Portfolio Holdings Listing Variable Insurance Product Asset ...

Portfolio Holdings ListingVariable Insurance Product Asset Manager Growth Portfolio

as of June 30, 2020The portfolio holdings listing (listing) provides information on a fund’s investments as ofthe date indicated. Top 10 holdings information (top 10 holdings) is also provided forcertain equity and high income funds. The listing and top 10 holdings are not part of afund’s annual/semiannual report or Form N-Q and have not been audited.

The information provided in this listing and top 10 holdings may differ from a fund’sholdings disclosed in its annual/semiannual report and Form N-Q as follows, whereapplicable:

With certain exceptions, the listing and top 10 holdings provide information onthe direct holdings of a fund as well as a fund’s pro rata share of any securitiesand other investments held indirectly through investment in underlying non-money market Fidelity Central Funds. A fund’s pro rata share of the underlyingholdings of any investment in high income and floating rate central funds isprovided at a fund’s fiscal quarter end. For certain funds, direct holdings in highincome or convertible securities are presented at a fund’s fiscal quarter end andare presented collectively for other periods.

For the annual/semiannual report, a fund’s investments include trades executedthrough the end of the last business day of the period. This listing and the top 10holdings include trades executed through the end of the prior business day.

The listing includes any investment in derivative instruments, and excludes the valueof any cash collateral held for securities on loan and a fund’s net other assets.Therefore, the holdings as a percent of fund net assets may not total to 100%.

The presentation of investment holdings by category is similar to that used in other marketing materials.

The fund’s holdings are consistent across all share classes.

The top 10 holdings is presented to illustrate examples of the securities that the fund hasbought and the diversity of the areas in which the fund may invest, may not be representativeof the fund’s current or future investments, and may change at any time. The top 10holdings do not include cash, cash equivalents, money market instruments, options,interest rate swaps, fixed income total return swaps and/or futures contracts. Depositaryreceipts, credit default swaps and equity total return swaps are normally combined withthe underlying security.

The most recent annual/semiannual report can be viewed at www.fidelity.com orwww.institutional.fidelity.com. Forms N-Q are available on the SEC’s web site at www.sec.gov.

Before investing, consider the fund’s investment objectives, risks, charges and expenses.Contact Fidelity for a prospectus containing this information. Read it carefully.

466719.7.0

DUMMY

TOP TEN HOLDINGS% of Net

Security Name Market Value AssetsMicrosoft Corp. $6,686,505 3.2%Apple, Inc. $6,205,831 2.9%Market Vectors Gold Miners ETF $4,363,196 2.1%iShares MSCI Japan ETF $3,722,917 1.8%Amazon.com, Inc. $2,884,230 1.4%Alphabet, Inc. Class A $2,545,037 1.2%Facebook, Inc. Class A $2,160,496 1.0%iShares 20+ Year Treasury Bond ETF $2,053,223 1.0%Roche Holding AG (participation certificate) $1,797,647 0.9%UnitedHealth Group, Inc. $1,415,719 0.7%

Top Ten Holdings Total: $33,834,800 15.9%

466719.7.0 Fidelity Distributors Company, LLC

500 Salem Street

Not Part of Annual or Semiannual Report Smithfield, RI 02917

2

FULL HOLDINGS LISTING% of Net

Security Name Market Value Assets Ticker CUSIP ISIN SEDOL

Equities

Microsoft Corp. $6,686,505 3.147% MSFT 594918104 US5949181045 2588173Apple, Inc. $6,205,831 2.921% AAPL 037833100 US0378331005 2046251Market Vectors Gold Miners ETF $4,363,196 2.053% GDX 92189F106 US92189F1066 BZ6C4J1Amazon.com, Inc. $2,884,230 1.357% AMZN 023135106 US0231351067 2000019Alphabet, Inc. Class A $2,545,037 1.198% GOOGL 02079K305 US02079K3059 BYVY8G0Facebook, Inc. Class A $2,160,496 1.017% FB 30303M102 US30303M1027 B7TL820UnitedHealth Group, Inc. $1,415,719 0.666% UNH 91324P102 US91324P1021 2917766Adobe, Inc. $1,353,053 0.637% ADBE 00724F101 US00724F1012 2008154Salesforce.com, Inc. $1,153,349 0.543% CRM 79466L302 US79466L3024 2310525Procter & Gamble Co. $1,140,487 0.537% PG 742718109 US7427181091 2704407The Home Depot, Inc. $1,063,940 0.501% HD 437076102 US4370761029 2434209PayPal Holdings, Inc. $969,969 0.456% PYPL 70450Y103 US70450Y1038 BYW36M8Capital One Financial Corp. $968,272 0.456% COF 14040H105 US14040H1059 2654461Humana, Inc. $922,301 0.434% HUM 444859102 US4448591028 2445063Analog Devices, Inc. $890,509 0.419% ADI 032654105 US0326541051 2032067Becton, Dickinson & Co. $869,140 0.409% BDX 075887109 US0758871091 2087807Regeneron Pharmaceuticals, Inc. $864,770 0.407% REGN 75886F107 US75886F1075 2730190The Travelers Companies, Inc. $853,869 0.402% TRV 89417E109 US89417E1091 2769503Cigna Corp. $825,636 0.389% CI 125523100 US1255231003 BHJ0775Bank of New York Mellon Corp. $818,577 0.385% BK 064058100 US0640581007 B1Z77F6Eli Lilly & Co. $814,309 0.383% LLY 532457108 US5324571083 2516152American Tower Corp. $721,674 0.340% AMT 03027X100 US03027X1000 B7FBFL2The Coca-Cola Co. $701,448 0.330% KO 191216100 US1912161007 2206657Electronic Arts, Inc. $695,184 0.327% EA 285512109 US2855121099 2310194Micron Technology, Inc. $688,177 0.324% MU 595112103 US5951121038 2588184Boston Scientific Corp. $676,454 0.318% BSX 101137107 US1011371077 2113434T-Mobile U.S., Inc. $661,393 0.311% TMUS 872590104 US8725901040 B94Q9V0Berkshire Hathaway, Inc. Class B $627,509 0.295% BRK.B 084670702 US0846707026 2073390Visa, Inc. Class A $617,526 0.291% V 92826C839 US92826C8394 B2PZN04Exxon Mobil Corp. $617,130 0.290% XOM 30231G102 US30231G1022 2326618Centene Corp. $616,841 0.290% CNC 15135B101 US15135B1017 2807061Intercontinental Exchange, Inc. $599,731 0.282% ICE 45866F104 US45866F1049 BFSSDS9PepsiCo, Inc. $599,062 0.282% PEP 713448108 US7134481081 2681511Autodesk, Inc. $593,316 0.279% ADSK 052769106 US0527691069 2065159Citigroup, Inc. $568,062 0.267% C 172967424 US1729674242 2297907


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLLowe’s Companies, Inc. $564,731 0.266% LOW 548661107 US5486611073 2536763Morgan Stanley $559,928 0.264% MS 617446448 US6174464486 2262314Lockheed Martin Corp. $552,299 0.260% LMT 539830109 US5398301094 2522096Bank of America Corp. $545,255 0.257% BAC 060505104 US0605051046 2295677Union Pacific Corp. $534,207 0.251% UNP 907818108 US9078181081 2914734Roper Technologies, Inc. $530,181 0.250% ROP 776696106 US7766961061 2749602McDonald’s Corp. $524,006 0.247% MCD 580135101 US5801351017 2550707Cognizant Technology Solutions Corp. Class A $523,774 0.246% CTSH 192446102 US1924461023 2257019Activision Blizzard, Inc. $512,902 0.241% ATVI 00507V109 US00507V1098 2575818Caterpillar, Inc. $510,812 0.240% CAT 149123101 US1491231015 2180201Prologis, Inc. $507,406 0.239% PLD 74340W103 US74340W1036 B44WZD7Honeywell International, Inc. $505,998 0.238% HON 438516106 US4385161066 2020459NIKE, Inc. Class B $483,788 0.228% NKE 654106103 US6541061031 2640147AMETEK, Inc. $476,705 0.224% AME 031100100 US0311001004 2089212Mondelez International, Inc. $470,593 0.221% MDLZ 609207105 US6092071058 B8CKK03Netflix, Inc. $468,781 0.221% NFLX 64110L106 US64110L1061 2857817Old Dominion Freight Lines, Inc. $463,587 0.218% ODFL 679580100 US6795801009 2656423Starbucks Corp. $447,606 0.211% SBUX 855244109 US8552441094 2842255Marsh & McLennan Companies, Inc. $436,623 0.205% MMC 571748102 US5717481023 2567741Digital Realty Trust, Inc. $434,136 0.204% DLR 253868103 US2538681030 B03GQS4Workday, Inc. Class A $430,943 0.203% WDAY 98138H101 US98138H1014 B8K6ZD1Liberty Broadband Corp. Class A $430,477 0.203% LBRDA 530307107 US5303071071 BRTLBY3The Walt Disney Co. $422,500 0.199% DIS 254687106 US2546871060 2270726MasterCard, Inc. Class A $419,857 0.198% MA 57636Q104 US57636Q1040 B121557Fortive Corp. $418,488 0.197% FTV 34959J108 US34959J1088 BYT3MK1Corning, Inc. $414,934 0.195% GLW 219350105 US2193501051 2224701JPMorgan Chase & Co. $412,482 0.194% JPM 46625H100 US46625H1005 2190385Insulet Corp. $404,049 0.190% PODD 45784P101 US45784P1012 B1XGNW4Walmart, Inc. $400,502 0.188% WMT 931142103 US9311421039 2936921Vertex Pharmaceuticals, Inc. $396,358 0.187% VRTX 92532F100 US92532F1003 2931034CSX Corp. $394,824 0.186% CSX 126408103 US1264081035 2160753Microchip Technology, Inc. $392,222 0.185% MCHP 595017104 US5950171042 2592174IHS Markit Ltd. $382,938 0.180% INFO BMG475671050 BD0Q558Burlington Stores, Inc. $382,663 0.180% BURL 122017106 US1220171060 BF311Y5Penumbra, Inc. $380,613 0.179% PEN 70975L107 US70975L1070 BZ0V201Dollar General Corp. $379,929 0.179% DG 256677105 US2566771059 B5B1S13IDEX Corp. $375,708 0.177% IEX 45167R104 US45167R1041 2456612Dominion Energy, Inc. $367,254 0.173% D 25746U109 US25746U1097 2542049BlackRock, Inc. Class A $361,639 0.170% BLK 09247X101 US09247X1019 2494504


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLTrimble, Inc. $360,962 0.170% TRMB 896239100 US8962391004 2903958Dollar Tree, Inc. $360,931 0.170% DLTR 256746108 US2567461080 2272476Comcast Corp. Class A $346,707 0.163% CMCSA 20030N101 US20030N1019 2044545TE Connectivity Ltd. $336,983 0.159% TEL CH0102993182 B62B7C3Danaher Corp. $335,752 0.158% DHR 235851102 US2358511028 2250870Intuitive Surgical, Inc. $334,291 0.157% ISRG 46120E602 US46120E6023 2871301Willis Group Holdings PLC $326,772 0.154% WLTW IE00BDB6Q211 BDB6Q21TJX Companies, Inc. $326,559 0.154% TJX 872540109 US8725401090 2989301Palo Alto Networks, Inc. $325,660 0.153% PANW 697435105 US6974351057 B87ZMX0Trane Technologies PLC $320,741 0.151% TT IE00BK9ZQ967 BK9ZQ96Gartner, Inc. $314,677 0.148% IT 366651107 US3666511072 2372763Monster Beverage Corp. $314,362 0.148% MNST 61174X109 US61174X1090 BZ07BW4The Booking Holdings, Inc. $313,876 0.148% BKNG 09857L108 US09857L1089 BDRXDB4Twilio, Inc. Class A $311,206 0.146% TWLO 90138F102 US90138F1021 BD6P5Q0Altria Group, Inc. $310,962 0.146% MO 02209S103 US02209S1033 2692632Fortune Brands Home & Security, Inc. $309,301 0.146% FBHS 34964C106 US34964C1062 B3MC7D6Kroger Co. $302,102 0.142% KR 501044101 US5010441013 2497406Truist Financial Corp. $300,503 0.141% TFC 89832Q109 US89832Q1094 BKP7287HubSpot, Inc. $297,753 0.140% HUBS 443573100 US4435731009 BR4T3B3Sarepta Therapeutics, Inc. $294,162 0.138% SRPT 803607100 US8036071004 B8DPDT7AGNC Investment Corp. $293,207 0.138% AGNC 00123Q104 US00123Q1040 BYYHJL8Chubb Ltd. $290,884 0.137% CB CH0044328745 B3BQMF6Hartford Financial Services Group, Inc. $287,431 0.135% HIG 416515104 US4165151048 2476193NextEra Energy, Inc. $279,813 0.132% NEE 65339F101 US65339F1012 2328915Highwoods Properties, Inc. (SBI) $279,051 0.131% HIW 431284108 US4312841087 2420640Cboe Global Markets, Inc. $279,031 0.131% CBOE 12503M108 US12503M1080 B5834C5Parametric Technology Corp. $270,643 0.127% PTC 69370C100 US69370C1009 B95N910Skyworks Solutions, Inc. $267,032 0.126% SWKS 83088M102 US83088M1027 2961053Lyft, Inc. $266,933 0.126% LYFT 55087P104 US55087P1049 BJT1RW7Masimo Corp. $265,069 0.125% MASI 574795100 US5747951003 B1YWR63Invitation Homes, Inc. $264,764 0.125% INVH 46187W107 US46187W1071 BD81GW9Akamai Technologies, Inc. $259,356 0.122% AKAM 00971T101 US00971T1016 2507457MercadoLibre, Inc. $258,333 0.122% MELI 58733R102 US58733R1023 B23X1H3Hess Corp. $256,765 0.121% HES 42809H107 US42809H1077 2023748Anaplan, Inc. $255,710 0.120% PLAN 03272L108 US03272L1089 BD9PLW5Wells Fargo & Co. $251,272 0.118% WFC 949746101 US9497461015 2649100Zendesk, Inc. $250,066 0.118% ZEN 98936J101 US98936J1016 BMH0MR7TransUnion Holding Co., Inc. $249,788 0.118% TRU 89400J107 US89400J1079 BYMWL86Virtu Financial, Inc. Class A $248,652 0.117% VIRT 928254101 US9282541013 BWTVWD4


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLPluralsight, Inc. $247,886 0.117% PS 72941B106 US72941B1061 BFZCT75Neurocrine Biosciences, Inc. $247,246 0.116% NBIX 64125C109 US64125C1099 2623911Harris Corp. $241,854 0.114% LHX 502431109 US5024311095 BK9DTN5GoDaddy, Inc. $240,399 0.113% GDDY 380237107 US3802371076 BWFRFC6Alnylam Pharmaceuticals, Inc. $236,969 0.112% ALNY 02043Q107 US02043Q1076 B00FWN1Raytheon Technologies Corp. $236,881 0.111% RTX 75513E101 US75513E1010 BM5M5Y3Evergy, Inc. $227,894 0.107% EVRG 30034W106 US30034W1062 BFMXGR0Exelon Corp. $227,186 0.107% EXC 30161N101 US30161N1019 2670519Crown Holdings, Inc. $225,436 0.106% CCK 228368106 US2283681060 2427986Edison International $222,372 0.105% EIX 281020107 US2810201077 2829515Cintas Corp. $221,718 0.104% CTAS 172908105 US1729081059 2197137Carlisle Companies, Inc. $219,120 0.103% CSL 142339100 US1423391002 2176318CubeSmart $218,862 0.103% CUBE 229663109 US2296631094 B6SW913Essex Property Trust, Inc. $212,816 0.100% ESS 297178105 US2971781057 2316619VICI Properties, Inc. $211,351 0.099% VICI 925652109 US9256521090 BYWH073Mid-America Apartment Communities, Inc. $211,164 0.099% MAA 59522J103 US59522J1034 2589132Anthem, Inc. $210,378 0.099% ANTM 036752103 US0367521038 BSPHGL4Costco Wholesale Corp. $210,284 0.099% COST 22160K105 US22160K1051 2701271Four Corners Property Trust, Inc. $210,219 0.099% FCPT 35086T109 US35086T1097 BZ16HK0Essent Group Ltd. $209,318 0.099% ESNT BMG3198U1027 BFWGXR8OneMain Holdings, Inc. $208,214 0.098% OMF 68268W103 US68268W1036 BYSZB89ANGI Homeservices, Inc. Class A $205,987 0.097% ANGI 00183L102 US00183L1026 BF4VWH4Kimberly-Clark Corp. $205,978 0.097% KMB 494368103 US4943681035 2491839Landstar System, Inc. $205,281 0.097% LSTR 515098101 US5150981018 2503994Chipotle Mexican Grill, Inc. $204,310 0.096% CMG 169656105 US1696561059 B0X7DZ3Take-Two Interactive Software, Inc. $203,676 0.096% TTWO 874054109 US8740541094 2122117HD Supply Holdings, Inc. $202,340 0.095% HDS 40416M105 US40416M1053 BBL5981Nortonlifelock, Inc. $202,145 0.095% NLOK 668771108 US6687711084 BJN4XN5Ross Stores, Inc. $198,231 0.093% ROST 778296103 US7782961038 2746711Verizon Communications, Inc. $196,110 0.092% VZ 92343V104 US92343V1044 2090571Xilinx, Inc. $192,333 0.091% XLNX 983919101 US9839191015 2985677Ecolab, Inc. $190,863 0.090% ECL 278865100 US2788651006 2304227American International Group, Inc. $189,976 0.089% AIG 026874784 US0268747849 2027342Bruker Corp. $186,580 0.088% BRKR 116794108 US1167941087 2616137Martin Marietta Materials, Inc. $183,775 0.086% MLM 573284106 US5732841060 2572079State Street Corp. $183,388 0.086% STT 857477103 US8574771031 2842040Philip Morris International, Inc. $182,040 0.086% PM 718172109 US7181721090 B2PKRQ3RealPage, Inc. $181,226 0.085% RP 75606N109 US75606N1090 B4W2S29DouYu International Holdings Ltd. ADR $179,653 0.085% DOYU 25985W105 US25985W1053 BJVJP36


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLAir Products & Chemicals, Inc. $179,593 0.085% APD 009158106 US0091581068 2011602Quidel Corp. $178,987 0.084% QDEL 74838J101 US74838J1016 2717591Americold Realty Trust $174,316 0.082% COLD 03064D108 US03064D1081 B3SKZK7Western Digital Corp. $174,130 0.082% WDC 958102105 US9581021055 2954699Amgen, Inc. $171,072 0.081% AMGN 031162100 US0311621009 2023607D.R. Horton, Inc. $171,052 0.080% DHI 23331A109 US23331A1097 2250687Cognex Corp. $170,287 0.080% CGNX 192422103 US1924221039 2208288M&T Bank Corp. $170,168 0.080% MTB 55261F104 US55261F1049 2340168Acceleron Pharma, Inc. $167,670 0.079% XLRN 00434H108 US00434H1086 BDGTXQ8Emerson Electric Co. $166,151 0.078% EMR 291011104 US2910111044 2313405O’Reilly Automotive, Inc. $164,802 0.078% ORLY 67103H107 US67103H1077 B65LWX6Apache Corp. $162,848 0.077% APA 037411105 US0374111054 2043962Constellation Brands, Inc. Class A (sub. vtg.) $162,781 0.077% STZ 21036P108 US21036P1084 2170473Keurig Dr. Pepper, Inc. $162,122 0.076% KDP 49271V100 US49271V1008 BD3W133Discover Financial Services $161,534 0.076% DFS 254709108 US2547091080 B1YLC43Ollie’s Bargain Outlet Holdings, Inc. $160,819 0.076% OLLI 681116109 US6811161099 BZ22B38GCI Liberty, Inc. $159,729 0.075% GLIBA 36164V305 US36164V3050 BF7J0Q0KeyCorp $156,482 0.074% KEY 493267108 US4932671088 2490911Workiva, Inc. $153,013 0.072% WK 98139A105 US98139A1051 BSS6HY8U.S. Foods Holding Corp. $150,734 0.071% USFD 912008109 US9120081099 BYVFC94Slack Technologies, Inc. Class A $149,038 0.070% WORK 83088V102 US83088V1026 BKBS541Spectrum Brands Holdings, Inc. $148,417 0.070% SPB 84790A105 US84790A1051 BDRYFB1Southern Co. $145,943 0.069% SO 842587107 US8425871071 2829601MGIC Investment Corp. $145,149 0.068% MTG 552848103 US5528481030 2548616MyoKardia, Inc. $144,282 0.068% MYOK 62857M105 US62857M1053 BYNZF59Ventas, Inc. $140,977 0.066% VTR 92276F100 US92276F1003 2927925Healthcare Realty Trust, Inc. $140,887 0.066% HR 421946104 US4219461047 2417921ViacomCBS, Inc. Class B $140,107 0.066% VIAC 92556H206 US92556H2067 BKTNTR9Phillips 66 Co. $139,838 0.066% PSX 718546104 US7185461040 B78C4Y8Marvell Technology Group Ltd. $138,171 0.065% MRVL BMG5876H1051 2594653Ally Financial, Inc. $137,790 0.065% ALLY 02005N100 US02005N1000 B72XK05Tenable Holdings, Inc. $137,647 0.065% TENB 88025T102 US88025T1025 BF7J7N6Entergy Corp. $136,784 0.064% ETR 29364G103 US29364G1031 2317087FirstEnergy Corp. $136,289 0.064% FE 337932107 US3379321074 2100920CenterPoint Energy, Inc. $134,931 0.063% CNP 15189T107 US15189T1079 2440637Blackbaud, Inc. $134,770 0.063% BLKB 09227Q100 US09227Q1004 2458878Sempra Energy $132,857 0.063% SRE 816851109 US8168511090 2138158Tandem Diabetes Care, Inc. $131,889 0.062% TNDM 875372203 US8753722037 BF3W461First Horizon National Corp. $131,544 0.062% FHN 320517105 US3205171057 2341484


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLHilton Worldwide Holdings, Inc. $131,506 0.062% HLT 43300A203 US43300A2033 BYVMW06SLM Corp. $130,978 0.062% SLM 78442P106 US78442P1066 2101967Valero Energy Corp. $130,967 0.062% VLO 91913Y100 US91913Y1001 2041364CBRE Group, Inc. $130,167 0.061% CBRE 12504L109 US12504L1098 B6WVMH3Inspire Medical Systems, Inc. $129,946 0.061% INSP 457730109 US4577301090 BDT5KT5C.H. Robinson Worldwide, Inc. $129,615 0.061% CHRW 12541W209 US12541W2098 2116228NVR, Inc. $121,501 0.057% NVR 62944T105 US62944T1051 2637785Duke Energy Corp. $120,780 0.057% DUK 26441C204 US26441C2044 B7VD3F2ExlService Holdings, Inc. $119,399 0.056% EXLS 302081104 US3020811044 B07LST0Comerica, Inc. $118,630 0.056% CMA 200340107 US2003401070 2212870PNC Financial Services Group, Inc. $117,132 0.055% PNC 693475105 US6934751057 2692665Liberty Media Corp. Liberty SiriusXM Series A $116,330 0.055% LSXMA 531229409 US5312294094 BD8QGF7Aspen Technology, Inc. $115,903 0.055% AZPN 045327103 US0453271035 2051868Commercial Metals Co. $113,987 0.054% CMC 201723103 US2017231034 2213260Churchill Downs, Inc. $113,163 0.053% CHDN 171484108 US1714841087 2194105AutoZone, Inc. $112,859 0.053% AZO 053332102 US0533321024 2065955Vulcan Materials Co. $112,287 0.053% VMC 929160109 US9291601097 2931205Weyerhaeuser Co. $112,268 0.053% WY 962166104 US9621661043 2958936Planet Fitness, Inc. $111,432 0.052% PLNT 72703H101 US72703H1014 BYSFJV8The Boeing Co. $111,218 0.052% BA 097023105 US0970231058 2108601Global Payments, Inc. $110,706 0.052% GPN 37940X102 US37940X1028 2712013Best Buy Co., Inc. $110,601 0.052% BBY 086516101 US0865161014 2094670Summit Materials, Inc. $108,562 0.051% SUM 86614U100 US86614U1007 BW9JPS4Lamb Weston Holdings, Inc. $107,732 0.051% LW 513272104 US5132721045 BDQZFJ3Sherwin-Williams Co. $106,618 0.050% SHW 824348106 US8243481061 2804211Lennar Corp. Class A $106,454 0.050% LEN 526057104 US5260571048 2511920The AES Corp. $104,907 0.049% AES 00130H105 US00130H1059 2002479PVH Corp. $103,791 0.049% PVH 693656100 US6936561009 B3V9F12Innospec, Inc. $103,414 0.049% IOSP 45768S105 US45768S1050 2245597Cheniere Energy, Inc. $103,047 0.048% LNG 16411R208 US16411R2085 2654364Signature Bank $101,781 0.048% SBNY 82669G104 US82669G1040 B00JQL9Deckers Outdoor Corp. $101,077 0.048% DECK 243537107 US2435371073 2267278NICE Systems Ltd. sponsored ADR $100,303 0.047% NICE 653656108 US6536561086 2639736Veeva Systems, Inc. Class A $100,016 0.047% VEEV 922475108 US9224751084 BFH3N85Grand Canyon Education, Inc. $99,836 0.047% LOPE 38526M106 US38526M1062 B3F1XM1Public Service Enterprise Group, Inc. $99,031 0.047% PEG 744573106 US7445731067 2707677Nektar Therapeutics $98,813 0.047% NKTR 640268108 US6402681083 2454445Vail Resorts, Inc. $98,551 0.046% MTN 91879Q109 US91879Q1094 2954194Chevron Corp. $98,302 0.046% CVX 166764100 US1667641005 2838555


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLPrincipia Biopharma, Inc. $98,085 0.046% PRNB 74257L108 US74257L1089 BFZ4V53Newmont Corp. $98,012 0.046% NEM 651639106 US6516391066 2636607Proofpoint, Inc. $94,400 0.044% PFPT 743424103 US7434241037 B6VDQC3Clearway Energy, Inc. Class C $92,647 0.044% CWEN 18539C204 US18539C2044 BGJRH57Viela Bio, Inc. $92,413 0.043% VIE 926613100 US9266131005 BKRSN18Five Below, Inc. $92,289 0.043% FIVE 33829M101 US33829M1018 B85KFY9Mimecast Ltd. $91,788 0.043% MIME GB00BYT5JK65 BYT5JK6StepStone Group Holdings LLC $91,238 0.043% CSSH.PPRLJ Lodging Trust $90,332 0.043% RLJ 74965L101 US74965L1017 B3PY1N7Oceaneering International, Inc. $90,165 0.042% OII 675232102 US6752321025 2655583Atricure, Inc. $88,699 0.042% ATRC 04963C209 US04963C2098 B0C8KV2Edgewell Personal Care Co. $87,047 0.041% EPC 28035Q102 US28035Q1022 BX8ZSB4Tyson Foods, Inc. Class A $85,787 0.040% TSN 902494103 US9024941034 2909730Uber Technologies, Inc. $85,509 0.040% UBER 90353T100 US90353T1007 BK6N347Wintrust Financial Corp. $85,176 0.040% WTFC 97650W108 US97650W1080 242525810X Genomics, Inc. $84,973 0.040% TXG 88025U109 US88025U1097 BKS3RS7Revolution Medicines, Inc. $84,184 0.040% RVMD 76155X100 US76155X1000 BL71K91FMC Corp. $83,002 0.039% FMC 302491303 US3024913036 2328603DexCom, Inc. $82,159 0.039% DXCM 252131107 US2521311074 B0796X4Liberty Media Corp. Liberty Media Class A $82,028 0.039% FWONA 531229870 US5312298707 BD72R64Xencor, Inc. $81,524 0.038% XNCR 98401F105 US98401F1057 BGCYWN81Life Healthcare, Inc. $80,618 0.038% ONE.TMPEchoStar Holding Corp. Class A $80,616 0.038% SATS 278768106 US2787681061 B2NC471Citrix Systems, Inc. $80,368 0.038% CTXS 177376100 US1773761002 2182553Conagra Brands, Inc. $80,343 0.038% CAG 205887102 US2058871029 2215460Insmed, Inc. $80,150 0.038% INSM 457669307 US4576693075 2614487Post Holdings, Inc. $79,122 0.037% POST 737446104 US7374461041 B6T0518Hamilton Lane, Inc. Class A $78,177 0.037% HLNE 407497106 US4074971064 BF0SR29Eldorado Resorts, Inc. $77,726 0.037% ERI 28470R102 US28470R1023 BQXTNW8NRG Energy, Inc. $77,583 0.037% NRG 629377508 US6293775085 2212922Black Knight, Inc. $77,201 0.036% BKI 09215C105 US09215C1053 BDG75V1Balchem Corp. $77,079 0.036% BCPC 057665200 US0576652004 2072074The Kraft Heinz Co. $76,542 0.036% KHC 500754106 US5007541064 BYRY499Genpact Ltd. $75,403 0.035% G BMG3922B1072 B23DBK6Albemarle Corp. U.S. $74,156 0.035% ALB 012653101 US0126531013 2046853Zynga, Inc. $72,813 0.034% ZNGA 98986T108 US98986T1088 B79PX49Marriott Vacations Worldwide Corp. $72,762 0.034% VAC 57164Y107 US57164Y1073 B45K9N8Royalty Pharma PLC $72,499 0.034% RPRX GB00BMVP7Y09 BMVP7Y0BJ’s Wholesale Club Holdings, Inc. $72,052 0.034% BJ 05550J101 US05550J1016 BFZNZF8


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLAmeren Corp. $71,770 0.034% AEE 023608102 US0236081024 2050832Alphabet, Inc. Class C $71,489 0.034% GOOG 02079K107 US02079K1079 BYY88Y7Synovus Financial Corp. $71,460 0.034% SNV 87161C501 US87161C5013 BMH4NJ8Expedia, Inc. $71,252 0.034% EXPE 30212P303 US30212P3038 B748CK2Otis Worldwide Corp. $71,090 0.033% OTIS 68902V107 US68902V1070 BK531S8IAC/InterActiveCorp $70,198 0.033% ZZZIAC 44919P508 US44919P5089 B0F0F09Kosmos Energy Ltd. $69,141 0.033% KOS 500688106 US5006881065 BHK15K6Baker Hughes Co. Class A $69,041 0.032% BKR 05722G100 US05722G1004 BDHLTQ5Huntington Bancshares, Inc. $68,426 0.032% HBAN 446150104 US4461501045 2445966Equinix, Inc. $67,711 0.032% EQIX 29444U700 US29444U7000 BVLZX12Blueprint Medicines Corp. $66,558 0.031% BPMC 09627Y109 US09627Y1091 BWY52P3Vistra Energy Corp. $66,514 0.031% VST 92840M102 US92840M1027 BZ8VJQ8TG Therapeutics, Inc. $66,490 0.031% TGTX 88322Q108 US88322Q1085 B828K63Fidelity National Information Services, Inc. $65,986 0.031% FIS 31620M106 US31620M1062 2769796World Wrestling Entertainment, Inc. Class A $64,830 0.031% WWE 98156Q108 US98156Q1085 2503529Freshpet, Inc. $64,804 0.030% FRPT 358039105 US3580391056 BS7K7M9DISH Network Corp. Class A $63,907 0.030% DISH 25470M109 US25470M1099 2303581The RMR Group, Inc. $63,364 0.030% RMR 74967R106 US74967R1068 BZ1N455Floor & Decor Holdings, Inc. Class A $62,414 0.029% FND 339750101 US3397501012 BYQHP96Performance Food Group Co. $61,440 0.029% PFGC 71377A103 US71377A1034 BYVYD43ARAMARK Holdings Corp. $61,227 0.029% ARMK 03852U106 US03852U1060 BH3XG17VF Corp. $60,454 0.028% VFC 918204108 US9182041080 2928683Pliant Therapeutics, Inc. $58,859 0.028% PLRX 729139105 US7291391057 BMDWW66ON Semiconductor Corp. $58,729 0.028% ON 682189105 US6821891057 2583576Turning Point Therapeutics, Inc. $55,115 0.026% TPTX 90041T108 US90041T1088 BJXBP30Schneider National, Inc. Class B $54,419 0.026% SNDR 80689H102 US80689H1023 BYVN953Nexstar Broadcasting Group, Inc. Class A $53,782 0.025% NXST 65336K103 US65336K1034 2949758Target Corp. $53,558 0.025% TGT 87612E106 US87612E1064 2259101DTE Energy Co. $53,192 0.025% DTE 233331107 US2333311072 2280220NextEra Energy Partners LP $52,807 0.025% NEP 65341B106 US65341B1061 BNGY4Q0Smartsheet, Inc. $52,355 0.025% SMAR 83200N103 US83200N1037 BFZND98Tapestry, Inc. $51,948 0.024% TPR 876030107 US8760301072 BF09HX3Royal Gold, Inc. $50,509 0.024% RGLD 780287108 US7802871084 2755706Lazard Ltd. Class A $50,146 0.024% LAZ BMG540501027 B081VQ7Aprea Therapeutics, Inc. $49,637 0.023% APRE 03836J102 US03836J1025 BKLG749Zillow Group, Inc. Class A $49,561 0.023% ZG 98954M101 US98954M1018 BVYJBR3Pure Storage, Inc. Class A $49,129 0.023% PSTG 74624M102 US74624M1027 BYZ62T3G1 Therapeutics, Inc. $48,754 0.023% GTHX 3621LQ109 US3621LQ1099 BF0QXG9Teledyne Technologies, Inc. $48,099 0.023% TDY 879360105 US8793601050 2503477


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLVonage Holdings Corp. $46,806 0.022% VG 92886T201 US92886T2015 B15JLG1Harmony Biosciences II, Inc. Series A $46,545 0.022% HBIO+APPLyondellBasell Industries NV Class A $46,500 0.022% LYB NL0009434992 B3SPXZ3Boston Beer Co., Inc. Class A $46,450 0.022% SAM 100557107 US1005571070 2113393Kaiser Aluminum Corp. $46,117 0.022% KALU 483007704 US4830077040 B15CJ33Regal Beloit Corp. $45,895 0.022% RBC 758750103 US7587501039 2730082Affiliated Managers Group, Inc. $45,700 0.022% AMG 008252108 US0082521081 2127899Altice U.S.A., Inc. Class A $45,202 0.021% ATUS 02156K103 US02156K1034 BDRY7P9Arcutis Biotherapeutics, Inc. $45,157 0.021% ARQT 03969K108 US03969K1088 BKX9VD3Arvinas Holding Co. LLC $44,719 0.021% ARVN 04335A105 US04335A1051 BDZ30Q0Warner Music Group Corp. Class A $44,497 0.021% WMG 934550203 US9345502036 BLGJ610DXC Technology Co. $43,614 0.021% DXC 23355L106 US23355L1061 BYXD7B3Kura Oncology, Inc. $43,465 0.020% KURA 50127T109 US50127T1097 BYZD465The Simply Good Foods Co. $41,474 0.020% SMPL 82900L102 US82900L1026 BF27XF9ICE E-mini MSCI Emerging Markets Index Contracts $40,786 0.019% MESU0Huntington Ingalls Industries, Inc. $40,296 0.019% HII 446413106 US4464131063 B40SSC9Alexandria Real Estate Equities, Inc. $39,317 0.019% ARE 015271109 US0152711091 2009210Darling Ingredients, Inc. $39,282 0.018% DAR 237266101 US2372661015 2250289Alliant Energy Corp. $39,213 0.018% LNT 018802108 US0188021085 2973821Zentalis Pharmaceuticals, Inc. $38,901 0.018% ZNTL 98943L107 US98943L1070 BMQ5T49The AZEK Co., Inc. $38,733 0.018% AZEK 05478C105 US05478C1053 BKPVG43Estee Lauder Companies, Inc. Class A $38,239 0.018% EL 518439104 US5184391044 2320524HEICO Corp. Class A $38,169 0.018% HEI.A 422806208 US4228062083 2237561Atmos Energy Corp. $37,729 0.018% ATO 049560105 US0495601058 2315359Air Lease Corp. Class A $37,697 0.018% AL 00912X302 US00912X3026 B3XS562ORIC Pharmaceuticals, Inc. $37,563 0.018% ORIC 68622P109 US68622P1093 BKVDFF7Poseida Therapeutics, Inc. $37,551 0.018% PSTX+DPPFreeport-McMoRan, Inc. $37,224 0.018% FCX 35671D857 US35671D8570 2352118UDR, Inc. $37,070 0.017% UDR 902653104 US9026531049 2727910Capri Holdings Ltd. $36,656 0.017% CPRI VGG1890L1076 BJ1N1M9Alaska Air Group, Inc. $36,635 0.017% ALK 011659109 US0116591092 2012605The Children’s Place Retail Stores, Inc. $36,034 0.017% PLCE 168905107 US1689051076 2106791Reliance Steel & Aluminum Co. $35,715 0.017% RS 759509102 US7595091023 2729068JetBlue Airways Corp. $35,081 0.017% JBLU 477143101 US4771431016 2852760lululemon athletica, Inc. $34,596 0.016% LULU 550021109 US5500211090 B23FN39Moderna, Inc. $34,244 0.016% MRNA 60770K107 US60770K1079 BGSXTS3General Mills, Inc. $33,725 0.016% GIS 370334104 US3703341046 2367026Box, Inc. Class A $32,917 0.015% BOX 10316T104 US10316T1043 BVB3BV2ICE E-mini MSCI EAFE Index Contracts $32,862 0.015% MFSU0


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLBright Horizons Family Solutions, Inc. $31,176 0.015% BFAM 109194100 US1091941005 B7MJWP2Energizer Holdings, Inc. $30,941 0.015% ENR 29272W109 US29272W1099 BYZFPN5Nevro Corp. $30,583 0.014% NVRO 64157F103 US64157F1030 BS7K7C9Copart, Inc. $30,251 0.014% CPRT 217204106 US2172041061 2208073National Retail Properties, Inc. $30,133 0.014% NNN 637417106 US6374171063 2211811Monro, Inc. $29,999 0.014% MNRO 610236101 US6102361010 2600088Shockwave Medical, Inc. $29,435 0.014% SWAV 82489T104 US82489T1043 BHLNZ891Life Healthcare, Inc. $29,055 0.014% ONEM 68269G107 US68269G1076 BKMG1N5Repare Therapeutics, Inc. $28,530 0.013% RPTX 760273102 US7602731025 BLF0CW7Passage Bio, Inc. $27,597 0.013% PASG 702712100 US7027121000 BKTHM05Equity Lifestyle Properties, Inc. $27,244 0.013% ELS 29472R108 US29472R1086 2563125Black Diamond Therapeutics, Inc. $26,982 0.013% BDTX 09203E105 US09203E1055 BKTV702Hilton Grand Vacations, Inc. $26,347 0.012% HGV 43283X105 US43283X1054 BYSLHX4Intercept Pharmaceuticals, Inc. $25,551 0.012% ICPT 45845P108 US45845P1084 B7N59F8National Vision Holdings, Inc. $24,494 0.012% EYE 63845R107 US63845R1077 BYP71H751job, Inc. sponsored ADR $24,074 0.011% JOBS 316827104 US3168271043 B02TT74Forma Therapeutics Holdings, Inc. $23,802 0.011% FMTX 34633R104 US34633R1041 BLB2Y98Columbus McKinnon Corp. (NY Shares) $23,696 0.011% CMCO 199333105 US1993331057 2211071ITT, Inc. $23,275 0.011% ITT 45073V108 US45073V1089 BZBY209Marathon Petroleum Corp. $22,959 0.011% MPC 56585A102 US56585A1025 B3K3L40Duke Realty Corp. $22,682 0.011% DRE 264411505 US2644115055 2284084Douglas Emmett, Inc. $22,163 0.010% DEI 25960P109 US25960P1093 B1G3M58Wayfair LLC Class A $20,936 0.010% W 94419L101 US94419L1017 BQXZP64Welltower, Inc. $20,879 0.010% WELL 95040Q104 US95040Q1040 BYVYHH4PG&E Corp. $20,364 0.010% PCG 69331C108 US69331C1080 2689560Harmony Biosciences II, Inc. Series C $19,181 0.009% HBIO+CPPDenali Therapeutics, Inc. $18,054 0.008% DNLI 24823R105 US24823R1059 BD2B4V0The RealReal, Inc. $18,048 0.008% REAL 88339P101 US88339P1012 BKBDP79Lexington Corporate Properties Trust $17,968 0.008% LXP 529043101 US5290431015 2139151Terreno Realty Corp. $17,308 0.008% TRNO 88146M101 US88146M1018 B3N4753PNM Resources, Inc. $17,097 0.008% PNM 69349H107 US69349H1077 2707826Penn National Gaming, Inc. $17,090 0.008% PENN 707569109 US7075691094 2682105Extra Space Storage, Inc. $16,966 0.008% EXR 30225T102 US30225T1025 B02HWR9Sally Beauty Holdings, Inc. $16,154 0.008% SBH 79546E104 US79546E1047 B1GZ005Outset Medical, Inc. Series C 0.00 $15,421 0.007% OUTS+CPPDarden Restaurants, Inc. $15,310 0.007% DRI 237194105 US2371941053 2289874Arco Platform Ltd. Class A $14,693 0.007% ARCE KYG045531061 BGQT8T7Murphy Oil Corp. $14,680 0.007% MUR 626717102 US6267171022 2611206Noodles & Co. $13,993 0.007% NDLS 65540B105 US65540B1052 BBMT993


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLThe Honest Co., Inc. $13,821 0.007% HCOI.TMPUlta Beauty, Inc. $13,613 0.006% ULTA 90384S303 US90384S3031 B28TS42CareTrust (REIT), Inc. $13,273 0.006% CTRE 14174T107 US14174T1079 BMP8TL6Skechers U.S.A., Inc. Class A (sub. vtg.) $13,145 0.006% SKX 830566105 US8305661055 2428042Vaxcyte, Inc. $12,981 0.006% PCVX 92243G108 US92243G1085 BKPVGH6Sanderson Farms, Inc. $12,762 0.006% SAFM 800013104 US8000131040 2774336Shell Midstream Partners LP $12,647 0.006% SHLX 822634101 US8226341019 BRWQCC0Pinnacle West Capital Corp. $11,908 0.006% PNW 723484101 US7234841010 2048804Southeastern Grocers, Inc. $11,563 0.005% SEGRC 84169Q103 US84169Q1031Championx Corp. $11,406 0.005% CHX 15872M104 US15872M1045 BMW7N69TreeHouse Foods, Inc. $10,724 0.005% THS 89469A104 US89469A1043 B095X84Liberty Media Corp. Liberty SiriusXM Series C $10,582 0.005% LSXMK 531229607 US5312296073 BD8QGH9Sage Therapeutics, Inc. $10,029 0.005% SAGE 78667J108 US78667J1088 BP4GNK9Outset Medical, Inc. Series D $9,852 0.005% OUTS+DPPSysco Corp. $8,539 0.004% SYY 871829107 US8718291078 2868165Outfront Media, Inc. $8,538 0.004% OUT 69007J106 US69007J1060 BSP6611Drive Shack, Inc. $8,375 0.004% DS 262077100 US2620771004 BD8QHD2Globant SA $7,492 0.004% GLOB LU0974299876 BP40HF4Clearway Energy, Inc. Class A $6,417 0.003% CWEN.A 18539C105 US18539C1053 BGJRH35G-III Apparel Group Ltd. $6,266 0.003% GIII 36237H101 US36237H1014 2369721Mack-Cali Realty Corp. $6,218 0.003% CLI 554489104 US5544891048 2192314Gaming & Leisure Properties $6,021 0.003% GLPI 36467J108 US36467J1088 BFPK4S5Generation Bio Co. $5,913 0.003% GBIO 37148K100 US37148K1007 BMC2Z79Clipper Realty, Inc. $5,711 0.003% CLPR 18885T306 US18885T3068 BYPD5H3Generation Bio Co. $5,655 0.003% GBI.TMPCastlight Health, Inc. Class B $4,427 0.002% CSLT 14862Q100 US14862Q1004 BKF2K11Outset Medical, Inc. $4,207 0.002% OUTS.PPSinclair Broadcast Group, Inc. Class A $4,080 0.002% SBGI 829226109 US8292261091 2799351United Rentals, Inc. $3,527 0.002% URI 911363109 US9113631090 2134781Iron Mountain, Inc. $3,501 0.002% IRM 46284V101 US46284V1017 BVFTF03Castlight Health, Inc. $3,051 0.001% CSTL.TMPCDK Global, Inc. $2,547 0.001% CDK 12508E101 US12508E1010 BQXTWQ5Fusion Pharmaceuticals, Inc. $2,394 0.001% FUSN 36118A100 CA36118A1003 BJK0NH0Boyd Gaming Corp. $2,317 0.001% BYD 103304101 US1033041013 2117232UC Holdings, Inc. $1,714 0.001% UCHL.TMPTexGen Power LLC $1,546 0.001% TXGWU 88289G101 US88289G1013 BKBL0J0Tops Markets Corp. $1,413 0.001% TPSCSExpro Holdings U.S., Inc. $1,205 0.001% EXPR.TMPTribune Resources, Inc. $788 0.000% ASCR.TMP


