii. Annualized rate. | 4.530000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 329 |
| a. Name of issuer (if any). | Intelsat Jackson Holdings, Ltd. |
| b. LEI (if any) of issuer. (1) | 8XJ8KF85PBKK1TLMFN29 |
| c. Title of the issue or description of the investment. | INTELSAT JACKSON HOLDINGS S A EXP 05DEC25 |
| d. CUSIP (if any). | L5137X109 |
| At least one of the following other identifiers: |
| - ISIN | LU2445091858 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BPW66R9 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 460.0000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 0.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0000000000 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
LUXEMBOURG
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 330 |
| a. Name of issuer (if any). | Intelsat Jackson Holdings, Ltd. |
| b. LEI (if any) of issuer. (1) | 8XJ8KF85PBKK1TLMFN29 |
| c. Title of the issue or description of the investment. | INTELSAT JACKSON HOLDINGS S A RIGHTS |
| d. CUSIP (if any). | L5137X117 |
| At least one of the following other identifiers: |
| - ISIN | LU2445092583 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BPW66Q8 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 460.0000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 0.0000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0000000000 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
LUXEMBOURG
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 331 |
| a. Name of issuer (if any). | INTELSAT EMERGENCE S.A. |
| b. LEI (if any) of issuer. (1) | 549300YV2L21F4K80V46 |
| c. Title of the issue or description of the investment. | INTELSAT EMERGENCE SA COMMON STOCK |
| d. CUSIP (if any). | L5217E120 |
| At least one of the following other identifiers: |
| - ISIN | LU2445093128 |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BN95DN0 |
| Description of other unique identifier. | SEDOL |
| Balance. (2) |
| a. Balance | 3909.0000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 115315.5000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0932038239 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
LUXEMBOURG
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☐ 2 ☒ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 332 |
| a. Name of issuer (if any). | Mallinckrodt |
| b. LEI (if any) of issuer. (1) | 549300MQQ92LN1A0B514 |
| c. Title of the issue or description of the investment. | MALLINCKRODT INTL FIN S A TERM LOAN B |
| d. CUSIP (if any). | L6232UAF4 |
| At least one of the following other identifiers: |
| - ISIN | XAL6232UAF48 |
| - Ticker (if ISIN is not available). | MNK |
| Balance. (2) |
| a. Balance | 234422.7200000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 202213.0400000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1634388141 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Loan
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2024-09-24 |
| b. Coupon. |
| i. Coupon category. (13) | Floating |
| ii. Annualized rate. | 3.790000000000 |
| c. Currently in default? | ☐ Yes ☒ No |
| d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
| e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
| f. For convertible securities, also provide: |
| i. Mandatory convertible? | ☐ Yes ☐ No |
| ii. Contingent convertible? | ☐ Yes ☐ No |
| iii. Description of the reference instrument. (16) |
| Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
|---|---|---|---|
| — | — | — | — |
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| — | — | — |
| v. Delta (if applicable). |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| The Fund may provide any information it believes would be helpful in understanding the information reported in response to any Item of this Form. The Fund may also explain any assumptions that it made in responding to any Item of this Form. To the extent responses relate to a particular Item, provide the Item number(s), as applicable. |
| Explanatory Note Record | Note Item | Explanatory Notes |
|---|---|---|
| #1 | C.9.a | CUSIP 398186AA4 is in default, maturity date of 12-01-2016 is valid and has value of 0 |
| The Registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized. |
| Registrant: | Allspring Utilities & High Income Fund |
| By (Signature): | Jeremy DePalma |
| Name: | Jeremy DePalma |
| Title: | Treasurer |
| Date: | 2022-07-29 |
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