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLT-Mobile U.S., Inc. rights 7/28/20 $680 0.000% TMUSR.RT 872590112 US8725901123 BLFFD29Dow, Inc. $569 0.000% DOW 260557103 US2605571031 BHXCF84Expro Holdings U.S., Inc. $442 0.000% EXPA.TMPDunkin’ Brands Group, Inc. $403 0.000% DNKN 265504100 US2655041000 B3LHT03Corteva, Inc. $374 0.000% CTVA 22052L104 US22052L1044 BK73B42Tidewater, Inc. warrants 11/14/42 $200 0.000% TDGMWWT 88642R141 US88642R1418 BF14BS0Chassix Holdings, Inc. warrants 7/29/20 $120 0.000% CHL.WTiHeartMedia, Inc. $105 0.000% IHRT 45174J509 US45174J5092 BJVR9Y9iHeartMedia, Inc. warrants 5/1/39 $93 0.000% IHETWWT 45174J145 US45174J1455 BK4W8M9Tidewater, Inc. warrants 11/14/42 $70 0.000% TDG.WT 88642R166 US88642R1665Motors Liquidation Co. GUC Trust $61 0.000% MTLQU 62010U101 US62010U1016 B8GCDS4Cenveo Corp. $61 0.000% CVRL.TMPTribune Publishing Co. $47 0.000% TPCO 89609W107 US89609W1071 BGL0P16Tribune Resources, Inc. warrants 3/30/23 $35 0.000% ASCR1.WTClear Channel Outdoor Holdings, Inc. $31 0.000% CCO 18453H106 US18453H1068 BJHVCH9CUI Acquisition Corp. Class E $22 0.000% CUIA.TMPForbes Energy Services Ltd. $8 0.000% FLSS 345143200 US3451432005 BDHSY72Warrior Metropolitan Coal, Inc. $5 0.000% HCC 93627C101 US93627C1018 BF2X272WMI Holdings Corp. $1 0.000% COOP 62482R107 US62482R1077 BGHKHS1SunEdison, Inc. $0 0.000% SUNEQ 86732Y109 US86732Y1091 BBC3995David’s Bridal, Inc. $0 0.000% DVB.TMPDavid’s Bridal, Inc. rights $0 0.000% DVB.RTICE E-mini MSCI Emerging Markets Index Contracts -$14,391 -0.007% MESU0CME E-mini S&P 500 Index Contracts -$133,070 -0.063% ESU0

Equities Total: $104,599,497 49.2%

International Equities

iShares MSCI Japan ETF $3,722,917 1.752% EWJ 46434G822 US46434G8226 BDR7G84Roche Holding AG (participation certificate) $1,797,647 0.846% *RHLD CH0012032048 7110388Tencent Holdings Ltd. $1,322,220 0.622% *TENCENT KYG875721634 BMMV2K8AstraZeneca PLC (United Kingdom) $1,102,416 0.519% *AZN GB0009895292 0989529Sanofi SA $944,263 0.444% *SASYN FR0000120578 5671735Taiwan Semiconductor Manufacturing Co. Ltd. $849,910 0.400% *TWSMC TW0002330008 6889106Alibaba Group Holding Ltd. sponsored ADR $828,911 0.390% BABA 01609W102 US01609W1027 BP41ZD1Nestle SA (Reg. S) $766,230 0.361% *NERG CH0038863350 7123870


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLSamsung Electronics Co. Ltd. $716,344 0.337% *SAMSNG KR7005930003 6771720Capgemini SA $681,563 0.321% *CAPP FR0000125338 4163437LVMH Moet Hennessy Louis Vuitton SE $562,605 0.265% *LVMH FR0000121014 4061412Lonza Group AG $518,166 0.244% *LNZG CH0013841017 7333378ASML Holding NV (Netherlands) $467,821 0.220% *ASML NL0010273215 B929F46Linde PLC $454,841 0.214% LIN IE00BZ12WP82 BZ12WP8Liberty Global PLC Class C $443,366 0.209% LBTYK GB00B8W67B19 B8W67B1SAP SE $440,663 0.207% *SAPG DE0007164600 4846288Diageo PLC $416,757 0.196% *DGE GB0002374006 0237400AIA Group Ltd. $365,172 0.172% *AIAHK HK0000069689 B4TX8S1Unilever NV $352,320 0.166% *UNL NL0000388619 B1527V7Reliance Industries Ltd. $345,870 0.163% *RELID INE002A01018 6099626Constellation Software, Inc. $312,127 0.147% CSU.TO 21037X100 CA21037X1006 B15C4L6Hoya Corp. $306,070 0.144% *HOYA JP3837800006 6441506London Stock Exchange Group PLC $304,530 0.143% *LSE GB00B0SWJX34 B0SWJX3Argenx SE ADR $304,495 0.143% ARGX 04016X101 US04016X1019 BDVLM39Keyence Corp. $302,191 0.142% *KYCE JP3236200006 6490995Elastic NV $299,971 0.141% ESTC NL0013056914 BFXCLC6DSV A/S $298,044 0.140% *DSVB DK0060079531 B1WT5G2RELX PLC (London Stock Exchange) $288,108 0.136% *REDLS GB00B2B0DG97 B2B0DG9Waste Connection, Inc. (United States) $287,435 0.135% WCN 94106B101 CA94106B1013 BYVG1F6Zurich Insurance Group Ltd. $285,280 0.134% *ZURZN CH0011075394 5983816Recruit Holdings Co. Ltd. $273,519 0.129% *RHCL JP3970300004 BQRRZ00Ascendis Pharma A/S sponsored ADR $270,393 0.127% ASND 04351P101 US04351P1012 BV9G6B8JD.com, Inc. sponsored ADR $262,761 0.124% JD 47215P106 US47215P1066 BMM27D9adidas AG $261,465 0.123% *ADSG DE000A1EWWW0 4031976Ant International Co. Ltd. Class C $254,870 0.120% ANT.TMPPrudential PLC $240,952 0.113% *PRUL GB0007099541 0709954Experian PLC $237,716 0.112% *EXPG GB00B19NLV48 B19NLV4Lundin Mining Corp. $236,256 0.111% LUN.TO 550372106 CA5503721063 2866857KBC Groep NV $226,836 0.107% *KBCA BE0003565737 4497749Ping An Insurance Group Co. of China Ltd. (HShares) $216,991 0.102% *PAIZ CNE1000003X6 B01FLR7Sika AG $213,620 0.101% *SIKA CH0418792922 BF2DSG3Naspers Ltd. Class N $208,858 0.098% *NPNA ZAE000015889 6622691Innovent Biologics, Inc. $199,841 0.094% *INNBLS KYG4818G1010 BGR6KX5Siemens AG $198,199 0.093% *SIEGN DE0007236101 5727973Pernod Ricard SA $196,178 0.092% *PRND FR0000120693 4682329ICICI Bank Ltd. sponsored ADR $193,217 0.091% IBN 45104G104 US45104G1040 2569286


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLCanadian Natural Resources Ltd. $190,700 0.090% CNQ.TO 136385101 CA1363851017 2171573The Toronto-Dominion Bank $187,030 0.088% TD.TO 891160509 CA8911605092 2897222Kao Corp. $184,920 0.087% *KAO JP3205800000 6483809JDE Peet’s BV $184,665 0.087% *JDEPT NL0014332678 BMC4ZZ3Nitori Holdings Co. Ltd. $181,902 0.086% *NITO JP3756100008 6644800Koninklijke Philips Electronics NV $181,339 0.085% *PHG NL0000009538 5986622Astellas Pharma, Inc. $180,291 0.085% *ASTLS JP3942400007 6985383Bilibili, Inc. ADR $175,943 0.083% BILI 090040106 US0900401060 BFNLRN6Meituan Dianping Class B $172,397 0.081% *MTND KYG596691041 BGJW376SMC Corp. $168,983 0.080% *SMCC JP3162600005 6763965Total SA sponsored ADR $167,780 0.079% TOT 89151E109 US89151E1091 2898032Heineken NV (Bearer) $167,131 0.079% *HEIN NL0000009165 7792559Allianz SE $166,426 0.078% *ALV DE0008404005 5231485Pinduoduo, Inc. ADR $166,224 0.078% PDD 722304102 US7223041028 BYVW0F7Delivery Hero AG $164,937 0.078% *DVRT DE000A2E4K43 BZCNB42Swedish Match Co. AB $163,522 0.077% *SWMA SE0000310336 5048566Persol Holdings Co., Ltd. $163,325 0.077% *TEMPHLD JP3547670004 B3CY709Tsuruha Holdings, Inc. $160,506 0.076% *TSURU JP3536150000 B0MKZN5Galp Energia SGPS SA Class B $159,359 0.075% *GALPE PTGAL0AM0009 B1FW751SR Teleperformance SA $158,464 0.075% *RCFFP FR0000051807 5999330Bayer AG $157,107 0.074% *BAYE DE000BAY0017 5069211BioNTech SE ADR $156,612 0.074% BNTX 09075V102 US09075V1026 BK6H543SK Hynix, Inc. $156,416 0.074% *SHILT KR7000660001 6450267Reckitt Benckiser Group PLC $154,931 0.073% *RBGP GB00B24CGK77 B24CGK7Deutsche Borse AG $154,150 0.073% *EBD DE0005810055 7021963First Quantum Minerals Ltd. $153,589 0.072% FM.TO 335934105 CA3359341052 2347608Sony Corp. $152,932 0.072% *SNY JP3435000009 6821506Li Ning Co. Ltd. $152,744 0.072% *LINING KYG5496K1242 B01JCK9Imcd NV $151,778 0.071% *IMCDGP NL0010801007 BNCBD46New Oriental Education & Technology Group, Inc.sponsored ADR $151,396 0.071% EDU 647581107 US6475811070 B1CN1G6Industrial & Commercial Bank of China Ltd. (HShares) $149,217 0.070% *ICBCZ CNE1000003G1 B1G1QD8Recordati SpA $147,307 0.069% *RECI IT0003828271 B07DRZ5Tokyo Electron Ltd. $146,140 0.069% *TTEL JP3571400005 6895675Vonovia SE $146,110 0.069% *DAIAG DE000A1ML7J1 BBJPFY1China Life Insurance Co. Ltd. (H Shares) $145,186 0.068% *CLIC CNE1000002L3 6718976Toyota Motor Corp. $144,086 0.068% *TYMT JP3633400001 6900643Wolters Kluwer NV $143,110 0.067% *KLUW NL0000395903 5671519


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLLukoil PJSC sponsored ADR $142,242 0.067% *LUKOY 69343P105 US69343P1057 BYZDW27Haier Smart Home Co. Ltd. (A Shares) $141,656 0.067% *QINHAI CNE000000CG9 BP3R3G9Fairfax Financial Holdings Ltd. (sub. vtg.) $141,341 0.067% FFH.TO 303901102 CA3039011026 2566351AngloGold Ashanti Ltd. $140,081 0.066% *ANGJ ZAE000043485 6565655Beazley PLC $139,874 0.066% *BEAZL GB00BYQ0JC66 BYQ0JC6Hannover Reuck SE $138,447 0.065% *HNR DE0008402215 4511809Equinor ASA sponsored ADR $138,280 0.065% EQNR 29446M102 US29446M1027 BF4K3J0Credicorp Ltd. (United States) $138,015 0.065% BAP BMG2519Y1084 2232878Indutrade AB $136,236 0.064% *INDTR SE0001515552 B0LDBX7OTP Bank PLC $133,447 0.063% *OTP HU0000061726 7320154Axis Bank Ltd. $132,626 0.062% *AXSB INE238A01034 BPFJHC7Barrick Gold Corp. (Canada) $132,129 0.062% ABX.TO 067901108 CA0679011084 2024644VINCI SA $128,767 0.061% *SGEF FR0000125486 B1XH026Canadian Pacific Railway Ltd. $128,388 0.060% CP.TO 13645T100 CA13645T1003 2793115Hexagon AB (B Shares) $128,032 0.060% *HEXB SE0000103699 B1XFTL2LG Chemical Ltd. $128,007 0.060% *LGCHM KR7051910008 6346913Compass Group PLC $127,647 0.060% *CMPS GB00BD6K4575 BD6K457Rentokil Initial PLC $125,431 0.059% *RTO GB00B082RF11 B082RF1Deutsche Post AG $124,358 0.059% *DPST DE0005552004 4617859Atlas Copco AB (A Shares) $124,248 0.058% *ATC SE0011166610 BD97BN2Kone OYJ (B Shares) $123,348 0.058% *KNEBV FI0009013403 B09M9D2BP PLC $122,396 0.058% *BP GB0007980591 0798059DCC PLC (United Kingdom) $121,409 0.057% *DCCF IE0002424939 0242493A.P. Moller - Maersk A/S Series B $121,083 0.057% *DSACB DK0010244508 4253048Sonova Holding AG Class B $119,976 0.056% *PHHLB CH0012549785 7156036ORIX Corp. $119,350 0.056% *OL JP3200450009 6661144Kerry Group PLC Class A $118,952 0.056% *KYG IE0004906560 4519579HDFC Bank Ltd. $118,668 0.056% *HDRCBKD INE040A01034 BK1N461CSL Ltd. $118,251 0.056% *CSL AU000000CSL8 6185495China Resources Beer Holdings Co. Ltd. $118,136 0.056% *CHRS HK0291001490 6972459Yandex NV Series A $117,765 0.055% YNDX NL0009805522 B5BSZB3MMC Norilsk Nickel PJSC sponsored ADR $117,152 0.055% *MNOD 55315J102 US55315J1025 BYSW6D0Banco do Brasil SA $116,062 0.055% *BBAS3 BRBBASACNOR3 2328595Hyundai Mobis $115,019 0.054% *HYUP KR7012330007 6449544Ferrari NV $114,815 0.054% *RACEM NL0011585146 BD6G507Total SA $113,612 0.053% *TLFN FR0000120271 B15C557SoftBank Group Corp. $113,576 0.053% *SOFT JP3436100006 6770620Sberbank of Russia sponsored ADR $113,335 0.053% *SBERL 80585Y308 US80585Y3080 B5SC091BNP Paribas SA $111,636 0.053% *BNPPA FR0000131104 7309681


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLKering SA $111,286 0.052% *KERFP FR0000121485 5505072Fanuc Corp. $109,141 0.051% *FAN JP3802400006 6356934Edenred SA $108,766 0.051% *EDENRED FR0010908533 B62G1B5ASSA ABLOY AB (B Shares) $108,584 0.051% *ASAB SE0007100581 BYPC1T4Ryanair Holdings PLC sponsored ADR $108,120 0.051% RYAAY 783513203 US7835132033 BYYN585Svenska Handelsbanken AB (A Shares) $107,010 0.050% *SVE SE0007100599 BXDZ9Q1Legrand SA $106,632 0.050% *LEG FR0010307819 B11ZRK9Vestas Wind Systems A/S $106,462 0.050% *VWS DK0010268606 5964651FinecoBank SpA $106,325 0.050% *FINECOB IT0000072170 BNGN9Z1Otsuka Corp. $106,311 0.050% *OTSUKA JP3188200004 6267058Umicore SA $106,030 0.050% *UMIC BE0974320526 BF44466B&M European Value Retail SA $103,823 0.049% *BMVARS LU1072616219 BMTRW10Erste Group Bank AG $103,419 0.049% *EBO AT0000652011 5289837Subsea 7 SA $103,299 0.049% *SUBC LU0075646355 5258246Julius Baer Group Ltd. $102,854 0.048% *JUBR CH0102484968 B4R2R50Olympus Corp. $101,408 0.048% *OLMC JP3201200007 6658801Victrex PLC $101,328 0.048% *VIC GB0009292243 0929224Millicom International Cellular SA $100,776 0.047% TIGO LU0038705702 2418128BeiGene Ltd. ADR $100,477 0.047% BGNE 07725L102 US07725L1026 BYYWPW6JSR Corp. $99,125 0.047% *JSRC JP3385980002 6470986Porsche Automobil Holding SE (Germany) $97,110 0.046% *PAH3+ DE000PAH0038 7101069Shenzhou International Group Holdings Ltd. $96,892 0.046% *SINGR KYG8087W1015 B0MP1B0Tsingtao Brewery Co. Ltd. (H Shares) $96,443 0.045% *TSING CNE1000004K1 6905808Impala Platinum Holdings Ltd. $95,868 0.045% *IPH ZAE000083648 B1FFT76Itau Unibanco Holding SA sponsored ADR $95,414 0.045% ITUB 465562106 US4655621062 2849739Societe Generale Series A $95,347 0.045% *SOCG FR0000130809 5966516KB Financial Group, Inc. $95,026 0.045% *KBFI KR7105560007 B3DF0Y6Intact Financial Corp. $93,765 0.044% IFC.TO 45823T106 CA45823T1066 B04YJV1EQT AB $93,176 0.044% *EQTAB SE0012853455 BJ7W9K4Smith & Nephew PLC $93,147 0.044% *SMU GB0009223206 0922320Itochu Corp. $92,781 0.044% *ITC JP3143600009 6467803Amadeus IT Holding SA Class A $91,960 0.043% *AMDH ES0109067019 B3MSM28Shiseido Co. Ltd. $91,035 0.043% *SHIS JP3351600006 6805265Oracle Corp. Japan $90,771 0.043% *OCJ JP3689500001 6141680Royalty Pharma PLC $88,845 0.042% RPH.TMPMondi PLC $88,683 0.042% *MONDI GB00B1CRLC47 B1CRLC4Money Forward, Inc. $87,489 0.041% *MNFR JP3869960009 BD5ZWW6Alcon, Inc. $87,438 0.041% ALC CH0432492467 BJXBP41Chugai Pharmaceutical Co. Ltd. $85,759 0.040% *CHUGA JP3519400000 6196408


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLChina Overseas Land and Investment Ltd. $84,701 0.040% *COLI HK0688002218 6192150Natura & Co. Holding SA $84,684 0.040% *NTCO3 BRNTCOACNOR5 BJRFY31Adyen BV $84,192 0.040% *ADYN NL0012969182 BZ1HM42Lojas Renner SA $83,469 0.039% *LREN3 BRLRENACNOR1 B0CGYD6Samsung Electronics Co. Ltd. $83,083 0.039% *SAMS+ KR7005931001 6773812NXP Semiconductors NV $82,960 0.039% NXPI NL0009538784 B505PN7PT Bank Rakyat Indonesia Tbk $82,177 0.039% *BRAKI ID1000118201 6709099Hyundai Motor Co. Series 2 $82,041 0.039% *HYDM2+ KR7005382007 6148272MEG Energy Corp. $82,020 0.039% MEG.TO 552704108 CA5527041084 B4XF9J1National Australia Bank Ltd. $81,522 0.038% *NATI AU000000NAB4 6624608CNOOC Ltd. $81,086 0.038% *CNO HK0883013259 B00G0S5Amundi SA $79,813 0.038% *AMUND FR0004125920 BYZR014BASF AG $79,289 0.037% *BASF DE000BASF111 5086577Petroleo Brasileiro SA - Petrobras (PN) sponsoredADR (non-vtg.) $79,018 0.037% PBR.A 71654V101 US71654V1017 2683410Samsung SDI Co. Ltd. $77,482 0.036% *SSDI KR7006400006 6771645Daiichi Sankyo Kabushiki Kaisha $77,398 0.036% *DACHI JP3475350009 B0J7D91Ocado Group PLC $77,073 0.036% *OCGR GB00B3MBS747 B3MBS74MediaTek, Inc. $76,347 0.036% *MDTK TW0002454006 6372480Talend SA ADR $76,273 0.036% TLND 874224207 US8742242071 BD39HN6Linde PLC $76,110 0.036% *L6N IE00BZ12WP82 BYWD9S5PT Bank Mandiri (Persero) Tbk $75,613 0.036% *BMZ ID1000095003 6651048Compania de Minas Buenaventura SA sponsored ADR $75,021 0.035% BVN 204448104 US2044481040 2210476KDDI Corp. $74,584 0.035% *DDI JP3496400007 6248990Daimler AG (Germany) $73,853 0.035% *DCXF DE0007100000 5529027Samsung Biologics Co. Ltd. $73,492 0.035% *SAMBIO KR7207940008 BYNJCV6Sino Biopharmaceutical Ltd. $72,970 0.034% *SIBIO KYG8167W1380 B00XSF9Nomad Foods Ltd. $72,897 0.034% NOMD VGG6564A1057 BQFJGK5Unified-President Enterprises Corp. $72,831 0.034% *PRET TW0001216000 6700393Enel SpA $72,270 0.034% *ENEL IT0003128367 7144569Fast Retailing Co. Ltd. $72,109 0.034% *FASTR JP3802300008 6332439ALTEN $71,932 0.034% *ALTN FR0000071946 5608915Commonwealth Bank of Australia $71,804 0.034% *CBAA AU000000CBA7 6215035Hong Kong Exchanges and Clearing Ltd. $71,335 0.034% *HKEX HK0388045442 6267359Rheinmetall AG $71,278 0.034% *RHE DE0007030009 5334588Shree Cement Ltd. $70,039 0.033% *SRCM INE070A01015 6100357Schibsted ASA (A Shares) $70,017 0.033% *SCHIB NO0003028904 4790534Sumitomo Mitsui Financial Group, Inc. $69,879 0.033% *SMFG JP3890350006 6563024National Bank of Kuwait $69,717 0.033% *NTBKU KW0EQ0100010 6889526


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLPICC Property & Casualty Co. Ltd. (H Shares) $69,694 0.033% *PICH CNE100000593 6706250POSCO $69,398 0.033% *PSCO KR7005490008 6693233UCB SA $69,394 0.033% *UCB BE0003739530 5596991Shinhan Financial Group Co. Ltd. $68,545 0.032% *SHFG KR7055550008 6397502Euronext NV $67,970 0.032% *EURNV NL0006294274 BNBNSG0AddTech AB (B Shares) $67,601 0.032% *ATECH SE0005568136 BH57BM3Sberbank of Russia $67,416 0.032% *SBER RU0009029540 4767981Suzuki Motor Corp. $66,915 0.031% *SZK JP3397200001 6865504Brookfield Asset Management, Inc. (Canada) Class A $66,735 0.031% BAMA.TO 112585104 CA1125851040 2092599State Bank of India $65,920 0.031% *BSBKD INE062A01020 BSQCB24Shriram Transport Finance Co. Ltd. $65,781 0.031% *SHTF INE721A01013 6802608CEMEX S.A.B. de CV sponsored ADR $65,575 0.031% CX 151290889 US1512908898 2488671Danone SA $65,530 0.031% *DANONE FR0000120644 B1Y9TB3Grupo Financiero Banorte S.A.B. de CV Series O $65,039 0.031% *GFNORTE MXP370711014 2421041Zymeworks, Inc. $64,952 0.031% ZYME 98985W102 CA98985W1023 BYQHPK7Mizrahi Tefahot Bank Ltd. $63,971 0.030% *MZRH IL0006954379 6916703X5 Retail Group NV GDR (Reg. S) $63,657 0.030% *XFRGGDR 98387E205 US98387E2054 B07T3T9Terumo Corp. $63,411 0.030% *TRM JP3546800008 6885074China Petroleum & Chemical Corp. (H Shares) $63,307 0.030% *CHPC CNE1000002Q2 6291819John David Group PLC $63,103 0.030% *JDSL GB00BYX91H57 BYX91H5EBOS Group Ltd. $62,918 0.030% *EBONZ NZEBOE0001S6 6160038Kakao Corp. $62,369 0.029% *DAUM KR7035720002 6194037NCSOFT Corp. $61,887 0.029% *NCSOFT KR7036570000 6264189Dechra Pharmaceuticals PLC $61,459 0.029% *DECHRA GB0009633180 0963318Intertek Group PLC $61,033 0.029% *INTKT GB0031638363 3163836ITC Ltd. $60,668 0.029% *ITCD INE154A01025 B0JGGP5Absa Group Ltd. $60,518 0.028% *ASAJ ZAE000255915 BFX05H3Cellnex Telecom SA $60,420 0.028% *CELLNEX ES0105066007 BX90C05Hansoh Pharmaceutical Group Co. Ltd. $59,769 0.028% *HANSOH KYG549581067 BJYKB72ADC Therapeutics SA $59,714 0.028% ADCT CH0499880968 BK6H4Z7Clarivate Analytics PLC $59,545 0.028% CCC JE00BJJN4441 BJJN444Nintendo Co. Ltd. $59,362 0.028% *NINT JP3756600007 6639550Shenzhen Mindray Bio-Medical Electronics Co. Ltd.(A Shares) $59,349 0.028% *SZMID CNE100003G67 BHQK864Mondi PLC $59,318 0.028% *MNPJS GB00B1CRLC47 B1YCDP4Hiscox Ltd. $59,218 0.028% *HISL BMG4593F1389 BVZHXQ9United Overseas Bank Ltd. $58,990 0.028% *UOB SG1M31001969 6916781AMOREPACIFIC Group, Inc. $58,485 0.028% *PCC KR7002790004 6665931SBM Offshore NV $58,438 0.028% *IHCN NL0000360618 B156T57


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLEnbridge, Inc. $57,152 0.027% ENB 29250N105 CA29250N1050 2478906Theravance Biopharma, Inc. $56,909 0.027% TBPH KYG8807B1068 BMNDK09NOVATEK OAO GDR (Reg. S) $56,143 0.026% *NOVTGDR 669888109 US6698881090 B0DK750Tokio Marine Holdings, Inc. $55,512 0.026% *TOKIO JP3910660004 6513126Aker Bp ASA $55,396 0.026% *AKERE NO0010345853 B1L95G3Vodafone Group PLC $54,610 0.026% *VOD GB00BH4HKS39 BH4HKS3Uni-President China Holdings Ltd. $54,081 0.025% *UPCH KYG9222R1065 B29MKF5Bandai Namco Holdings, Inc. $54,059 0.025% *NAMB JP3778630008 B0JDQD4Larsen & Toubro Ltd. $53,192 0.025% *LSTBD INE018A01030 B0166K8Suzano Papel e Celulose SA $52,254 0.025% *SUZB3 BRSUZBACNOR0 B02GKC7JK Cement Ltd. $52,227 0.025% *JKCE INE823G01014 B0CJ800Wal-Mart de Mexico SA de CV Series V $51,256 0.024% *WALMEXV MX01WA000038 BW1YVH8Power Grid Corp. of India Ltd. $50,947 0.024% *PWGR INE752E01010 B233HS6TCS Group Holding PLC GDR $50,860 0.024% TCSG 87238U203 US87238U2033 BF233S0Pharmaron Beijing Co. Ltd. (H Shares) $50,494 0.024% *PHABJ CNE100003PG4 BK72QD3RHI Magnesita NV $50,457 0.024% *RHIM NL0012650360 BYZ2JR8Worldline SA $50,448 0.024% *WLN FR0011981968 BNFWR44Vivendi SA $49,994 0.024% *VNDI FR0000127771 4834777Relo Group, Inc. $49,538 0.023% *RLS JP3755200007 6173906Cranswick PLC $49,477 0.023% *CNWK GB0002318888 0231888First Resources Ltd. $49,034 0.023% *FREL SG1W35938974 B2927P4Rumo SA $48,756 0.023% *RAILN BRRAILACNOR9 BYXZ2W5Ericsson (B Shares) $48,375 0.023% *ERIC SE0000108656 5959378Adevinta ASA Class B $47,603 0.022% *ADEVB NO0010844038 BJ0DP40China Longyuan Power Grid Corp. Ltd. (H Shares) $47,423 0.022% *CHLON CNE100000HD4 B4Q2TX3Hyundai Fire & Marine Insurance Co. Ltd. $47,316 0.022% *HFMI KR7001450006 B01LXY6Sun Art Retail Group Ltd. $47,249 0.022% *SNARTZ HK0000083920 B3MPN59Ambev SA sponsored ADR $47,013 0.022% ABEV 02319V103 US02319V1035 BG804F6Petroleo Brasileiro SA - Petrobras sponsored ADR $46,268 0.022% PBR 71654V408 US71654V4086 2616580Shangri-La Asia Ltd. $46,016 0.022% *SHLA BMG8063F1068 6771032Suncor Energy, Inc. $45,946 0.022% SU.TO 867224107 CA8672241079 B3NB1P2PTT Global Chemical PCL (For. Reg.) $45,739 0.022% *PTTGP TH1074010014 B736PF3Lloyds Banking Group PLC $45,723 0.022% *LLBG GB0008706128 0870612Ferrari NV $45,679 0.021% RACE NL0011585146 BZ1GMK5Mitsubishi Estate Co. Ltd. $45,231 0.021% *MIES JP3899600005 6596729Metropolitan Bank & Trust Co. $45,221 0.021% *MBTC PHY6028G1361 6514442NICE Systems Ltd. $44,816 0.021% *NICES IL0002730112 6647133Inghams Group Ltd. $44,569 0.021% *INGHAM AU000000ING6 BZCNHW2Indraprastha Gas Ltd. $44,501 0.021% *INRGAS INE203G01027 BD9PXD0


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLVale SA sponsored ADR $44,360 0.021% VALE 91912E105 US91912E1055 2857334CD Projekt RED SA $43,781 0.021% *OPTT PLOPTTC00011 7302215WuXi AppTec Co. Ltd. (H Shares) $43,724 0.021% *WUXIHK CNE100003F19 BGHH0L6Powszechny Zaklad Ubezpieczen SA $43,476 0.020% *PZU PLPZU0000011 B63DG21HSBC Holdings PLC (United Kingdom) $43,414 0.020% *HSBCUK GB0005405286 0540528Cheung Kong Property Holdings Ltd. $43,363 0.020% *CKPH KYG2177B1014 BYZQ077Schibsted ASA (B Shares) $43,312 0.020% *SCHSB NO0010736879 BWVFKQ3Largan Precision Co. Ltd. $43,092 0.020% *LARGAN TW0003008009 6451668Samsung Fire & Marine Insurance Co. Ltd. $43,004 0.020% *SSFM KR7000810002 6155250Yahoo! Japan Corp. $42,126 0.020% *YHOO JP3933800009 6084848Titan Cement International Trading SA $42,049 0.020% *TITCF BE0974338700 BJ8PD77LG Corp. $41,610 0.020% *LGCI KR7003550001 6537030LEG Immobilien AG $41,151 0.019% *LEGIM DE000LEG1110 B9G6L89China Merchants Bank Co. Ltd. (H Shares) $40,881 0.019% *CMERZ CNE1000002M1 B1DYPZ5Zai Lab Ltd. ADR $40,829 0.019% ZLAB 98887Q104 US98887Q1040 BD9GVY0Ayala Land, Inc. $40,797 0.019% *AYLI PHY0488F1004 6055112Micro Focus International PLC $40,708 0.019% *MCRF GB00BJ1F4N75 BJ1F4N7Royal Dutch Shell PLC Class A (United Kingdom) $40,428 0.019% *RDSA GB00B03MLX29 B03MLX2Richter Gedeon PLC $40,055 0.019% *GRTER HU0000123096 BC9ZH86Symrise AG $40,001 0.019% *SYMR DE000SYM9999 B1JB4K8HKT Trust/HKT Ltd. unit $39,743 0.019% *HKTHTD HK0000093390 B4TXDZ3PagSeguro Digital Ltd. $38,721 0.018% PAGS KYG687071012 BFWK4R7Taiheiyo Cement Corp. $38,572 0.018% *THY JP3449020001 6660204NetEase, Inc. ADR $38,495 0.018% NTES 64110W102 US64110W1027 2606440Adani Ports & Special Economic Zone Ltd. $38,454 0.018% *MSEZ INE742F01042 B28XXH2uniQure B.V. $38,450 0.018% QURE NL0010696654 BJFSR88Semiconductor Manufacturing International Corp. $37,936 0.018% *SEMIC KYG8020E1199 BDFBM13Atacadao Distribuicao Comercio e Industria Ltda $37,842 0.018% *CRFB3 BRCRFBACNOR2 BF7LBH4Manappuram General Finance & Leasing Ltd. $37,820 0.018% *MGFLTD INE522D01027 6570400Pick ’n Pay Stores Ltd. $37,242 0.018% *PIKJ ZAE000005443 6688068Tatneft PAO $37,196 0.018% *TATN3 RU0009033591 B59BXN2Metalurgica Gerdau SA (PN) $36,130 0.017% *GOAU4 BRGOAUACNPR8 2648862BM&F BOVESPA SA $35,193 0.017% *BVMF3 BRB3SAACNOR6 BG36ZK1Coway Co. Ltd. $35,182 0.017% *WCCL KR7021240007 6173401Prosus NV $35,092 0.017% *PRX NL0013654783 BJDS7L3Sunny Optical Technology Group Co. Ltd. $34,921 0.016% *SUNOP KYG8586D1097 B1YBT08Mr Price Group Ltd. $34,767 0.016% *MPCG ZAE000200457 BYXW419Hotel Chocolat Group Ltd. $34,763 0.016% *HOTC GB00BYZC3B04 BYZC3B0HKBN Ltd. $34,697 0.016% *HKBN KYG451581055 BW0DD81


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLJiangsu Hengrui Medicine Co. Ltd. (A Shares) $34,602 0.016% *JHMCLA CNE0000014W7 BP3R369Banca Generali SpA $34,427 0.016% *BCGN IT0001031084 B1HKSV6Coles Group Ltd. $34,299 0.016% *COLGR AU0000030678 BYWR0T5GDS Holdings Ltd. ADR $34,061 0.016% GDS 36165L108 US36165L1089 BD6FLL7Treasury Wine Estates Ltd. $33,184 0.016% *TRWE AU000000TWE9 B61JC67Chailease Holding Co. Ltd. $33,120 0.016% *CHLHOL KYG202881093 B58J1S8Siam Cement PCL (For. Reg.) $33,068 0.016% *SACT TH0003010Z12 6609906British American Tobacco PLC (United Kingdom) $32,667 0.015% *BRTT GB0002875804 0287580Cenovus Energy, Inc. (Canada) $32,575 0.015% CVE.TO 15135U109 CA15135U1093 B57FG04China Resources Land Ltd. $32,546 0.015% *CRB KYG2108Y1052 6193766Iberdrola SA $32,030 0.015% *IBE ES0144580Y14 B288C92Lions Gate Entertainment Corp. Class B $31,905 0.015% LGF.B 535919500 CA5359195008 BD8NB53Pembina Pipeline Corp. $31,875 0.015% PPL.TO 706327103 CA7063271034 B4PT2P8Far East Horizon Ltd. $31,463 0.015% *FARESH HK0000077468 B63DLB5NAVER Corp. $31,395 0.015% *NHNC KR7035420009 6560393Ping An Bank Co. Ltd. (A Shares) $31,267 0.015% *PINBK CNE000000040 BD5CPS4Kasikornbank PCL (For. Reg.) $31,173 0.015% *KBKF TH0016010017 6888794E.ON AG $30,997 0.015% *EONA DE000ENAG999 4942904Turkiye Garanti Bankasi A/S $30,954 0.015% *TGBNK TRAGARAN91N1 B03MYP5Liberty Latin America Ltd. Class C $30,595 0.014% LILAK BMG9001E1286 BD9Q3Q6T&D Holdings, Inc. $30,548 0.014% *TDHI JP3539220008 6744294Piraeus Bank SA $30,455 0.014% *TPEIR GRS014003024 BZ3CDP3Irish Residential Properties REIT PLC $30,168 0.014% *IRES IE00BJ34P519 BJ34P51Spotify Technology SA $30,167 0.014% SPOT LU1778762911 BFZ1K46TCS Group Holding PLC GDR $29,981 0.014% TCSA 87238U104 US87238U1043 BF233R9Bank Polska Kasa Opieki SA $29,818 0.014% *PEK PLPEKAO00016 5473113Woodside Petroleum Ltd. $29,464 0.014% *WOOD 980228100 AU000000WPL2 6979728Kingdee International Software Group Co. Ltd. $29,302 0.014% *KINGD KYG525681477 6327587Coca-Cola European Partners PLC $29,158 0.014% CCEP GB00BDCPN049 BYQQ3P5Ayala Corp. $29,016 0.014% *AYALA PHY0486V1154 B09JBT3HeidelbergCement AG $28,790 0.014% *HEIC DE0006047004 5120679Boohoo.Com PLC $28,508 0.013% *BOOHOO JE00BG6L7297 BG6L729Suncor Energy, Inc. $28,334 0.013% SU 867224107 CA8672241079 B3NB0P5Akeso, Inc. $28,225 0.013% *AKS.TMPAerCap Holdings NV $28,127 0.013% AER NL0000687663 B1HHKD3BTG Pactual Participations Ltd. unit $28,049 0.013% *BPACU BRBPACUNT006 BZBZVC7Companhia de Saneamento Basico do Estado de SaoPaulo (SABESP) sponsored ADR $27,882 0.013% SBS 20441A102 US20441A1025 2945927Minebea Mitsumi, Inc. $27,831 0.013% *MINE JP3906000009 6642406


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLCRRC Corp. Ltd. (H Shares) $27,823 0.013% *CSLH CNE100000BG0 B2R2ZC9YY, Inc. ADR $27,404 0.013% YY 46591M109 US46591M1099 BL3N3C5Torrent Pharmaceuticals Ltd. $27,323 0.013% *TORR INE685A01028 B0XPSB8Scout24 AG $27,078 0.013% *G24 DE000A12DM80 BYT9340Macquarie Mexican (REIT) $27,058 0.013% *FIBRAMQ MXCFFI0U0002 B80RZK1Royal Dutch Shell PLC Class B (United Kingdom) $26,588 0.013% *RDSB GB00B03MM408 B03MM40China Communications Services Corp. Ltd. (HShares) $26,580 0.013% *CHCS CNE1000002G3 B1HVJ16Freee KK $26,559 0.012% *FREEKK JP3826520003 BKLFVR7Restaurant Brands International, Inc. $26,499 0.012% QSR.TO 76131D103 CA76131D1033 BTF8CF0Petronet LNG Ltd. $26,377 0.012% *PLNG INE347G01014 B00KT68ENGIE $26,115 0.012% *GDFS FR0010208488 B0C2CQ3Parkway Life REIT $25,807 0.012% *PREIT SG1V52937132 B23WXW9RWE AG $25,674 0.012% *RWE DE0007037129 4768962Formosa Plastics Corp. $25,669 0.012% *FP TW0001301000 6348544America Movil S.A.B. de CV Series L sponsored ADR $25,532 0.012% AMX 02364W105 US02364W1053 2722670Grainger Trust PLC $25,473 0.012% *GRAI GB00B04V1276 B04V127Wheaton Precious Metals Corp. $25,408 0.012% WPM.TO 962879102 CA9628791027 BF13KN5China Gas Holdings Ltd. $25,243 0.012% *CGHL BMG2109G1033 6460794Mobile Telecommunication Co. $25,069 0.012% *MTCC KW0EQ0601058 6600084Isuzu Motors Ltd. $25,029 0.012% *ISUZ JP3137200006 6467104Welcia Holdings Co. Ltd. $24,969 0.012% *GROWL JP3274280001 B3CF1G6S-Oil Corp. $24,598 0.012% *SOR KR7010950004 6406055Kangji Medical Holdings Ltd. $24,386 0.011% *KMH.TMPHDFC Bank Ltd. sponsored ADR $24,375 0.011% HDB 40415F101 US40415F1012 2781648PT Bank Central Asia Tbk $24,155 0.011% *BCA ID1000109507 B01C1P6Basic-Fit NV $24,034 0.011% *BFITNV NL0011872650 BD9Y9B7Galapagos Genomics NV sponsored ADR $23,408 0.011% GLPG 36315X101 US36315X1019 B292NQ7GVS SpA $23,183 0.011% *GVSSP IT0005411209 BMVB793JSC Halyk Bank of Kazakhstan GDR unit $23,172 0.011% *HALYGDR 46627J302 US46627J3023 B1KDG41Haier Electronics Group Co. Ltd. $23,161 0.011% *HAIER BMG423131256 B1TL3R8Advance Residence Investment Corp. $23,137 0.011% *ADRI JP3047160001 B62WZW2Copa Holdings SA Class A $22,926 0.011% CPA PAP310761054 B0TNJH9Shimao Property Holdings Ltd. $22,900 0.011% *SPHK KYG810431042 B16YNS1Kunlun Energy Co. Ltd. $22,870 0.011% *CNPC BMG5320C1082 6340078Haitian International Holdings Ltd. $22,566 0.011% *HAII KYG4232C1087 B1L2RC2Grupo Aeroportuario del Pacifico S.A.B. de CVSeries B $22,469 0.011% *GAPB MX01GA000004 B0ZV104Vietnam Dairy Products Corp. $22,346 0.011% *VNDJSC VN000000VNM8 B16GLK5


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLEmaar Properties PJSC $22,343 0.011% *EMAAR AEE000301011 B01RM25SM Investments Corp. $22,267 0.010% *SMIVC PHY806761029 B068DB9Oberoi Realty Ltd. $22,186 0.010% *OBERL INE093I01010 B4MXNL6NTPC Ltd. $22,056 0.010% *NTLT INE733E01010 B037HF1Gibson Energy, Inc. $22,020 0.010% GEI.TO 374825206 CA3748252069 B44WH97Safaricom Ltd. $21,919 0.010% *SAFCM KE1000001402 B2QN3J6Laboratorios Farmaceuticos ROVI SA $21,757 0.010% *ROVI ES0157261019 B29F9S0StoneCo Ltd. Class A $21,685 0.010% STNE KYG851581069 BGKG6M3Lundin Petroleum AB $21,513 0.010% *LUPE SE0000825820 7187627Enbridge, Inc. $21,351 0.010% ENB.TO 29250N105 CA29250N1050 2466149A/S One Corp. $21,327 0.010% *IUSEC JP3131300000 6480929Commercial International Bank SAE $21,131 0.010% *CIB EGS60121C018 6243898Scottish & Southern Energy PLC $21,129 0.010% *SSE GB0007908733 0790873Wing Tai Holdings Ltd. $20,882 0.010% *WTHS SG1K66001688 6972385Fortis, Inc. $20,675 0.010% FTS.TO 349553107 CA3495531079 2347200China State Construction International HoldingsLtd. $20,351 0.010% *CSCI KYG216771363 B0BM5T8Zhuzhou CRRC Times Electric Co. Ltd. (H Shares) $20,329 0.010% *ZCSR CNE1000004X4 B1L3XL6Direcional Engenharia SA $20,150 0.009% *DIRR3 BRDIRRACNOR0 B59VLC7Africa Oil Corp. $20,107 0.009% AOI.TO 00829Q101 CA00829Q1019 2489607Fibra Uno Administracion SA de CV $20,078 0.009% *FUNO11 MXCFFU000001 B671GT8Bidvest Group Ltd. $19,847 0.009% *BVT ZAE000117321 6100089Equatorial Energia SA $19,372 0.009% *EQTL3 BREQTLACNOR0 B128R96Banco do Estado Rio Grande do Sul SA $19,363 0.009% *BRSR6 BRBRSRACNPB4 B23F8S9Vina Concha y Toro SA $19,231 0.009% *CONCHA CLP9796J1008 2932220Guaranty Trust Bank PLC $19,136 0.009% *GTRB NGGUARANTY06 6226059DLF Ltd. $19,093 0.009% *DLFU INE271C01023 B1YLCV0Diploma PLC $19,028 0.009% *DPLM GB0001826634 0182663Dah Sing Banking Group Ltd. $18,710 0.009% *DSBL HK2356013600 B01G0P1ARGAN SA $18,678 0.009% *ARGAN FR0010481960 B1YKDN6Arena (REIT) unit $18,625 0.009% *ARETN AU000000ARF6 B99K263Square Enix Holdings Co. Ltd. $18,589 0.009% *SQENX JP3164630000 6309262Network International Holdings PLC $18,550 0.009% *NETINTL GB00BH3VJ782 BH3VJ78ICICI Bank Ltd. $18,406 0.009% *ICBK INE090A01021 BSZ2BY7China Communications Construction Co. Ltd. (HShares) $18,378 0.009% *CCCGZ CNE1000002F5 B1JKTQ6Universal Robina Corp. $18,307 0.009% *UNROB PHY9297P1004 6919519Bancolombia SA sponsored ADR $18,255 0.009% CIB 05968L102 US05968L1026 2082567Murata Manufacturing Co. Ltd. $17,989 0.008% *MUR JP3914400001 6610403


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLCogeco Communications, Inc. $17,937 0.008% CCA.TO 19239C106 CA19239C1068 BZCDFX9Centrais Eletricas Brasileiras SA (Electrobras) $17,686 0.008% *ELET3 BRELETACNOR6 2311120Banca Transilvania SA $17,621 0.008% *TLV ROTLVAACNOR1 5393307Glodon Co. Ltd. (A Shares) $17,442 0.008% *GLODONA CNE100000PH8 BD5CK01DuzonBizon Co. Ltd. $17,337 0.008% *DAIG KR7012510004 6510989Federal Bank Ltd. $17,188 0.008% *FB INE171A01029 BFT7KB7BBMG Corp. (H Shares) $17,133 0.008% *BBMG CNE100000F20 B3NFC51China Tower Corp. Ltd. (H Shares) $17,066 0.008% *CHTWR CNE100003688 BFZ2PK0Veolia Environnement SA $16,888 0.008% *VE FR0000124141 4031879Zenith Bank PLC $16,567 0.008% *ZNBK NGZENITHBNK9 B01CKG0Mail.Ru Group Ltd. GDR (Reg. S) $16,533 0.008% *MIL.GDR 560317208 US5603172082 B53NQB3Jollibee Food Corp. $16,365 0.008% *JFC PHY4466S1007 6474494Unipro PJSC $16,113 0.008% *OGKD RU000A0JNGA5 B196FC2Korea Electric Power Corp. $15,903 0.007% *KEP KR7015760002 6495730Petrobras Distribuidora SA $15,820 0.007% *BRDT3 BRBRDTACNOR1 2683777Vincom Retail JSC $15,665 0.007% *VCRT VN000000VRE6 BZ0WW59Boardwalk (REIT) $15,558 0.007% BEIU.TO 096631106 CA0966311064 B011205Endesa SA $15,551 0.007% *ELE ES0130670112 5271782Greencore Group PLC $15,462 0.007% *GNCL IE0003864109 0386410BDO Unibank, Inc. $15,344 0.007% *BDO PHY077751022 B5VJH76Urban Logistics REIT PLC $15,149 0.007% *PILRLN GB00BYV8MN78 BYV8MN7Globe Telecom, Inc. $14,888 0.007% *GLOBE PHY272571498 6284864MRV Engenharia e Participacoes SA $14,464 0.007% *MRVE3 BRMRVEACNOR2 B235JN1Telefonica Brasil SA $14,388 0.007% *VIVT4 BRVIVTACNPR7 B3ZCNF7International Container Terminal Services, Inc. $14,366 0.007% *ICTS PHY411571011 6455819iQIYI, Inc. ADR $14,353 0.007% IQ 46267X108 US46267X1081 BYWT1W1Red Electrica Corporacion SA $14,007 0.007% *REE ES0173093024 BD6FXN3John Wood Group PLC $13,995 0.007% *JWGP GB00B5N0P849 B5N0P84Fortum Corp. $13,983 0.007% *FORTO FI0009007132 5579550TravelSky Technology Ltd. (H Shares) $13,973 0.007% *TRSKY CNE1000004J3 6321954Hermes International SCA $13,921 0.007% *RMS FR0000052292 5253973Uniper SE $13,829 0.007% *UNGR DE000UNSE018 BZ6CZ43Canada Goose Holdings, Inc. $13,725 0.006% GOOS.TO 135086106 CA1350861060 BF0B2F6Tokyo Gas Co. Ltd. $13,532 0.006% *TG JP3573000001 6895448Ubisoft Entertainment SA $13,436 0.006% *UBI FR0000054470 B1L3CS6Power Assets Holdings Ltd. $13,328 0.006% *PWRASST HK0006000050 6435327Emera, Inc. $13,298 0.006% EMA.TO 290876101 CA2908761018 2650050Phoenix Mills Ltd. $13,293 0.006% *PHNXM INE211B01039 B0SXY97Companhia Paranaense de Energia-Copel (PN-B)


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLsponsored ADR $13,207 0.006% ELP 20441B407 US20441B4077 2209656Housing Development Finance Corp. Ltd. $13,015 0.006% *BHDFD INE001A01036 6171900BR Malls Participacoes SA $12,951 0.006% *BRML3 BRBRMLACNOR9 B1RYG58Gas Natural SDG SA $12,941 0.006% *CTG ES0116870314 5650422John Mattson Fastighetsforetag $12,781 0.006% *JMATT SE0012481364 BJSB5Z7DRDGOLD Ltd. $12,691 0.006% *DROOY ZAE000058723 6267780Chubu Electric Power Co., Inc. $12,661 0.006% *CHUB JP3526600006 6195609China Unicom Ltd. $12,616 0.006% *CHUHK HK0000049939 6263830Robinsons Land Corp. $12,599 0.006% *ROBB PHY731961264 6744722AGL Energy Ltd. $12,569 0.006% *AGLEL AU000000AGL7 BSS7GP5Companhia de Saneamento de Minas Gerais $12,372 0.006% *CSMG3 BRCSMGACNOR5 B0YBZJ2Ecopetrol SA $12,153 0.006% *ECOPET COC04PA00016 B2473N4Krka dd Novo mesto $12,109 0.006% *KRKG SI0031102120 5157235Helical Bar PLC $12,102 0.006% *HB GB00B0FYMT95 B0FYMT9Enagas SA $11,930 0.006% *ENGS ES0130960018 7383072Hydro One Ltd. $11,796 0.006% H.TO 448811208 CA4488112083 BYYXJY9Ahli United Bank $11,746 0.006% *AUBK BH0005508765 B17M2Q5Budweiser Brewing Co. APAC Ltd. $11,669 0.005% *BUDWE KYG1674K1013 BKDXJH5PUREGOLD Price Club, Inc. $11,369 0.005% *PGOLD PHY716171079 B725S29EDF SA $11,348 0.005% *EDF FR0010242511 B0NJJ17Kansai Electric Power Co., Inc. $11,271 0.005% *KE JP3228600007 6483489Square Pharmaceuticals Ltd. $11,269 0.005% *SQPRMLS BD0473SQPH00 6833802Elior SA $11,262 0.005% *ESCIL FR0011950732 BN40H61Xero Ltd. $11,229 0.005% *XERO NZXROE0001S2 B8P4LP4Wise Talent Information Technology Co. Ltd. $11,227 0.005% *LIEPWT KYG9722R1011 BFFK731JM Financial Ltd. $11,160 0.005% *JMFI INE780C01023 6330637LIC Housing Finance Ltd. $11,122 0.005% *LICH INE115A01026 6101026Vingroup JSC $11,115 0.005% *VCJSC VN000000VIC9 B27Y417NARI Technology Co. Ltd. (A Shares) $10,789 0.005% *NRTDLCA CNE000001G38 BP3R444PT Perusahaan Gas Negara Tbk Series B $10,724 0.005% *PSGAS ID1000111602 6719764Grupo Aeroportuario Norte S.A.B. de CV $10,668 0.005% *OMA MX01OM000018 B1KFX13Informa PLC $10,391 0.005% *TFIP GB00BMJ6DW54 BMJ6DW5Reliance Industries Ltd. $10,310 0.005% *RLIN IN9002A01024 BM92YZ3BRD-Groupe Societe Generale $10,288 0.005% *BRDBK ROBRDBACNOR2 B07GYB9Dip Corp. $10,286 0.005% *DPCP JP3548640006 6714071Sanne Group PLC $10,196 0.005% *SANNE JE00BVRZ8S85 BVRZ8S8Antofagasta PLC $10,185 0.005% *ANTO GB0000456144 0045614Meridian Energy Ltd. $9,868 0.005% *MELNZW NZMELE0002S7 BWFD052PT United Tractors Tbk $9,796 0.005% *UTR ID1000058407 6230845


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLHabib Bank Ltd. $9,765 0.005% *HABL PK0085101019 B282PJ5Vietjet Aviation JSC $9,549 0.004% *VJC VN000000VJC7 BYP2451Attijariwafa Bank $9,502 0.004% *BCD MA0000011926 6088334CStone Pharmaceuticals Co. Ltd. $9,285 0.004% *CSTONE KYG2588M1006 BHZ6573Venus MedTech Hangzhou, Inc. (H Shares) $9,245 0.004% *VEMED CNE100003PJ8 BL6V047Mahanagar Gas Ltd. $8,822 0.004% *MAHGL INE002S01010 BD04046Interconexion Electrica SA ESP $8,685 0.004% *ISAC COE15PA00026 2205706Suez Environnement SA $8,574 0.004% *SUEZE FR0010613471 B3B8D04Cheung Kong Infrastructure Holdings Ltd. $8,311 0.004% *CKI BMG2178K1009 BYVS6J1Bank For Foreign Trade JSC $8,238 0.004% *JSCBK VN000000VCB4 B622TR5Tata Consultancy Services Ltd. $8,102 0.004% *TCS INE467B01029 B01NPJ1Thai Beverage PCL $8,052 0.004% *THBE TH0902010014 B15F664Netmarble Corp. $7,953 0.004% *NETGM KR7251270005 BF2S426Sinopec Engineering Group Co. Ltd. (H Shares) $7,919 0.004% *SEGHK CNE100001NV2 B92NYC9NP3 Fastigheter AB $7,844 0.004% *NP3 SE0006342333 BT6SSF1BRAC Bank Ltd. $7,558 0.004% *BRAC BD0138BRACB9 B1QS725Tokyo Electric Power Co., Inc. $7,500 0.004% *TOKEP JP3585800000 6895404Canadian Utilities Ltd. Class A (non-vtg.) $7,409 0.003% CU.TO 136717832 CA1367178326 2172639Tohoku Electric Power Co., Inc. $7,304 0.003% *TEP JP3605400005 6895266Adecoagro SA $6,993 0.003% AGRO LU0584671464 B65BNQ6AltaGas Ltd. $6,559 0.003% ALA.TO 021361100 CA0213611001Nigerian Breweries PLC $6,420 0.003% *NBNL NGNB00000005 6637286Cairn Energy PLC $6,393 0.003% *CANE GB00B74CDH82 B74CDH8Electric Power Development Co. Ltd. $6,392 0.003% *ELEP JP3551200003 B02Q328Tatneft PAO $6,248 0.003% *TATNP+ RU0006944147 B5B1TJ8ATCO Ltd. Class I (non-vtg.) $6,231 0.003% ACOX.TO 046789400 CA0467894006 2060615Centrica PLC $6,181 0.003% *CNA GB00B033F229 B033F22Wix.com Ltd. $5,980 0.003% WIX IL0011301780 BFZCHN7LexinFintech Holdings Ltd. ADR $5,687 0.003% LX 528877103 US5288771034 BFCM956JD.com, Inc. Class A $5,607 0.003% *JDCM KYG8208B1014 BKPQZT6Guaranty Trust Bank PLC GDR (Reg. S) $5,594 0.003% *GTRBGDR 40124Q208 US40124Q2084 B23GKR5Mercury Nz Ltd. $5,489 0.003% *MRPT NZMRPE0001S2 B8W6K56Robinsons Retail Holdings, Inc. $5,475 0.003% *RRHI PHY7318T1017 BFTCYP4China Everbright International Ltd. $5,359 0.003% *CEB HK0257001336 6630940Ho Chi Minh City Securities Co. $5,127 0.002% *HCMS VN000000HCM0 B4JZQK5Axis Bank Ltd. GDR (Reg. S) $5,082 0.002% *AXB.GDR 05462W109 US05462W1099 B06CDW2Ssi Securities Corp. $5,000 0.002% *SSEI VN000000SSI1 B1LB8G0Festi hf $4,960 0.002% *FESTI IS0000020584 BH7XXQ7Six of October Development & Investment Co. $4,901 0.002% *OCDI EGS65851C015 6651996


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLHo Chi Minh City Development JSCB $4,738 0.002% *HDB VN000000HDB1 BYX3359Searle Co. Ltd. $4,666 0.002% *SEARL PK0061701014 6859251Imperial Holdings Ltd. $4,663 0.002% *IPL ZAE000067211 B095WZ4TechnipFMC PLC $4,604 0.002% FTI GB00BDSFG982 BDSFG98Companhia de Saneamento Basico do Estado de SaoPaulo (SABESP) $4,573 0.002% *SBSP3 BRSBSPACNOR5 B1YCHL8Natura & Co. Holding SA rights $4,532 0.002% *NTCORT BRNTCOR01OR0 BMFFY34Aldrees Petroleum and Transport Services Co. $4,496 0.002% *ALDR SA000A0HNGZ6 B128FF8Saudi Dairy & Foodstuffs Co. $4,437 0.002% *SADA SA000A0EAXM3 B133P41Olympic Industries Ltd. $4,432 0.002% *OLYMPI BD0203OLIND3 6090124Eurocharm Holdings Co. Ltd. $4,361 0.002% *ECHCL KYG314551014 BQY2KF8Anritsu Corp. $4,328 0.002% *ANRI JP3128800004 6044109SITC International Holdings Co. Ltd. $4,029 0.002% *SITCH KYG8187G1055 B61X7R5Alicorp SA Class C $4,018 0.002% *ALCORC1 PEP214001005 2162834Bupa Arabia for Cooperative Insurance Co. $3,970 0.002% *BUPA SA1210540914 B2RLCR0Vietnam Engine & Agricultural Machinery Corp. $3,946 0.002% *VEA VN000000VEA2 BFMST43NagaCorp Ltd. $3,911 0.002% *NACA KYG6382M1096 B1FSSM3Mega Lifesciences PCL $3,829 0.002% *MEGF TH4984010017 BGH17Y0ECLAT Textile Co. Ltd. $3,808 0.002% *ECTL TW0001476000 6345783Xinyi Solar Holdings Ltd. $3,739 0.002% *XINSHL KYG9829N1025 BGQYNN1Rakus Co. Ltd. $3,625 0.002% *RAKUSCL JP3967170006 BD87BM2SK Biopharmaceuticals Co. Ltd. $3,591 0.002% *SKBIO KR7326030004 BLF9YV7Bolsas y Mercados Argentinos SA $3,583 0.002% *BYMA ARBYMA300018 BDZZRC1Lions Gate Entertainment Corp. Class A $3,527 0.002% LGF.A 535919401 CA5359194019 BD8NBC0Phu Nhuan Jewelry JSC $3,518 0.002% *PNJ VN000000PNJ6 B64FX58Phoenix Tree Holdings Ltd. ADR $3,501 0.002% DNK 719156101 US7191561015 BJVLX27NOVATEK OAO $3,350 0.002% *NOTK RU000A0DKVS5 B59HPK1United Bank Ltd. $3,282 0.002% *UBL PK0081901016 B09RFT5Hua Medicine $3,276 0.002% *HUAMED KYG4644K1022 BF3S3D9Feng Tay Enterprise Co. Ltd. $3,269 0.002% *FTEC TW0009910000 6336055Dubai Financial Market PJSC $3,262 0.002% *DFMU AED000901010 B1GPBP7Netcompany Group A/S $3,215 0.002% *NETCOGR DK0060952919 BFYDWS1TOA Paint Thailand PCL $3,197 0.002% *TOAFR TH8193010015 BF1QN02Dangote Cement PLC $3,155 0.001% *DANGCEM NGDANGCEM008 B4TFNR1Saudi Arabian Oil Co. $2,928 0.001% *SAUDAR SA14TG012N13 BJTM270Chime Biologics Ltd. $2,735 0.001% *CHIMEBTME S&P/TSX 60 Index Contracts $2,661 0.001% PTU0Label Vie $2,478 0.001% *LBV MA0000011801 B39VMV9Georgia Capital PLC $2,409 0.001% *GECL GB00BF4HYV08 BF4HYV0


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLLSR Group OJSC $2,360 0.001% *LSR RU000A0JPFP0 B59F840Total SA rights $2,274 0.001% *TOLSRT FR0013517257 BMVBCV0Carabao Group PCL $2,176 0.001% *CBGF TH6066010013 BSM67Y4Jinyu Bio-Technology Co. Ltd. (A Shares) $2,038 0.001% *INNMGA CNE000000Y37 BP3RBF4Agora, Inc. ADR $2,018 0.001% API 00851L103 US00851L1035 BMVLMK9AGTech Holdings Ltd. $1,999 0.001% *AGTE BMG0135Z1032 B1G2FL2VINCI SA rights $1,950 0.001% *SGEFSRT FR0013508132 BLF9TM3Viettel Post Joint Stock Corp. $1,918 0.001% *VTPV VN000000VTP8 BG5QPH6Pilipinas Shell Petroleum Corp. $1,818 0.001% *SHLPH PHY6980U1070 BYVQN05Glaxosmithkline Pakistan Ltd. $1,698 0.001% *GLXP PK0001301016 6370310LOG Commercial Properties e Participacoes SA $1,692 0.001% *LOGG3 BRLOGGACNOR7 BGYQQL8Sunteck Realty Ltd. $1,562 0.001% *SRIN INE805D01034 BF0F7S6Osotspa PCL $1,412 0.001% *OSPF TH8752010018 BGR9QQ9Burning Rock Biotech Ltd. ADR $1,187 0.001% BNR 12233L107 US12233L1070 BMBKH34Altus Property Ventures, Inc. $1,038 0.000% *ATUS PHY0100W1019 BLDDLH6Ebrains, Inc. $918 0.000% *EBRAINS JP3167220007 BMC5BM5Korea Electric Power Corp. sponsored ADR $894 0.000% KEP 500631106 US5006311063 2480495GP Investments Ltd. Class A (depositary receipt) $671 0.000% *GPIV33 BRGPIVBDR003 B15Q9D5Studio City International Holdings Ltd. ADR $606 0.000% MSC 86389T106 US86389T1060 BGHKJ07Companhia Paranaense de Energia-Copel (PN-B) $604 0.000% *CPLE6 BRCPLEACNPB9 2200154Nampak Ltd. $583 0.000% *NAMP ZAE000071676 B0KS382Shindo Engineering Lab Ltd. $309 0.000% *SHNLAB KR7290520006 BMB3MV6Rolls-Royce Holdings PLC $242 0.000% *RRG GB00B63H8491 B63H849Pacific Drilling SA $218 0.000% PACD LU1405802361 BYT18T6Weidai Ltd. ADR $167 0.000% WEI 94861A108 US94861A1088 BH0M5Y3Banco Central del Uruguay value recovery B rights1/2/21 $0 0.000% *UGYBRT XS0038602305 5571363Banco Central del Uruguay value recovery A rights1/2/21 $0 0.000% *UGYART XS0030504913 5571374JHL Biotech, Inc. $0 0.000% *JHLB KYG7863U1076 BYMJYF5Ultra Petroleum Corp. warrants 7/14/25 $0 0.000% UPL.WT 903914117 CA9039141176

International Equities Total: $51,673,098 24.3%

Bonds

Fidelity International Credit Central Fund $3,114,080 1.466% INCR.IP 31607D202


500 Salem Street


30

% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLiShares 20+ Year Treasury Bond ETF $2,053,223 0.966% TLT 464287432 US4642874329 2971546U.S. Treasury Notes 2.125% 3/31/24 $1,048,736 0.494% 912828W71 US912828W713 BD0NPC6UMBS 3% 30 Year $997,758 0.470%U.S. Treasury Bonds 3% 2/15/49 $890,482 0.419% 912810SF6 US912810SF66 BJ7G9G2U.S. Treasury Inflation-Indexed Notes 0.625%1/15/26 $726,908 0.342% 912828N71 US912828N712 BDHLRC7Ginnie Mae 4% 30 Year $717,100 0.337%U.S. Treasury Inflation-Indexed Notes 0.125%10/15/24 $640,683 0.302% 912828YL8 US912828YL86 BKDTS54U.S. Treasury Notes 2% 12/31/21 $607,962 0.286% 912828U81 US912828U816 BDG08Z5Fannie Mae 3.5% 30 Year $586,547 0.276%U.S. Treasury Notes 1.625% 9/30/26 $548,138 0.258% %WITT26 912828YG9 US912828YG91 BJYQBG9Fannie Mae 3% 30 Year $536,471 0.252%Fannie Mae 4% 30 Year $527,398 0.248%U.S. Treasury Inflation-Indexed Notes 0.125%7/15/24 $511,811 0.241% 912828WU0 US912828WU04 BP8S7P4U.S. Treasury Inflation-Indexed Notes 0.75%7/15/28 $493,134 0.232% 912828Y38 US912828Y388 BF2LWR6U.S. Treasury Inflation-Indexed Notes 0.25%7/15/29 $483,989 0.228% 9128287D6 US9128287D64 BK53BD3U.S. Treasury Inflation-Indexed Notes 0.25%1/15/25 $460,107 0.217% 912828H45 US912828H458 BVFD6V3U.S. Treasury Notes 0.375% 4/30/25 $459,895 0.216% 912828ZL7 US912828ZL77 BMWWQN2U.S. Treasury Inflation-Indexed Notes 0.875%1/15/29 $447,697 0.211% 9128285W6 US9128285W63 BJB9TW3U.S. Treasury Inflation-Indexed Notes 0.625%1/15/24 $444,582 0.209% 912828B25 US912828B253 BJ4GVF8U.S. Treasury Inflation-Indexed Notes 0.375%7/15/27 $443,752 0.209% 9128282L3 US9128282L36 BYZ6DQ7U.S. Treasury Notes 0.5% 6/30/27 $442,353 0.208% 912828ZV5 US912828ZV59 BL5BXR2U.S. Treasury Inflation-Indexed Notes 0.375%1/15/27 $432,784 0.204% 912828V49 US912828V491 BDFFCW6U.S. Treasury Inflation-Indexed Notes 0.375%7/15/23 $429,194 0.202% 912828VM9 US912828VM96 BCDZ135U.S. Treasury Inflation-Indexed Notes 0.125%1/15/23 $427,893 0.201% 912828UH1 US912828UH11 B96LV84U.S. Treasury Notes 2.5% 1/31/24 $414,740 0.195% 9128285Z9 US9128285Z94 BGC26D0Fannie Mae 3% 15 Year $411,158 0.193%U.S. Treasury Notes 2.5% 2/28/26 $407,952 0.192% 9128286F2 US9128286F22 BJKRNY8


500 Salem Street


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLU.S. Treasury Inflation-Indexed Notes 0.125%4/15/22 $401,097 0.189% 912828X39 US912828X398 BDHBMM2U.S. Treasury Inflation-Indexed Notes 0.125%7/15/22 $397,109 0.187% %TII722 912828TE0 US912828TE09 B8DFZ68U.S. Treasury Inflation-Indexed Notes 0.125%1/15/22 $392,056 0.185% %TII22 912828SA9 US912828SA95 B7GSCJ9U.S. Treasury Inflation-Indexed Notes 0.125%1/15/30 $391,625 0.184% 912828Z37 US912828Z377 BJVB6M8U.S. Treasury Inflation-Indexed Notes 0.375%7/15/25 $389,580 0.183% 912828XL9 US912828XL95 BYST006U.S. Treasury Inflation-Indexed Notes 0.625%4/15/23 $369,119 0.174% 9128284H0 US9128284H06 BFWS4X7U.S. Treasury Inflation-Indexed Notes 0.5% 1/15/28 $367,050 0.173% 9128283R9 US9128283R96 BFWMB38Ginnie Mae 3.5% 30 Year $362,438 0.171%U.S. Treasury Inflation-Indexed Notes 0.625%7/15/21 $337,336 0.159% 912828QV5 US912828QV50 B6Q7TJ8U.S. Treasury Inflation-Indexed Notes 0.125%7/15/26 $329,920 0.155% 912828S50 US912828S505 BD211D1Freddie Mac 4% 30 Year $320,242 0.151%U.S. Treasury Inflation-Indexed Bonds 2.375%1/15/25 $292,777 0.138% %TII25 912810FR4 US912810FR42 B021PJ4UMBS 3.5% 30 Year $287,618 0.135%U.S. Treasury Inflation-Indexed Notes 0.5% 4/15/24 $284,621 0.134% 9128286N5 US9128286N55 BJN4R44Ginnie Mae 2.5% 30 Year $274,990 0.129%Fannie Mae 4.5% 30 Year $260,272 0.122%Freddie Mac 3.5% 20 Year $253,948 0.120%U.S. Treasury Notes 0.625% 5/15/30 $247,218 0.116% 912828ZQ6 US912828ZQ64 BMHCRF6JPMorgan Chase & Co. 3.875% 9/10/24 $240,572 0.113% %JPM924 46625HJY7 US46625HJY71 BQQLM57Goldman Sachs Group, Inc. 3.691% 6/5/28 $231,324 0.109% %GS0628 38141GWL4 US38141GWL49 BF6Q761U.S. Treasury Bonds 3% 5/15/45 $228,885 0.108% 912810RM2 US912810RM27 BXC4FZ0U.S. Treasury Inflation-Indexed Bonds 0.75%2/15/45 $223,907 0.105% 912810RL4 US912810RL44 BVXLS02Freddie Mac 3.5% 30 Year $222,266 0.105%U.S. Treasury Inflation-Indexed Bonds 3.875%4/15/29 $221,757 0.104% %TII29 912810FH6 US912810FH69 2407096U.S. Treasury Notes 0.25% 6/30/25 $219,884 0.103% 912828ZW3 US912828ZW33 BL5BXQ1U.S. Treasury Notes 1.5% 9/30/24 $215,734 0.102% 912828YH7 US912828YH74 BJYQBF8Freddie Mac 3% 30 Year $200,056 0.094%U.S. Treasury Inflation-Indexed Bonds 2% 1/15/26 $194,358 0.091% %TII26 912810FS2 US912810FS25 B0XM6G0


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLFreddie Mac 4.5% 30 Year $181,746 0.086%U.S. Treasury Inflation-Indexed Bonds 3.625%4/15/28 $176,734 0.083% %TII28 912810FD5 US912810FD55 2235037Fannie Mae 2.5% 30 Year $172,416 0.081%U.S. Treasury Inflation-Indexed Bonds 2.375%1/15/27 $172,199 0.081% %TII27 912810PS1 US912810PS15 B1P8M10U.S. Treasury Inflation-Indexed Bonds 1.75%1/15/28 $171,423 0.081% %TII128 912810PV4 US912810PV44 B2PB3T1U.S. Treasury Inflation-Indexed Bonds 2.5% 1/15/29 $169,649 0.080% %TII129 912810PZ5 US912810PZ57 B4RNYM9U.S. Treasury Inflation-Indexed Notes 0.125%4/15/25 $165,407 0.078% 912828ZJ2 US912828ZJ22 BMF0417Bank of America Corp. 3.004% 12/20/23 $159,343 0.075% %BAC223 06051GHC6 US06051GHC69 BG37Y96Fannie Mae 3.5% 15 Year $157,485 0.074%Ginnie Mae 4.5% 30 Year $152,839 0.072%Wells Fargo & Co. 5.013% 4/4/51 $144,469 0.068% %WFC51 95000U2M4 US95000U2M49 BMFVFL7Morgan Stanley 3.125% 1/23/23 $136,722 0.064% %MS0123 61744YAN8 US61744YAN85 BZ1CRQ4Fannie Mae 2.5% 15 Year $136,463 0.064%The Walt Disney Co. 3.8% 3/22/30 $133,295 0.063% %DIS30 254687FQ4 US254687FQ40 BL98SN0Time Warner Cable, Inc. 6.55% 5/1/37 $131,816 0.062% %TWC37 88732JAJ7 US88732JAJ79 B28WMV6Petrobras Global Finance BV 7.25% 3/17/44 $130,350 0.061% %PETBR44 71647NAK5 US71647NAK54 BKQVML1Morgan Stanley 3.125% 7/27/26 $120,175 0.057% %MS726 61761J3R8 US61761J3R84 BYV6G28U.S. Treasury Inflation-Indexed Bonds 1% 2/15/49 $116,996 0.055% 912810SG4 US912810SG40 BDVLC40Goldman Sachs Group, Inc. 2.876% 10/31/22 $116,454 0.055% %GS1022 38148YAC2 US38148YAC21 BYZKWW8Royal Bank of Scotland Group PLC 5.125% 5/28/24 $111,334 0.052% %RBS524 780099CH8 US780099CH81 BMSSMC5Bank of America Corp. 4.2% 8/26/24 $109,939 0.052% %BAC0824 06051GFH7 US06051GFH74 BQ8NSJ7Charter Communications Operating LLC/CharterCommunications Operating Capital Corp. 5.375% 5/1/47 $106,381 0.050% %CHTR47 161175BL7 US161175BL78 BFF9P78Bank of America Corp. 3.419% 12/20/28 $104,745 0.049% %BAC228 06051GHD4 US06051GHD43 BF50RK8Freddie Mac 2.5% 15 Year $102,205 0.048%Citigroup, Inc. 4.45% 9/29/27 $96,646 0.045% %C27 172967KA8 US172967KA87 BYZ0SW0Petroleos Mexicanos 7.69% 1/23/50 $94,457 0.044% %PEME49A 71654QCW0 US71654QCW06 BKPQNJ2AT&T, Inc. 4.75% 5/15/46 $92,206 0.043% %T46 00206RCQ3 US00206RCQ39 BX2H2X6Petroleos Mexicanos 6.84% 1/23/30 $89,441 0.042% %PEMX29A 71654QCT7 US71654QCT76 BKPR306Goldman Sachs Group, Inc. 3.8% 3/15/30 $87,632 0.041% %GS0930 38141GXH2 US38141GXH28 BLD6NP7Wells Fargo & Co. 4.478% 4/4/31 $85,855 0.040% %WFFC30 95000U2L6 US95000U2L65 BMFLT71Morgan Stanley 5% 11/24/25 $84,782 0.040% %MS1125 6174467X1 US6174467X10 BGN2MV9Imperial Tobacco Finance PLC 4.25% 7/21/25 $84,539 0.040% %TSIN25 453140AF2 US453140AF21 BYSGC45Omega Healthcare Investors, Inc. 4.5% 4/1/27 $84,134 0.040% %OHI25 681936BF6 US681936BF65 BYY2WG9Ford Motor Credit Co. LLC 4.063% 11/1/24 $83,265 0.039% %F1124 345397ZX4 US345397ZX44 BKVF4J0


500 Salem Street


33

% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLJPMorgan Chase & Co. 4.125% 12/15/26 $81,254 0.038% %JPM1226 46625HJZ4 US46625HJZ47 BTCB1T9U.S. Treasury Notes 2% 11/15/26 $81,122 0.038% 912828U24 US912828U246 BZ1BP78General Motors Financial Co., Inc. 4.375% 9/25/21 $79,980 0.038% %GM921 37045XAQ9 US37045XAQ97 BQH0Y24Anheuser-Busch InBev Worldwide, Inc. 5.8% 1/23/59(Reg. S) $79,865 0.038% %ABIBB59 03523TBW7 US03523TBW71 BJ521B1Freddie Mac 2.5% 30 Year $78,628 0.037%CVS Health Corp. 4.3% 3/25/28 $77,712 0.037% %CVS28 126650CX6 US126650CX62 BF3V2P3JPMorgan Chase & Co. 4.493% 3/24/31 $77,551 0.036% %JPPM31 46647PBJ4 US46647PBJ49 BLC8C68Exxon Mobil Corp. 3.482% 3/19/30 $75,902 0.036% %XOM30 30231GBK7 US30231GBK76 BLSSZB8AT&T, Inc. 4.5% 3/9/48 $75,656 0.036% %T48 00206RDJ8 US00206RDJ86 BD3HCY6Ginnie Mae 3% 30 Year $75,274 0.035%U.S. Treasury Notes 1.875% 3/31/22 $74,811 0.035% 912828W89 US912828W895 BD0N7Z3Royal Bank of Scotland Group PLC 6.1% 6/10/23 $73,413 0.035% %RBS23 780097AY7 US780097AY76 BBDY0Z0The Williams Companies, Inc. 4.55% 6/24/24 $73,394 0.035% %WMB24 969457BW9 US969457BW96 BNH5718Capital One Financial Corp. 3.65% 5/11/27 $73,087 0.034% %COF527 14040HCE3 US14040HCE36 BMZ7WG9Anheuser-Busch InBev Worldwide, Inc. 5.55% 1/23/49 $71,130 0.033% %ABIB49 03523TBV9 US03523TBV98 BJ520Z8MetLife, Inc. 4.55% 3/23/30 $70,590 0.033% %MET330 59156RBZ0 US59156RBZ01 BLNNWP1Berkshire Hathaway Energy Co. 4.05% 4/15/25 $70,182 0.033% %BRK425A 084659AS0 US084659AS06 BMD3K32Anheuser-Busch InBev Finance, Inc. 4.9% 2/1/46 $69,453 0.033% %ABIBB46 035242AN6 US035242AN64 BYMLGZ5Cleco Corporate Holdings LLC 3.743% 5/1/26 $69,243 0.033% %CNL26 18551PAC3 US18551PAC32 BDFFY19CVS Health Corp. 4.1% 3/25/25 $69,025 0.032% %CVS3925 126650CW8 US126650CW89 BF4JKP2Molson Coors Beverage Co. 5% 5/1/42 $68,960 0.032% %TAP542 60871RAD2 US60871RAD26 B82MC25Fannie Mae 5% 30 Year $68,507 0.032%Illinois Gen. Oblig. Series 2010-1, 6.63% 2/1/35 $67,205 0.032% 452152BM2 US452152BM28Sprint Capital Corp. 8.75% 3/15/32 $65,701 0.031% %FON0332 852060AT9 US852060AT99 2964029Ally Financial, Inc. 8% 11/1/31 $65,393 0.031% %GMAC31 36186CBY8 US36186CBY84 B3LVPV8AT&T, Inc. 2.95% 7/15/26 $64,356 0.030% %T0726 00206RHV7 US00206RHV78 BK5YQ08American International Group, Inc. 3.4% 6/30/30 $63,930 0.030% %AIG630 026874DR5 US026874DR53 BMZ7VQ2FirstEnergy Corp. 4.25% 3/15/23 $62,897 0.030% %FE31523 337932AF4 US337932AF44 B9DM5H7American International Group, Inc. 2.5% 6/30/25 $62,446 0.029% %AIIG25 026874DQ7 US026874DQ70 BMV76C7Citigroup, Inc. 4.412% 3/31/31 $62,303 0.029% %C2031 172967MP3 US172967MP39 BMH3V24U.S. Treasury Notes 2.125% 11/30/24 $62,194 0.029% 9128283J7 US9128283J70 BF2W116Morgan Stanley 3.625% 1/20/27 $61,583 0.029% %MS27 61746BEF9 US61746BEF94 BYM4WS9T-Mobile U.S.A., Inc. 3.875% 4/15/30 $59,555 0.028% %TMUS30A 87264ABE4 US87264ABE47 BMBLZM2State of Qatar 3.75% 4/16/30 $59,419 0.028% %QATR30A 74727PBD2 US74727PBD24 BL6DKC1Royal Bank of Scotland Group PLC 6% 12/19/23 $57,964 0.027% %RBS1223 780097AZ4 US780097AZ42 BHB92X1Reynolds American, Inc. 5.85% 8/15/45 $57,800 0.027% %RAI45 761713BB1 US761713BB19 BZ0HGQ3Morgan Stanley 3.622% 4/1/31 $56,847 0.027% %MSS31 6174468P7 US6174468P76 BKP3KT2CVS Health Corp. 5.05% 3/25/48 $56,589 0.027% %CVS348 126650CZ1 US126650CZ11 BF4JKH4


500 Salem Street


34

% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLVentas Realty LP 4.75% 11/15/30 $55,802 0.026% %VTR1130 92277GAV9 US92277GAV95 BM7SXV2Benchmark Mortgage Trust Series 2018-B8 Class A5,4.2317% 1/15/52 $55,351 0.026% 08162UAW0 US08162UAW09 BHSRF39Credit Suisse Group AG 4.194% 4/1/31 $54,396 0.026% %CS31A 225401AP3 US225401AP33 BL657B5Credit Suisse Group AG 2.593% 9/11/25 $54,265 0.026% %CS25A 225401AM0 US225401AM02 BJDSY12Anheuser-Busch InBev Finance, Inc. 4.7% 2/1/36 $53,016 0.025% %ABIBB36 035242AM8 US035242AM81 BYMLCL3Discovery Communications LLC 4.65% 5/15/50 $52,863 0.025% %DISCA50 25470DBH1 US25470DBH17 BMDNBL7Centene Corp. 4.625% 12/15/29 $52,373 0.025% %CNC1229 15135BAT8 US15135BAT89 BMVQRX2Pacific Gas & Electric Co. 6.05% 3/1/34 $52,284 0.025% %PGC34 694308GE1 US694308GE15 B00HW60Intesa Sanpaolo SpA 5.71% 1/15/26 $51,846 0.024% %ISPI26A 46115HAW7 US46115HAW79 BDFYVB5Citigroup, Inc. 2.7% 10/27/22 $51,786 0.024% %C1022 172967LQ2 US172967LQ21 BYWG519Illinois Gen. Oblig. Series 2010-3, 6.725% 4/1/35 $51,703 0.024% 452152FA4 US452152FA44Verizon Communications, Inc. 5.5% 3/16/47 $51,598 0.024% %VERI47 92343VDV3 US92343VDV36 BYZNV86Regions Bank 6.45% 6/26/37 $51,407 0.024% %REBK37 75913MAA7 US75913MAA71 B1Z5FP6Citigroup, Inc. 3.875% 3/26/25 $51,318 0.024% %C325 172967JL6 US172967JL61 BWFRDT9Petroleos Mexicanos 6.75% 9/21/47 $50,743 0.024% %PEMEX47 71654QCC4 US71654QCC42 BD3NBC5Deutsche Bank AG 4.5% 4/1/25 $50,499 0.024% %DB1225 251525AP6 US251525AP63 BWP2TZ2Verizon Communications, Inc. 4.862% 8/21/46 $50,166 0.024% %VZ46 92343VCK8 US92343VCK89 BWC4YL2Shire Acquisitions Investments Ireland DAC 2.4%9/23/21 $49,812 0.023% %SHPLN21 82481LAB5 US82481LAB53 BYVWGF9U.S. Treasury Bonds 2% 2/15/50 $49,735 0.023% 912810SL3 US912810SL35 BK8ZZ34Five Corners Funding Trust II 2.85% 5/15/30 $48,834 0.023% %PRU30A 33834DAA2 US33834DAA28 BMGLSX9Ukraine Government 7.75% 9/1/21 $48,589 0.023% %UKRA21A 903724AN2 US903724AN29 BZ09DR9Ally Financial, Inc. 3.05% 6/5/23 $48,425 0.023% %ALLY623 02005NBK5 US02005NBK54 BM8SHR5Occidental Petroleum Corp. 7.5% 5/1/31 $48,329 0.023% %OXY31 674599DD4 US674599DD43 BKTC909Petroleos Mexicanos 6.35% 2/12/48 $48,208 0.023% %PEMEX48 71654QCL4 US71654QCL41 BGPYW91Morgan Stanley Capital I Trust floater Series2018-BOP Class C, 1 month U.S. LIBOR + 1.500%1.6848% 8/15/33 $47,686 0.022% 61768FAJ9 US61768FAJ93Deutsche Bank AG New York Branch 3.3% 11/16/22 $47,227 0.022% %DBB1122 251526BL2 US251526BL24 BZ1JRM1Deutsche Bank AG New York Branch 5% 2/14/22 $47,018 0.022% %DB222 251526CA5 US251526CA59 BJBZTC1The Walt Disney Co. 4.7% 3/23/50 $47,005 0.022% %DIS0350 254687FS0 US254687FS06 BL98ST6Synchrony Financial 5.15% 3/19/29 $46,960 0.022% %SYF29 87165BAP8 US87165BAP85 BJQ1YC9TJX Companies, Inc. 3.875% 4/15/30 $46,948 0.022% %TJX30 872540AT6 US872540AT63 BM62Z31NiSource, Inc. 2.95% 9/1/29 $46,218 0.022% %NI29 65473PAH8 US65473PAH82 BK20BW6Credit Suisse Group Funding Guernsey Ltd. 3.8%6/9/23 $45,831 0.022% %CS623 225433AT8 US225433AT80 BYVGMD1American International Group, Inc. 3.75% 7/10/25 $45,614 0.021% %AIG725 026874DD6 US026874DD67 BXSSDR4Ares Capital Corp. 4.2% 6/10/24 $45,226 0.021% %ARCC624 04010LAX1 US04010LAX10 BKKDHD0


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLRoyal Bank of Scotland Group PLC 6.125% 12/15/22 $44,605 0.021% %RBS1222 780099CE5 US780099CE50 B9052M3The Williams Companies, Inc. 3.5% 11/15/30 $44,375 0.021% %WMB30 969457BX7 US969457BX79 BMF6PH8Magnetite CLO Ltd. Series 2019-24A Class A, 3month U.S. LIBOR + 1.330% 3.2371% 1/15/33 $44,177 0.021% 55954WAA7 US55954WAA71Royal Bank of Scotland PLC 2.375% 5/21/23 $44,147 0.021% %RBS23A 63906YAA6 US63906YAA64 BLBCZ06The AES Corp. 3.3% 7/15/25 $43,924 0.021% %AES725A 00130HCB9 US00130HCB96 BLFLCW0Sabine Pass Liquefaction LLC 4.5% 5/15/30 $43,683 0.021% %SPLL30A 785592AW6 US785592AW69 BMH2035State of Qatar 4.4% 4/16/50 $43,681 0.021% %QAT50A 74727PBE0 US74727PBE07 BL96P22New Jersey Econ. Dev. Auth. State Pension Fdg.Rev. Series 1997, 7.425% 2/15/29 (Nat’l. Pub. Fin.Guarantee Corp. Insured) $43,389 0.020% 645913AA2 US645913AA22 B86K6S9Western Gas Partners LP 4.65% 7/1/26 $43,018 0.020% %WES26 958254AF1 US958254AF13 BD2NKX0Stratus CLO Ltd. Series 2020-1A Class A, 3 monthU.S. LIBOR + 1.980% 3.286% 5/1/28 $42,616 0.020% 86315RAA7 US86315RAA77Eskom Holdings SOC Ltd. 5.75% 1/26/21 $41,964 0.020% %ESKO21A 296464AA8 US296464AA84 B3T7F18Morgan Stanley 4.875% 11/1/22 $41,804 0.020% %MS1122 6174824M3 US6174824M37 B6Z5NF7Barclays PLC 2.852% 5/7/26 $41,779 0.020% %BACR526 06738EBL8 US06738EBL83 BKY6M29Rabobank Nederland 4.375% 8/4/25 $41,693 0.020% %RABOB25 21684AAC0 US21684AAC09 BYW41H1Barclays PLC 5.088% 6/20/30 $41,535 0.020% %BACR630 06738EBK0 US06738EBK01 BJMRXR9Hudson Pacific Properties LP 4.65% 4/1/29 $41,470 0.020% %HPP29 44409MAB2 US44409MAB28 BJ5RNY3Morgan Stanley Capital I Trust sequential payerSeries 2019-MEAD Class A, 3.17% 11/10/36 $41,205 0.019% 61771LAA0 US61771LAA08California Gen. Oblig. Series 2009, 7.5% 4/1/34 $40,883 0.019% 13063A5E0 US13063A5E03Toyota Motor Credit Corp. 2.9% 3/30/23 $40,748 0.019% %TOY0323 89236TGW9 US89236TGW99 BL66P36Aimco Series 2019-10A Class A, 3 month U.S. LIBOR+ 1.320% 2.4176% 7/22/32 $40,625 0.019% 00901AAA5 US00901AAA51Synchrony Financial 3.95% 12/1/27 $39,811 0.019% %SYF27 87165BAM5 US87165BAM54 BD2BV19AIA Group Ltd. 3.375% 4/7/30 $39,749 0.019% %AIA30A 00131LAJ4 US00131LAJ44 BM6JN50Altria Group, Inc. 5.375% 1/31/44 $39,691 0.019% %MO44 02209SAR4 US02209SAR40 BG3KW02InterGen NV 7% 6/30/23 $39,453 0.019% %INTG23A 45867XAG9 US45867XAG97 BBHG502Ford Motor Credit Co. LLC 5.596% 1/7/22 $39,078 0.018% %F122 345397ZM8 US345397ZM88 BJ4TNB7FirstEnergy Corp. 7.375% 11/15/31 $38,835 0.018% %FE31 337932AC1 US337932AC13 2819486Thunderbolt III Aircraft Lease Ltd. Series 2019-1Class A, 3.671% 11/15/39 $38,698 0.018% 88607AAA7 US88607AAA79Capital One Financial Corp. 2.6% 5/11/23 $38,697 0.018% %COF2023 14040HCD5 US14040HCD52 BMTQ2R3AerCap Ireland Capital Ltd./AerCap Global AviationTrust 3.5% 1/15/25 $38,636 0.018% %AER25 00774MAC9 US00774MAC91 BF0QCP1Molson Coors Beverage Co. 3% 7/15/26 $38,619 0.018% %TAP726 60871RAG5 US60871RAG56 BYT4Q68Freddie Mac 4% 20 Year $38,371 0.018%


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLUnum Group 5.75% 8/15/42 $38,298 0.018% %UNM42 91529YAJ5 US91529YAJ55 B89QQ28BNP Paribas SA 2.219% 6/9/26 $38,209 0.018% %BNP626A 09659W2L7 US09659W2L77 BMB1C98Credit Suisse Group Funding Guernsey Ltd. 3.8%9/15/22 $38,141 0.018% %CS22 225433AH4 US225433AH43 BYVXP44The AES Corp. 3.95% 7/15/30 $37,840 0.018% %AES730A 00130HCC7 US00130HCC79 BLFLDY9Goldman Sachs Group, Inc. 3.2% 2/23/23 $37,638 0.018% %GSG223 38141GWT7 US38141GWT74 BD1DDT8Time Warner Cable, Inc. 4% 9/1/21 $37,489 0.018% %TWC921 88732JBA5 US88732JBA51 B4N1L82Ventas Realty LP 3% 1/15/30 $37,478 0.018% %VTR30 92277GAU1 US92277GAU13 BKFV9M2Freddie Mac 3% 15 Year $37,092 0.017%Unum Group 4.5% 3/15/25 $37,039 0.017% %UNM325 91529YAQ9 US91529YAQ98 BMFY9C5Dryden Senior Loan Fund Series 2014-36A Class AR2,3 month U.S. LIBOR + 1.280% 2.4989% 4/15/29 $36,954 0.017% 26249KAR2 US26249KAR23CHC Commercial Mortgage Trust floater Series2019-CHC Class A, 1 month U.S. LIBOR + 1.120%1.3048% 6/15/34 $36,891 0.017% 162665AA1 US162665AA10CVS Health Corp. 4.78% 3/25/38 $36,762 0.017% %CVS38 126650CY4 US126650CY46 BF4JK96Morgan Stanley Capital I Trust Series 2018-H4Class A4, 4.31% 12/15/51 $36,410 0.017% 61691RAE6 US61691RAE62Micron Technology, Inc. 2.497% 4/24/23 $36,154 0.017% %MU23 595112BR3 US595112BR36 BMVM7D0Emirate of Abu Dhabi 3.125% 4/16/30 $36,006 0.017% %ADGB30A 29135LAH3 US29135LAH33 BLGWDQ3Verizon Communications, Inc. 3.15% 3/22/30 $35,967 0.017% %V2030 92343VFE9 US92343VFE92 BLB7FP6CCO Holdings LLC/CCO Holdings Capital Corp. 5%2/1/28 $35,860 0.017% %CHTR28A 1248EPBX0 US1248EPBX05 BF2KJZ0Canadian Natural Resources Ltd. 3.8% 4/15/24 $35,717 0.017% %CNQCN24 136385AT8 US136385AT87 BL10MM1Cigna Corp. 4.375% 10/15/28 $35,591 0.017% %CI28 125523AH3 US125523AH38 BKPHS12BX Trust floater Series 2019-XL Class E, 1 monthU.S. LIBOR + 1.800% 1.9848% 10/15/36 $35,485 0.017% 056054AH2 US056054AH24AbbVie, Inc. 3.45% 3/15/22 $35,387 0.017% %ABV22A 00287YCF4 US00287YCF43 BLD7MJ7Barclays PLC 4.375% 1/12/26 $34,741 0.016% %BACR126 06738EAN5 US06738EAN58 BD0SY79Fifth Third Bancorp 8.25% 3/1/38 $34,736 0.016% %FITB38 316773CH1 US316773CH12 B2Q1497Discover Bank 3.2% 8/9/21 $34,682 0.016% %DFS821 25466AAF8 US25466AAF84 BPGVNP7Emirate of Abu Dhabi 3.875% 4/16/50 $34,452 0.016% %ADGB50A 29135LAJ9 US29135LAJ98 BLGWDR4Anheuser-Busch InBev Worldwide, Inc. 4.75% 4/15/58 $34,422 0.016% %ABIBB58 035240AP5 US035240AP56 BFYT245Bass Pro Shops LLC. Tranche B, term loan 3 monthU.S. LIBOR + 5.000% 6.072% 9/25/24 $34,413 0.016% %BASPTLB 07014QAK7 US07014QAK76Capital One Financial Corp. 3.8% 1/31/28 $34,391 0.016% %COF128 14040HBW4 US14040HBW43 BFXS0V6Barclays PLC 5.2% 5/12/26 $34,326 0.016% %BAC526 06738EAP0 US06738EAP07 BD8ZS14Ginnie Mae 5% 30 Year $34,326 0.016%Centene Corp. 4.25% 12/15/27 $34,279 0.016% %CNC27 15135BAR2 US15135BAR24 BMCTMH9


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLOracle Corp. 3.85% 4/1/60 $34,235 0.016% %ORCL60 68389XBY0 US68389XBY04 BM5M639Voya Series 2020-1A Class A, 3 month U.S. LIBOR +1.700% 2.0027% 7/16/31 $34,146 0.016% 92918EAA5 US92918EAA55Teachers Insurance & Annuity Association ofAmerica 4.9% 9/15/44 $34,059 0.016% %TIAG44A 878091BD8 US878091BD86 BQVC9R6Fannie Mae 6% 30 Year $34,055 0.016%Madison Park Funding XLV Ltd./Madison Park FundingXLV LLC Series 2020-45A Class A, 3 month U.S.LIBOR + 1.650% 1.7% 7/15/31 $33,923 0.016% 55820BAA5 US55820BAA52Regions Financial Corp. 2.25% 5/18/25 $33,862 0.016% %RF25 7591EPAQ3 US7591EPAQ39 BM8RND0T-Mobile U.S.A., Inc. 3.75% 4/15/27 $33,565 0.016% %TMUS27A 87264ABC8 US87264ABC80 BMBLZS8Omega Healthcare Investors, Inc. 4.75% 1/15/28 $33,493 0.016% %OHI28 681936BK5 US681936BK50 BDVPZZ4Ares Xli Clo Ltd. / Ares Xli Cl Series 2016-41AClass AR, 3 month U.S. LIBOR + 1.200% 2.4189%1/15/29 $33,441 0.016% 04016DAJ4 US04016DAJ46AT&T, Inc. 3.6% 2/17/23 $33,377 0.016% %T223 00206RCS9 US00206RCS94 BYMLXK9Park Aerospace Holdings Ltd. 5.5% 2/15/24 $33,034 0.016% %AVOL24A 70014LAB6 US70014LAB62 BYYHBM3BX Commercial Mortgage Trust floater sequentialpayer Series 2020-BXLP Class A, 1 month U.S. LIBOR+ 0.800% 0.9848% 12/15/36 $33,010 0.016% 05607QAA6 US05607QAA67Oracle Corp. 3.6% 4/1/40 $32,988 0.016% %ORCLL40 68389XBW4 US68389XBW48 BM5M628Ventas Realty LP 3.5% 2/1/25 $32,980 0.016% %VTR125 92277GAE7 US92277GAE70 BV9CMB8Oracle Corp. 3.6% 4/1/50 $32,754 0.015% %ORCL50 68389XBX2 US68389XBX21 BM5JB02Oracle Corp. 2.95% 4/1/30 $32,598 0.015% %ORL2030 68389XBV6 US68389XBV64 BM5JB13Blackbird Capital Aircraft Series 2016-1A Class A,4.213% 12/16/41 $32,490 0.015% 09228YAB8 US09228YAB83Citigroup, Inc. 5.5% 9/13/25 $32,460 0.015% %CSE25 172967HB0 US172967HB08 BDT7Y00The Coca-Cola Co. 3.375% 3/25/27 $32,294 0.015% %KO2027 191216CR9 US191216CR95 BLTZ808Pine Street Trust I 4.572% 2/15/29 $32,274 0.015% %EQH29A 722844AA5 US722844AA56 BJLJG99Massachusetts Mutual Life Insurance Co. 3.729%10/15/70 $32,124 0.015% %MASSM 575767AN8 US575767AN80 BGPZ056Air Lease Corp. 3.375% 7/1/25 $31,956 0.015% %AL25 00914AAH5 US00914AAH59 BL57W28Voya CLO Ltd. Series 2019-2A Class A, 3 month U.S.LIBOR + 1.270% 2.4053% 7/20/32 $31,952 0.015% 92917RAC3 US92917RAC34Altria Group, Inc. 4.8% 2/14/29 $31,820 0.015% %MO29 02209SBD4 US02209SBD45 BJ2WB70Oracle Corp. 2.8% 4/1/27 $31,723 0.015% %ORCL427 68389XBU8 US68389XBU81 BM5J9Z3SBA Tower Trust Series 2019, 2.836% 1/15/50 $31,708 0.015% 78403DAN0 US78403DAN03 BJYPQ61California Gen. Oblig. Series 2009, 7.55% 4/1/39 $31,660 0.015% 13063A5G5 US13063A5G50Bristol Park CLO, Ltd. Series 2020-1A Class AR, 3


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLmonth U.S. LIBOR + 0.990% 2.2089% 4/15/29 $31,650 0.015% 11014PAJ4 US11014PAJ49Milos CLO, Ltd. Series 2020-1A Class AR, 3 monthU.S. LIBOR + 1.070% 2.2053% 10/20/30 $31,446 0.015% 60162PAE2 US60162PAE25Pine Street Trust II 5.568% 2/15/49 $31,326 0.015% %EQH49A 72284LAA7 US72284LAA70 BK1VHS8Ford Motor Credit Co. LLC 5.584% 3/18/24 $31,277 0.015% %F1824 345397ZQ9 US345397ZQ92 BJH4V60Illinois Gen. Oblig. Series 2010-3, 7.35% 7/1/35 $31,170 0.015% 452152GS4 US452152GS43Unum Group 4% 3/15/24 $31,079 0.015% %UNM324 91529YAK2 US91529YAK29 BLRLV09Omega Healthcare Investors, Inc. 4.375% 8/1/23 $31,009 0.015% %OHI23 681936BJ8 US681936BJ87 BDFZDQ7DB Master Finance LLC Series 2017-1A Class A2II,4.03% 11/20/47 $30,923 0.015% 233046AF8 US233046AF89 BFBM5P9JPMorgan Chase & Co. 3.797% 7/23/24 $30,754 0.014% %JPM0724 46647PAU0 US46647PAU03 BFMYVQ7Verde CLO Ltd. Series 2019-1A Class A, 3 monthU.S. LIBOR + 1.350% 2.5689% 4/15/32 $30,588 0.014% 92338BAC9 US92338BAC90Niagara Park CLO, Ltd. Series 2019-1A Class A, 3month U.S. LIBOR + 1.300% 2.4349% 7/17/32 $30,577 0.014% 65357LAA3 US65357LAA35AutoZone, Inc. 4% 4/15/30 $30,438 0.014% %AZO30 053332AZ5 US053332AZ56 BK8TZ58Brandywine Operating Partnership LP 4.55% 10/1/29 $30,398 0.014% %BDN29 105340AP8 US105340AP80 BGGG8Y3Charter Communications Operating LLC/CharterCommunications Operating Capital Corp. 4.464% 7/23/22 $30,362 0.014% %CHR22 161175BB9 US161175BB96 BDFF420Madison Park Funding Ltd. Series 2019-37A ClassA1, 3 month U.S. LIBOR + 1.300% 2.5189% 7/15/32 $30,259 0.014% 55817EAA4 US55817EAA47Omega Healthcare Investors, Inc. 5.25% 1/15/26 $30,171 0.014% %OHI26 681936BH2 US681936BH22 BDG12R8Brixmor Operating Partnership LP 3.25% 9/15/23 $30,161 0.014% %BRX23 11120VAD5 US11120VAD55 BD3BW48Corporacion Andina de Fomento 2.375% 5/12/23 $30,011 0.014% %CAF523 219868CC8 US219868CC84 BL97JF6Petroleos Mexicanos 6.95% 1/28/60 $30,000 0.014% %PEME60A 71654QDA7 US71654QDA76 BKLWB34Chilean Republic 2.45% 1/31/31 $29,736 0.014% %CHIL131 168863DP0 US168863DP09 BMJ1DZ3Flatiron CLO Ltd. Series 2019-1A Class A, 3 monthU.S. LIBOR + 1.320% 1.7056% 11/16/32 $29,715 0.014% 33883JAB7 US33883JAB70Affiliated Managers Group, Inc. 3.5% 8/1/25 $29,697 0.014% %AMG825 008252AN8 US008252AN84 BVXC612UBS Group Funding Ltd. 4.125% 9/24/25 $29,574 0.014% %UBS25A 90351DAB3 US90351DAB38 BYTX397Anheuser-Busch InBev Worldwide, Inc. 4.5% 6/1/50 $29,568 0.014% %ABIBB50 035240AT7 US035240AT78 BM8MLZ3Anheuser-Busch InBev Worldwide, Inc. 5.45% 1/23/39 $29,380 0.014% %ABIB139 03523TBU1 US03523TBU16 BJ52177Williams Partners LP 4.3% 3/4/24 $29,360 0.014% %WPZ24 96950FAM6 US96950FAM68 BK74GJ5Volkswagen Group of America Finance LLC 2.9%5/13/22 $29,338 0.014% %VW522A 928668BC5 US928668BC59 BMV7683Centene Corp. 3.375% 2/15/30 $29,233 0.014% %CNC30 15135BAV3 US15135BAV36 BMVX1F3UniCredit SpA 6.572% 1/14/22 $29,161 0.014% %UCGM22A 904678AJ8 US904678AJ86 BJ2NYC9Air Lease Corp. 4.25% 2/1/24 $29,152 0.014% %AL224 00914AAA0 US00914AAA07 BHXD2B9Ally Financial, Inc. 5.8% 5/1/25 $29,028 0.014% %ALLY525 02005NBJ8 US02005NBJ81 BKPSFL4


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLDryden CLO, Ltd. Series 2019-76A Class A1, 3 monthU.S. LIBOR + 1.330% 2.4653% 10/20/32 $28,950 0.014% 26252WAA7 US26252WAA71Altria Group, Inc. 4.25% 8/9/42 $28,915 0.014% %MO842 02209SAM5 US02209SAM52 B8K84P2Ares LV CLO Ltd. Series 2020-55A Class A1, 3 monthU.S. LIBOR + 1.700% 2.0741% 4/15/31 $28,876 0.014% 04018BAA5 US04018BAA52Cenovus Energy, Inc. 4.25% 4/15/27 $28,805 0.014% %CVCN27 15135UAM1 US15135UAM18 BFNL6L7Omega Healthcare Investors, Inc. 3.625% 10/1/29 $28,702 0.014% %OHI29 681936BL3 US681936BL34 BKXCFB8Moody’s Corp. 3.75% 3/24/25 $28,548 0.013% %MCO25 615369AS4 US615369AS40 BMF34F0Brixmor Operating Partnership LP 3.875% 8/15/22 $28,510 0.013% %BRX822 11120VAB9 US11120VAB99 BYZR092Equity One, Inc. 3.75% 11/15/22 $28,411 0.013% %EQY1122 294752AH3 US294752AH34 B7VBP61Synchrony Financial 4.375% 3/19/24 $28,407 0.013% %SYF24 87165BAN3 US87165BAN38 BJQ1Y74AASET Trust Series 2019-2 Class A, 3.376% 10/16/39 $28,184 0.013% 00038RAA4 US00038RAA41Brandywine Operating Partnership LP 3.95% 2/15/23 $28,145 0.013% %BDN23 105340AM5 US105340AM59 B95BD01Bank of America Corp. 3.5% 4/19/26 $28,047 0.013% %BA1226 06051GFX2 US06051GFX25 BYM7C88Air Lease Corp. 3.875% 7/3/23 $28,036 0.013% %AL723 00912XBC7 US00912XBC74 BFYT9G6Tanger Properties LP 3.125% 9/1/26 $27,975 0.013% %SKT926 875484AJ6 US875484AJ66 BDCCRQ9AerCap Ireland Capital Ltd./AerCap Global AviationTrust 2.875% 8/14/24 $27,903 0.013% %AER824 00774MAM7 US00774MAM73 BK20BV5Pacific LifeCorp 5.125% 1/30/43 $27,765 0.013% %PAC43A 694476AD4 US694476AD42 B8KL7G3DISH Network Corp. 2.375% 3/15/24 $27,756 0.013% %DSHC24A 25470MAD1 US25470MAD11 BFMNDT1WP Carey, Inc. 4% 2/1/25 $27,749 0.013% %WPC25 92936UAC3 US92936UAC36 BVL8SC7Occidental Petroleum Corp. 6.6% 3/15/46 $27,708 0.013% %OXY346 674599DL6 US674599DL68 BKVKRK7Castlelake Aircraft Structured Trust Series 2018-1Class A, 4.125% 6/15/43 $27,704 0.013% 14856CAA7 US14856CAA71Magnetite CLO Ltd. Series 2019-21A Class A, 3month U.S. LIBOR + 1.280% 2.4153% 4/20/30 $27,694 0.013% 55954PAC8 US55954PAC86Thunderbolt Aircraft Lease Ltd. Series 2018-AClass A, 4.147% 9/15/38 $27,691 0.013% 886065AA9 US886065AA93Ukraine Government 7.75% 9/1/20 $27,288 0.013% %UK20TMP 903724AM4 US903724AM46 BZ09DQ8BHP Billiton Financial (U.S.A.) Ltd. 6.75%10/19/75 $27,281 0.013% %BH75A 055451AX6 US055451AX66 BYZTSM7Occidental Petroleum Corp. 5.55% 3/15/26 $27,126 0.013% %OXY326 674599DC6 US674599DC69 BK8VN94Peachtree Corners Funding Trust 3.976% 2/15/25 $27,073 0.013% %VOYA25A 70466WAA7 US70466WAA71 BWC0GQ9Enterprise Products Operating LP 3.7% 2/15/26 $26,753 0.013% %EPD0226 29379VBH5 US29379VBH50 BWWC4W7Morgan Stanley 3.737% 4/24/24 $26,733 0.013% %MS0224 61744YAQ1 US61744YAQ17 BD1ML80Ares CLO Series 2019-54A Class A, 3 month U.S.LIBOR + 1.320% 2.5389% 10/15/32 $26,710 0.013% 04017WAC6 US04017WAC64Citigroup, Inc. 3.352% 4/24/25 $26,573 0.013% %C425 172967MF5 US172967MF56 BJ9MV40Eversource Energy 2.8% 5/1/23 $26,530 0.012% %NU523 664397AK2 US664397AK26 BC9SBS3


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLDiscover Financial Services 3.85% 11/21/22 $26,476 0.012% %DFS1122 254709AJ7 US254709AJ71 B97GSJ8Intelsat Jackson Holdings SA Tranche B, term loan3 month U.S. LIBOR + 3.750% 8% 11/27/23 $26,412 0.012% %INTTLB3 XAL5137LAF21Brandywine Operating Partnership LP 4.1% 10/1/24 $26,190 0.012% %BDN1024 105340AN3 US105340AN33 BYZZ5W4Amerada Hess Corp. 7.875% 10/1/29 $26,112 0.012% %AHC29 023551AF1 US023551AF16 2517638Discover Financial Services 4.5% 1/30/26 $26,042 0.012% %DFS126 254709AP3 US254709AP32 BHWF829Volkswagen Group of America Finance LLC 3.125%5/12/23 $26,028 0.012% %VW523A 928668BD3 US928668BD33 BMV76B6Citigroup, Inc. 5.95% $26,014 0.012% %C1249 172967GD7 US172967GD72 B8FPQ41Brixmor Operating Partnership LP 4.125% 5/15/29 $26,004 0.012% %BRX029 11120VAH6 US11120VAH69 BJCX1Y0Time Warner Cable, Inc. 7.3% 7/1/38 $25,964 0.012% %TWC38 88732JAN8 US88732JAN81 B3B14R7Morgan Stanley 4.431% 1/23/30 $25,964 0.012% %MS130 6174468G7 US6174468G77 BJ2XKL0BANK sequential payer Series 2018-BN10 Class A5,3.688% 2/15/61 $25,923 0.012% 065404BB0 US065404BB01Alexandria Real Estate Equities, Inc. 4.9%12/15/30 $25,734 0.012% %ARE1230 015271AU3 US015271AU38 BMF8DN61MDB Global Investments Ltd. 4.4% 3/9/23 $25,713 0.012% %OGIM23S XS0906085179 B92NBN9BX Trust floater, sequential payer Series 2019-IMCClass A, 1 month U.S. LIBOR + 1.000% 1.1848%4/15/34 $25,577 0.012% 05608BAA8 US05608BAA89Dryden Senior Loan Fund Series 2019-72A Class A, 3month U.S. LIBOR + 1.330% 1.7224% 5/15/32 $25,491 0.012% 26252NAC3 US26252NAC39Sapphire Aviation Finance Series 2020-1A Class A,3.228% 3/15/40 $25,483 0.012% 80307AAA7 US80307AAA79Credit Suisse Group Funding Guernsey Ltd. 3.75%3/26/25 $25,472 0.012% %CS25 225433AC5 US225433AC55 BYYCFP9BX Trust floater Series 2019-XL Class D, 1 monthU.S. LIBOR + 1.450% 1.6348% 10/15/36 $25,450 0.012% 056054AG4 US056054AG41Citizens Financial Group, Inc. 4.15% 9/28/22 $25,373 0.012% %RBS22A 75524RAA7 US75524RAA77 B7LSBH5Puget Energy, Inc. 6% 9/1/21 $25,149 0.012% %PSD21 745310AD4 US745310AD42 B6Q7K06Unum Group 3.875% 11/5/25 $25,025 0.012% %UNM25 91529YAL0 US91529YAL02 BYZKLT8The Boeing Co. 5.15% 5/1/30 $25,001 0.012% %BA530 097023CY9 US097023CY98 BL0CVP4Boston Properties, Inc. 3.85% 2/1/23 $24,932 0.012% %BXP223 10112RAU8 US10112RAU86 B8G1875Imperial Tobacco Finance PLC 3.75% 7/21/22 $24,867 0.012% %IMTLN22 453140AE5 US453140AE55 BYRGYS4Bayer U.S. Finance II LLC 4.25% 12/15/25 $24,843 0.012% %BAYN25A 07274NAJ2 US07274NAJ28 BYZMHL8Cigna Corp. 4.9% 12/15/48 $24,727 0.012% %CI48 125523AK6 US125523AK66 BKPHS34AerCap Ireland Capital Ltd./AerCap Global AviationTrust 4.875% 1/16/24 $24,707 0.012% %AER24 00774MAK1 US00774MAK18 BJ791D2Reynolds American, Inc. 6.15% 9/15/43 $24,621 0.012% %RAI43 761713AZ9 US761713AZ95 BDWGXG3


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLTJX Companies, Inc. 3.75% 4/15/27 $24,537 0.012% %TJX27 872540AS8 US872540AS80 BM7SXM3Marsh & McLennan Companies, Inc. 4.9% 3/15/49 $24,485 0.012% %MMC49 571748BJ0 US571748BJ05 BJ2NYF2Diamond 1 Finance Corp./Diamond 2 Finance Corp.5.45% 6/15/23 $24,411 0.011% %DELL23 25272KAG8 US25272KAG85 BD96MG9Turkish Republic 3.25% 3/23/23 $24,351 0.011% %TURK323 900123CA6 US900123CA66 B84CN86Energy Transfer Partners LP 5% 5/15/50 $24,254 0.011% %ETP50 29278NAR4 US29278NAR44 BL3BQC0Arab Republic of Egypt 7.5% 1/31/27 $24,228 0.011% %EGYP27A 038461AL3 US038461AL31 BDG6ZL8Bank of America Corp. 4.25% 10/22/26 $24,224 0.011% %BAC1026 06051GFL8 US06051GFL86 BRS6105Royal Bank of Scotland Group PLC 3.073% 5/22/28 $24,213 0.011% %RBS28 780097BP5 US780097BP50 BMGLSV7Illinois Gen. Oblig. Series 2003, 5.1% 6/1/33 $24,175 0.011% 452151LF8 US452151LF83Castlelake Aircraft Securitization Trust Series2019-1A Class A, 3.967% 4/15/39 $24,143 0.011% 14855MAA6 US14855MAA62Brixmor Operating Partnership LP 4.125% 6/15/26 $24,102 0.011% %BRX26 11120VAC7 US11120VAC72 BD203J8Altria Group, Inc. 5.95% 2/14/49 $24,059 0.011% %MO249 02209SBF9 US02209SBF92 BJ2W9Y3Petroleos Mexicanos 6.5% 1/23/29 $23,960 0.011% %PEMEX29 71654QCP5 US71654QCP54 BHNZPJ4Financial & Risk U.S. Holdings, Inc. Tranche B,term loan 3 month U.S. LIBOR + 3.250% 3.4283%10/1/25 $23,912 0.011% %FRSKTLB 31740MAC5 US31740MAC55C&W Senior Financing Designated Activity Co.6.875% 9/15/27 $23,796 0.011% %CWCL27A 12674TAA4 US12674TAA43 BF5Q223Marsh & McLennan Companies, Inc. 4.375% 3/15/29 $23,783 0.011% %MMC29 571748BG6 US571748BG65 BJ2NYK7Liberty Mutual Group, Inc. 4.569% 2/1/29 $23,772 0.011% %LIBM29A 53079EBG8 US53079EBG89 BHWZ164CCO Holdings LLC/CCO Holdings Capital Corp. 5.125%5/1/27 $23,760 0.011% %CHT527A 1248EPBT9 US1248EPBT92 BYM4WW3Cigna Corp. 4.8% 8/15/38 $23,722 0.011% %CI38 125523AJ9 US125523AJ93 BKPHS23The Coca-Cola Co. 4.2% 3/25/50 $23,718 0.011% %KO350 191216CQ1 US191216CQ13 BLTZ7Z6AXA Equitable Holdings, Inc. 4.35% 4/20/28 $23,604 0.011% %EQH28 054561AJ4 US054561AJ49 BJ2L542Wells Fargo & Co. 2.406% 10/30/25 $23,558 0.011% %WCF25 95000U2H5 US95000U2H53 BKRKNB4Bank of America Corp. 3.864% 7/23/24 $23,548 0.011% %BAC724 06051GHL6 US06051GHL68 BFNNW71Brandywine Operating Partnership LP 3.95% 11/15/27 $23,486 0.011% %BDN27 105340AQ6 US105340AQ63 BGGG8Z4Toledo Hospital 6.015% 11/15/48 $23,448 0.011% %TOLHO48 889184AE7 US889184AE73 BGYVLW9CCO Holdings LLC/CCO Holdings Capital Corp. 5.75%2/15/26 $23,332 0.011% %CHT26A 1248EPBM4 US1248EPBM40 BD6SDZ4Banff Merger Sub, Inc. 9.75% 9/1/26 $23,328 0.011% %BMC26A 05988LAA6 US05988LAA61 BDDMND7Lowe’s Companies, Inc. 4.5% 4/15/30 $23,206 0.011% %LOW430 548661DU8 US548661DU82 BMH1W14Centene Corp. 4.75% 1/15/25 $23,176 0.011% %CNC125 15135BAP6 US15135BAP67 BMCTMM4California Gen. Oblig. 6.65% 3/1/22 $23,133 0.011% 13063BFS6 US13063BFS60Boston Properties, Inc. 4.5% 12/1/28 $23,075 0.011% %BXP28 10112RBA1 US10112RBA14 BGKYSR6Affiliated Managers Group, Inc. 4.25% 2/15/24 $23,075 0.011% %AMG24 008252AM0 US008252AM02 BJT7ZG5


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42

% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLTurkish Republic 6.25% 9/26/22 $23,064 0.011% %TURY22 900123BZ2 US900123BZ27 B71BPC7Pacific Gas & Electric Co. 5.8% 3/1/37 $23,056 0.011% %PCG37 694308GJ0 US694308GJ02 B1V4L37Petroleos Mexicanos 4.5% 1/23/26 $23,020 0.011% %PEMX126 71654QBW1 US71654QBW15 BZ8TPF3Synchrony Bank 3% 6/15/22 $23,006 0.011% %SYF22 87166FAA1 US87166FAA12 BDD1FC7Bank of America Corp. 3.3% 1/11/23 $22,931 0.011% %BAC123 06051GEU9 US06051GEU94 B799RR2Hasbro, Inc. 3% 11/19/24 $22,825 0.011% %HAS24 418056AX5 US418056AX57 BL3LYQ0Madison Park Funding Series 2020-19A Class A1R2, 3month U.S. LIBOR + 0.920% 2.0176% 1/22/28 $22,810 0.011% 55819QAY3 US55819QAY35Mylan NV 4.55% 4/15/28 $22,788 0.011% %MYL28 628530BK2 US628530BK28 BHQSS68JPMorgan Chase & Co. 2.956% 5/13/31 $22,772 0.011% %JPM0531 46647PBP0 US46647PBP09 BMV5T55Altria Group, Inc. 3.875% 9/16/46 $22,694 0.011% %MO46 02209SAV5 US02209SAV51 BD91617Air Lease Corp. 3.75% 2/1/22 $22,673 0.011% %AL22 00912XAQ7 US00912XAQ79 BV99GN9Unum Group 4% 6/15/29 $22,651 0.011% %UNM29 91529YAN6 US91529YAN67 BKDY1V6Bank of America Corp. 3.95% 4/21/25 $22,637 0.011% %BAC0425 06051GFP9 US06051GFP90 BWX8CH5Enbridge Energy Partners LP 4.2% 9/15/21 $22,555 0.011% %EEP921 29250RAU0 US29250RAU05 B44X4Q6First Quantum Minerals Ltd. 7.25% 4/1/23 $22,264 0.010% %FMCN23A 335934AK1 US335934AK15 BF37080Ministry of Finance of the Russian Federation 5.1%3/28/35 $22,246 0.010% %RUSSI35 RU000A1006T7 BJVH4Y4IPALCO Enterprises, Inc. 4.25% 5/1/30 $22,100 0.010% %AES530A 462613AN0 US462613AN04 BLD7XB6Intesa Sanpaolo SpA 5.017% 6/26/24 $22,040 0.010% %ISP24A 46115HAT4 US46115HAT41 BNH5752Credit Suisse Group AG 3.869% 1/12/29 $22,008 0.010% %CS129A 225401AF5 US225401AF50 BD265F6DaVita HealthCare Partners, Inc. 5% 5/1/25 $21,960 0.010% %DVA25 23918KAR9 US23918KAR95 BWWK2F0Charter Communications Operating LLC/CharterCommunications Operating Capital Corp. 4.908% 7/23/25 $21,952 0.010% %CHTR25 161175AY0 US161175AY09 BZ06JV6Anheuser-Busch InBev Worldwide, Inc. 4.6% 6/1/60 $21,936 0.010% %ABIBB60 035240AU4 US035240AU42 BM8MM83Cedar Funding Ltd. Series 2019-10A Class A, 3month U.S. LIBOR + 1.340% 2.4753% 10/20/32 $21,866 0.010% 15033XAA4 US15033XAA46Petroleos Mexicanos 6.5% 3/13/27 $21,707 0.010% %PEMX327 71654QCG5 US71654QCG55 BG10BH4RETL floater Series 2019-RVP Class C, 1 month U.S.LIBOR + 2.100% 2.2848% 3/15/36 $21,674 0.010% 74952PAJ6 US74952PAJ66Energy Transfer Partners LP 4.95% 6/15/28 $21,555 0.010% %ETP28 29278NAF0 US29278NAF06 BDD88Q3Occidental Petroleum Corp. 6.45% 9/15/36 $21,534 0.010% %OXY936 674599DF9 US674599DF90 BK8VN61Mack-Cali Realty LP 3.15% 5/15/23 $21,532 0.010% %CLI23 55448QAS5 US55448QAS57 B832042Taconic Park CLO, Ltd. Series 2020-1A Class A1R, 3month U.S. LIBOR + 1.000% 2.1353% 1/20/29 $21,172 0.010% 873549AJ8 US873549AJ80Bank of America Corp. 5.875% $21,161 0.010% %BAC2199 060505FL3 US060505FL38 BF28VZ8Providence Place Group Ltd. Partnership Series2000-C1 Class A2, 7.75% 7/20/28 $21,149 0.010% 743784AB6 US743784AB61Occidental Petroleum Corp. 2.9% 8/15/24 $20,957 0.010% %OXY24 674599CW3 US674599CW33 BKKGQD2


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLBX Commercial Mortgage Trust floater Series2020-BXLP Class D, 1 month U.S. LIBOR + 1.250%1.4348% 12/15/36 $20,899 0.010% 05607QAR9 US05607QAR92Dryden 68 Clo Ltd. 3 month U.S. LIBOR + 1.310%2.5289% 7/15/32 $20,892 0.010% 26252QAA0 US26252QAA04Argentine Republic 6.875% 4/22/21 $20,831 0.010% %ARGEN21 040114GW4 US040114GW47 BD600G0Dryden Senior Loan Fund Series 2020-78A Class A, 3month U.S. LIBOR + 1.180% 2.447% 4/17/33 $20,815 0.010% 26253LAA0 US26253LAA08BI-LO LLC Tranche B, term loan 3 month U.S. LIBOR+ 8.000% 9% 5/31/24 $20,717 0.010% %BILOTLB 088612AM8 US088612AM82Boston Properties, Inc. 3.25% 1/30/31 $20,699 0.010% %BXP31 10112RBD5 US10112RBD52 BM9KMK8WideOpenWest Finance LLC Tranche B, term loan 3month U.S. LIBOR + 3.250% 4.25% 8/19/23 $20,661 0.010% %WOWTRMB 96758DBA0 US96758DBA00TJX Companies, Inc. 4.5% 4/15/50 $20,660 0.010% %TJX50 872540AU3 US872540AU37 BM61FF0Anheuser-Busch InBev Worldwide, Inc. 3.5% 6/1/30 $20,628 0.010% %ABIBB30 035240AV2 US035240AV25 BM8GDL5Project Silver Series 2019-1 Class A, 3.967%7/15/44 $20,552 0.010% 827304AA4 US827304AA49 BGMG267Brazilian Federative Republic 8.25% 1/20/34 $20,519 0.010% %BRZ34 105756BB5 US105756BB58 2322252Verizon Communications, Inc. 5.012% 4/15/49 $20,479 0.010% %VZ49 92343VDS0 US92343VDS07 BDFLJP6Teachers Insurance & Annuity Association ofAmerica 3.3% 5/15/50 $20,390 0.010% %TIAA50A 878091BG1 US878091BG18 BMQ57B2Upjohn, Inc. 2.7% 6/22/30 $20,387 0.010% %UPJOH0A 91533BAD2 US91533BAD29 BL57WV7AerCap Ireland Capital Ltd./AerCap Global AviationTrust 4.125% 7/3/23 $20,329 0.010% %AER23 00774MAF2 US00774MAF23 BF2XNZ7Planet Fitness Master Issuer LLC Series 2019-1AClass A2, 3.858% 12/5/49 $20,328 0.010% 72703PAC7 US72703PAC77Westpac Banking Corp. 4.11% 7/24/34 $20,320 0.010% %WST34 961214EF6 US961214EF61 BKBQ7Z0Morgan Stanley Capital I Trust floater Series2018-BOP Class B, 1 month U.S. LIBOR + 1.250%1.4348% 8/15/33 $20,250 0.010% 61768FAG5 US61768FAG54The Coca-Cola Co. 3.45% 3/25/30 $20,244 0.010% %KO30 191216CT5 US191216CT51 BLTZ7Y5Digital Realty Trust LP 4.75% 10/1/25 $20,216 0.010% %DLR1025 25389JAQ9 US25389JAQ94 BD9NRY3Kingdom of Saudi Arabia 2.9% 10/22/25 $19,990 0.009% %KS1025A 80413TAS8 US80413TAS87 BMF0514Upjohn, Inc. 4% 6/22/50 $19,954 0.009% %UPJO50A 91533BAF7 US91533BAF76 BL57WY0Anheuser-Busch InBev Worldwide, Inc. 4.35% 6/1/40 $19,920 0.009% %ABI2040 035240AS9 US035240AS95 BM8GDK4Discover Financial Services 4.1% 2/9/27 $19,907 0.009% %DFS27 254709AM0 US254709AM01 BYNHPL1State of Qatar 3.4% 4/16/25 $19,758 0.009% %QATA25A 74727PBC4 US74727PBC41 BL6DKD2Altria Group, Inc. 4.5% 5/2/43 $19,735 0.009% %ALGI43 02209SAQ6 US02209SAQ66 B7ZKNH1U.S. Renal Care, Inc. Tranche B 1LN, term loan 3


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLmonth U.S. LIBOR + 5.000% 5.1782% 6/13/26 $19,722 0.009% %USRETB1 90290PAN4 US90290PAN42Reynolds American, Inc. 7.25% 6/15/37 $19,631 0.009% %RAI37 761713AT3 US761713AT36 B1Z53M9Lowe’s Companies, Inc. 5.125% 4/15/50 $19,620 0.009% %LOW50 548661DW4 US548661DW49 BMGWDH1CVS Health Corp. 3.75% 4/1/30 $19,509 0.009% %CVS30 126650DJ6 US126650DJ69 BK8TZ92TransDigm, Inc. 5.5% 11/15/27 $19,496 0.009% %TDG1127 893647BL0 US893647BL01 BM9QGV5DISH Network Corp. 3.375% 8/15/26 $19,420 0.009% %DSHC26 25470MAB5 US25470MAB54 BF953F6American International Group, Inc. 4.875% 6/1/22 $19,239 0.009% %AIG622 026874CU9 US026874CU91 B7V7HB8Saudi Arabian Oil Co. 3.5% 4/16/29 $19,237 0.009% %ARAM29A 80414L2D6 US80414L2D64 BK0L4P5MPLX LP 5.5% 2/15/49 $19,003 0.009% %MPLX49 55336VAT7 US55336VAT70 BH4Q9M7Ally Financial, Inc. 8% 11/1/31 $18,924 0.009% %GM31 370425RZ5 US370425RZ53 7260799DCP Midstream LLC 4.75% 9/30/21 $18,878 0.009% %DCP921A 23311RAE6 US23311RAE62 B6SBF90Discovery Communications LLC 3.625% 5/15/30 $18,855 0.009% %DISCA30 25470DBJ7 US25470DBJ72 BMDHQ36The Home Depot, Inc. 3.3% 4/15/40 $18,844 0.009% %HD440 437076CC4 US437076CC49 BK8TZF8AerCap Ireland Capital Ltd./AerCap Global AviationTrust 6.5% 7/15/25 $18,834 0.009% %AER725 00774MAN5 US00774MAN56 BMBT2D6Empresa Nacional de Petroleo 4.375% 10/30/24 $18,824 0.009% %ENAP24A 29245JAH5 US29245JAH59 BRTL9H2Petrobras Global Finance BV 5.093% 1/15/30 $18,790 0.009% %PET930A 71647NBF5 US71647NBF50 BK8VGS4Ally Financial, Inc. 5.75% 11/20/25 $18,695 0.009% %ALLY125 02005NBF6 US02005NBF69 BDCBVG4CF Industries Holdings, Inc. 5.375% 3/15/44 $18,685 0.009% %CF44 12527GAE3 US12527GAE35 BKL56J4Camden Property Trust 4.25% 1/15/24 $18,483 0.009% %CPT24 133131AU6 US133131AU62 BGPGPB0Puget Energy, Inc. 4.1% 6/15/30 $18,409 0.009% %PSD30A 745310AJ1 US745310AJ12 BLCBK07C&W Senior Financing Designated Activity Co. 7.5%10/15/26 $18,386 0.009% %CWCL26A 12674TAB2 US12674TAB26 BF9MYZ4Williams Partners LP 3.6% 3/15/22 $18,153 0.009% %WPZ22 96949LAA3 US96949LAA35 BW3SWT7Comcast Corp. 4.6% 8/15/45 $18,107 0.009% %CMCSA45 20030NBQ3 US20030NBQ34 BY58YP9BAMLL Commercial Mortgage Securities Trustsequential payer Series 2019-BPR Class ANM, 3.112%11/5/32 $18,097 0.009% 05492PAA6 US05492PAA66Charter Communications Operating LLC/CharterCommunications Operating Capital Corp. 6.484% 10/23/45 $18,081 0.009% %CHTR45 161175BA1 US161175BA14 BYQ7R23Republic of Iraq 5.8% 1/15/28 (Reg. S) $18,053 0.008% %IRAQ28 XS0240295575 B0WLS73BX Trust floater Series 2019-XL Class C, 1 monthU.S. LIBOR + 1.250% 1.4348% 10/15/36 $18,017 0.008% 056054AF6 US056054AF67Petroleos Mexicanos 4.875% 1/18/24 $18,016 0.008% %PEMEX24 71654QBH4 US71654QBH48 BD7W5J3Air Lease Corp. 4.25% 9/15/24 $17,977 0.008% %AL924 00912XAN4 US00912XAN49 BQY7DD2SFR Group SA 7.375% 5/1/26 $17,906 0.008% %NUMF26A 67054KAA7 US67054KAA79 BZ8G2W0DB Master Finance LLC Series 2017-1A Class A2I,3.629% 11/20/47 $17,825 0.008% 233046AE1 US233046AE15 BYPFPY6Cleco Corporate Holdings LLC 3.375% 9/15/29 $17,790 0.008% %CNL929A 18551QAA5 US18551QAA58 BLMBXW0


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLCredit Suisse Mortgage Trust Series 2018-SITEClass A, 4.284% 4/15/36 $17,781 0.008% 12690CAA1 US12690CAA18Wells Fargo Commercial Mortgage Trust sequentialpayer Series 2015-C26 Class A4, 3.166% 2/15/48 $17,727 0.008% 94989CAX9 US94989CAX92Credit Suisse Mortgage Trust floater Series2019-ICE4 Class C, 1 month U.S. LIBOR + 1.430%1.6148% 5/15/36 $17,605 0.008% 12653VAE6 US12653VAE65Illinois Gen. Oblig. Series 2003, 4.95% 6/1/23 $17,585 0.008% 452151LE1 US452151LE19The Boeing Co. 5.805% 5/1/50 $17,555 0.008% %BA550 097023CW3 US097023CW33 BL0CVF4JBS U.S.A. LLC/JBS U.S.A. Finance, Inc. 5.75%6/15/25 $17,552 0.008% %JBSS25A 466112AR0 US466112AR07 BY6Z8W4Digital Realty Trust LP 3.95% 7/1/22 $17,445 0.008% %DLR22 25389JAL0 US25389JAL08 BYQ26M1Transcontinental Gas Pipe Line Co. LLC 3.95%5/15/50 $17,419 0.008% %WMB50A 893574AQ6 US893574AQ61 BMTCNZ6The Boeing Co. 5.93% 5/1/60 $17,346 0.008% %BA60 097023CX1 US097023CX16 BL0CVM1Petroleos Mexicanos 6.49% 1/23/27 $17,340 0.008% %PEMXX26 71654QCQ3 US71654QCQ38 BJ9MH08Avolon Holdings Funding Ltd. 5.25% 5/15/24 $17,266 0.008% %AVO24A 05401AAD3 US05401AAD37 BJLBBR8Cigna Corp. 3.05% 10/15/27 $17,246 0.008% %CIG27A 125523AY6 US125523AY60 BKPJ1H5HCA Holdings, Inc. 5.375% 2/1/25 $17,244 0.008% %HC25 404119BR9 US404119BR91 BVD8LL5BX Commercial Mortgage Trust floater Series2020-BXLP Class B, 1 month U.S. LIBOR + 1.000%1.1848% 12/15/36 $17,195 0.008% 05607QAK4 US05607QAK40Tenet Healthcare Corp. 5.125% 5/1/25 $17,111 0.008% %THC525A 88033GCU2 US88033GCU22 BF115T0AASET Trust Series 2019-1 Class A, 3.844% 5/15/39 $17,058 0.008% 00256DAA0 US00256DAA00Web.com Group, Inc. Tranche B 1LN, term loan 3month U.S. LIBOR + 3.750% 3.9401% 10/11/25 $17,015 0.008% %WEBTLB 94732YAS2 US94732YAS28BX Trust floater Series 2020-BXLP Class E, 1 monthU.S. LIBOR + 1.600% 1.7848% 12/15/36 $16,961 0.008% 05607QAU2 US05607QAU22Reynolds American, Inc. 4% 6/12/22 $16,914 0.008% %RAI622 761713BF2 US761713BF23 BZ0HGV8Eldorado Resorts, Inc. 8.125% 7/1/27 $16,885 0.008% %ERI27A 28470RAK8 US28470RAK86 BLFBXK5Altice Financing SA 7.5% 5/15/26 $16,870 0.008% %ALTI26A 02154CAE3 US02154CAE30 BZ3G548The Boeing Co. 5.705% 5/1/40 $16,826 0.008% %BA40 097023CV5 US097023CV59 BL0CVH6Discover Bank 3.35% 2/6/23 $16,773 0.008% %DFS223 25466AAK7 US25466AAK79 BFWSS24Kingdom of Saudi Arabia 3.25% 10/22/30 $16,767 0.008% %KSA30A 80413TAT6 US80413TAT60 BMFJ5N3CSC Holdings LLC 5.5% 4/15/27 $16,742 0.008% %CVC27A 126307AQ0 US126307AQ03 BD9FV69Tanger Properties LP 3.75% 12/1/24 $16,704 0.008% %SKT1224 875484AH0 US875484AH01 BSNM7S5Corporate Office Properties LP 5% 7/1/25 $16,658 0.008% %OFC725 22003BAK2 US22003BAK26 BZBX057Chicago Gen. Oblig. (Taxable Proj.) Series 2010C1, 7.781% 1/1/35 $16,619 0.008% 167486MM8 US167486MM83 B5TX5R6


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLCommunity Health Systems, Inc. 8% 3/15/26 $16,616 0.008% %CYH26A 12543DBC3 US12543DBC39 BHL3S91Kronos, Inc. 2LN, term loan 3 month U.S. LIBOR +8.250% 9.25% 11/1/24 $16,514 0.008% %KRONTL2 50105JAL1 US50105JAL17Benchmark Mortgage Trust sequential payer Series2019-B14 Class A5, 3.0486% 12/15/62 $16,511 0.008% 08162YAE2 US08162YAE23EG Global Finance PLC 6.75% 2/7/25 $16,490 0.008% %EGBL25A 28228PAA9 US28228PAA93 BJK4HL4Elanco Animal Health, Inc. 5.022% 8/28/23 $16,487 0.008% %ELAAN23 28414HAE3 US28414HAE36 BK6NCQ2Vietnamese Socialist Republic 5.5% 3/12/28 $16,469 0.008% %VIET28 XS0085134145 5831409Cosan Overseas Ltd. 8.25% $16,357 0.008% %CSS1249 XS0556373347 B5WJZ04Sable International Finance Ltd. 5.75% 9/7/27 $16,316 0.008% %CWCLN27 785712AG5 US785712AG56 BK0MXM8YPF SA 8.75% 4/4/24 $16,260 0.008% %YPFD24A 984245AK6 US984245AK63 BLBWHX3AT&T, Inc. 4.3% 2/15/30 $16,218 0.008% %AT30 00206RGQ9 US00206RGQ92 BG6F4D1Comcast Corp. 4.65% 7/15/42 $16,214 0.008% %CMCSA42 20030NBE0 US20030NBE04 B7TGGL0Wells Fargo Commercial Mortgage Trust Series2018-C48 Class A5, 4.302% 1/15/52 $16,202 0.008% 95001RAX7 US95001RAX70 BHSRF28Ford Motor Credit Co. LLC 2.343% 11/2/20 $16,199 0.008% %F1120 345397YS6 US345397YS67 BF3CKW9The Boeing Co. 5.04% 5/1/27 $16,198 0.008% %BA527 097023CU7 US097023CU76 BL0CVJ8Credit Suisse Mortgage Trust floater Series2019-ICE4 Class B, 1 month U.S. LIBOR + 1.230%1.4148% 5/15/36 $16,139 0.008% 12653VAC0 US12653VAC00Goldman Sachs Group, Inc. 6.75% 10/1/37 $16,062 0.008% %GS37 38141GFD1 US38141GFD16 B283338Ingersoll-Rand Global Holding Co. Ltd. 4.25%6/15/23 $16,046 0.008% %IR623 45687AAJ1 US45687AAJ16 BNB7LS5JPMorgan Chase & Co. 6% $16,006 0.008% %JPM49 48126HAA8 US48126HAA86 BCFQYL5United Mexican States 5.75% 10/12/10 $15,777 0.007% %MEX2110 91086QAZ1 US91086QAZ19 B4KRNP4Sprint Corp. 7.875% 9/15/23 $15,755 0.007% %S23 85207UAF2 US85207UAF21 BSDRYY5Lowe’s Companies, Inc. 5% 4/15/40 $15,740 0.007% %LOW40 548661DV6 US548661DV65 BMH1W03Cedar Funding Ltd. Series 2019-11A Class A1A, 3month U.S. LIBOR + 1.350% 1.7125% 5/29/32 $15,523 0.007% 15033LAA0 US15033LAA08Discover Financial Services 3.95% 11/6/24 $15,443 0.007% %DFS1124 254709AK4 US254709AK45 BSHZYF6Discover Bank 4.2% 8/8/23 $15,431 0.007% %DFS823 25466AAD3 US25466AAD37 BCZM4H9Upjohn, Inc. 1.125% 6/22/22 $15,247 0.007% %UPJO22A 91533BAA8 US91533BAA89 BL57WH3Turkish Republic 5.125% 3/25/22 $15,199 0.007% %TURK22 900123BY5 US900123BY51 B80Z3J0T-Mobile U.S.A., Inc. 4.5% 4/15/50 $15,122 0.007% %TMUS50A 87264AAY1 US87264AAY10 BMC5K73Enbridge, Inc. 4% 10/1/23 $15,119 0.007% %ENB1023 29250NAF2 US29250NAF24 BF6DWS9Voya Financial, Inc. 3.125% 7/15/24 $15,112 0.007% %VOYA24 929089AD2 US929089AD25 BYXKMR5MPLX LP 4.875% 12/1/24 $15,071 0.007% %MPLX24 55336VAG5 US55336VAG59 BDCG2P5BX Trust floater Series 2019-IMC Class B, 1 monthU.S. LIBOR + 1.300% 1.4848% 4/15/34 $14,981 0.007% 05608BAG5 US05608BAG59


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLTullow Oil PLC 6.25% 4/15/22 $14,946 0.007% %TLWL22A 899415AC7 US899415AC75 BLF76J3Walgreens Boots Alliance, Inc. 3.3% 11/18/21 $14,926 0.007% %WAG21 931427AF5 US931427AF53 BSL6VH6Entergy Corp. 2.8% 6/15/30 $14,917 0.007% %ETR30 29364GAL7 US29364GAL77 BMFKWF7Citgo Petroleum Corp. 6.25% 8/15/22 $14,896 0.007% %CITP22A 17302XAJ5 US17302XAJ54 BPCX7L1SITE Centers Corp. 4.25% 2/1/26 $14,834 0.007% %DDR26 23317HAE2 US23317HAE27 BYZR2V8TransDigm, Inc. Tranche G 1LN, term loan 3 monthU.S. LIBOR + 2.250% 2.4282% 8/22/24 $14,805 0.007% %TDGTG1 89364MBS2 US89364MBS26Allegany Park CLO, Ltd. / Allegany Series 2020-1AClass A, 3 month U.S. LIBOR + 1.330% 3.1635%1/20/33 $14,761 0.007% 017154AA3 US017154AA30Ford Motor Credit Co. LLC 5.085% 1/7/21 $14,730 0.007% %F0121 345397ZK2 US345397ZK23 BHZRWN1AerCap Ireland Capital Ltd./AerCap Global AviationTrust 4.45% 12/16/21 $14,716 0.007% %AER1221 00774MAH8 US00774MAH88 BJ791B0AerCap Ireland Capital Ltd./AerCap Global AviationTrust 4.45% 4/3/26 $14,693 0.007% %AER26 00774MAL9 US00774MAL90 BK15Z86Credit Suisse Group Funding Guernsey Ltd. 4.55%4/17/26 $14,684 0.007% %CS426 225433AR2 US225433AR25 BYWJPN0Kinder Morgan, Inc. 5.55% 6/1/45 $14,665 0.007% %KMI45 49456BAH4 US49456BAH42 BST78D6Ministry of Finance of the Russian Federation5.25% 6/23/47 $14,632 0.007% %RUSS47A RU000A0JXU22 BF4TXT7Duke Energy Corp. 2.45% 6/1/30 $14,542 0.007% %DUK630 26441CBH7 US26441CBH79 BM8RPH8BX Trust floater Series 2019-XL Class B, 1 monthU.S. LIBOR + 1.080% 1.2648% 10/15/36 $14,403 0.007% 056054AE9 US056054AE92Beechwood Park CLO Ltd. Series 2019-1A Class A1, 3month U.S. LIBOR + 1.330% 3.2332% 1/17/33 $14,363 0.007% 07355TAA0 US07355TAA07Canadian Natural Resources Ltd. 5.85% 2/1/35 $14,319 0.007% %CNQ35 136385AG6 US136385AG66 B04SDS8Tenet Healthcare Corp. 6.75% 6/15/23 $14,296 0.007% %THC23 88033GCN8 US88033GCN88 BYX7PW2Madison Park Funding XXXIII Ltd. Series 2019-33AClass A, 3 month U.S. LIBOR + 1.330% 2.5489%10/15/32 $14,284 0.007% 55819JAA1 US55819JAA16CSN Resources SA 7.625% 2/13/23 $14,258 0.007% %CSNA23A 12644VAB4 US12644VAB45 BG0VMS6Mylan NV 3.95% 6/15/26 $14,134 0.007% %MYLN26 62854AAN4 US62854AAN46 BYMX833Vedanta Resources PLC 6.375% 7/30/22 $13,979 0.007% %VEDL22A 92241TAK8 US92241TAK88 BD31JP8Duquesne Light Holdings, Inc. 5.9% 12/1/21 $13,937 0.007% %%DQE21A 266233AD7 US266233AD76 B3TH507CVS Health Corp. 4.125% 4/1/40 $13,927 0.007% %CVS40 126650DK3 US126650DK33 BK8TZB4Entergy Corp. 3.75% 6/15/50 $13,918 0.007% %ETR650 29364GAK9 US29364GAK94 BMFKWD5Argentine Republic 7.5% 4/22/26 $13,906 0.007% %ARGEN26 040114GX2 US040114GX20 BD600M6Metropolitan Life Global Funding I 3% 1/10/23 $13,845 0.007% %MET23A 59217GAX7 US59217GAX79 B8FZDZ1Discover Bank 4.682% 8/9/28 $13,823 0.007% %DFS28 25466AAN1 US25466AAN19 BGB5RZ9


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLCitigroup, Inc. 6.3% $13,823 0.007% %CI49 172967HQ7 US172967HQ76 BLWX1S8Commonwealth Bank of Australia 3.61% 9/12/34 $13,797 0.006% %CBAU24A 202712BK0 US202712BK06 BK5W9M5AFLAC, Inc. 3.6% 4/1/30 $13,727 0.006% %AFLL30 001055BJ0 US001055BJ00 BLTZKL3Uber Technologies, Inc. 7.5% 5/15/25 $13,717 0.006% %UBER25A 90353TAF7 US90353TAF75 BMFKWG8Microchip Technology, Inc. 4.25% 9/1/25 $13,713 0.006% %MCH25A 595017AS3 US595017AS32 BMW7NH0Omega Healthcare Investors, Inc. 4.5% 1/15/25 $13,704 0.006% %OHI125 681936BD1 US681936BD18 BYV6W08Valvoline, Inc. 4.375% 8/15/25 $13,669 0.006% %VV25A 92047WAF8 US92047WAF86 BMWFCG6Valeant Pharmaceuticals International, Inc. 6.25%2/15/29 $13,669 0.006% %BHCN29A 071734AK3 US071734AK34 BMDHPY0Kingdom of Saudi Arabia 4.5% 4/22/60 $13,658 0.006% %KSA60A 80413TAU3 US80413TAU34 BMF0428BX Commercial Mortgage Trust floater Series2020-BXLP Class C, 1 month U.S. LIBOR + 1.120%1.3048% 12/15/36 $13,611 0.006% 05607QAN8 US05607QAN88Diamond 1 Finance Corp./Diamond 2 Finance Corp.6.1% 7/15/27 $13,611 0.006% %DELL27A 24703DBC4 US24703DBC48 BMHZH77Rumo Luxembourg SARL 7.375% 2/9/24 $13,596 0.006% %RUMO24A 781467AA3 US781467AA33 BD8DQZ8LBC Tank Terminals Holding Netherlands BV 6.875%5/15/23 $13,583 0.006% %LBC23A 50177WAA9 US50177WAA99 B96W7Y5Tenet Healthcare Corp. 4.625% 7/15/24 $13,543 0.006% %THC724A 88033GCS7 US88033GCS75 BD492B8NIKE, Inc. 3.25% 3/27/40 $13,460 0.006% %NKE40 654106AL7 US654106AL77 BLD6KD4Verizon Communications, Inc. 4% 3/22/50 $13,423 0.006% %VZ50 92343VFD1 US92343VFD10 BLPTDY3SFR Group SA 8.125% 2/1/27 $13,344 0.006% %SFRF27A 02156LAA9 US02156LAA98 BYVW0D5CVS Health Corp. 3.7% 3/9/23 $13,322 0.006% %CVS2023 126650CV0 US126650CV07 BF4JKN0Valeant Pharmaceuticals International, Inc. 5%1/30/28 $13,318 0.006% %BHCN28A 071734AH0 US071734AH05 BKPNQ94VTR Finance BV 6.875% 1/15/24 $13,257 0.006% %LBTY24A 918370AB3 US918370AB36 BJ4XKT6Almonde, Inc. Tranche 2LN, term loan 3 month U.S.LIBOR + 7.250% 8.25% 6/13/25 $13,170 0.006% %MSYLTL2 02034DAF4 US02034DAF42Freddie Mac 5% 30 Year $13,153 0.006%Moody’s Corp. 3.25% 1/15/28 $13,130 0.006% %MCO28 615369AM7 US615369AM79 BZ1GZR3Toyota Motor Credit Corp. 3.375% 4/1/30 $13,107 0.006% %TOYOA30 89236TGY5 US89236TGY55 BL66P03Reynolds American, Inc. 4.45% 6/12/25 $13,080 0.006% %RAI25 761713BG0 US761713BG06 BZ0PJX5DPL, Inc. 4.35% 4/15/29 $13,057 0.006% %AES429 233293AQ2 US233293AQ29 BK6LFM3Caesars Resort Collection LLC Tranche B 1LN, termloan 3 month U.S. LIBOR + 2.750% 2.9283% 12/22/24 $12,963 0.006% %CAERTLB 12769LAB5 US12769LAB53Apollo Aviation Securitization Equity Trust Series2020-1A Class A, 3.351% 1/16/40 $12,867 0.006% 00255UAA3 US00255UAA34NRG Energy, Inc. 5.75% 1/15/28 $12,778 0.006% %NRG28 629377CE0 US629377CE03 BF5J772United Mexican States 6.05% 1/11/40 $12,761 0.006% %MEX40 91086QAV0 US91086QAV05 B5VXTJ4


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLGoldman Sachs Group, Inc. 4.25% 10/21/25 $12,682 0.006% %GS2025 38141GVR2 US38141GVR28 BYNMJP8Metinvest BV 7.75% 4/23/23 $12,673 0.006% %METI23A 591555AD9 US591555AD93 BFXXBK7Twin River Worldwide Holdings, Inc. Tranche B 1LN,term loan 3 month U.S. LIBOR + 8.000% 9% 5/10/26 $12,657 0.006% %TRHTLBI 90171XAD3 US90171XAD30SBA Communications Corp. 3.875% 2/15/27 $12,613 0.006% %SBAC27A 78410GAC8 US78410GAC87 BKLWB12Republic of Nigeria 7.625% 11/21/25 $12,559 0.006% %NGRA25A 65412JAJ2 US65412JAJ25 BFY66X3Moody’s Corp. 4.875% 2/15/24 $12,551 0.006% %MCO224 615369AC9 US615369AC97 BCZQWY4NBCUniversal, Inc. 4.45% 1/15/43 $12,529 0.006% %CMCS143 63946BAJ9 US63946BAJ98 B7W15J3NVIDIA Corp. 3.5% 4/1/40 $12,463 0.006% %NVDA40 67066GAG9 US67066GAG91 BKP3KQ9Madison Park Funding Ltd. Series 2012-10A ClassAR2, 3 month U.S. LIBOR + 1.220% 2.3553% 1/20/29 $12,449 0.006% 55818HBE7 US55818HBE71Citigroup, Inc. 4.6% 3/9/26 $12,429 0.006% %C326 172967KJ9 US172967KJ96 BZ57VQ3Sprint Communications, Inc. 6% 11/15/22 $12,423 0.006% %S22 852061AS9 US852061AS99 B8SFFP2Marsh & McLennan Companies, Inc. 2.25% 11/15/30 $12,423 0.006% %MMMC30 571748BN1 US571748BN17 BMBKZF2The Coca-Cola Co. 4.125% 3/25/40 $12,421 0.006% %KO40 191216CP3 US191216CP30 BLTZGG0BAE Systems PLC 3.4% 4/15/30 $12,267 0.006% %BAL30A 05523RAD9 US05523RAD98 BKY6326Swiss Re Finance Luxembourg SA 5% 4/2/49 $12,220 0.006% %SREN49A 87089NAA8 US87089NAA81 BJVLL56Telenet Finance Luxembourg Notes SARL 5.5% 3/1/28 $12,194 0.006% %TELF28A BE6300372289 BF955D8Altria Group, Inc. 4% 1/31/24 $12,162 0.006% %MO24 02209SAS2 US02209SAS23 BYN6819Horizon Aircraft Finance I Ltd. Series 2018-1Class A, 4.458% 12/15/38 $12,126 0.006% 440405AE8 US440405AE86Horizon Aircraft Finance Ltd. Series 2019-1 ClassA, 3.721% 7/15/39 $12,006 0.006% 44040HAA0 US44040HAA05Fox Corp. 5.476% 1/25/39 $11,992 0.006% %FOXA39 35137LAJ4 US35137LAJ44 BMPRYX0JBS U.S.A. LLC/JBS U.S.A. Finance, Inc. 5.875%7/15/24 $11,982 0.006% %JBS24A 466112AP4 US466112AP41 BNBPMS6Cameroon Republic 9.5% 11/19/25 $11,955 0.006% %RECAM25 133653AA3 US133653AA31 BDD0KC9Consolidated Energy Finance SA 3 month U.S. LIBOR+ 3.750% 4.0634% 6/15/22 $11,924 0.006% %CONS22A 20914UAC0 US20914UAC09 BKBY2H1Diamond 1 Finance Corp./Diamond 2 Finance Corp.6.2% 7/15/30 $11,877 0.006% %DELL30A 24703DBD2 US24703DBD21 BJLV9K7Pemex Project Funding Master Trust 6.625% 6/15/35 $11,833 0.006% %PEM35 706451BG5 US706451BG56 B0Z2BX0Ventas Realty LP 4% 3/1/28 $11,786 0.006% %VTR328 92277GAM9 US92277GAM96 BYWJDB4HSBC Holdings PLC 4.25% 3/14/24 $11,743 0.006% %HSBC324 404280AP4 US404280AP48 BKJLDZ9Indonesian Republic 7.75% 1/17/38 $11,711 0.006% %IND38A 455780AZ9 US455780AZ92 B2NP7W6CSC Holdings LLC 5.375% 2/1/28 $11,648 0.005% %CVC28A 126307AS6 US126307AS68 BF2BQ30General Motors Financial Co., Inc. 4.25% 5/15/23 $11,645 0.005% %GM523 37045XAL0 US37045XAL01 BJT3FD0MPLX LP 3 month U.S. LIBOR + 1.100% 1.4129% 9/9/22 $11,622 0.005% %MPLX22 55336VBH2 US55336VBH24 BJDSXT3Marsh & McLennan Companies, Inc. 4.75% 3/15/39 $11,617 0.005% %MMC39 571748BH4 US571748BH49 BJ2NYM9


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLUpjohn, Inc. 3.85% 6/22/40 $11,579 0.005% %UPJO40A 91533BAE0 US91533BAE02 BL57WX9Synchrony Financial 4.25% 8/15/24 $11,569 0.005% %SYF824 87165BAD5 US87165BAD55 BPYKS06TransDigm, Inc. 7.5% 3/15/27 $11,536 0.005% %TDG27 893647BH9 US893647BH98 BJV3SS4Ally Financial, Inc. 5.125% 9/30/24 $11,451 0.005% %ALLY24 02005NAV2 US02005NAV29 BR23ZV1McDonald’s Corp. 3.6% 7/1/30 $11,437 0.005% %MCD730 58013MFQ2 US58013MFQ24 BLCCBX0IPALCO Enterprises, Inc. 3.7% 9/1/24 $11,437 0.005% %AES924 462613AM2 US462613AM21 BDFKM54Energy Transfer Partners LP 5.8% 6/15/38 $11,404 0.005% %ETP638 29278NAD5 US29278NAD57 BDFY052Tenet Healthcare Corp. 8.125% 4/1/22 $11,397 0.005% %THC22 88033GCE8 US88033GCE89 BGM16M6Williams Partners LP 4% 11/15/21 $11,375 0.005% %WPZ21 96950FAH7 US96950FAH73 B5T3LT0Energy Transfer Partners LP 3.75% 5/15/30 $11,345 0.005% %ETP530 29278NAQ6 US29278NAQ60 BL3BQ53SITE Centers Corp. 3.625% 2/1/25 $11,304 0.005% %DDR225 23317HAD4 US23317HAD44 BVCXLF5Kosmos Energy Ltd. 7.125% 4/4/26 $11,300 0.005% %KOS26A 500688AC0 US500688AC04 BJYLV20DPL, Inc. 4.125% 7/1/25 $11,265 0.005% %AES625A 233293AS8 US233293AS84 BL57NV4Halliburton Co. 4.85% 11/15/35 $11,235 0.005% %HAL35 406216BJ9 US406216BJ98 BYNR6K7Northwest Fiber LLC Tranche B 1LN, term loan 3month U.S. LIBOR + 5.500% 5.6728% 5/1/27 $11,216 0.005% %NWEFTL1Toledo Hospital 5.325% 11/15/28 $11,200 0.005% %TOLHO28 889184AC1 US889184AC18 BGYVLX0Duke Realty LP 3.625% 4/15/23 $11,184 0.005% %DRE23D 26441YAX5 US26441YAX58 B9353J4Synchrony Financial 3.75% 8/15/21 $11,171 0.005% %SYF21 87165BAC7 US87165BAC72 BPYP403Alliant Holdings Intermediate LLC 6.75% 10/15/27 $11,136 0.005% %ALIA27A 01883LAA1 US01883LAA17 BJK69N6Energy Transfer Partners LP 5.25% 4/15/29 $11,106 0.005% %EETP29 29278NAG8 US29278NAG88 BJ2DPR1Duke Energy Field Services 6.45% 11/3/36 $11,056 0.005% %DUK1136 26439XAH6 US26439XAH61 B1GC716Freddie Mac 3.5% 15 Year $11,029 0.005%AASET Trust Series 2018-1A Class A, 3.844% 1/16/38 $11,003 0.005% 000367AA0 US000367AA05 BF593H4NVIDIA Corp. 2.85% 4/1/30 $10,993 0.005% %NVDA30 67066GAF1 US67066GAF19 BKMQMN2Nakilat, Inc. 6.067% 12/31/33 $10,990 0.005% %QGTS33A 62983PAA3 US62983PAA30 B1L4GM1State of Qatar 4.817% 3/14/49 $10,962 0.005% %QATA49A 74727PBB6 US74727PBB67 BH3JGL5Fox Corp. 4.709% 1/25/29 $10,930 0.005% %FOXA29 35137LAH8 US35137LAH87 BJLV907Plains All American Pipeline LP/PAA Finance Corp.3.65% 6/1/22 $10,925 0.005% %PAA0622 72650RAZ5 US72650RAZ55 B753KJ1Caesars Resort Collection LLC 5.25% 10/15/25 $10,869 0.005% %CZR25A 12652AAA1 US12652AAA16 BF5D6T9XPO Logistics, Inc. 6.25% 5/1/25 $10,864 0.005% %XPO25A 983793AH3 US983793AH33 BL6FPY4First Quantum Minerals Ltd. 7.5% 4/1/25 $10,851 0.005% %FMCN25A 335934AL9 US335934AL97 BF083S7Stillwater Mining Co. 6.125% 6/27/22 $10,689 0.005% %SWC22A 86074QAM4 US86074QAM42 BDFG542Epic Crude Services LP Tranche B 1LN, term loan 3month U.S. LIBOR + 5.000% 5.37% 3/1/26 $10,671 0.005% %EPIYTLB 29428XAB6 US29428XAB64Southwestern Energy Co. 6.2% 1/23/25 $10,655 0.005% %SWN25 845467AL3 US845467AL33 BVGCM11Ford Motor Credit Co. LLC 5.125% 6/16/25 $10,647 0.005% %F0625 345397A60 US345397A605 BMYNYX9Regency Energy Partners LP/Regency Energy Finance


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLCorp. 5.875% 3/1/22 $10,628 0.005% %RGP22 75886AAL2 US75886AAL26 BJSVP24Avolon Holdings Funding Ltd. 4.375% 5/1/26 $10,625 0.005% %AVOL26A 05401AAG6 US05401AAG67 BJV0CQ1UnitedHealth Group, Inc. 2.75% 5/15/40 $10,551 0.005% %UNH2040 91324PDY5 US91324PDY51 BMFKVW7MPLX LP 4.5% 7/15/23 $10,535 0.005% %MPLXL23 55336VAE0 US55336VAE02 BDCVWY9Ares XXXIV CLO Ltd. Series 2020-2A Class AR2, 3month U.S. LIBOR + 1.250% 2.0255% 4/17/33 $10,524 0.005% 04015GAP4 US04015GAP46Emera U.S. Finance LP 3.55% 6/15/26 $10,524 0.005% %EMACN26 29103DAJ5 US29103DAJ54 BDRHY79Ardagh Packaging Finance PLC/Ardagh MP HoldingsU.S.A., Inc. 5.25% 4/30/25 $10,469 0.005% %ARG25A 03969AAQ3 US03969AAQ31 BMCQ5T3Icahn Enterprises LP/Icahn Enterprises FinanceCorp. 6.25% 5/15/26 $10,453 0.005% %IEP26 451102BT3 US451102BT32 BJ11SH7Open Text Corp. 5.875% 6/1/26 $10,429 0.005% %OTCC26A 683715AB2 US683715AB22 BZ6CSJ9NBCUniversal, Inc. 5.95% 4/1/41 $10,352 0.005% %CMCSA41 63946BAG5 US63946BAG59 B56D2T0Petrobras Global Finance BV 6.25% 3/17/24 $10,305 0.005% %PETBR24 71647NAM1 US71647NAM11 BKQZRP2Saudi Arabian Oil Co. 4.375% 4/16/49 $10,300 0.005% %ARAM49A 80414L2F1 US80414L2F13 BK0L4L1Ultimate Software Group, Inc. 1LN, term loan 3month U.S. LIBOR + 4.000% 5/3/26 $10,248 0.005% %ULTTL1 90385KAD3Netflix, Inc. 3.625% 6/15/25 $10,230 0.005% %NFL25A 64110LAY2 US64110LAY20 BMYZ0W6Time Warner Cable, Inc. 5.5% 9/1/41 $10,140 0.005% %TWC941 88732JBB3 US88732JBB35 B441BS1DISH DBS Corp. 7.75% 7/1/26 $10,115 0.005% %DISH726 25470XAY1 US25470XAY13 BYVR0K7BX Trust floater Series 2019-IMC Class D, 1 monthU.S. LIBOR + 1.900% 2.0848% 4/15/34 $10,057 0.005% 05608BAL4 US05608BAL45Enbridge, Inc. 4.25% 12/1/26 $10,007 0.005% %ENBCN26 29250NAL9 US29250NAL91 BZ6CXC7CVS Health Corp. 3.625% 4/1/27 $10,000 0.005% %CVS2027 126650DH0 US126650DH04 BK8TZ81Charter Communication Operating LLC Tranche B21LN, term loan 3 month U.S. LIBOR + 1.750% 1.93%2/1/27 $9,989 0.005% %CHTRTL1 16117LBX6 US16117LBX64Exelon Corp. 4.05% 4/15/30 $9,962 0.005% %EXC430 30161NAX9 US30161NAX93 BM5M651Hasbro, Inc. 2.6% 11/19/22 $9,912 0.005% %HAS22 418056AW7 US418056AW74 BJV9B72TIAA Asset Management Finance LLC 4.125% 11/1/24 $9,906 0.005% %TIAA24A 87246YAC0 US87246YAC03 BRTMFH7BX Trust floater Series 2018-IND Class F, 1 monthU.S. LIBOR + 1.800% 1.9848% 11/15/35 $9,904 0.005% 056059AQ1 US056059AQ10Level 3 Financing, Inc. 4.625% 9/15/27 $9,894 0.005% %LVLT27A 527298BN2 US527298BN21 BKB0R30Comstock Resources, Inc. 9.75% 8/15/26 $9,873 0.005% %CRK26 205677AB3 US205677AB38 BKDLHJ7New York Life Insurance Co. 3.75% 5/15/50 $9,836 0.005% %NYLI50A 64952GAT5 US64952GAT58 BLGYKF7Avolon Holdings Funding Ltd. 5.125% 10/1/23 $9,818 0.005% %AVO23A 05401AAB7 US05401AAB70 BF5K601Covey Park Energy LLC 7.5% 5/15/25 $9,805 0.005% %COVP25A 22304LAA8 US22304LAA89 BDZ8BB7Indika Energy Capital II Pte. Ltd. 6.875% 4/10/22 $9,790 0.005% %INDY22A 45569EAA5 US45569EAA55 BDD99D0Almonde, Inc. Tranche B 1LN, term loan 3 month


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLU.S. LIBOR + 3.500% 4.5% 6/13/24 $9,788 0.005% %MSYTMB1 02034DAC1 US02034DAC11Fannie Mae 2.5% 20 Year $9,771 0.005%Valeant Pharmaceuticals International, Inc. 7%3/15/24 $9,766 0.005% %VRXC24A 91911KAK8 US91911KAK88 BDH3Q93Corporacion Nacional del Cobre de Chile (Codelco)4.5% 8/1/47 $9,759 0.005% %CDEL47A 21987BAX6 US21987BAX64 BF3SXQ2Citigroup, Inc. 4.3% 11/20/26 $9,755 0.005% %C26 172967JC6 US172967JC62 BSNM7V8Thermo Fisher Scientific, Inc. 4.497% 3/25/30 $9,754 0.005% %TMO30 883556CG5 US883556CG56 BMFVFN9Sprint Capital Corp. 6.875% 11/15/28 $9,747 0.005% %S28 852060AD4 US852060AD48 2327354Occidental Petroleum Corp. 2.7% 8/15/22 $9,704 0.005% %OXY822 674599CP8 US674599CP81 BKKGQL0BX Trust floater Series 2019-IMC Class C, 1 monthU.S. LIBOR + 1.600% 1.7848% 4/15/34 $9,688 0.005% 05608BAJ9 US05608BAJ98Saudi Arabian Oil Co. 4.25% 4/16/39 $9,686 0.005% %ARAMC39 80414L2E4 US80414L2E48 BK0L4H7Ardagh Packaging Finance PLC/Ardagh MP HoldingsU.S.A., Inc. 5.25% 8/15/27 $9,646 0.005% %ARG27A 03969AAR1 US03969AAR14 BMW7N92Radiate Holdco LLC/Radiate Financial Service Ltd.6.625% 2/15/25 $9,638 0.005% %RADI25A 75026JAA8 US75026JAA88 BYYHBP6Consolidated Energy Finance SA 6.5% 5/15/26 $9,603 0.005% %CONS26A 20914UAE6 US20914UAE64 BD6QZX0BHP Billiton Financial (U.S.A.) Ltd. 6.25%10/19/75 $9,574 0.005% %BHPB75A 055451AW8 US055451AW83 BYZR2T6Citgo Petroleum Corp. 7% 6/15/25 $9,550 0.004% %CITP25A 17302XAK2 US17302XAK28 BM9SDG5BCPE Cycle Merger Sub II, Inc. 10.625% 7/15/27 $9,519 0.004% %USRE27A 07335BAA4 US07335BAA44 BKF9DX5Williams Partners LP 4.5% 11/15/23 $9,511 0.004% %WPZ23 96950FAL8 US96950FAL85 BGHVV59Citigroup, Inc. 4.05% 7/30/22 $9,489 0.004% %CIT722 172967GK1 US172967GK16 B8RC822McDonald’s Corp. 3.5% 7/1/27 $9,487 0.004% %MCD727 58013MFP4 US58013MFP41 BLD6KK1Belarus Republic 6.875% 2/28/23 $9,462 0.004% %BELR23A 07737JAB9 US07737JAB98 BYVS680Ziggo BV 5.5% 1/15/27 $9,428 0.004% %ZIG127A 98954NAA7 US98954NAA72 BZCR8C1Intelsat Jackson Holdings SA 5.5% 8/1/23 $9,422 0.004% %INT823 45824TAP0 US45824TAP03 BN7SP46CCO Holdings LLC/CCO Holdings Capital Corp. 5.875%5/1/27 $9,367 0.004% %CHTR27A 1248EPBK8 US1248EPBK83 BWX1WV8Tenet Healthcare Corp. 6.25% 2/1/27 $9,335 0.004% %THC27A 88033GCX6 US88033GCX60 BHX13B0Western Gas Partners LP 4.5% 3/1/28 $9,324 0.004% %WES328 958254AH7 US958254AH78 BFXHLH6Hess Midstream Partners LP 5.625% 2/15/26 $9,286 0.004% %HESM26A 428102AC1 US428102AC14 BG0RZL8Toyota Motor Credit Corp. 3% 4/1/25 $9,278 0.004% %TOYOA25 89236TGX7 US89236TGX72 BL66P14Comcast Corp. 3.4% 4/1/30 $9,273 0.004% %CMA2030 20030NDG3 US20030NDG34 BMGQ5B1Archer Daniels Midland Co. 3.25% 3/27/30 $9,225 0.004% %ADM30 039482AB0 US039482AB02 BLPLLM3Lineage Logistics Holdings, LLC. Tranche B, termloan 3 month U.S. LIBOR + 3.000% 4% 2/27/25 $9,223 0.004% %LINETMB 53566NAD6 US53566NAD66Petrobras Global Finance BV 8.75% 5/23/26 $9,190 0.004% %PETBR26 71647NAQ2 US71647NAQ25 BD96MP8


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLRoyal Caribbean Cruises Ltd. 11.5% 6/1/25 $9,168 0.004% %RCL25A 780153AZ5 US780153AZ50 BMFMWD1Time Warner Cable, Inc. 5.875% 11/15/40 $9,162 0.004% %TWC40 88732JAY4 US88732JAY47 B66BW80NSG Holdings II LLC/NSG Holdings, Inc. 7.75%12/15/25 $9,125 0.004% %NSG25A 62940QAA3 US62940QAA31 B1TSCP0Occidental Petroleum Corp. 8.875% 7/15/30 $9,122 0.004% %OXY30 674599EA9 US674599EA94 BMGZ9V6CF Industries Holdings, Inc. 4.95% 6/1/43 $9,104 0.004% %CF643 12527GAD5 US12527GAD51 B9XR0S8Store Capital Corp. 4.625% 3/15/29 $9,091 0.004% %STOR29 862121AB6 US862121AB61 BJ7MB42Avolon Holdings Funding Ltd. 3.95% 7/1/24 $9,071 0.004% %AVO724A 05401AAF8 US05401AAF84 BJV0CR2Corporacion Nacional del Cobre de Chile (Codelco)3.625% 8/1/27 $9,003 0.004% %CDEL27A 21987BAW8 US21987BAW81 BF3SXP1Intelsat Jackson Holdings SA Tranche DD 1LN, termloan 3 month U.S. LIBOR + 5.500% 5.05% 7/13/21 $8,986 0.004% %INTTLDPArab Republic of Egypt 7.6003% 3/1/29 $8,979 0.004% %EGYPT29 03846JW71 US03846JW719 BHL9394Diamond 1 Finance Corp./Diamond 2 Finance Corp.6.02% 6/15/26 $8,893 0.004% %DELL26A 25272KAK9 US25272KAK97 BD96MH0Kinder Morgan Energy Partners LP 3.45% 2/15/23 $8,836 0.004% %KMP23 494550BM7 US494550BM77 B7T9C11JBS U.S.A. LLC/JBS U.S.A. Finance, Inc. 6.75%2/15/28 $8,835 0.004% %JBSS28A 472141AA8 US472141AA82 BFY2017JPMorgan Chase & Co. 5% $8,778 0.004% %JPM1299 48128BAF8 US48128BAF85 BK6YKL6Cheniere Energy Partners LP 5.25% 10/1/25 $8,771 0.004% %CQP1025 16411QAB7 US16411QAB77 BF2FM12Tanger Properties LP 3.875% 12/1/23 $8,733 0.004% %SKT23 875484AG2 US875484AG28 BGM1BS7Teva Pharmaceutical Finance Netherlands III BV2.8% 7/21/23 $8,646 0.004% %TEVA23 88167AAD3 US88167AAD37 BD9F761Bank of America Corp. 4.45% 3/3/26 $8,639 0.004% %BACP26 06051GFU8 US06051GFU85 BYYD0K2Laureate Education, Inc. 8.25% 5/1/25 $8,636 0.004% %LAUR25A 518613AJ3 US518613AJ33 BZ1KY89Zoetis, Inc. 3.25% 2/1/23 $8,631 0.004% %ZTS23 98978VAB9 US98978VAB99 BG3PT39Indonesian Republic 8.5% 10/12/35 $8,600 0.004% %INDO35 455780AT3 US455780AT33 B0Q7457Duke Realty LP 3.75% 12/1/24 $8,593 0.004% %DRE24 26441YAY3 US26441YAY32 BSNBKF0Valero Energy Corp. 2.7% 4/15/23 $8,557 0.004% %VLO23 91913YAX8 US91913YAX85 BMD2ZX4MPT Operating Partnership LP/MPT Finance Corp. 5%10/15/27 $8,553 0.004% %MPW27 55342UAH7 US55342UAH77 BDG75P5Boyd Gaming Corp. 8.625% 6/1/25 $8,528 0.004% %BYD25A 103304BS9 US103304BS93 BMFK4H3Frontier Communications Corp. Tranche B 1LN, termloan 3 month U.S. LIBOR + 3.750% 5.3522% 6/15/24 $8,523 0.004% %FTRTLB 35906EAJ9 US35906EAJ91Citigroup, Inc. 5% $8,520 0.004% %C2199 172967MG3 US172967MG30 BK5GTX8DCP Midstream Operating LP 3.875% 3/15/23 $8,520 0.004% %DPM323 23311VAD9 US23311VAD91 B92XBZ1Kronos, Inc. Tranche B 1LN, term loan 3 month U.S.LIBOR + 3.000% 3.1788% 11/1/23 $8,513 0.004% %KROTMB1 50105JAM9 US50105JAM99AerCap Ireland Capital Ltd./AerCap Global Aviation


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLTrust 3.5% 5/26/22 $8,460 0.004% %AER2022 00774MAA3 US00774MAA36 BZ072L0HSBC Holdings PLC 4.95% 3/31/30 $8,458 0.004% %HSC30 404280CF4 US404280CF48 BLCC7J8CF Industries Holdings, Inc. 5.15% 3/15/34 $8,421 0.004% %CF34 12527GAF0 US12527GAF00 BKL56K5Post Holdings, Inc. 5% 8/15/26 $8,410 0.004% %POST26A 737446AK0 US737446AK05 BYYQNZ7State of Qatar 5.103% 4/23/48 $8,401 0.004% %QATA48A 74727PAY7 US74727PAY79 BDRV8P7First Quantum Minerals Ltd. 6.5% 3/1/24 $8,400 0.004% %FMCN24A 335934AP0 US335934AP02 BFZYRQ6Aeropuertos Argentina 2000 SA 9.375% 2/1/27pay-in-kind $8,391 0.004% %AER227A 00786PAD6 US00786PAD69 BK80PG2Nortonlifelock, Inc. 5% 4/15/25 $8,387 0.004% %SYMC25A 871503AU2 US871503AU26 BYXT818Fox Corp. 5.576% 1/25/49 $8,380 0.004% %FOXA49 35137LAK1 US35137LAK17 BM63802TV Azteca SA de CV 8.25% 8/9/24 (Reg. S) $8,346 0.004% %TZA24S XS1662406468 BD93Q57Camden Property Trust 2.95% 12/15/22 $8,295 0.004% %CPT1222 133131AT9 US133131AT99 B93KQ78Ventas Realty LP 4.125% 1/15/26 $8,287 0.004% %VTR26 92277GAG2 US92277GAG29 BYMPWN7Asurion LLC Tranche B 7LN, term loan 3 month U.S.LIBOR + 3.000% 3.1736% 11/3/24 $8,267 0.004% %ASUCTB7 04649VAW0 US04649VAW00Post Holdings, Inc. 5.75% 3/1/27 $8,256 0.004% %POST27A 737446AM6 US737446AM60 BYNHPV1Ensemble S Merger Sub, Inc. 9% 9/30/23 $8,236 0.004% %DAEL23A 29359FAA0 US29359FAA03 BYTX2Y5Chesapeake Energy Corp. term loan 3 month U.S.LIBOR + 8.000% 0% 6/9/24 $8,226 0.004% %CHTFLLO 16516FAH2 US16516FAH29Valeant Pharmaceuticals International, Inc. 9.25%4/1/26 $8,204 0.004% %VR23A 91911XAV6 US91911XAV64 BG487H7Provincia de Cordoba 7.125% 6/10/21 $8,192 0.004% %PDCA21A 74408DAC8 US74408DAC83 BYQLS77Consolidated Edison Co. of New York, Inc. 3.95%4/1/50 $8,186 0.004% %ED450 209111FY4 US209111FY40 BKP3KX6Occidental Petroleum Corp. 6.2% 3/15/40 $8,177 0.004% %OXY40 674599DJ1 US674599DJ13 BJCRNM4HCA Holdings, Inc. 5.875% 2/15/26 $8,165 0.004% %HCA26 404119BS7 US404119BS74 BYQ2966Clearway Energy Operating LLC 4.75% 3/15/28 $8,164 0.004% %CWEN28A 18539UAC9 US18539UAC99 BKX9XN7Bombardier, Inc. 7.875% 4/15/27 $8,112 0.004% %BBDB27A 097751BT7 US097751BT78 BHL3S24CIT Group, Inc. 3.929% 6/19/24 $8,097 0.004% %CIT624 125581HA9 US125581HA94 BN2X3D1Indonesian Republic 5.125% 1/15/45 $8,096 0.004% %IND45A 455780BU9 US455780BU96 BVG3087AT&T, Inc. 4.1% 2/15/28 $8,088 0.004% %T228 00206RGL0 US00206RGL06 BG6F453Comcel Trust 6.875% 2/6/24 $8,071 0.004% %MIIC24A 200303AA3 US200303AA32 BJLP9V0Solera LLC/Solera Finance, Inc. 10.5% 3/1/24 $8,026 0.004% %SOLE24A 83422AAA1 US83422AAA16 BYPJ7Y2MSCI, Inc. 4% 11/15/29 $8,026 0.004% %MSCI29A 55354GAH3 US55354GAH39 BJVBH14Simon Property Group LP 2.45% 9/13/29 $8,006 0.004% %SPG929 828807DF1 US828807DF17 BJDSY78NCL Corp. Ltd. 12.25% 5/15/24 $7,985 0.004% %NCL524A 62886HAR2 US62886HAR21 BMQ5DX6Occidental Petroleum Corp. 4.85% 3/15/21 $7,974 0.004% %OXY321 674599CZ6 US674599CZ63 BJX69L1Benchmark Mortgage Trust sequential payer Series2018-B4 Class A5, 4.121% 7/15/51 $7,966 0.004% 08161HAF7 US08161HAF73


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLVEREIT Operating Partnership LP 3.4% 1/15/28 $7,948 0.004% %VER28 92340LAF6 US92340LAF67 BLF5MV1CHC Commercial Mortgage Trust floater Series2019-CHC Class C, 1 month U.S. LIBOR + 1.750%1.9348% 6/15/34 $7,944 0.004% 162665AJ2 US162665AJ29TerraForm Power Operating LLC 4.75% 1/15/30 $7,917 0.004% %TERP30 88104LAG8 US88104LAG86 BKPDH79Ministry of Finance of the Russian Federation 5.1%3/28/35(Reg. S) $7,872 0.004% %RUSS35S RU000A1006S9 BJ9SC78CVS Health Corp. 3.25% 8/15/29 $7,861 0.004% %CVS829 126650DG2 US126650DG21 BK5KKM6Navient Corp. 5.875% 10/25/24 $7,851 0.004% %NAVI24 63938CAB4 US63938CAB46 BSHZY90El Paso Pipeline Partners Operating Co. LLC 5%10/1/21 $7,820 0.004% %EPB21 28370TAE9 US28370TAE91 B6RYCK0ASGN, Inc. 4.625% 5/15/28 $7,804 0.004% %ASGN28A 00191UAA0 US00191UAA07 BJXCM32Hilton Domestic Operating Co., Inc. 5.125% 5/1/26 $7,793 0.004% %HILDO26 432833AD3 US432833AD37 BJGTTC8GFL Environmental, Inc. 4.25% 6/1/25 $7,793 0.004% %GFLE25A 36168QAJ3 US36168QAJ31 BMXJKB8Fannie Mae 4% 20 Year $7,792 0.004%MPLX LP 3 month U.S. LIBOR + 0.900% 1.2129% 9/9/21 $7,789 0.004% %MPLX921 55336VBG4 US55336VBG41 BJDSY90Amerada Hess Corp. 7.3% 8/15/31 $7,767 0.004% %AMHC31 023551AJ3 US023551AJ38 2791205Navios Maritime Holdings, Inc. 7.375% 1/15/22 $7,740 0.004% %NM22A 639365AG0 US639365AG06 BGLKMJ3Synchrony Financial 2.85% 7/25/22 $7,688 0.004% %SYF2022 87165BAQ6 US87165BAQ68 BJBL220Qorvo, Inc. 4.375% 10/15/29 $7,668 0.004% %QRVO29A 74736KAG6 US74736KAG67 BJLPTG5Asurion LLC Tranche B, term loan 3 month U.S.LIBOR + 6.500% 6.6783% 8/4/25 $7,645 0.004% %ASCTLB2 04649VAU4 US04649VAU44Six Flags Theme Park, Inc. 7% 7/1/25 $7,614 0.004% %SIX25A 83001WAC8 US83001WAC82 BMF04Y0CSC Holdings LLC 6.5% 2/1/29 $7,602 0.004% %CSCH29A 126307AZ0 US126307AZ02 BJ555Z2Performance Food Group, Inc. 5.5% 10/15/27 $7,580 0.004% %PFGC27A 69346VAA7 US69346VAA70 BKWG6T6Energy Transfer Partners LP 6% 6/15/48 $7,562 0.004% %ETP48 29278NAE3 US29278NAE31 BDFT2Z1T-Mobile U.S.A., Inc. 4.375% 4/15/40 $7,556 0.004% %TMUS40A 87264AAW5 US87264AAW53 BMC5KJ5Columbia Pipeline Group, Inc. 4.5% 6/1/25 $7,526 0.004% %CPGX25 198280AF6 US198280AF63 BYY9FJ4Reynolds American, Inc. 5.7% 8/15/35 $7,515 0.004% %RAI35 761713BA3 US761713BA36 BZ0W055Lannett Co., Inc. Tranche B, term loan 3 monthU.S. LIBOR + 5.370% 6.375% 11/25/22 $7,504 0.004% %LCITLB 51602EAD6 US51602EAD67Occidental Petroleum Corp. 2.6% 8/13/21 $7,484 0.004% %OXY821 674599CU7 US674599CU76 BJX8JB7IHS Netherlands Holdco BV 7.125% 3/18/25 $7,478 0.004% %IHSH25A 44963LAB2 US44963LAB27 BK1X665Ministry of Finance of the Russian Federation 7.6%7/20/22 $7,472 0.004% %RFLB22 RU000A0JSMA2 B7ZRZ10Citgo Holding, Inc. 9.25% 8/1/24 $7,468 0.004% %CITH24A 17302WAB4 US17302WAB46 BK6YKJ4MGM Mirage, Inc. 6.75% 5/1/25 $7,440 0.004% %MDM425 552953CG4 US552953CG49 BL55FM3DaVita HealthCare Partners, Inc. 4.625% 6/1/30 $7,426 0.003% %DVA30A 23918KAS7 US23918KAS78 BMW7NB4Energy Transfer Partners LP 6.25% 4/15/49 $7,406 0.003% %ETP49 29279FAA7 US29279FAA75 BJ2NY29


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLGolden Nugget, Inc. 6.75% 10/15/24 $7,400 0.003% %LNY24A 38113YAE9 US38113YAE95 BYWL570Sunoco LP/Sunoco Finance Corp. 6% 4/15/27 $7,399 0.003% %SUN27 86765LAQ0 US86765LAQ05 BKLNVX7Sirius XM Radio, Inc. 5% 8/1/27 $7,388 0.003% %SIRI27A 82967NBA5 US82967NBA54 BDZVVB6Diamond 1 Finance Corp./Diamond 2 Finance Corp.5.85% 7/15/25 $7,373 0.003% %DELL25A 24703DBB6 US24703DBB64 BMHSQX5Avolon Holdings Funding Ltd. 3.625% 5/1/22 $7,349 0.003% %AVO22A 05401AAE1 US05401AAE10 BJV0CS3Petkim Petrokimya Holding A/S 5.875% 1/26/23 $7,344 0.003% %PETK23A 71638YAA4 US71638YAA47 BDT7392Elanco Animal Health, Inc. 5.65% 8/28/28 $7,336 0.003% %ELAN28 28414HAG8 US28414HAG83 BK6ZHZ2Healthcare Trust of America Holdings LP 3.5%8/1/26 $7,319 0.003% %HTA26 42225UAD6 US42225UAD63 BD1DQP5El Salvador Republic 7.75% 1/24/23 $7,315 0.003% %ELSA23 283875AK8 US283875AK83 2044017Howard Hughes Corp. 5.375% 3/15/25 $7,303 0.003% %HHC25A 44267DAB3 US44267DAB38 BF0BJ99Scientific Games Corp. 6.625% 5/15/21 $7,285 0.003% %SGMS21 80874YAQ3 US80874YAQ35 BY9D3J7LCPR Senior Secured Financing DAC 6.75% 10/15/27 $7,284 0.003% %LILA27A 50201DAC7 US50201DAC74Univision Communications, Inc. 6.625% 6/1/27 $7,266 0.003% %UVN27A 914906AU6 US914906AU68 BMG68Y5Benchmark Mortgage Trust sequential payer Series2019-B10 Class A4, 3.717% 3/15/62 $7,258 0.003% 08162VAE8 US08162VAE83Georgia Bank Joint Stock Co. 6% 7/26/23 $7,247 0.003% %BGEO23A 47973XAA9 US47973XAA90 BD82K20CCO Holdings LLC/CCO Holdings Capital Corp. 4.75%3/1/30 $7,237 0.003% %CHTR30A 1248EPCD3 US1248EPCD32 BK6WV51Ministry of Finance of the Russian Federation4.375% 3/21/29(Reg. S) $7,229 0.003% %RUS329S RU000A0ZYYN4 BD4B195Navios South American Logistics, Inc./NaviosLogistics Finance U.S., Inc. 10.75% 7/1/25 $7,222 0.003% %NM25A 63938NAF1 US63938NAF15 BM9ZQX4Frontier Communications Corp. 8.5% 4/1/26 $7,214 0.003% %FTR26A 35906ABA5 US35906ABA51 BDD1H32JPMorgan Chase Commercial Mortgage SecuritiesTrust Series 2018-WPT Class EFX, 5.5422% 7/5/33 $7,202 0.003% 46645WBG7 US46645WBG78TransDigm, Inc. Tranche E 1LN, term loan 3 monthU.S. LIBOR + 2.250% 0% 5/30/25 $7,162 0.003% %TDGTE1 89364MBQ6 US89364MBQ69Ford Motor Co. 9% 4/22/25 $7,161 0.003% %F425 345370CW8 US345370CW84 BK953L7CHC Commercial Mortgage Trust floater Series2019-CHC Class B, 1 month U.S. LIBOR + 1.500%1.6848% 6/15/34 $7,148 0.003% 162665AG8 US162665AG89Verizon Communications, Inc. 3% 3/22/27 $7,124 0.003% %VZ327 92343VFF6 US92343VFF67 BLB7G19MEG Energy Corp. 7% 3/31/24 $7,110 0.003% %MEGC24A 552704AC2 US552704AC21 BF7ZP74Alfa Bond Issuance PLC 8% (Reg. S) $7,107 0.003% %ALFA49S XS1513741311 BD2ZK69Compass Minerals International, Inc. 6.75% 12/1/27 $7,105 0.003% %CMP27A 20451NAG6 US20451NAG60 BL2G381Level 3 Financing, Inc. 3.875% 11/15/29 $7,077 0.003% %LVLT29A 527298BQ5 US527298BQ51 BL4PZ57Brand Energy & Infrastructure Services, Inc. 8.5%


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOL7/15/25 $7,075 0.003% %BRND25A 10524PAB6 US10524PAB67 BZ3FZS9Omega Healthcare Investors, Inc. 4.95% 4/1/24 $7,071 0.003% %OHI424 681936BB5 US681936BB51 BYZ5LF9Radiology Partners, Inc. 9.25% 2/1/28 $7,070 0.003% %RADP28A 75041VAA2 US75041VAA26 BL86T09Plains All American Pipeline LP/PAA Finance Corp.3.6% 11/1/24 $7,036 0.003% %PAA1124 72650RBF8 US72650RBF82 BQQCCH2MA FinanceCo. LLC Tranche B 3LN, term loan 3 monthU.S. LIBOR + 2.500% 2.6783% 6/21/24 $7,024 0.003% %SEATMB3 81271EAB7 US81271EAB74Bank of America Corp. 4.3% $7,019 0.003% %BACC99 060505FQ2 US060505FQ25 BKTLCC9TransDigm UK Holdings PLC 6.875% 5/15/26 $7,008 0.003% %TDGU26 89365DAB9 US89365DAB91 BJ02967Castlelake Aircraft Securitization Trust Series2019-1A Class B, 5.095% 4/15/39 $6,986 0.003% 14855MAB4 US14855MAB46Fox Corp. 4.03% 1/25/24 $6,971 0.003% %FOXA124 35137LAG0 US35137LAG05 BJLV8C2First Quantum Minerals Ltd. 6.875% 3/1/26 $6,955 0.003% %FMCN26A 335934AR6 US335934AR67 BFZYRK0Lexington Corporate Properties Trust 4.4% 6/15/24 $6,952 0.003% %LXPD24 529043AD3 US529043AD36 BMN1YK1Occidental Petroleum Corp. 3.5% 8/15/29 $6,952 0.003% %OXY829 674599CS2 US674599CS21 BKKGQK9BX Trust floater Series 2018-EXCL Class D, 1 monthU.S. LIBOR + 2.620% 2.8098% 9/15/37 $6,951 0.003% 12433WAG6 US12433WAG69MSCI, Inc. 3.875% 2/15/31 $6,937 0.003% %MSCI31A 55354GAL4 US55354GAL41 BM9PSB6Icahn Enterprises LP/Icahn Enterprises FinanceCorp. 6.375% 12/15/25 $6,928 0.003% %IEP25 451102BQ9 US451102BQ92 BF0VDZ3New Cotai LLC/New Cotai Capital Corp. 10.625%5/1/19 pay-in-kind $6,916 0.003% %NEWC19A 643639AA5 US643639AA53 B92PFG6MGM Growth Properties Operating Partnership LP4.625% 6/15/25 $6,905 0.003% %MGMG25A 55303XAK1 US55303XAK19 BMB1WS7Eldorado Resorts, Inc. 6.25% 7/1/25 $6,889 0.003% %ERI625A 28470RAH5 US28470RAH57 BLFBXP0SBA Communications Corp. 4% 10/1/22 $6,877 0.003% %SBAC122 78410GAB0 US78410GAB05 BF7LZJ4Match Group, Inc. 4.625% 6/1/28 $6,876 0.003% %MTCH28A 57665RAN6 US57665RAN61 BMF6PQ7SABIC Capital II BV 4% 10/10/23 $6,850 0.003% %SABI23A 78520LAA8 US78520LAA89 BFY5JX1America Movil S.A.B. de CV 6.45% 12/5/22 $6,848 0.003% %AMXL22 XS0860706935 B9B7820O’Reilly Automotive, Inc. 4.2% 4/1/30 $6,834 0.003% %ORLY30 67103HAJ6 US67103HAJ68 BLPMSC5Tinkoff Credit Systems 9.25% (Reg. S) $6,828 0.003% %AKBHS XS1631338495 BYW5YM0COMM Mortgage Trust sequential payer Series2014-CR18 Class A5, 3.828% 7/15/47 $6,820 0.003% 12632QAX1 US12632QAX16Denbury Resources, Inc. 7.75% 2/15/24 $6,798 0.003% %DNR024A 247916AM1 US247916AM12 BK4Q122Brookfield WEC Holdings, Inc. Tranche B 1LN, termloan 3 month U.S. LIBOR + 3.000% 3.75% 8/1/25 $6,787 0.003% %WECHTR1 11284EAL7 US11284EAL74Energy Transfer Partners LP 4.5% 4/15/24 $6,785 0.003% %ET24 29278NAH6 US29278NAH61 BJ2NY18CenturyLink, Inc. 5.125% 12/15/26 $6,784 0.003% %CTL26A 156700BB1 US156700BB17 BJ170W4Icahn Enterprises LP/Icahn Enterprises Finance


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLCorp. 6.25% 2/1/22 $6,763 0.003% %IEP0222 451102BJ5 US451102BJ59 BZ121Y0HUB International Ltd. Tranche B, term loan 3month U.S. LIBOR + 3.000% 4.0202% 4/25/25 $6,751 0.003% %HBGCTMB 44332EAP1 US44332EAP16Centene Corp. 5.25% 4/1/25 $6,751 0.003% %CNC225A 15135BAL5 US15135BAL53 BL71TY9CSC Holdings LLC 7.5% 4/1/28 $6,746 0.003% %CEQUE28 126307AY3 US126307AY37 BGSQL08Petroleos Mexicanos 4.875% 1/24/22 $6,737 0.003% %PEM0122 71654QBB7 US71654QBB77 B7WC8Q4Acrisure LLC / Acrisure Finance, Inc. 7% 11/15/25 $6,737 0.003% %ACRI25A 00489LAA1 US00489LAA17 BD0G1S3Centene Corp. 5.375% 6/1/26 $6,733 0.003% %CNC26A 15137TAA8 US15137TAA88 BDTMRC8DCP Midstream Operating LP 5.375% 7/15/25 $6,729 0.003% %DCP25 23311VAG2 US23311VAG23 BDG06C8California Gen. Oblig. Series 2009, 7.35% 11/1/39 $6,716 0.003% 13063BBU5 US13063BBU52Blackbird Capital Aircraft Series 2016-1A ClassAA, 2.487% 12/16/41 $6,704 0.003% 09228YAA0 US09228YAA01TransDigm, Inc. 8% 12/15/25 $6,650 0.003% %TD0125A 893647BK2 US893647BK28 BMBQFR2SFR Group SA 5.5% 1/15/28 $6,628 0.003% %SFRP27A 02156LAC5 US02156LAC54 BKLNDS6Williams Partners LP 3.9% 1/15/25 $6,599 0.003% %WPZ125 96950FAQ7 US96950FAQ72 BNKMVQ9Caesars Growth Properties Holdings LLC Tranche B1LN, term loan 3 month U.S. LIBOR + 4.500% 6/19/25 $6,583 0.003% %CGPHL25 12769LAD1 US12769LAD10Sunoco Logistics Partner Operations LP 5.4%10/1/47 $6,581 0.003% %ETP1047 86765BAV1 US86765BAV18 BD35XM5Ventas Realty LP 3.125% 6/15/23 $6,579 0.003% %VTR623 92277GAH0 US92277GAH02 BDDRLP0WP Carey, Inc. 3.85% 7/15/29 $6,574 0.003% %WPC29 92936UAF6 US92936UAF66 BGBN0J8Ziggo Bond Co. BV 6% 1/15/27 $6,571 0.003% %ZIGO27A 98954UAB9 US98954UAB98 BZCR8L0Healthcare Trust of America Holdings LP 3.1%2/15/30 $6,563 0.003% %HTA30 42225UAG9 US42225UAG94 BK5W8R3Sotheby’s 1LN, term loan 3 month U.S. LIBOR +5.500% 6.5% 1/3/27 $6,553 0.003% %BIDTL1 08883CAB4 US08883CAB46Dominican Republic 6.875% 1/29/26 $6,525 0.003% %DOMR26A 25714PDJ4 US25714PDJ49 BZ82Z52Encompass Health Corp. 5.75% 9/15/25 $6,514 0.003% %HLS25 421924BT7 US421924BT72 BD9NRZ4PBF Holding Co. LLC/PBF Finance Corp. 6% 2/15/28 $6,497 0.003% %PBFE28A 69318FAH1 US69318FAH10 BL3TYW0Air Lease Corp. 2.25% 1/15/23 $6,477 0.003% %AL0123 00914AAD4 US00914AAD46 BK7CQV1State of Qatar 4% 3/14/29 $6,464 0.003% %QATA29A 74727PBA8 US74727PBA84 BH3W937Ford Motor Credit Co. LLC 3.087% 1/9/23 $6,439 0.003% %F123 345397A29 US345397A290 BKLX7C8Citigroup, Inc. 5.95% $6,433 0.003% %C123149 172967JZ5 US172967JZ57 BYRQSS2Enable Midstream Partners LP 3.9% 5/15/24 $6,422 0.003% %ENBL24 292480AH3 US292480AH37 BD8R564Station Casinos LLC 5% 10/1/25 $6,415 0.003% %STAC25A 857691AF6 US857691AF67 BDG75R7DISH DBS Corp. 5% 3/15/23 $6,404 0.003% %DISH23 25470XAL9 US25470XAL91 B9WGB72Wynn Resorts Ltd. 7.75% 4/15/25 $6,404 0.003% %WYNF25A 983133AB5 US983133AB53 BL0MLV0Rackspace Hosting, Inc. 8.625% 11/15/24 $6,397 0.003% %RA1124A 45332JAA0 US45332JAA07 BYX9937Plains All American Pipeline LP/PAA Finance Corp.


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOL3.55% 12/15/29 $6,374 0.003% %PAA29 72650RBM3 US72650RBM34 BK6V1G9Bonitron Designated Activity Co. 8.75% 10/30/22 $6,368 0.003% %EUR22A 09821LAA9 US09821LAA98 BF2K4J9TransDigm, Inc. 6.375% 6/15/26 $6,367 0.003% %TDG26 893647BB2 US893647BB29 BF01TB1Consolidated Energy Finance SA 6.875% 6/15/25 $6,357 0.003% %CONS25A 20914UAD8 US20914UAD81 BD1DWW4Ypso Finance BIS SA 10.5% 5/15/27 $6,353 0.003% %SFR127A 02156TAB0 US02156TAB08 BJP8GV4PT Adaro Indonesia 4.25% 10/31/24 $6,351 0.003% %ADRO24A 69368KAB2 US69368KAB26 BGXFHP7Fannie Mae 3.5% 20 Year $6,339 0.003%Province of Santa Fe 7% 3/23/23 $6,334 0.003% %PRSF23A 74409AAC3 US74409AAC36 BDT7CR3The Williams Companies, Inc. 3.7% 1/15/23 $6,332 0.003% %WMB23 969457BU3 US969457BU31 B956HF9AutoZone, Inc. 3.625% 4/15/25 $6,329 0.003% %AZO25 053332AY8 US053332AY81 BK8TZ47The GEO Group, Inc. 6% 4/15/26 $6,321 0.003% %GEO26 36162JAB2 US36162JAB26 BYP9PD7DTEK Finance PLC 10.75% 12/31/24 pay-in-kind $6,319 0.003% %DTEKU24 XS1543030222 BD70HX5Comcast Corp. 3.9% 3/1/38 $6,311 0.003% %CMCS38 20030NCJ8 US20030NCJ81 BFY1N04Metalsa SA de CV 4.9% 4/24/23 $6,256 0.003% %METL23A 59132VAA6 US59132VAA61 B8ZRKG7Energy Transfer Partners LP 4.2% 9/15/23 $6,250 0.003% %ETP923 29278NAC7 US29278NAC74 BDFY0F2CVR Energy, Inc. 5.25% 2/15/25 $6,244 0.003% %CVI25A 12662PAB4 US12662PAB40 BKZCKJ9CSC Holdings LLC 5.5% 5/15/26 $6,240 0.003% %ALTF526 126307AU1 US126307AU15 BGSQG58Turkish Republic 5.75% 5/11/47 $6,221 0.003% %TURKE47 900123CM0 US900123CM05 BD3N0C8Hospitality Properties Trust 7.5% 9/15/25 $6,218 0.003% %SVC25 81761LAA0 US81761LAA08 BMBM6P5MPLX LP 4.8% 2/15/29 $6,211 0.003% %MPLX29 55336VAS9 US55336VAS97 BYW3N72Petroleos Mexicanos 5.95% 1/28/31 $6,198 0.003% %PEME31A 71654QCZ3 US71654QCZ37 BKLW9B8Golden Nugget, Inc. Tranche B 1LN, term loan 3month U.S. LIBOR + 2.500% 3.25% 10/4/23 $6,194 0.003% %NUGGTMB 51508PAG9Argentine Republic 5.625% 1/26/22 $6,184 0.003% %ARGEN22 040114HK9 US040114HK99 BDVK8Y9Delta 2 SARL Tranche B, term loan 3 month U.S.LIBOR + 2.500% 3.5% 2/1/24 $6,172 0.003% %FMUTLB XAL2465BAQ94H.J. Heinz Co. 4.25% 3/1/31 $6,171 0.003% %KHC31A 50077LBD7 US50077LBD73 BM9DDG0Ford Motor Credit Co. LLC 5.875% 8/2/21 $6,166 0.003% %F821 345397VU4 US345397VU41 B4LGX83Dolphin Subsidiary II, Inc. 7.25% 10/15/21 $6,164 0.003% %AES1021 256882AD3 US256882AD30 B8BX0B4Zayo Group Holdings, Inc. 1LN, term loan 3 monthU.S. LIBOR + 3.000% 3.1782% 3/9/27 $6,155 0.003% %ZAYOTL1 98919XAB7 US98919XAB73JBS U.S.A. Lux SA / JBS Food Co. 5.5% 1/15/30 $6,127 0.003% %JBSS30A 46590XAB2 US46590XAB29 BJMSRR0DCP Midstream Operating LP 5.125% 5/15/29 $6,124 0.003% %DCP29 23311VAH0 US23311VAH06 BK77J84California Resources Corp. Tranche B, term loan 3month U.S. LIBOR + 4.750% 5.75% 12/31/22 $6,118 0.003% %CRCTM1 13057LAB4 US13057LAB45NAK Naftogaz Ukraine 7.375% 7/19/22 (Reg. S) $6,111 0.003% %NAFT22S XS2027393938 BJJZMG8McDonald’s Corp. 4.2% 4/1/50 $6,097 0.003% %MCD50 58013MFR0 US58013MFR07 BLD6K89Credit Suisse Mortgage Trust Series 2018-SITEClass D, 4.9414% 4/15/36 $6,078 0.003% 12690CAJ2 US12690CAJ27


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLNeptune Finco Corp. 10.875% 10/15/25 $6,047 0.003% %NEF25A 64072TAA3 US64072TAA34 BYNLWK1TransDigm, Inc. Tranche F 1LN, term loan 3 monthU.S. LIBOR + 2.250% 2.4282% 12/9/25 $6,046 0.003% %TDGTRF 89364MBR4 US89364MBR43American Campus Communities Operating PartnershipLP 3.75% 4/15/23 $6,030 0.003% %ACC23 024836AA6 US024836AA65 B8CLK95The Chemours Co. LLC 7% 5/15/25 $6,024 0.003% %CC25 163851AD0 US163851AD01 BDB7NS9Fannie Mae 6.5% 30 Year $5,981 0.003%Ivory Coast 5.75% 12/31/32 $5,971 0.003% %IVYC32S XS0496488395 B534G05Elanco Animal Health, Inc. Tranche B 1LN, termloan 3 month U.S. LIBOR + 1.750% 2/4/27 $5,963 0.003% %ELANTLBCVR Energy, Inc. 5.75% 2/15/28 $5,939 0.003% %CVI28A 12662PAD0 US12662PAD06 BKZCKL1JPMorgan Chase & Co. 4.6% $5,930 0.003% %JPM2199 48128BAG6 US48128BAG68 BJVB6H3DISH DBS Corp. 5.875% 11/15/24 $5,914 0.003% %DISH24 25470XAW5 US25470XAW56 BVRZ8M2Frontier Communications Corp. 8% 4/1/27 $5,888 0.003% %FTR27 35906ABC1 US35906ABC18 BJMTK52YPF SA 8.5% 3/23/21 $5,886 0.003% %YPFD21A 984245AM2 US984245AM20 BD3J3N8T-Mobile U.S.A., Inc. Tranche B 1LN, term loan 3month U.S. LIBOR + 3.000% 3.1782% 4/1/27 $5,874 0.003% %TMUTLB 87265VAF5 US87265VAF58Sugarhouse HSP Gaming Prop Mezz LP/Sugarhouse HSPGaming Finance Corp. 5.875% 5/15/25 $5,860 0.003% %SGRH25A 865033AC8 US865033AC86 BDT6RH5Arab Republic of Egypt 6.125% 1/31/22 $5,859 0.003% %EGY122A 038461AK5 US038461AK57 BD31J58Level 3 Financing, Inc. 5.375% 1/15/24 $5,844 0.003% %LVLT24 527298BK8 US527298BK81 BDB50C6VICI Properties, LLC Tranche B 1LN, term loan 3month U.S. LIBOR + 1.750% 1.94% 12/22/24 $5,826 0.003% %VICTLB1 92565EAB9 US92565EAB92MGM Growth Properties Operating Partnership LP4.5% 9/1/26 $5,822 0.003% %MGMGP26 55303XAB1 US55303XAB10 BD89B06Amerada Hess Corp. 7.125% 3/15/33 $5,804 0.003% %AHC33 023551AM6 US023551AM66 2888152Conagra Brands, Inc. 3.8% 10/22/21 $5,778 0.003% %CAG1021 205887BZ4 US205887BZ43 BGGMM50FLY Leasing Ltd. 5.25% 10/15/24 $5,773 0.003% %FLY24 34407DAC3 US34407DAC39 BF5D6R7Targa Resources Partners LP/Targa ResourcesPartners Finance Corp. 6.75% 3/15/24 $5,759 0.003% %NGLS24 87612BAY8 US87612BAY83 BZC0FJ6Starfruit U.S. Holdco LLC Tranche B, term loan 3month U.S. LIBOR + 3.000% 3.1879% 10/1/25 $5,743 0.003% %EKATLB XAN8232NAB37MPT Operating Partnership LP/MPT Finance Corp.5.25% 8/1/26 $5,738 0.003% %MPW26 55342UAG9 US55342UAG94 BDG10L8PT Bukit Makmur Mandiri Utama 7.75% 2/13/22 $5,703 0.003% %DOID22A 74445NAA5 US74445NAA54 BYP2536Berkshire Hathaway Energy Co. 3.7% 7/15/30 $5,702 0.003% %BRKH30A 084659AU5 US084659AU51 BLCCBW9Morgan Stanley Capital I Trust Series 2019-MEADClass B, 3.1771% 11/10/36 $5,700 0.003% 61771LAE2 US61771LAE20Nostrum Oil & Gas Finance BV 8% 7/25/22 $5,663 0.003% %ZHAI22A 66978CAB8 US66978CAB81 BDC3R40


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLPBF Holding Co. LLC/PBF Finance Corp. 9.25%5/15/25 $5,661 0.003% %PBFF25A 69318FAK4 US69318FAK49 BMVWYQ2SFR Group SA Tranche B 12LN, term loan 3 monthU.S. LIBOR + 3.680% 3.8723% 1/31/26 $5,653 0.003% %SFTLB12 XAF6628DAL82Surgery Center Holdings, Inc. 10% 4/15/27 $5,651 0.003% %SURC27A 86881WAD4 US86881WAD48 BJWZMN2Parsley Energy LLC/Parsley Finance Corp. 5.375%1/15/25 $5,643 0.003% %PARS25A 701885AD7 US701885AD73 BYZGYF3MEG Energy Corp. 7.125% 2/1/27 $5,642 0.003% %MEGC27A 552704AE8 US552704AE86 BHNFPR2VVC Holding Corp. Tranche B 1LN, term loan 3 monthU.S. LIBOR + 4.500% 4.8184% 2/11/26 $5,631 0.003% %VVCHTLB 04685YAK5 US04685YAK55Intelsat Jackson Holdings SA 8% 2/15/24 $5,600 0.003% %INTE24A 45824TAR6 US45824TAR68 BD9Y0D6Mack-Cali Realty LP 4.5% 4/18/22 $5,590 0.003% %CLI22 55448QAQ9 US55448QAQ91 B7RLP21WEC Energy Group, Inc. 3 month U.S. LIBOR + 2.110%2.5049% 5/15/67 $5,587 0.003% %WEC67 976657AH9 US976657AH99 B1XCTQ8Chicago Gen. Oblig. (Taxable Proj.) Series 2012 B,5.432% 1/1/42 $5,576 0.003% 167486PG8 US167486PG88CenturyLink, Inc. 4% 2/15/27 $5,562 0.003% %CTL27A 156700BC9 US156700BC99 BH3T5T6EP Energy LLC/Everest Acquisition Finance, Inc.7.75% 5/15/26 $5,557 0.003% %EPEN26A 268787AJ7 US268787AJ76 BG5PY98Thomson Reuters Corp. 3.85% 9/29/24 $5,554 0.003% %TRICN24 884903BT1 US884903BT19 BR17B83MSCG Trust Series 2016-SNR Class C, 5.205%11/15/34 $5,551 0.003% 61691CAJ8 US61691CAJ80Radiate Holdco LLC/Radiate Financial Service Ltd.6.875% 2/15/23 $5,529 0.003% %RADI23A 75026JAB6 US75026JAB61 BFMTXB1AXA Equitable Holdings, Inc. 3.9% 4/20/23 $5,526 0.003% %EQH23 054561AC9 US054561AC95 BJ0CF58Banco Macro SA 6.75% 11/4/26 $5,500 0.003% %BMAA26A 05963GAH1 US05963GAH11 BDS68D9CTR Partnership LP/CareTrust Capital Corp. 5.25%6/1/25 $5,495 0.003% %CTREV25 126458AD0 US126458AD05 BDT7529Western Gas Partners LP 4.75% 8/15/28 $5,485 0.003% %WES828 958254AK0 US958254AK08 BFXKXC4AmWINS Group, Inc. 7.75% 7/1/26 $5,477 0.003% %AMWI26A 031921AA7 US031921AA74 BDCY0X3BTA Bank JSC 5.5% 12/21/22 $5,476 0.003% %BTAS22A 05574YAD2 XS0867573890 B97SGW3BX Trust floater Series 2018-IND Class B, 1 monthU.S. LIBOR + 0.900% 1.0848% 11/15/35 $5,475 0.003% 056059AG3 US056059AG38Endeavor Energy Resources LP/EER Finance, Inc.5.75% 1/30/28 $5,464 0.003% %ENDE28A 29260FAE0 US29260FAE07 BD2BVX1Indonesian Republic 4.1% 4/24/28 $5,455 0.003% %IND428 455780CF1 US455780CF11 BZ57H43Golden Entertainment, Inc. Tranche B, term loan 3month U.S. LIBOR + 3.000% 3.75% 10/20/24 $5,437 0.003% %GDETLB1 38101JAC0 US38101JAC09Level 3 Financing, Inc. 5.375% 5/1/25 $5,417 0.003% %LVLT25 527298BH5 US527298BH52 BD97F41


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLRoyal Caribbean Cruises Ltd. 9.125% 6/15/23 $5,395 0.003% %RCL623A 780153BC5 US780153BC56 BMG6953Transcontinental Gas Pipe Line Co. LLC 3.25%5/15/30 $5,386 0.003% %WMB30A 893574AN3 US893574AN31 BMTCP05Credit Suisse Mortgage Trust Series 2018-SITEClass B, 4.5349% 4/15/36 $5,383 0.003% 12690CAE3 US12690CAE30JPMorgan Chase Commercial Mortgage SecuritiesTrust Series 2018-WPT Class DFX, 5.3503% 7/5/33 $5,378 0.003% 46645WBE2 US46645WBE21Navios Maritime Acquisition Corp./NaviosAcquisition Finance U.S., Inc. 8.125% 11/15/21 $5,364 0.003% %NM21A 63938MAD8 US63938MAD83 BG4YZC6Dominican Republic 7.45% 4/30/44 $5,349 0.003% %DOMR44A 25714PCF3 US25714PCF36 BLZGSS3Energy Transfer Partners LP 4.25% 3/15/23 $5,324 0.003% %ETP123 29278NAL7 US29278NAL73 BJXMVG8GTH Finance BV 7.25% 4/26/23 $5,306 0.002% %VIP423A 36251BAB1 US36251BAB18 BZ00DS3Bank of America Corp. 6.1% $5,295 0.002% %BAC049 060505EN0 US060505EN03 BWCN5X8Chobani LLC Tranche B, term loan 3 month U.S.LIBOR + 3.500% 4.5% 10/7/23 $5,284 0.002% %CHBATLB 17026YAD1 US17026YAD13Gold Fields Orogen Holding BVI Ltd. 4.875% 10/7/20 $5,280 0.002% %GFSJ20A 38060AAA2 US38060AAA25 B4NJCZ0HCA Holdings, Inc. Tranche B12 1LN, term loan 3month U.S. LIBOR + 1.750% 1.9282% 3/13/25 $5,273 0.002% %HCTLB12 404122BA0 US404122BA04USI, Inc. Tranche B, term loan 3 month U.S. LIBOR+ 3.000% 3.3079% 5/16/24 $5,272 0.002% %COMITMB 90351NAE5 US90351NAE58Stars Group Holdings BV 7% 7/15/26 $5,265 0.002% %TSGI26A 85572NAA6 US85572NAA63 BD6JM83Bermuda Government 4.75% 2/15/29 $5,259 0.002% %BERM29A 085209AF1 US085209AF11 BGRCBM9Suburban Propane Partners LP/Suburban EnergyFinance Corp. 5.875% 3/1/27 $5,258 0.002% %SPH27 864486AK1 US864486AK16 BYXT829JBS U.S.A. Lux SA / JBS Food Co. 6.5% 4/15/29 $5,254 0.002% %JBSS29A 46590XAA4 US46590XAA46 BJH0CW1CSC Holdings LLC 5.75% 1/15/30 $5,242 0.002% %CSCH30A 126307BA4 US126307BA42 BKFH0Y9RPI 2019 Intermediate Finance Trust Tranche B 1LN,term loan 3 month U.S. LIBOR + 1.750% 1.9282%2/11/27 $5,228 0.002% %ROYPTLB 74969AAC5 US74969AAC53Morgan Stanley Capital I Trust Series 2019-MEADClass C, 3.1771% 11/10/36 $5,227 0.002% 61771LAG7 US61771LAG77OCI NV 5.25% 11/1/24 $5,177 0.002% %OCIN24A 67091GAC7 US67091GAC78 BJ0LR59Terrier Media Buyer, Inc. Tranche B 1LN, term loan3 month U.S. LIBOR + 4.250% 4.4282% 12/12/26 $5,157 0.002% %COXTL1 88145LAB0 US88145LAB09PBF Logistics LP/PBF Logistics Finance, Inc.6.875% 5/15/23 $5,155 0.002% %PBFX23 69318UAB1 US69318UAB17 BYWC3F7Rwanda Republic 6.625% 5/2/23 $5,126 0.002% %RWAN23A 78347YAA1 US78347YAA10 B94Q0V7Diamond Sports Group LLC Tranche B 1LN, term loan3 month U.S. LIBOR + 3.250% 3.43% 8/24/26 $5,119 0.002% %DSPOTB1 25277BAB4 US25277BAB45


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLKeyBank NA 6.95% 2/1/28 $5,114 0.002% %KEY28 49306CAB7 US49306CAB72 2540344Vertiv Group Corp. Tranche B 1LN, term loan 3month U.S. LIBOR + 3.000% 3.1825% 3/2/27 $5,101 0.002% %CORTL1B 92537EAB4 US92537EAB48Upjohn, Inc. 2.3% 6/22/27 $5,100 0.002% %UPJO27A 91533BAC4 US91533BAC46 BL57WW8Elanco Animal Health, Inc. 4.662% 8/27/21 $5,074 0.002% %ELAN21 28414HAF0 US28414HAF01 BK6ZHY1BBA U.S. Holdings, Inc. 5.375% 5/1/26 $5,050 0.002% %BBALN26 05545MAA0 US05545MAA09 BG1Z6W9Sirius XM Radio, Inc. 4.625% 7/15/24 $5,048 0.002% %SIR24A 82967NBE7 US82967NBE76 BJP3TC1Democratic Socialist Republic of Sri Lanka 6.25%10/4/20 $5,047 0.002% %SRIL20A 85227SAH9 US85227SAH94 B55QQV0Eskom Holdings SOC Ltd. 6.75% 8/6/23 $5,011 0.002% %ESKO23A 29646AAA4 US29646AAA43 BCT4Z90Valero Energy Corp. 2.85% 4/15/25 $5,006 0.002% %VLO425 91913YAY6 US91913YAY68 BMCPS68Arab Republic of Egypt 8.5% 1/31/47 $5,004 0.002% %EGYP47A 038461AM1 US038461AM14 BDG6ZJ6State of Qatar 9.75% 6/15/30 $4,994 0.002% %QTR30 74727PAE1 US74727PAE16 4066172NextEra Energy Partners LP 4.25% 9/15/24 $4,992 0.002% %NEP24A 65342QAC6 US65342QAC69 BZ6CLN4Barbados Government 6.5% 10/1/29 $4,983 0.002% %BARB29A 067070AH5 US067070AH54 BKKL6N7Uber Technologies, Inc. 7.5% 11/1/23 $4,981 0.002% %UBER23A 90353TAA8 US90353TAA88 BG87GK6JBS U.S.A. Lux SA Tranche B 1LN, term loan 3 monthU.S. LIBOR + 2.000% 3.072% 5/1/26 $4,970 0.002% %JBSTLB1 46611VAU9 US46611VAU98Upjohn, Inc. 1.65% 6/22/25 $4,970 0.002% %UPJO25A 91533BAB6 US91533BAB62 BL57WL7OCI NV 6.625% 4/15/23 $4,955 0.002% %OCINV23 67091GAA1 US67091GAA13 BZ57H09Front Range BidCo, Inc. 4% 3/1/27 $4,950 0.002% %ZAY27A 98919VAA3 US98919VAA35 BLBQFB9HCA Holdings, Inc. 5.625% 9/1/28 $4,949 0.002% %HCA28 404121AJ4 US404121AJ49 BDDMN93Progressive Corp. 3.2% 3/26/30 $4,943 0.002% %PGR30 743315AW3 US743315AW31 BLQ1VR7JBS Investments II GmbH 7% 1/15/26 $4,941 0.002% %JBSS26A 46650CAA7 US46650CAA71 BGL1L44Time Warner Cable, Inc. 4.5% 9/15/42 $4,922 0.002% %TWC942 88732JBD9 US88732JBD90 B8N2417Exelon Corp. 4.7% 4/15/50 $4,883 0.002% %EXC2050 30161NAY7 US30161NAY76 BLTZKK2Springleaf Finance Corp. 7.125% 3/15/26 $4,871 0.002% %AMGFI26 85172FAN9 US85172FAN96 BDTMS47DCP Midstream Operating LP 5.6% 4/1/44 $4,868 0.002% %DPM44 23311VAF4 US23311VAF40 BKR3FX9Scientific Games Corp. 5% 10/15/25 $4,844 0.002% %SGMS25A 80874YAW0 US80874YAW03 BF032H4Asurion LLC Tranche B, term loan 3 month U.S.LIBOR + 3.000% 3.1783% 8/4/22 $4,843 0.002% %ASUTMB4 04649VAT7 US04649VAT70Springleaf Finance Corp. 8.875% 6/1/25 $4,835 0.002% %AMGF520 85172FAS8 US85172FAS83 BMF6PF6United Mexican States 3.75% 1/11/28 $4,834 0.002% %MEX28 91087BAE0 US91087BAE02 BYWP538Petrobras International Finance Co. Ltd. 6.875%1/20/40 $4,833 0.002% %PBR40 71645WAQ4 US71645WAQ42 B57YS94Berry Global, Inc. 4.5% 2/15/26 $4,798 0.002% %BERY26A 08576PAA9 US08576PAA93 BDT73B4Petroleos Mexicanos 3.5% 1/30/23 $4,798 0.002% %PEME123 71654QBG6 US71654QBG64 BD5JSL9Vertafore, Inc. Tranche B 2LN, term loan 3 monthU.S. LIBOR + 7.250% 7.4282% 7/2/26 $4,790 0.002% %VERTTB2 92531SBC6 US92531SBC61


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLAramark Services, Inc. 6.375% 5/1/25 $4,789 0.002% %ARK425A 038522AR9 US038522AR99 BMXPRX7Hilton Domestic Operating Co., Inc. 5.375% 5/1/25 $4,776 0.002% %HILD25A 432833AG6 US432833AG67 BMG2X71Albertsons Companies LLC/Safeway, Inc./NewAlbertson’s, Inc./Albertson’s LLC 4.875% 2/15/30 $4,724 0.002% %ACI30A 013092AE1 US013092AE14 BKMH644Retail Opportunity Investments Partnership LP 4%12/15/24 $4,708 0.002% %ROIC24 76132FAB3 US76132FAB31 BM94P56Nufarm Australia Ltd. 5.75% 4/30/26 $4,705 0.002% %NUFA46A 67052NAA3 US67052NAA37 BD1KDV1Radiate Holdco LLC Tranche B, term loan 3 monthU.S. LIBOR + 3.000% 3.75% 2/1/24 $4,691 0.002% %RADITLB 75025KAE8 US75025KAB44Enviva Partners LP / Enviva Partners Finance Corp.6.5% 1/15/26 $4,689 0.002% %EVA26A 29413XAD9 US29413XAD93 BL4PV15Antero Midstream Partners LP/Antero MidstreamFinance Corp. 5.75% 3/1/27 $4,674 0.002% %AM27A 03690AAD8 US03690AAD81 BJKRP31Albertsons Companies LLC/Safeway, Inc./NewAlbertson’s, Inc./Albertson’s LLC 4.625% 1/15/27 $4,672 0.002% %ACI27A 013092AC5 US013092AC57 BK0SQV6Level 3 Financing, Inc. 4.25% 7/1/28 $4,646 0.002% %LVLT28A 527298BR3 US527298BR35 BMTR5N3Vertafore, Inc. Tranche B 1LN, term loan 3 monthU.S. LIBOR + 3.250% 3.4283% 7/2/25 $4,644 0.002% %VERTRB1 92531SAZ6 US92531SAZ65Hologic, Inc. 4.375% 10/15/25 $4,615 0.002% %HOLX25A 436440AK7 US436440AK75 BD21636PG&E Corp. 5% 7/1/28 $4,614 0.002% %PCG28 69331CAH1 US69331CAH16 BLCC3Z6BWX Technologies, Inc. 5.375% 7/15/26 $4,611 0.002% %BWC26A 05605HAA8 US05605HAA86 BFYL661Sirius XM Radio, Inc. 4.125% 7/1/30 $4,602 0.002% %SIRI30A 82967NBG2 US82967NBG25 BLFGN11MPT Operating Partnership LP/MPT Finance Corp.6.375% 3/1/24 $4,595 0.002% %MPW324 55342UAF1 US55342UAF12 BYXB6D2Colombia Telecomunicaciones SA 5.375% 9/27/22 $4,578 0.002% %TELE22A 19533PAA8 US19533PAA84 B7WMX47ESAL GmbH 6.25% 2/5/23 $4,573 0.002% %JBSS23A 29605YAA1 US29605YAA10 B7TNTK1Tenet Healthcare Corp. 4.625% 6/15/28 $4,570 0.002% %THC28A 88033GDG2 US88033GDG29 BM9SDN2Teva Pharmaceutical Finance Netherlands III BV2.2% 7/21/21 $4,562 0.002% %TEVA721 88167AAC5 US88167AAC53 BYYRQT5Tempo Acquisition LLC 6.75% 6/1/25 $4,558 0.002% %TEAC25A 88023JAA4 US88023JAA43 BF0L7P1CSC Holdings LLC Tranche B 5LN, term loan 3 monthU.S. LIBOR + 2.500% 2.6848% 4/15/27 $4,555 0.002% %CSCTRB 64072UAK8 US64072UAK88EQM Midstream Partners LP 6.5% 7/1/27 $4,535 0.002% %EQM27A 26885BAH3 US26885BAH33 BMYXXY3Sprint Corp. 7.125% 6/15/24 $4,531 0.002% %S24 85207UAH8 US85207UAH86 BSHYYV9Sirius XM Radio, Inc. 5.375% 4/15/25 $4,527 0.002% %SIRI25A 82967NAU2 US82967NAU28 BW9RT97Banque Centrale de Tunisie 5.75% 1/30/25 $4,522 0.002% %BTUN25A 066716AH4 US066716AH49 BVSSF85TTM Technologies, Inc. 5.625% 10/1/25 $4,506 0.002% %TTMI25A 87305RAH2 US87305RAH21 BYZ97Z3EG Global Finance PLC 8.5% 10/30/25 $4,492 0.002% %EGB25A 28228PAB7 US28228PAB76 BJ0LR48W. R. Grace & Co.-Conn. 4.875% 6/15/27 $4,485 0.002% %GRA27A 383909AG3 US383909AG38 BMVY1W3


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLHess Corp. 4.3% 4/1/27 $4,466 0.002% %HES27 42809HAG2 US42809HAG20 BD7XTG1Dominican Republic 5.95% 1/25/27 $4,464 0.002% %DOMR27A 25714PDT2 US25714PDT21 BD85Y27USI, Inc. 6.875% 5/1/25 $4,459 0.002% %COMI25A 91739VAA6 US91739VAA61 BD9FQ86Consolidated Edison Co. of New York, Inc. 3.35%4/1/30 $4,459 0.002% %ED30 209111FX6 US209111FX66 BK8TZ69Ceridian HCM Holding, Inc. Tranche B, term loan 3month U.S. LIBOR + 2.500% 2.6085% 4/30/25 $4,449 0.002% %CENTLB 15677GAF1 US15677GAF19Kingdom of Saudi Arabia 4.625% 10/4/47 $4,448 0.002% %KSA47A 80413TAF6 US80413TAF66 BD0TRN9Cimpor Financial Operations BV 5.75% 7/17/24 $4,444 0.002% %CIMP24A 17186LAA1 US17186LAA17 BP4RGM5Targa Resources Partners LP/Targa ResourcesPartners Finance Corp. 5.875% 4/15/26 $4,437 0.002% %NGLS26A 87612BBJ0 US87612BBJ08 BZ57HC1DISH DBS Corp. 5.875% 7/15/22 $4,432 0.002% %DISH22 25470XAJ4 US25470XAJ46 B8HNVJ3DTZ U.S. Borrower LLC Tranche B 1LN, term loan 3month U.S. LIBOR + 2.750% 2.9282% 1/30/27 $4,407 0.002% %CWKTB1 23340DAP7 US23340DAP78Expedia, Inc. 7% 5/1/25 $4,383 0.002% %EXPE25A 30212PAU9 US30212PAU93 BLD49Y2Sirius XM Radio, Inc. 5.375% 7/15/26 $4,383 0.002% %SIRI26A 82967NAW8 US82967NAW83 BD0QRK7NRG Energy, Inc. 5.25% 6/15/29 $4,365 0.002% %NRG29A 629377CH3 US629377CH34 BK5NCB8Icahn Enterprises LP/Icahn Enterprises FinanceCorp. 5.25% 5/15/27 $4,364 0.002% %IEP27 451102BZ9 US451102BZ91 BLGSGV7MDC GMTN BV 2.875% 11/7/29 $4,355 0.002% %MUBA29A 55276VAJ1 US55276VAJ17 BJ0LR04Turkiye Vakiflar Bankasi TAO 5.75% 1/30/23 $4,338 0.002% %VAKB23A 90015WAG8 US90015WAG87 BG063D3Sultanate of Oman 3.875% 3/8/22 $4,316 0.002% %OMAN22A 682051AD9 US682051AD99 BF0BFC4Sanchez Energy Corp. 1LN, term loan 3 month U.S.LIBOR + 8.000% 0% 12/31/49 $4,314 0.002% %SCHT1LDReynolds Group Holdings, Inc. Tranche B, term loan3 month U.S. LIBOR + 2.750% 2.9283% 2/5/23 $4,311 0.002% %REYNTMB 76173FAU1 US76173FAU12Boxer Parent Co., Inc. Tranche B, term loan 3month U.S. LIBOR + 4.250% 4.4282% 10/2/25 $4,301 0.002% %BMCTLB 05988HAB3 US05988HAB33CCO Holdings LLC/CCO Holdings Capital Corp. 4.5%8/15/30 $4,296 0.002% %CHR30A 1248EPCE1 US1248EPCE15 BKZHNR3Air Lease Corp. 3% 9/15/23 $4,287 0.002% %AL23 00912XAT1 US00912XAT19 BYXYFH8Terrier Media Buyer, Inc. 8.875% 12/15/27 $4,284 0.002% %CO27A 88146LAA1 US88146LAA17 BK7CY84Ministry of Finance of the Russian Federation8.15% 2/3/27 $4,275 0.002% %RFLB227 RU000A0JS3W6 B87PXW6Icahn Enterprises LP/Icahn Enterprises FinanceCorp. 4.75% 9/15/24 $4,274 0.002% %IEP924 451102BW6 US451102BW60 BLPTF92SFR Group SA Tranche B 13LN, term loan 3 monthU.S. LIBOR + 4.000% 4.1848% 8/14/26 $4,256 0.002% %SFTLB13 XAF6628DAM65Indonesian Republic 5.95% 1/8/46 $4,243 0.002% %INDO46A 455780BW5 US455780BW52 BYV6156


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLConsolidated Energy Finance SA Tranche B, termloan 3 month U.S. LIBOR + 2.500% 2.6938% 5/7/25 $4,225 0.002% %CONSBTL XAL1957LAB70CCO Holdings LLC/CCO Holdings Capital Corp. 5.875%4/1/24 $4,201 0.002% %CHTR24A 1248EPBP7 US1248EPBP70 BYYRX16NRG Energy, Inc. 6.625% 1/15/27 $4,186 0.002% %NRG27 629377CC4 US629377CC47 BYQJCN5United Mexican States 3.25% 4/16/30 $4,184 0.002% %MEX430 91087BAH3 US91087BAH33 BKWHS26ADES International Holding Ltd. 8.625% 4/24/24 $4,178 0.002% %ADES24A XS1979294482 BJLSTN1T.C. Ziraat Bankasi A/S 5.125% 5/3/22 $4,158 0.002% %TCZI22A 90015JAA0 US90015JAA07 BF0YBL4Landesk Group, Inc. term loan 3 month U.S. LIBOR +4.250% 5.25% 1/20/24 $4,137 0.002% %LNKTLB1 51501EAC0 US51501EAC03Open Text Holdings, Inc. 4.125% 2/15/30 $4,136 0.002% %OTEX30A 683720AA4 US683720AA42 BKZHXC8Station Casinos LLC Tranche B 1LN, term loan 3month U.S. LIBOR + 2.250% 2.5% 2/7/27 $4,132 0.002% %RRRTL1B 85769EAZ4 US85769EAZ43Taylor Morrison Communities, Inc./MonarchCommunities, Inc. 5.75% 1/15/28 $4,126 0.002% %TMHC28A 87724RAB8 US87724RAB87 BJX75H2Kingdom of Saudi Arabia 3.625% 3/4/28 $4,121 0.002% %KSA28A 80413TAE9 US80413TAE91 BD0TQP4Weingarten Realty Investors 3.375% 10/15/22 $4,110 0.002% %WRI1022 948741AH6 US948741AH62 B81VX75AutoNation, Inc. 4.75% 6/1/30 $4,105 0.002% %AN30 05329WAQ5 US05329WAQ50 BMG4PG0Indonesian Republic 4.35% 1/11/48 $4,104 0.002% %INDON48 455780CE4 US455780CE46 BF133W5CDW LLC/CDW Finance Corp. 4.25% 4/1/28 $4,103 0.002% %CDWC28 12513GBD0 US12513GBD07 BKPQNF8TransDigm, Inc. 6.25% 3/15/26 $4,097 0.002% %TDG126A 893647BE6 US893647BE67 BJJQH22Travelport Finance Luxembourg SARL 1LN, term loan3 month U.S. LIBOR + 5.000% 6.072% 5/29/26 $4,095 0.002% %TPORTLB XAL9308UAQ30Itau Unibanco Holding SA 5.5% 8/6/22 $4,092 0.002% %ITAU22A 46556LAH7 US46556LAH78 B88PC06Post Apartment Homes LP 3.375% 12/1/22 $4,086 0.002% %PPS22 737415AL3 US737415AL35 B8Y52T9CoreCivic, Inc. Tranche B 1LN, term loan 3 monthU.S. LIBOR + 4.500% 5.5% 12/18/24 $4,080 0.002% %CRCVTLB 21871QAF1 US21871QAF19Valeant Pharmaceuticals International, Inc. 8.5%1/31/27 $4,063 0.002% %VRXC27A 91911XAW4 US91911XAW48 BFY2Z12Sotheby’s 7.375% 10/15/27 $4,062 0.002% %BID27A 835898AH0 US835898AH05 BLHMNW8Ukraine Government 7.75% 9/1/24 $4,038 0.002% %UK24TMP 903724AR3 US903724AR33 BYSRKC2Targa Resources Partners LP/Targa ResourcesPartners Finance Corp. 4.25% 11/15/23 $4,036 0.002% %NGLS23 87612BAP7 US87612BAP76 BMP8TY9Navient Corp. 7.25% 9/25/23 $4,035 0.002% %NAVI23 63938CAE8 US63938CAE84 BYY1FP6CVS Health Corp. 4.25% 4/1/50 $4,033 0.002% %CVS450 126650DL1 US126650DL16 BKP3KR0Western Gas Partners LP 3.95% 6/1/25 $4,032 0.002% %WES25 958254AE4 US958254AE48 BYLHT44Freeport-McMoRan, Inc. 3.875% 3/15/23 $4,031 0.002% %FCX23 35671DAZ8 US35671DAZ87 BFPC481Bombardier, Inc. 7.5% 12/1/24 $3,996 0.002% %BBDB24A 097751BR1 US097751BR13 BF2RBD3Ultimate Software Group, Inc. 1LN, term loan 3


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLmonth U.S. LIBOR + 3.750% 3.9282% 5/4/26 $3,994 0.002% %ULTITL1 90385KAB7 US90385KAB70IRI Holdings, Inc. Tranche B 1LN, term loan 3month U.S. LIBOR + 4.250% 4.6125% 11/30/25 $3,989 0.002% %IRICTRB 45004KAC0 US45004KAC09Coral-U.S. Co.-Borrower LLC Tranche B, term loan 3month U.S. LIBOR + 2.250% 2.4282% 1/31/28 $3,971 0.002% %CWCLTB5 XAG7739PAL40Vistra Operations Co. LLC Tranche B 3LN, term loan3 month U.S. LIBOR + 1.750% 1.9313% 12/31/25 $3,963 0.002% %VSTTLB3 88233FAK6 US88233FAK66McAfee LLC Tranche B, term loan 3 month U.S. LIBOR+ 3.750% 3.9336% 9/29/24 $3,950 0.002% %MCAFTLB 57906PAG4 US57906PAG46Provincia de Cordoba 7.45% 9/1/24 $3,949 0.002% %PDCA24A 74408DAD6 US74408DAD66 BDT5G75Allen Media LLC Tranche B 1LN, term loan 3 monthU.S. LIBOR + 5.500% 5.8079% 2/10/27 $3,947 0.002% %ALNMTB1 01771JAE3 US01771JAE38Murphy Oil Corp. 5.875% 12/1/27 $3,938 0.002% %MUR27 626717AM4 US626717AM42 BJV9C80TBG Global Pte. Ltd. 5.25% 2/10/22 (Reg. S) $3,901 0.002% %TBIG22S XS1165340883 BVVJ9V6The Chemours Co. LLC 6.625% 5/15/23 $3,899 0.002% %CC23 163851AB4 US163851AB45 BDB7NR8Jordanian Kingdom 6.125% 1/29/26 $3,882 0.002% %JORD26A 418097AG6 US418097AG67 BZ026R9General Mills, Inc. 2.875% 4/15/30 $3,871 0.002% %GIS430 370334CL6 US370334CL64 BM6QSF6RPI Intermediate Finance Trust Tranche B 1LN, termloan 3 month U.S. LIBOR + 1.750% 1.9236% 2/11/27 $3,867 0.002% %ROYTL1B 74968YAC4 US74968YAC49Citigroup, Inc. 4.7% $3,859 0.002% %CITI99 172967MK4 US172967MK42 BKX99Z1Darling Ingredients, Inc. 5.25% 4/15/27 $3,858 0.002% %DAR27A 237266AH4 US237266AH40 BJT7CM0Occidental Petroleum Corp. 0% 10/10/36 $3,853 0.002% %OXY1036 674599DG7 US674599DG73 BJYQB69Ventas Realty LP 4.375% 2/1/45 $3,848 0.002% %VTR45 92277GAF4 US92277GAF46 BV9CM96AmWINS Group, Inc. Tranche B 1LN, term loan 3month U.S. LIBOR + 2.750% 3.75% 1/25/24 $3,843 0.002% %AMWTMB1 03234TAR9 US03234TAR95Playtika Holding Corp. Tranche B 1LN, term loan 3month U.S. LIBOR + 6.000% 7.072% 12/10/24 $3,826 0.002% %PLAYTL1 72814CAE8 US72814CAE84Airbnb, Inc. Tranche B 1LN, term loan 3 month U.S.LIBOR + 7.500% 8.5% 4/17/25 $3,822 0.002% %AIRBTLB 00925DAD5 US00925DAD57Ion Trading Finance Ltd. Tranche B 1LN, term loan3 month U.S. LIBOR + 4.000% 5.072% 11/21/24 $3,817 0.002% %IOTLB1 XAL5582BAT43Hess Midstream Partners LP 5.125% 6/15/28 $3,803 0.002% %HESM28A 428104AA1 US428104AA14 BKVHZF9Telefonica del Peru SA 7.375% 4/10/27 $3,792 0.002% %TELEF27 87938YAA7 US87938YAA73 BK6RN50Springer Nature Deutschland Gm Tranche B16 1LN,term loan 3 month U.S. LIBOR + 3.500% 4.5% 8/24/24 $3,785 0.002% %SSBMTL1 XAD1200YAR80Qtel International Finance Ltd. 3.25% 2/21/23 $3,779 0.002% %QTEL23A 74735K2A9 US74735K2A99 B94W435Citgo Petroleum Corp. Tranche B 1LN, term loan 3month U.S. LIBOR + 5.000% 6% 3/28/24 $3,771 0.002% %CITTLB1 17302UAM4 US17302UAM45Nexstar Broadcasting, Inc. Tranche B, term loan 3


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLmonth U.S. LIBOR + 2.750% 2.9226% 9/19/26 $3,757 0.002% %NXTTTLB 65336RAW8 US65336RAW88Retail Opportunity Investments Partnership LP 5%12/15/23 $3,753 0.002% %ROIC23 76132FAA5 US76132FAA57 BH550R5Transocean, Inc. 7.25% 11/1/25 $3,751 0.002% %RIGT25A 893830BK4 US893830BK41 BGRV900BCP Raptor LLC Tranche B, term loan 3 month U.S.LIBOR + 4.250% 5.25% 6/24/24 $3,749 0.002% %EGCTLB1 05549KAB8 US05549KAB89Nexstar Escrow, Inc. 5.625% 7/15/27 $3,747 0.002% %NXST27A 65343HAA9 US65343HAA95 BJXR8L7Indonesian Republic 6.75% 1/15/44 $3,744 0.002% %INDO44A 455780BR6 US455780BR67 BJ04CH5Fox Corp. 3.666% 1/25/22 $3,743 0.002% %FOXA22 35137LAF2 US35137LAF22 BL96PJ9Acrisure LLC Tranche B 1LN, term loan 3 month U.S.LIBOR + 3.500% 3.6783% 2/13/27 $3,742 0.002% %ACRITB1 00488PAL9 US00488PAL94Spin Holdco, Inc. Tranche B, term loan 3 monthU.S. LIBOR + 3.250% 4.25% 11/14/22 $3,740 0.002% %DRYTLB 84850XAG7 US84850XAG79Level 3 Financing, Inc. 5.125% 5/1/23 $3,727 0.002% %LVL23 527298BF9 US527298BF96 BDD1NK1Indonesian Republic 5.25% 1/17/42 $3,712 0.002% %INDO42A 455780BJ4 US455780BJ42 B7H0NW4Four Seasons Holdings, Inc. Tranche B, term loan 3month U.S. LIBOR + 2.000% 2.1736% 11/30/23 $3,712 0.002% %FSHCTLB 35100DAR7 XA35100DAR72VFH Parent LLC Tranche B 1LN, term loan 3 monthU.S. LIBOR + 3.000% 3.1879% 3/1/26 $3,682 0.002% %VIRTLB 91820UAQ3 US91820UAQ31Tempo Acquisition LLC Tranche B, term loan 3 monthU.S. LIBOR + 2.750% 2.9283% 5/1/24 $3,675 0.002% %TEACTLB 88023HAC4 US88023HAC43DTZ U.S. Borrower LLC 6.75% 5/15/28 $3,672 0.002% %CWK28A 23166MAA1 US23166MAA18 BMGDH49Ginnie Mae 7% 30 Year $3,669 0.002%CommScope, Inc. Tranche B 1LN, term loan 3 monthU.S. LIBOR + 3.250% 3.4283% 4/4/26 $3,627 0.002% %COMMTB1 20337EAQ4 US20337EAQ44Republic of Serbia 7.25% 9/28/21 $3,616 0.002% %SER21A 817477AB8 US817477AB81 B6TBH15Aldevron LLC 1LN, term loan 3 month U.S. LIBOR +4.250% 4.4282% 10/11/26 $3,593 0.002% %ALDRTL1 01438KAG0 US01438KAG04Ardagh Packaging Finance PLC/Ardagh MP HoldingsU.S.A., Inc. 6% 2/15/25 $3,579 0.002% %ARGI25A 03969AAL4 US03969AAL44 BYXJZB7BANK sequential payer Series 2019-BN21 Class A5,2.851% 10/17/52 $3,571 0.002% 06540BBD0 US06540BBD01JPMorgan Chase Commercial Mortgage SecuritiesTrust Series 2018-WPT Class CFX, 4.9498% 7/5/33 $3,568 0.002% 46645WBC6 US46645WBC64BAMLL Commercial Mortgage Securities Trust Series2019-BPR Class BNM, 3.465% 11/5/32 $3,558 0.002% 05492PAE8 US05492PAE88Pacific Gas & Electric Co. 3.95% 12/1/47 $3,550 0.002% %PCG47 694308HY6 US694308HY69 BD24YZ3HCP, Inc. 3.5% 7/15/29 $3,542 0.002% %HCP29 40414LAR0 US40414LAR06 BKDK998Brand Energy & Infrastructure Services, Inc.


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLTranche B, term loan 3 month U.S. LIBOR + 4.250%5.4519% 6/21/24 $3,538 0.002% %BRANTMB 10524MAN7 US10524MAN74Transportadora de Gas del Sur SA 6.75% 5/2/25 $3,535 0.002% %TRAG25A 893870AX3 US893870AX30 BDFBVW7MCE Finance Ltd. 4.875% 6/6/25 $3,534 0.002% %MPEL25A 58547DAA7 US58547DAA72 BYZQ5Q1Verscend Holding Corp. Tranche B, term loan 3month U.S. LIBOR + 4.500% 4.6782% 8/27/25 $3,530 0.002% %VCVHTLB 92531HAB3 US92531HAB33TTM Technologies, Inc. Tranche B, term loan 3month U.S. LIBOR + 2.500% 2.6726% 9/28/24 $3,517 0.002% %TTMITLB 87305VAH3 US87305VAH33Republic of Paraguay 4.95% 4/28/31 $3,516 0.002% %PARG31A 699149AJ9 US699149AJ91 BLF0C94Intelsat Jackson Holdings SA Tranche B-5, termloan 6.625% 1/2/24 $3,511 0.002% %INTTMB5 XAL5137LAH86Alliant Holdings Intermediate LLC Tranche B, termloan 3 month U.S. LIBOR + 2.750% 2.9236% 5/10/25 $3,510 0.002% %ALIATBE 01881UAE5 US01881UAE55State Street Corp. 2.825% 3/30/23 $3,504 0.002% %STT23A 857477BH5 US857477BH56 BK8TQC2Antero Resources Finance Corp. 5.375% 11/1/21 $3,498 0.002% %AR21 03674PAL7 US03674PAL76 BMMV231CSC Holdings LLC 4.125% 12/1/30 $3,492 0.002% %CSC30A 126307BB2 US126307BB25 BM9LYP0DCert Buyer, Inc. 1LN, term loan 3 month U.S.LIBOR + 3.750% 4.1782% 10/16/26 $3,481 0.002% %DIGCTL1 24022KAB5 US24022KAB52Berkshire Hathaway Energy Co. 4.25% 10/15/50 $3,478 0.002% %BRKC50A 084659AW1 US084659AW18 BLCCBT6Flex Acquisition Co., Inc. Tranche B 1LN, termloan 3 month U.S. LIBOR + 3.250% 4.6834% 6/29/25 $3,438 0.002% %FLXTMB1 33936HAH5 US33936HAH57CSC Holdings LLC 4.625% 12/1/30 $3,422 0.002% %CSCD30A 126307BD8 US126307BD80 BM9M1M9Credit Suisse Mortgage Trust Series 2018-SITEClass C, 4.9414% 4/15/36 $3,414 0.002% 12690CAG8 US12690CAG87Netflix, Inc. 5.875% 11/15/28 $3,400 0.002% %NFLX28 64110LAT3 US64110LAT35 BJRDX72ARD Finance SA 6.5% 6/30/27 pay-in-kind $3,398 0.002% %ARDF27A 00191AAD8 US00191AAD81 BK9PBG8Berlin Packaging, LLC Tranche B 1LN, term loan 3month U.S. LIBOR + 3.000% 3.1814% 11/7/25 $3,393 0.002% %BERPTB1 08511LAQ1 US08511LAQ14CVS Health Corp. 3% 8/15/26 $3,389 0.002% %CVS826 126650DF4 US126650DF48 BK5R458SFR Group SA Tranche B 11LN, term loan 3 monthU.S. LIBOR + 2.750% 2.9283% 7/31/25 $3,389 0.002% %SFRFTMB 67053NAK0 US67053NAK00LCPR Senior Secured Financing DAC 6.75% 10/15/27 $3,385 0.002% %LIKA27A 50201DAA1 US50201DAA19 BKM1HF4Brazilian Federative Republic 7.125% 1/20/37 $3,383 0.002% %BRZ37DT 105756BK5 US105756BK57 B0WG975Phillips 66 Co. 3.85% 4/9/25 $3,375 0.002% %PSX425 718546AV6 US718546AV68 BL0MLS7Endeavor Energy Resources LP/EER Finance, Inc.6.625% 7/15/25 $3,365 0.002% %ENDE25A 29260FAF7 US29260FAF71 BM9SD98TransUnion LLC Tranche B5 1LN, term loan 3 monthU.S. LIBOR + 1.750% 1.9282% 11/16/26 $3,364 0.002% %TRUTLB5 89334GAX2 US89334GAX25Comcast Corp. 3.75% 4/1/40 $3,360 0.002% %CMCS440 20030NDH1 US20030NDH17 BMGWCS5


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLClearway Energy Operating LLC 5.75% 10/15/25 $3,354 0.002% %CWENA25 18539UAB1 US18539UAB17 BKP5T02Fair Isaac Corp. 5.25% 5/15/26 $3,351 0.002% %FAIR26A 303250AE4 US303250AE41 BD2NL82Axalta Coating Systems/Dutch Holding BV 4.75%6/15/27 $3,343 0.002% %AXTA27A 05454NAA7 US05454NAA72 BM8HHD8VICI Properties, Inc. 4.125% 8/15/30 $3,340 0.002% %VICI30A 92564RAE5 US92564RAE53 BKMH5T2Uber Technologies, Inc. Tranche B, term loan 3month U.S. LIBOR + 4.000% 5% 4/4/25 $3,335 0.002% %UBERTBI 90351JAD6 US90351JAD63SS&C Technologies, Inc. Tranche B 5LN, term loan 3month U.S. LIBOR + 1.750% 1.9282% 4/16/25 $3,331 0.002% %SSNCTB5 78466DBF0 US78466DBF06The Oil and Gas Holding Co. 7.625% 11/7/24 $3,318 0.002% %OILG24A 67778M2C3 US67778M2C35 BFM8415Dana, Inc. 5.625% 6/15/28 $3,308 0.002% %DAN28 235825AG1 US235825AG15 BMYXXV0Flex Acquisition Co., Inc. Tranche B 1LN, termloan 3 month U.S. LIBOR + 3.000% 4.4334% 12/29/23 $3,295 0.002% %FLXTLB1 33936HAB8 US33936HAB87Ministry of Finance of the Russian Federation5.25% 6/23/47(Reg. S) $3,292 0.002% %RUSS47S RU000A0JXU14 BD57MZ5TerraForm Global, Inc. 6.125% 3/1/26 $3,282 0.002% %GLBL26A 88104UAC7 US88104UAC71 BF2FTK0BJ’s Wholesale Club, Inc. Tranche B 1LN, term loan3 month U.S. LIBOR + 2.250% 2.4348% 2/3/24 $3,274 0.002% %BJTLB1 09179FAU6 US09179FAU66Mileage Plus Holdings, Inc. Tranche B 1LN, termloan 3 month U.S. LIBOR + 5.250% 6/25/27 $3,272 0.002% %UALTLB1 59921PAB2Sabra Health Care LP 3.9% 10/15/29 $3,267 0.002% %SBRA29 78572XAG6 US78572XAG60 BJCRTF9NagaCorp Ltd. 9.375% 5/21/21 $3,264 0.002% %NAGA21A 629721AA9 US629721AA93 BG0J6V1Azul Investments LLP 5.875% 10/26/24 $3,260 0.002% %AZUL27A 05502FAA6 US05502FAA66 BD5ZQ80Bank of America Corp. 6.25% $3,252 0.002% %BACP49 060505EH3 US060505EH35 BQQCCR2DCP Midstream LLC 5.85% 5/21/43 $3,247 0.002% %DCP543A 23311RAH9 US23311RAH93 B9WGBC7Targa Resources Partners LP/Targa ResourcesPartners Finance Corp. 5.5% 3/1/30 $3,244 0.002% %NGLS30A 87612BBP6 US87612BBP67 BJV9C91Turkish Republic 4.25% 3/13/25 $3,216 0.002% %TRKY25 900123CX6 US900123CX69 BKTVYS9Targa Resources Partners LP/Targa ResourcesPartners Finance Corp. 6.875% 1/15/29 $3,213 0.002% %NGLS29A 87612BBN1 US87612BBN10 BL3FLF0Dominican Republic 6.4% 6/5/49 $3,213 0.002% %DOMR49A 25714PEB0 US25714PEB04 BKC5XL4Ford Motor Credit Co. LLC 3.336% 3/18/21 $3,211 0.002% %F1221 345397XW8 US345397XW88 BDC5N26Altice Financing SA 5% 1/15/28 $3,209 0.002% %ALTIC28 02154CAF0 US02154CAF05 BKP87R4Blackstone CQP Holdco LP Tranche B, term loan 3month U.S. LIBOR + 3.500% 3.8064% 9/30/24 $3,207 0.002% %BLKCTLB 09259HAB7 US09259HAB78Freddie Mac 6% 30 Year $3,207 0.002%GIP III Stetson I LP Tranche B, term loan 3 monthU.S. LIBOR + 4.250% 4.4295% 7/18/25 $3,206 0.002% %ENLKTLB 36173DAB2 US36173DAB29Frontier Communications Corp. 11% 9/15/25 $3,193 0.002% %FTR925 35906AAZ1 US35906AAZ12 BDC5R35


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLAxtel S.A.B. de CV 6.375% 11/14/24 $3,192 0.002% %AXTE24A 05462GAJ3 US05462GAJ31 BF185R9Brazilian Federative Republic 4.5% 5/30/29 $3,172 0.001% %BRAZI29 105756CA6 US105756CA66 BJ6R944Aramark Services, Inc. Tranche B 3LN, term loan 3month U.S. LIBOR + 1.750% 1.9282% 3/11/25 $3,171 0.001% %ARMTLB3 03852JAL5 US03852JAL52Taylor Morrison Communities, Inc./MonarchCommunities, Inc. 5.875% 6/15/27 $3,170 0.001% %TMHC27A 87724RAA0 US87724RAA05 BJR4FL3Taylor Morrison Communities, Inc./MonarchCommunities, Inc. 5.625% 3/1/24 $3,158 0.001% %TAYM24A 877249AD4 US877249AD49 BK8PHJ4Navios Maritime Holdings, Inc. 11.25% 8/15/22 $3,151 0.001% %NM822A 639365AH8 US639365AH88 BFMC2Q8Republic of Honduras 8.75% 12/16/20 $3,141 0.001% %HOND20A XS1006084484 BH7KDF7Georgian Oil & Gas Corp. 6.75% 4/26/21 $3,139 0.001% %GEO421A 37363CAB2 US37363CAB28 BD2X3L9Stars Group Holdings BV Tranche B, term loan 3month U.S. LIBOR + 3.500% 3.8079% 7/10/25 $3,137 0.001% %TSGTRB XAN8233BAC62JBS Investments II GmbH 5.75% 1/15/28 $3,133 0.001% %JBSS27A 46650CAB5 US46650CAB54 BJMSSJ9Brixmor Operating Partnership LP 4.05% 7/1/30 $3,131 0.001% %BRX30 11120VAJ2 US11120VAJ26 BMC8VY6Sunoco LP/Sunoco Finance Corp. 4.875% 1/15/23 $3,128 0.001% %SUNO23 86765LAJ6 US86765LAJ61 BZ01GC1Allegheny Technologies, Inc. 5.875% 12/1/27 $3,120 0.001% %ATI27 01741RAH5 US01741RAH57 BKRM3P4Alliant Holdings Intermediate LLC Tranche B-2 1LN,term loan 3 month U.S. LIBOR + 3.250% 3.44%5/9/25 $3,119 0.001% %ALNTTLB 01881UAF2 US01881UAF21Valeant Pharmaceuticals International, Inc.Tranche B 2LN, term loan 3 month U.S. LIBOR +2.750% 2.94% 11/27/25 $3,117 0.001% %BHCTLB2 XAC9413PBB85Match Group, Inc. 4.125% 8/1/30 $3,109 0.001% %MTCH30A 57665RAL0 US57665RAL06 BLM1N20Transocean Sentry Ltd. 5.375% 5/15/23 $3,109 0.001% %RIGG23A 89385AAA3 US89385AAA34 BK5JH00Camelot Finance SA 4.5% 11/1/26 $3,108 0.001% %CCC26A 13323AAB6 US13323AAB61 BKSGCW5HCP, Inc. 3.25% 7/15/26 $3,106 0.001% %HCP26 40414LAQ2 US40414LAQ23 BKDK9B0Go Daddy Operating Co. LLC / GD Finance Co., Inc.5.25% 12/1/27 $3,093 0.001% %GDDY27A 38016LAA3 US38016LAA35 BJLPZ45Argentine Republic 8.28% 12/31/33 $3,088 0.001% %ARGE33 040114GL8 US040114GL81 B291NV9Magnolia Oil & Gas Operating LLC 6% 8/1/26 $3,088 0.001% %TPGE26A 559665AA2 US559665AA25 BYVW0H9Cabazon Finance Authority term loan 11% 3/7/24pay-in-kind $3,087 0.001% %CFATLPK 12679LAB4 US12679LAB45KeHE Distributors LLC / KeHE Finance Corp. 8.625%10/15/26 $3,085 0.001% %KEHE26A 487526AB1 US487526AB19 BKSY9Z1EQM Midstream Partners LP 6% 7/1/25 $3,084 0.001% %EQM25A 26885BAF7 US26885BAF76 BMYXXR6Archrock Partners LP / Archrock Partners FinanceCorp. 6.25% 4/1/28 $3,081 0.001% %APLP28A 03959KAC4 US03959KAC45 BL717V2Viking Cruises Ltd. 13% 5/15/25 $3,064 0.001% %VIK25A 92676XAE7 US92676XAE76 BMF6PS9


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLAzerbaijan Republic 4.75% 3/18/24 $3,045 0.001% %AZER24A 05477LAA4 US05477LAA44 BKRHFM0The Hillman Group, Inc. Tranche B, term loan 3month U.S. LIBOR + 4.000% 5.072% 5/31/25 $3,022 0.001% %HILCOTB 43162TAK6 US43162TAK60DCP Midstream Operating LP 5.625% 7/15/27 $3,022 0.001% %DCP27 23311VAJ6 US23311VAJ61 BLB2G81Rackspace Hosting, Inc. Tranche B, term loan 3month U.S. LIBOR + 3.000% 4% 11/3/23 $3,018 0.001% %RAXTMB 75008QAL0 US75008QAL05Millicom International Cellular SA 6% 3/15/25 $3,002 0.001% %MIIC25A 600814AM9 US600814AM98 BWC0GM5Petronas Capital Ltd. 3.5% 4/21/30 $2,996 0.001% %PETK30A 716743AP4 US716743AP46 BMF66D1Starwood Property Trust, Inc. 4.75% 3/15/25 $2,995 0.001% %STWD25 85571BAL9 US85571BAL99 BYW54F3Navient Corp. 6.5% 6/15/22 $2,987 0.001% %NAVI22 63938CAF5 US63938CAF59 BF08280AASET Trust Series 2019-2 Class B, 4.458% 10/16/39 $2,986 0.001% 00038RAB2 US00038RAB24Ortho-Clinical Diagnostics, Inc. 7.375% 6/1/25 $2,986 0.001% %ORTC25A 68752DAC2 US68752DAC20 BMXNK98Commercial Metals Co. 5.75% 4/15/26 $2,983 0.001% %CMC26 201723AN3 US201723AN37 BFMXTZ9HD Supply, Inc. 5.375% 10/15/26 $2,979 0.001% %HDSU26A 40415RAS4 US40415RAS40 BG5J5Z3CBOM Finance PLC 5.55% 2/14/23 $2,975 0.001% %CBOI23A 12504PAF7 US12504PAF71 BG02RJ5Petroleos Mexicanos 5.375% 3/13/22 $2,962 0.001% %PEMX322 71654QCE0 US71654QCE08 BFYPLW4Emirate of Abu Dhabi 3.125% 9/30/49 $2,955 0.001% %ADGB49A 29135LAF7 US29135LAF76 BKS6G23Sirius XM Radio, Inc. 3.875% 8/1/22 $2,949 0.001% %SIR822A 82967NAY4 US82967NAY40 BDC3R28KUEHG Corp. Tranche B, term loan 3 month U.S.LIBOR + 3.750% 4.75% 2/21/25 $2,934 0.001% %KNOTLBE 48244EAJ3 US48244EAJ38Pacific Gas & Electric Co. Tranche B 1LN, termloan 3 month U.S. LIBOR + 4.500% 6/18/25 $2,934 0.001% %PCGTLEBLevel 3 Financing, Inc. Tranche B 1LN, term loan 3month U.S. LIBOR + 1.750% 1.9282% 3/1/27 $2,923 0.001% %LVLTL1 52729KAP1 US52729KAP12Match Group, Inc. 5.625% 2/15/29 $2,918 0.001% %MTCH29A 57665RAJ5 US57665RAJ59 BJMFJ86Indonesian Republic 3.85% 10/15/30 $2,912 0.001% %INDON30 455780CS3 US455780CS32 BKPQKH9Allen Media LLC 10.5% 2/15/28 $2,908 0.001% %ALNM28A 01771YAA8 US01771YAA82 BKTQVJ4Cheniere Energy Partners LP 5.625% 10/1/26 $2,902 0.001% %CQP1026 16411QAD3 US16411QAD34 BK971Z3Biz Finance PLC 9.625% 4/27/22 $2,881 0.001% %EXIM22A XS1261826512 BYSGLY8RegionalCare Hospital Partners Holdings, Inc.Tranche B, term loan 3 month U.S. LIBOR + 3.750%3.9236% 11/16/25 $2,877 0.001% %RGCRTLB 75915TAD4 US75915TAD46Reynolds Group Issuer, Inc./Reynolds Group IssuerLLC/Reynolds Group Issuer (Luxembourg) SA 3 monthU.S. LIBOR + 3.500% 4.7189% 7/15/21 $2,875 0.001% %REY721A 761735AR0 US761735AR08 BYMC9X7Kinder Morgan Energy Partners LP 6.55% 9/15/40 $2,875 0.001% %KMP940 494550BF2 US494550BF27 B3S4PJ8MHP SA 7.75% 5/10/24 $2,865 0.001% %MHPS24A 55302TAD7 US55302TAD72 BD45XD5EIG Investors Corp. Tranche B, term loan 3 monthU.S. LIBOR + 3.750% 4.75% 2/9/23 $2,862 0.001% %EIGITLB 26852BAP4 US26852BAP40


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLTelecom Italia SpA 5.303% 5/30/24 $2,861 0.001% %TITI24A 87927YAA0 US87927YAA01 BMV1726Ukraine Government 7.375% 9/25/32 $2,858 0.001% %UKRA32A 903724BM3 US903724BM37 BF226N3Scripps Escrow, Inc. 5.875% 7/15/27 $2,855 0.001% %SSP27A 81104PAA7 US81104PAA75 BJ9NGK4Maverick Purchaser Sub LLC Tranche B 1LN, termloan 3 month U.S. LIBOR + 4.000% 4.1782% 1/23/27 $2,825 0.001% %AEMNTLB 57776DAB9 US57776DAB91Ultimate Software Group, Inc. 2LN, term loan 3month U.S. LIBOR + 6.750% 5/3/27 $2,816 0.001% %ULTITL2 90385KAF8Crown Finance U.S., Inc. Tranche B 1LN, term loan3 month U.S. LIBOR + 2.250% 3.322% 2/28/25 $2,806 0.001% %CINETLB 22834KAB7 US22834KAB70Dominican Republic 6% 7/19/28 $2,798 0.001% %DOMR28A 25714PDZ8 US25714PDZ80 BF4P3P1Front Range BidCo, Inc. 6.125% 3/1/28 $2,798 0.001% %ZAYO28A 98919VAB1 US98919VAB18 BLBQF75KazMunaiGaz National Co. 3.875% 4/19/22 $2,796 0.001% %KZOK22A 48667QAM7 US48667QAM78 BZ0X412Vistra Operations Co. LLC 5.625% 2/15/27 $2,794 0.001% %VST27A 92840VAB8 US92840VAB80 BHQTTK2Studio City Co. Ltd. 7.25% 11/30/21 $2,792 0.001% %STD21A 86400GAB5 US86400GAB59 BD2P3S2Ford Motor Co. 9.625% 4/22/30 $2,787 0.001% %F430 345370CX6 US345370CX67 BK8JJ23Pampa Holding SA 7.375% 7/21/23 $2,778 0.001% %PESA23A 71647XAA5 US71647XAA54 BZ9NL67PG&E Corp. 5.25% 7/1/30 $2,768 0.001% %PCG30 69331CAJ7 US69331CAJ71 BLCC408PolyOne Corp. 5.75% 5/15/25 $2,756 0.001% %POL25A 73179PAM8 US73179PAM86 BKPD4Z6Arab Republic of Egypt 7.903% 2/21/48 $2,746 0.001% %EGYP48A 03846JW55 US03846JW552 BF0V3R5Valeant Pharmaceuticals International, Inc. 5.25%1/30/30 $2,736 0.001% %BHCC30A 071734AJ6 US071734AJ60 BKPNQC7TerraForm Power Operating LLC 4.25% 1/31/23 $2,734 0.001% %TER123A 88104LAC7 US88104LAC72 BD2BVB9Infrabuild Australia Pty Ltd. 12% 10/1/24 $2,731 0.001% %INF24A 45682RAA8 US45682RAA86 BJXW6P2Flex Acquisition Co., Inc. 6.875% 1/15/25 $2,730 0.001% %FLXA25A 33936YAA3 US33936YAA38 BDHTRW1Red Ventures LLC Tranche B 1LN, term loan 3 monthU.S. LIBOR + 2.500% 2.6783% 11/8/24 $2,726 0.001% %REDVTB1 75703UAH8 US75703UAH86Ukraine Government 7.75% 9/1/22 $2,715 0.001% %UK22TMP 903724AP7 US903724AP76 BZ09DS0Sophia L.P. term loan 3 month U.S. LIBOR + 3.250%4.25% 9/30/22 $2,710 0.001% %DAELTMB 83578BAJ2 US83578BAJ26Lamar Media Corp. 4.875% 1/15/29 $2,707 0.001% %LAMR29A 513075BU4 US513075BU47 BMDHQ14Service Corp. International 5.125% 6/1/29 $2,700 0.001% %SCI29 817565CE2 US817565CE22 BK62T02Tegna, Inc. 5% 9/15/29 $2,691 0.001% %TGNA29A 87901JAC9 US87901JAC99 BKB0R07Petroleos Mexicanos 3 month U.S. LIBOR + 3.650%3.9646% 3/11/22 $2,686 0.001% 71654QCF7 US71654QCF72 BF2LHD7Turkiye Sinai Kalkinma Bankasi A/S 6% 1/23/25 $2,678 0.001% %TSKB25A 90015YAA7 US90015YAA73 BKX9N59Celtic Resources Holdings DAC 4.125% 10/9/24 $2,677 0.001% %NORD24A 15119CAA7 US15119CAA71 BKKFS77Dominican Republic 5.875% 1/30/60 $2,676 0.001% %DOMP60A 25714PEE4 US25714PEE43 BK94CJ5Sasol Financing International PLC 4.5% 11/14/22 $2,672 0.001% %SAS22 803865AA2 US803865AA25 B8T2WZ1AT&T, Inc. 4.45% 4/1/24 $2,667 0.001% %T424 00206RDC3 US00206RDC34 BD20MG8


500 Salem Street


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLMinistry of Finance of the Russian Federation5.625% 4/4/42 $2,652 0.001% %RUS42A 78307ADE0 US78307ADE01 B7JQSD6KUEHG Corp. Tranche B 2LN, term loan 3 month U.S.LIBOR + 8.250% 9.25% 8/22/25 $2,651 0.001% %KNOLTL2 50118YAB5 US50118YAB56Citadel Securities LP Tranche B 1LN, term loan 3month U.S. LIBOR + 2.750% 2.9282% 2/27/26 $2,647 0.001% %CITSTLB 17288YAC6 US17288YAC66Vedanta Resources PLC 8.25% 6/7/21 $2,636 0.001% %VEDL21A 92241TAG7 US92241TAG76 B4NQV76BCP Raptor II LLC Tranche B, term loan 3 monthU.S. LIBOR + 4.750% 4.9282% 11/3/25 $2,634 0.001% %CAPMTLB 05550DAB0 US05550DAB01Berry Global, Inc. 4.875% 7/15/26 $2,634 0.001% %BRGE26A 085770AA3 US085770AA31 BJKFFH9Wells Fargo & Co. 5.9% $2,632 0.001% %WFC49 949746RG8 US949746RG83 BLRVT50Petrobras Global Finance BV 5.75% 2/1/29 $2,632 0.001% %PETBR29 71647NAZ2 US71647NAZ24 BFY3Z60Lennar Corp. 5.25% 6/1/26 $2,631 0.001% %LENR26 526057CT9 US526057CT92 BG31VZ3Sprint Corp. 7.25% 9/15/21 $2,631 0.001% %S921 85207UAE5 US85207UAE55 BSNBGF2Expedia, Inc. 6.25% 5/1/25 $2,629 0.001% %EXPE25 30212PAS4 US30212PAS48 BLD49V9Cengage Learning, Inc. Tranche B, term loan 3month U.S. LIBOR + 4.250% 5.25% 6/7/23 $2,629 0.001% %CNGOTLB 15134NAE6 US15134NAE67Trivium Packaging Finance BV 5.5% 8/15/26 $2,620 0.001% %TRIV26A 89686QAA4 US89686QAA40 BK0YKJ03M Co. 3.7% 4/15/50 $2,619 0.001% %MMM50 88579YBP5 US88579YBP51 BLD6L97Sabre GLBL, Inc. 9.25% 4/15/25 $2,608 0.001% %SABH25A 78573NAC6 US78573NAC65 BLF9945Valeant Pharmaceuticals International, Inc. 9%12/15/25 $2,601 0.001% %VRX25A 91911KAP7 US91911KAP75 BZ3ZWN3VTR Finance BV 6.375% 7/15/28 $2,600 0.001% %VTRC28A 918374AA7 US918374AA74 BMFQ8Z7Teekay Corp. 9.25% 11/15/22 $2,598 0.001% %TK22A 87900YAF0 US87900YAF07 BK94J05U.S.A. Compression Partners LP 6.875% 4/1/26 $2,596 0.001% %USAC26 91740PAC2 US91740PAC23 BHPG3B3The Chemours Co. LLC 5.375% 5/15/27 $2,593 0.001% %CC27 163851AE8 US163851AE83 BDFVFH0Asurion LLC Tranche B 6LN, term loan 3 month U.S.LIBOR + 3.000% 3.1782% 11/3/23 $2,592 0.001% %ASUCTB6 04649VAV2 US04649VAV27HarbourVest Partners LLC Tranche B 1LN, term loan3 month U.S. LIBOR + 2.250% 2.5653% 3/1/25 $2,592 0.001% %HATLB1 41165QAG2 US41165QAG29Viacom, Inc. 6.25% 2/28/57 $2,581 0.001% %VIAI57 92553PBC5 US92553PBC59 BD6V825AlixPartners LLP Tranche B, term loan 3 month U.S.LIBOR + 2.500% 2.6783% 4/4/24 $2,575 0.001% %ALIPTLB 01642PAW6 US01642PAW68AI Convoy Luxembourg SARL Tranche B 1LN, term loan3 month U.S. LIBOR + 3.500% 4.6501% 1/20/27 $2,575 0.001% %COBLTLB 00135BAC7 US00135BAC72PBF Holding Co. LLC/PBF Finance Corp. 7.25%6/15/25 $2,574 0.001% %PBFEN25 69318FAG3 US69318FAG37 BF2VZB1AppLovin Corp. Tranche B, term loan 3 month U.S.LIBOR + 3.500% 3.6783% 8/15/25 $2,559 0.001% %APPLTLB 03835EAC8 US03835EAC84


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLNatgasoline LLC Tranche B, term loan 3 month U.S.LIBOR + 3.500% 4.3125% 11/14/25 $2,551 0.001% %NTGSTLB 63232EAB3 US63232EAB39LTF Merger Sub, Inc. Tranche B, term loan 3 monthU.S. LIBOR + 2.750% 3.75% 6/10/22 $2,550 0.001% %LTMTMB 50218KAD0 US50218KAD00Occidental Petroleum Corp. 6.95% 7/1/24 $2,541 0.001% %OXY724 674599DB8 US674599DB86 BJSFZS21011778 BC Unlimited Liability Co./New RedFinance, Inc. 5% 10/15/25 $2,537 0.001% %BCUL25A 68245XAE9 US68245XAE94 BD0NMN6Altice Financing SA Tranche B, term loan 3 monthU.S. LIBOR + 2.750% 2.9348% 7/15/25 $2,533 0.001% %ALCETLB XAL0178UAG12Denbury Resources, Inc. 9.25% 3/31/22 $2,525 0.001% %DNR22A 247916AH2 US247916AH27 BZ3ZWF5Phillips 66 Co. 3.7% 4/6/23 $2,524 0.001% %PSX23 718546AU8 US718546AU85 BKY6337Netflix, Inc. 4.875% 4/15/28 $2,523 0.001% %NFLX28A 64110LAS5 US64110LAS51 BG47ZP8United Mexican States 4.5% 4/22/29 $2,516 0.001% %MEX429 91087BAF7 US91087BAF76 BH4KQ39VICI Properties, Inc. 3.75% 2/15/27 $2,512 0.001% %VIVI27A 92564RAD7 US92564RAD70 BKMH5X6Centene Corp. 5.375% 8/15/26 $2,511 0.001% %CNC126A 15135BAM3 US15135BAM37 BKWF303Acrisure LLC / Acrisure Finance, Inc. 8.125%2/15/24 $2,510 0.001% %ACRI24A 00489LAC7 US00489LAC72 BGLSV89L Brands, Inc. 9.375% 7/1/25 $2,506 0.001% %LB25A 501797AU8 US501797AU81 BMG4827ACProducts, Inc. 1LN, term loan 3 month U.S. LIBOR+ 6.500% 7.5% 8/13/25 $2,504 0.001% %ACPRTL1Molina Healthcare, Inc. 4.375% 6/15/28 $2,502 0.001% %MOH28A 60855RAJ9 US60855RAJ95 BMXTM34Park Place Securities, Inc. Series 2005-WCH1 ClassM4, 1 month U.S. LIBOR + 1.240% 1.4295% 1/25/36 $2,495 0.001% 70069FFL6 US70069FFL67Sunoco LP/Sunoco Finance Corp. 5.5% 2/15/26 $2,487 0.001% %SUN26 86765LAL1 US86765LAL18 BG4PWB7Berry Global, Inc. 1LN, term loan 3 month U.S.LIBOR + 2.000% 2.1766% 10/1/22 $2,485 0.001% %BERYTL1 08579JBD3 US08579JBD37Epicor Software Corp. Tranche B, term loan 3 monthU.S. LIBOR + 3.250% 0% 6/1/22 $2,484 0.001% %EGLPTLB 29426NAE4 US29426NAE40BBA U.S. Holdings, Inc. 4% 3/1/28 $2,483 0.001% %BBAL28A 05545MAC6 US05545MAC64 BKVKBH2LCPR Loan Financing LLC Tranche B 1LN, term loan 3month U.S. LIBOR + 5.000% 5.1848% 10/22/26 $2,480 0.001% %LILAKTB 50183CAB3 US50183CAB37Diamond Sports Group LLC/Diamond Sports FinanceCo. 5.375% 8/15/26 $2,479 0.001% %DSPO26A 25277LAA4 US25277LAA44 BKKGCH8j2 Cloud Services LLC/j2 Global Communications,Inc. 6% 7/15/25 $2,456 0.001% %JCOM25A 466253AA9 US466253AA96 BYVS6G8The Third Pakistan International Sukuk Co. Ltd.5.5% 10/13/21 $2,456 0.001% %PKST21A 88429JAA4 US88429JAA43 BD6CCN7GEMS MENASA Cayman Ltd. 7.125% 7/31/26 $2,453 0.001% %GMSD26A 36166LAA5 US36166LAA52 BK9DL84Oxea Corp. Tranche B2, term loan 3 month U.S.


500 Salem Street


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLLIBOR + 3.500% 3.6875% 10/11/24 $2,452 0.001% %OXEATLBWeight Watchers International, Inc. Tranche B,term loan 3 month U.S. LIBOR + 4.750% 5.5% 11/29/24 $2,450 0.001% %WTWTLB 948627AW4 US948627AW47IMS Health, Inc. 5% 10/15/26 $2,449 0.001% %RX26A 449934AD0 US449934AD05 BD91587FMG Resources (August 2006) Pty Ltd. 4.75% 5/15/22 $2,447 0.001% %FMG22A 30251GAU1 US30251GAU13 BDFVF81CoreCivic, Inc. 5% 10/15/22 $2,442 0.001% %CXW22 22025YAQ3 US22025YAQ35 BYTX2G7CityCenter Holdings LLC Tranche B, term loan 3month U.S. LIBOR + 2.250% 3% 4/18/24 $2,434 0.001% %CCTHTLB 17875LAL3 US17875LAL36Bermuda Government 3.717% 1/25/27 $2,432 0.001% %BERM27 085209AD6 US085209AD62 BYM4ZL3Pike Corp. Tranche B 1LN, term loan 3 month U.S.LIBOR + 3.250% 4.25% 7/24/26 $2,431 0.001% %PIKETB1 72108PAP9 US72108PAP99Occidental Petroleum Corp. 3.2% 8/15/26 $2,430 0.001% %OX26 674599CR4 US674599CR48 BKKGQF4E.W. Scripps Co. 5.125% 5/15/25 $2,430 0.001% %SSP25A 811054AG0 US811054AG07 BF0L7Y0Intelsat Jackson Holdings SA 8.5% 10/15/24 $2,425 0.001% %INT924A 45824TBA2 US45824TBA25 BGLRLW0Georgia Republic 6.875% 4/12/21 $2,423 0.001% %GEOR21A 37311PAA8 US37311PAA84 B675Q12Papua New Guinea 8.375% 10/4/28 $2,419 0.001% %PNGI28A 69888UAB1 US69888UAB17 BGM9CG6Quicken Loans, Inc. 5.25% 1/15/28 $2,419 0.001% %QUIC28A 74840LAB8 US74840LAB80 BF3VY24State Street Corp. 3.152% 3/30/31 $2,417 0.001% %SIT31 857477BK8 US857477BK85 BKPV7R3Level 3 Financing, Inc. 5.375% 8/15/22 $2,414 0.001% %LVLT22 527298BD4 US527298BD49 BVFB3J4SS&C Technologies, Inc. Tranche B 3LN, term loan 3month U.S. LIBOR + 1.750% 1.9283% 4/16/25 $2,410 0.001% %SSNCTB3 78466DBD5 US78466DBD57Reynolds Consumer Products LLC Tranche B 1LN, termloan 3 month U.S. LIBOR + 1.750% 1.9282% 1/30/27 $2,407 0.001% %REYNTL1 76171JAB7 US76171JAB70Intelsat Jackson Holdings SA Tranche B-4, termloan 3 month U.S. LIBOR + 4.500% 8.75% 1/2/24 $2,407 0.001% %INTTLB4 XAL5137LAG04Dominican Republic 7.5% 5/6/21 $2,400 0.001% %DOMR21A 25714PAK4 US25714PAK49 B3R7JW9APi Group DE, Inc. Tranche B 1LN, term loan 3month U.S. LIBOR + 2.500% 2.6783% 10/1/26 $2,399 0.001% %APIGTB1 00186XAB9 US00186XAB91Entegris, Inc. 4.625% 2/10/26 $2,395 0.001% %ENTG26A 29362UAB0 US29362UAB08 BZ4F1W4Antero Midstream Partners LP/Antero MidstreamFinance Corp. 5.75% 1/15/28 $2,385 0.001% %AM28A 03690AAF3 US03690AAF30 BK60MT6Lennar Corp. 4.75% 11/29/27 $2,369 0.001% %LENC27 526057CD4 US526057CD41 BFFY830Ziggo BV 4.875% 1/15/30 $2,366 0.001% %ZIGG30A 98955DAA8 US98955DAA81 BK73JD7RPI 2019 Intermediate Finance Trust Tranche A 1LN,term loan 3 month U.S. LIBOR + 1.500% 1.6782%2/11/25 $2,364 0.001% %ROYTA1 74969AAB7 US74969AAB70MGM Mirage, Inc. 5.5% 4/15/27 $2,359 0.001% %MGM27 552953CF6 US552953CF65 BHQ4FR6Elementia S.A.B. de CV 5.5% 1/15/25 $2,355 0.001% %ELMT25A 286189AA3 US286189AA30 BSR6HX8Hamilton Projs. Acquiror LLC Tranche B 1LN, term


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLloan 3 month U.S. LIBOR + 4.750% 5.75% 6/11/27 $2,346 0.001% %HMPRTB1 14314VAB9 US14314VAB99DAE Funding LLC 5% 8/1/24 $2,340 0.001% %DUBA24A 23371DAB0 US23371DAB01 BF4CPQ7VS Buyer LLC Tranche B 1LN, term loan 3 month U.S.LIBOR + 3.250% 3.4283% 2/28/27 $2,339 0.001% %VSBUTLB 91834WAC4 US91834WAC47Turkiye Garanti Bankasi A/S 6.125% 5/24/27 $2,330 0.001% %GARA27A 900148AE7 US900148AE73 BZ12775Netflix, Inc. 4.875% 6/15/30 $2,325 0.001% %NFLX30A 64110LAV8 US64110LAV80 BKM1GZ7Telesat Canada/Telesat LLC 6.5% 10/15/27 $2,324 0.001% %TELS27A 87952VAM8 US87952VAM81 BKDN9P3GeoPark Ltd. 6.5% 9/21/24 $2,318 0.001% %GEOP24A 37255BAA7 US37255BAA70 BF0GV54North American Lifting Holdings, Inc. Tranche 1LN,term loan 3 month U.S. LIBOR + 4.500% 5.5%11/27/20 $2,317 0.001% %TNTCTL1 87259BAG5 US87259BAG59Valeant Pharmaceuticals International, Inc.Tranche B, term loan 3 month U.S. LIBOR + 3.000%3.19% 6/1/25 $2,314 0.001% %VRXCTLB XAC9413PAZ62Berry Global, Inc. Tranche Y 1LN, term loan 3month U.S. LIBOR + 2.000% 2.1766% 7/1/26 $2,313 0.001% %BERYTLY 08579JBF8 US08579JBF84Nabors Industries, Inc. 5.75% 2/1/25 $2,311 0.001% %NBR25 62957HAF2 US62957HAF29 BGLN7W0Turkish Republic 6.35% 8/10/24 $2,304 0.001% %TURK824 900123CV0 US900123CV04 BJGR193TerraForm Power Operating LLC 5% 1/31/28 $2,288 0.001% %TERP28A 88104LAE3 US88104LAE39 BD2BVC0CDK Global, Inc. 5.875% 6/15/26 $2,281 0.001% %CDK26 12508EAG6 US12508EAG61 BG1ZW43Scientific Games Corp. Tranche B 5LN, term loan 3month U.S. LIBOR + 2.750% 3.4764% 8/14/24 $2,277 0.001% %SGMTLB5 80875AAP6 US80875AAP66Neptune Finco Corp. Tranche B, term loan 3 monthU.S. LIBOR + 2.250% 2.4348% 7/17/25 $2,272 0.001% %CVCZTMB 64072UAE2 US64072UAE29Sonic Automotive, Inc. 6.125% 3/15/27 $2,262 0.001% %SAH27 83545GBC5 US83545GBC50 BF4BMJ6Dell International LLC Tranche B 1LN, term loan 3month U.S. LIBOR + 2.000% 2.75% 9/19/25 $2,258 0.001% %DELLTM1 24702NBE9 US24702NBE94Da Vinci Purchaser Corp. Tranche B 1LN, term loan3 month U.S. LIBOR + 4.000% 5.2382% 12/13/26 $2,254 0.001% %WESITLB 23343FAB0 US23343FAB04Comstock Resources, Inc. 9.75% 8/15/26 $2,248 0.001% %CRK826 205768AR5 US205768AR55 BN2X3G4SM Energy Co. 5.625% 6/1/25 $2,246 0.001% %SM25 78454LAL4 US78454LAL45 BXCJ180Akbank TAS 7.2% 3/16/27 $2,235 0.001% %AKBN27A 00972BAB5 US00972BAB53 BYPZRB7CCO Holdings LLC/CCO Holdings Capital Corp. 5.375%5/1/25 $2,231 0.001% %CHTR25A 1248EPBG7 US1248EPBG71 BWW7FD0Alpine Finance Merger Sub LLC Tranche B, term loan3 month U.S. LIBOR + 3.000% 4% 7/12/24 $2,221 0.001% %ASCLTB 02083JAC8 US02083JAC80Perrigo Finance PLC 3.5% 12/15/21 $2,221 0.001% %PRGO21 714295AB8 US714295AB80 BSTCPR4Qtel International Finance Ltd. 5% 10/19/25 $2,220 0.001% %QTEL25A 74733LAE2 US74733LAE20 B4TV841Go Daddy Operating Co. LLC Tranche B, term loan 3


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLmonth U.S. LIBOR + 1.750% 1.9283% 2/15/24 $2,204 0.001% %GDDTLB 38017BAN6 US38017BAN64Nielsen Co. SARL (Luxembourg) 5% 2/1/25 $2,198 0.001% %NLSN25A 65410CAC4 US65410CAC47 BD7F923Ukraine Railways via Shortline PLC 9.875% 9/15/21 $2,187 0.001% %RAI921A XS1374118906 BMQ5X47Shearer’s Foods, Inc. Tranche 2LN, term loan 3month U.S. LIBOR + 6.750% 7.75% 6/30/22 $2,182 0.001% %SHEATL2 82087UAD9 US82087UAD90Banco Do Brasil SA 6.25% $2,180 0.001% %BANR49A 05958AAK4 US05958AAK43 B946460EPV Merger Sub, Inc. Tranche B 1LN, term loan 3month U.S. LIBOR + 3.250% 3.4283% 3/8/25 $2,179 0.001% %VECTLB1Twin River Worldwide Holdings, Inc. 6.75% 6/1/27 $2,177 0.001% %TRWH27 90171VAA3 US90171VAA35 BJLT7X0Fly Funding II SARL Tranche B 1LN, term loan 3month U.S. LIBOR + 1.750% 2.2% 8/9/25 $2,177 0.001% %FLYYTLB XAL3953TAB07Scientific Games Corp. 8.625% 7/1/25 $2,168 0.001% %SGM25A 80874YBG4 US80874YBG44 BL57PP2DAE Funding LLC 4.5% 8/1/22 $2,166 0.001% %DUBA22A 23371DAA2 US23371DAA28 BF4CPN4Camelot Finance SA Tranche B, term loan 3 monthU.S. LIBOR + 3.000% 3.1782% 10/31/26 $2,165 0.001% %CCCTL1 XAL2000AAC44HUB International Ltd. Tranche B, term loan 3month U.S. LIBOR + 4.000% 5% 4/25/25 $2,162 0.001% %HGBTLB 44332EAT3 US44332EAT38Ingersoll-Rand Services Co. Tranche B 1LN, termloan 3 month U.S. LIBOR + 1.750% 1.9282% 2/28/27 $2,153 0.001% %GDITL1B 365556AU3 US365556AU33Itau Unibanco Holding SA 6.125% $2,152 0.001% %ITAU99A 46556UAB0 US46556UAB08 BYX59M4SM Energy Co. 5% 1/15/24 $2,152 0.001% %SM24 78454LAH3 US78454LAH33 BP4KBV8Ventia Deco LLC Tranche B, term loan 3 month U.S.LIBOR + 3.500% 4.9501% 5/21/26 $2,149 0.001% %LSDCTLB XAQ5642FAE15Froneri U.S., Inc. Tranche B 1LN, term loan 3month U.S. LIBOR + 2.250% 2.4282% 1/30/27 $2,149 0.001% %ICETLB XAG3679YAC66Icahn Enterprises LP/Icahn Enterprises FinanceCorp. 6.75% 2/1/24 $2,145 0.001% %IEP24 451102BM8 US451102BM88 BZ12203WP CPP Holdings LLC Tranche B 1LN, term loan 3month U.S. LIBOR + 3.750% 4.5% 4/30/25 $2,144 0.001% %COPTLB1 92937JAM5 US92937JAM53Valvoline, Inc. 4.25% 2/15/30 $2,144 0.001% %VVV30A 92047WAD3 US92047WAD39 BLK7847CIT Group, Inc. 4.125% 3/9/21 $2,139 0.001% %CITGN21 125581GV4 US125581GV41 BZ8VL84FMG Resources (August 2006) Pty Ltd. 5.125%3/15/23 $2,138 0.001% %FMGA23A 30251GAY3 US30251GAY35 BFX2T00OI European Group BV 4% 3/15/23 $2,137 0.001% %OI323A 67777LAC7 US67777LAC72 BD1DFC5United Mexican States 3.9% 4/27/25 $2,134 0.001% %MEX0425 91087BAJ9 US91087BAJ98 BMXJKD0Staples, Inc. Tranche B 1LN, term loan 3 monthU.S. LIBOR + 5.000% 5.6866% 4/16/26 $2,128 0.001% %SPLSTM1 855031AQ3 US855031AQ34Arconic Rolled Products Corp. 6% 5/15/25 $2,127 0.001% %ARNC25A 03966VAB3 US03966VAB36 BKX7YM7Cott Holdings, Inc. 5.5% 4/1/25 $2,126 0.001% %BCBC25A 221644AA5 US221644AA51 BD9GGV2


500 Salem Street


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLKennedy-Wilson, Inc. 5.875% 4/1/24 $2,125 0.001% %KW24 489399AG0 US489399AG06 BKX6MJ7Howmet Aerospace, Inc. 5.95% 2/1/37 $2,124 0.001% %AA37 013817AK7 US013817AK77 B1P7358Burger King Worldwide, Inc. Tranche B 1LN, termloan 3 month U.S. LIBOR + 1.750% 1.9282% 11/19/26 $2,123 0.001% %BCULTB1 XAC6901LAH06SBA Senior Finance II, LLC Tranche B, term loan 3month U.S. LIBOR + 1.750% 1.93% 4/11/25 $2,123 0.001% %SBACTLB 78404XAH8 US78404XAH89Academy Ltd. Tranche B, term loan 3 month U.S.LIBOR + 4.000% 5% 7/2/22 $2,122 0.001% %ACALTLB 00400YAH4 US00400YAH45Securus Technologies, Inc. Tranche B, term loan 3month U.S. LIBOR + 8.250% 9.25% 11/1/25 $2,122 0.001% %SECRTL2 78410QAE2 US78410QAE26Embraer SA 5.15% 6/15/22 $2,106 0.001% %EMBRA22 29082AAA5 US29082AAA51 B7K1197Bombardier Recreational Products, Inc. Tranche B21LN, term loan 3 month U.S. LIBOR + 5.000% 6%5/24/27 $2,100 0.001% %BOMTLB2 09776MAN4 XA09776MAN40Equinix, Inc. 5.375% 5/15/27 $2,092 0.001% %EQIX27 29444UAR7 US29444UAR77 BD9GGS9MPH Acquisition Holdings LLC Tranche B, term loan3 month U.S. LIBOR + 2.750% 3.75% 6/7/23 $2,092 0.001% %MLTTLB 55328HAE1 US55328HAE18Brazilian Federative Republic 4.75% 1/14/50 $2,092 0.001% %BRAZI50 105756CB4 US105756CB40 BK71V79W&T Offshore, Inc. 9.75% 11/1/23 $2,090 0.001% %WTI23A 92922PAL0 US92922PAL04 BFMWYY0Xperi Holding Corp. Tranche B 1LN, term loan 3month U.S. LIBOR + 4.000% 4.1726% 6/1/25 $2,090 0.001% %XPERTLB 98422BAB5 US98422BAB53MSCI, Inc. 4.75% 8/1/26 $2,089 0.001% %MSCI26A 55354GAD2 US55354GAD25 BDCBFC8Teva Pharmaceutical Finance Co. BV 2.95% 12/18/22 $2,088 0.001% %TEVA22 88165FAG7 US88165FAG72 B8FZD73Performance Food Group, Inc. 5.5% 6/1/24 $2,087 0.001% %PFGC24A 71376LAB6 US71376LAB62 BDDQNX9HCA Holdings, Inc. 5.875% 2/1/29 $2,085 0.001% %HCA29 404119BW8 US404119BW86 BFMY0T3Post Holdings, Inc. 4.625% 4/15/30 $2,069 0.001% %POST30A 737446AQ7 US737446AQ74 BLCF601Northwest Fiber LLC/Northwest Fiber Finance Sub,Inc. 10.75% 6/1/28 $2,051 0.001% %NWEF28A 667449AA0 US667449AA03 BMHJRR9GEMS MENASA Cayman Ltd. Tranche B 1LN, term loan 3month U.S. LIBOR + 5.000% 6% 7/30/26 $2,050 0.001% %GMETLB1 XAG3788UAB44Vail Resorts, Inc. 6.25% 5/15/25 $2,042 0.001% %MTN25A 91879QAL3 US91879QAL32 BKSHXX6City of Buenos Aires 8.95% 2/19/21 $2,032 0.001% %BUEA21A 11942GAC6 US11942GAC69 BVXGVT7Hilcorp Energy I LP/Hilcorp Finance Co. 5% 12/1/24 $2,029 0.001% %HILC24A 431318AN4 US431318AN49 BNK7B08Chicago Gen. Oblig. (Taxable Proj.) Series 2008 B,5.63% 1/1/22 $2,029 0.001% 1674856E6 US1674856E65Moroccan Kingdom 4.25% 12/11/22 $2,024 0.001% %MORO22A 617726AF1 US617726AF15 B9GRHM8Globo Comunicacao e Participacoes SA 4.843% 6/8/25 $2,022 0.001% %GLOP25A 37957TAK7 US37957TAK79 BYT37T5Barbados Government 6.5% 2/1/21 $2,014 0.001% %BARB21A 067070AJ1 US067070AJ11Vistra Operations Co. LLC 5.5% 9/1/26 $2,004 0.001% %VST26A 92840VAA0 US92840VAA08 BFXKZR3


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLNRG Yield Operating LLC 5% 9/15/26 $2,004 0.001% %NYLD26 62943WAE9 US62943WAE93 BDG0JY1Turkish Republic 7.25% 12/23/23 $1,999 0.001% %TUR1223 900123CR9 US900123CR91 BGK3KK0DaVita HealthCare Partners, Inc. 5.125% 7/15/24 $1,965 0.001% %DVA24 23918KAQ1 US23918KAQ13 BN98PX3The GEO Group, Inc. 5.125% 4/1/23 $1,959 0.001% %GEO23 36159RAG8 US36159RAG83 BFTX048Sprint Corp. 7.625% 3/1/26 $1,959 0.001% %S26 85207UAK1 US85207UAK16 BFZYL64Colombian Republic 3.125% 4/15/31 $1,956 0.001% %COLOM31 195325DS1 US195325DS19 BM8HHM7American Renal Holdings, Inc. Tranche B, term loan3 month U.S. LIBOR + 5.000% 5.1783% 6/22/24 $1,953 0.001% %AMRLTLB 02922XAK4 US02922XAK46MTN (Mauritius) Investments Ltd. 6.5% 10/13/26 $1,949 0.001% %MTNS26A 55377XAB2 US55377XAB29 BD6C6D5Ancestry.com Operations, Inc. Tranche B 1LN, termloan 3 month U.S. LIBOR + 3.750% 4.75% 10/19/23 $1,946 0.001% %ACOMTMB 03280FAH4 US03280FAH47Gaming VC Holdings SA Tranche B3 1LN, term loan 3month U.S. LIBOR + 2.250% 3.3076% 3/16/24 $1,935 0.001% %GVCNTLBIMS Health, Inc. 5% 5/15/27 $1,927 0.001% %IQV27A 46266TAA6 US46266TAA60 BK62T46II-VI, Inc. Tranche B 1LN, term loan 3 month U.S.LIBOR + 3.500% 3.6072% 9/24/26 $1,921 0.001% %IIVITLB 45173JAK0 US45173JAK07Credito Real S.A.B. de CV 9.5% 2/7/26 $1,920 0.001% %CRE226A 22550GAA0 US22550GAA04 BJK97Q4Borets Finance DAC 6.5% 4/7/22 $1,917 0.001% %BORF22A 09973BAA7 US09973BAA70 BDRXT72Lightstone Holdco LLC Tranche B 1LN, term loan 3month U.S. LIBOR + 3.750% 4.75% 1/30/24 $1,913 0.001% %LGHTLB 53226GAG6 US53226GAG64Virgin Media Bristol LLC Tranche N, term loan 3month U.S. LIBOR + 2.500% 2.6848% 1/31/28 $1,910 0.001% %VMEDTN1 XAG9368PBC77Whatabrands LLC Tranche B 1LN, term loan 3 monthU.S. LIBOR + 2.750% 2.9252% 8/3/26 $1,906 0.001% %WHABTB1 96244UAD9 US96244UAD90CCC Information Services, Inc. Tranche B 1LN, termloan 3 month U.S. LIBOR + 3.000% 4% 4/27/24 $1,897 0.001% %CCCGTB1 124886AH5 US124886AH57HUB International Ltd. 7% 5/1/26 $1,897 0.001% %HBGC26A 44332PAD3 US44332PAD33 BFXTLW7Dominican Republic 5.5% 1/27/25 $1,896 0.001% %DOMR25A 25714PCV8 US25714PCV85 BVHFBF6Frontera Energy Corp. 9.7% 6/25/23 $1,895 0.001% %FECC23A 35905BAA5 US35905BAA52 BF2FNZ3Turk Telekomunikasyon A/S 6.875% 2/28/25 $1,893 0.001% %TURK25A 90011QAC4 US90011QAC42 BJ1FP12Dominican Republic 6.85% 1/27/45 $1,876 0.001% %DOMR45A 25714PCW6 US25714PCW68 BVGCM00Messer Industries U.S.A., Inc. Tranche B 1LN, termloan 3 month U.S. LIBOR + 2.500% 2.8079% 3/1/26 $1,871 0.001% %MESITLB XAD6000EAB83Banco Mercantil del Norte SA 7.625% $1,868 0.001% %BANOA 05962GAJ8 US05962GAJ85 BYVX878Limetree Bay Terminals LLC term loan 3 month U.S.LIBOR + 4.000% 4.1783% 2/15/24 $1,865 0.001% %LIMBTLB 53271HAB9 US53271HAB96Telefonica Celular del Paraguay SA 5.875% 4/15/27 $1,861 0.001% %TCDP27A 87936VAB3 US87936VAB36 BJ5RY17Sanchez Energy Corp. term loan 12/31/49 $1,861 0.001% %SCHTLDSecurus Technologies, Inc. Tranche B, term loan 3


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLmonth U.S. LIBOR + 4.500% 5.5% 11/1/24 $1,858 0.001% %SECUTLB 78410QAB8 US78410QAB86CEMEX S.A.B. de CV 7.75% 4/16/26 $1,853 0.001% %CEME26A 151290BU6 US151290BU60 BZ3SX95WASH Multifamily Acquisition, Inc. Tranche B 1LN,term loan 3 month U.S. LIBOR + 3.250% 4.25%5/14/22 $1,848 0.001% %WASTLB1 93710HAC2 US93710HAC25KFC Holding Co./Pizza Hut Holding LLC 4.75% 6/1/27 $1,847 0.001% %YUM27A 48250NAC9 US48250NAC92 BDFZC60CDK Global, Inc. 5.25% 5/15/29 $1,843 0.001% %CDK29A 12508EAJ0 US12508EAJ01 BK94J38WestJet Airlines Ltd. 1LN, term loan 3 month U.S.LIBOR + 2.750% 4% 12/11/26 $1,840 0.001% %WJACNT1 XAC4927UAB89Wyndham Hotels & Resorts, Inc. Tranche B, termloan 3 month U.S. LIBOR + 1.750% 1.9282% 5/30/25 $1,835 0.001% %WYNTLB 98310CAC6 US98310CAC64ION Media Networks, Inc. Tranche B 1LN, term loan3 month U.S. LIBOR + 3.000% 3.8125% 12/18/24 $1,827 0.001% %IIONTB1 46205DAK3 US46205DAK37Voc Escrow Ltd. 5% 2/15/28 $1,818 0.001% %VIKC28A 91832VAA2 US91832VAA26 BFYV7L3Marriott Ownership Resorts, Inc. Tranche B 1LN,term loan 3 month U.S. LIBOR + 1.750% 1.9282%8/31/25 $1,798 0.001% %VACTL1 57163KAH1 US57163KAH14Turkish Republic 5.25% 3/13/30 $1,797 0.001% %TURKE30 900123CY4 US900123CY43 BKLJ975U.S. Anesthesia Partners, Inc. Tranche B, termloan 3 month U.S. LIBOR + 3.000% 4% 6/23/24 $1,794 0.001% %USATLB1 90350HAF6 US90350HAF64Romanian Republic 4.375% 8/22/23 $1,793 0.001% %ROMA23A 77586RAB6 US77586RAB69 B9KDK34MHI Holdings LLC Tranche B 1LN, term loan 3 monthU.S. LIBOR + 5.000% 5.1782% 9/20/26 $1,788 0.001% %VIGITLB 55303YAA1 US55303YAC75Alfa Bond Issuance PLC 5.95% 4/15/30 $1,788 0.001% %ALFA30A 01538RAF6 US01538RAF64 BK70RS9Emirate of Abu Dhabi 2.5% 4/16/25 $1,787 0.001% %ADGB25A 29135LAG5 US29135LAG59 BLGWDP2Renaissance Holding Corp. Tranche B 1LN, term loan3 month U.S. LIBOR + 3.250% 4.0101% 5/31/25 $1,783 0.001% %RLTLB1L 75972JAB0 US75972JAB08Occidental Petroleum Corp. 4.3% 8/15/39 $1,776 0.001% %OXY39 674599CX1 US674599CX16 BKKGQG5Genesee & Wyoming, Inc. 1LN, term loan 3 monthU.S. LIBOR + 2.000% 2.3079% 12/30/26 $1,772 0.001% %GWRT1L 55316HAB1 US55316HAB15Sabert Corp. Tranche B 1LN, term loan 3 month U.S.LIBOR + 4.500% 5.5% 12/10/26 $1,761 0.001% %SABETLB 78516EAB8 US78516EAB83Shearer’s Foods, Inc. Tranche B 1LN, term loan 3month U.S. LIBOR + 4.250% 5.25% 3/31/22 $1,760 0.001% %SHEART1 82087UAH0 US82087UAH05Republic of Trinidad & Tobago 4.5% 6/26/30 $1,755 0.001% %TRIT30A 896292AK5 US896292AK53 BKSGC14Match Group, Inc. 5% 12/15/27 $1,748 0.001% %MTCH27A 57665RAG1 US57665RAG11 BDSHS54Wink Holdco, Inc. Tranche B, term loan 3 monthU.S. LIBOR + 3.000% 4% 12/1/24 $1,748 0.001% %WNKTLB1 97417AAB6 US97417AAB61Charles River Laboratories International, Inc.


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOL5.5% 4/1/26 $1,747 0.001% %CRL26A 159864AC1 US159864AC13 BFMXZ95Petrobras Global Finance BV 6.9% 3/19/49 $1,745 0.001% %PETBR49 71647NBD0 US71647NBD03 BJMTK96Jonah Energy LLC 7.25% 10/15/25 $1,744 0.001% %JONA25A 47987LAA9 US47987LAA98 BZ7MJD9Targa Resources Partners LP/Targa ResourcesPartners Finance Corp. 6.5% 7/15/27 $1,739 0.001% %NG1227A 87612BBL5 US87612BBL53 BKVFC29Ghana Republic 7.875% 3/26/27 $1,722 0.001% %GHAN27A 37443GAA9 US37443GAA94 BJ1DLX0Petrobras Global Finance BV 6.125% 1/17/22 $1,713 0.001% %PETB122 71647NAR0 US71647NAR08 BD8PKZ2MPT Operating Partnership LP/MPT Finance Corp.5.5% 5/1/24 $1,705 0.001% %MPW24 55342UAE4 US55342UAE47 BLNPC24Green Energy Partners/Stonewall LLC Tranche B 1LN,term loan 3 month U.S. LIBOR + 5.500% 6.5%11/13/21 $1,703 0.001% %GRESTLB 39303NAB7 US39303NAB73Republic of Nigeria 6.75% 1/28/21 $1,694 0.001% %NGE21A 65412AAA0 US65412AAA07 B52DHR7SS&C Technologies, Inc. Tranche B 4LN, term loan 3month U.S. LIBOR + 1.750% 1.9283% 4/16/25 $1,693 0.001% %SSNCTB4 78466DBE3 US78466DBE31HCA Holdings, Inc. 5.875% 5/1/23 $1,693 0.001% %HCA523 404121AG0 US404121AG00 B6RQPK7Hertz Corp. 7.125% 8/1/26 $1,692 0.001% %HTZ26A 428040CY3 US428040CY37 BJX5W20Constellium NV 5.875% 2/15/26 $1,691 0.001% %CSTM26A 210383AG0 US210383AG04 BF4YHC3Seminole Tribe of Florida Tranche B, term loan 3month U.S. LIBOR + 1.750% 1.9236% 7/6/24 $1,691 0.001% %SEMTB 81683UAN7 US81683UAN72Jamaican Government 7.875% 7/28/45 $1,687 0.001% %JAMAN45 470160CB6 US470160CB63 BYZRKT2Solera LLC Tranche B, term loan 3 month U.S. LIBOR+ 2.750% 2.9282% 3/3/23 $1,682 0.001% %SLHNTLB 83421MAB4 US83421MAB46Springleaf Finance Corp. 8.25% 12/15/20 $1,679 0.001% %AMGF20 85172FAJ8 US85172FAJ84 BYQRTC7U.S. Foods, Inc. 1LN, term loan 3 month U.S. LIBOR+ 2.000% 3.072% 9/13/26 $1,678 0.001% %USFOTL1 90351HAD0 US90351HAD08Occidental Petroleum Corp. 3% 2/15/27 $1,676 0.001% %OXY27 674599CM5 US674599CM50 BZ1C634Dynasty Acquisition Co., Inc. Tranche B 1LN, termloan 3 month U.S. LIBOR + 3.500% 3.8079% 4/8/26 $1,676 0.001% %DAVTLB1 26812CAE6 US26812CAE66Penn National Gaming, Inc. Tranche B, term loan 3month U.S. LIBOR + 2.250% 3% 10/15/25 $1,676 0.001% %PENNTBI 70757DAV1 US70757DAV10MPLX LP 6.375% 5/1/24 $1,664 0.001% %MPLX524 55336VBL3 US55336VBL36 BMX0DC3Boyd Gaming Corp. Tranche B 1LN, term loan 3 monthU.S. LIBOR + 2.250% 2.3585% 9/15/23 $1,664 0.001% %BYDTMB1 10330JAU2 US10330JAU25Realogy Group LLC/Realogy Co-Issuer Corp. 7.625%6/15/25 $1,662 0.001% %RLGY25A 75606DAJ0 US75606DAJ00 BMHTDS2Golden Entertainment, Inc. 7.625% 4/15/26 $1,661 0.001% %GDEN26A 381013AA9 US381013AA98 BHZQX24Occidental Petroleum Corp. 4.4% 4/15/46 $1,659 0.001% %OXY46 674599CJ2 US674599CJ22 BDBFN16Banco Do Brasil SA 8.5% $1,659 0.001% %BRB49A 05959LAA1 US05959LAA17 B51Q2D8


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLSeverin Acquisition LLC Tranche B 1LN, term loan 3month U.S. LIBOR + 3.250% 3.4252% 8/1/25 $1,656 0.001% %SEVTRB1 81812HAB6 US81812HAB69NAK Naftogaz Ukraine 7.625% 11/8/26 $1,652 0.001% %NAFT26A 50050MAB1 US50050MAB19 BKKFTG3Lower Cadence Holdings LLC Tranche B 1LN, termloan 3 month U.S. LIBOR + 4.000% 4.1782% 5/22/26 $1,649 0.001% %ORYSOTB 54805BAB5 US54805BAB53Parsley Energy LLC/Parsley Finance Corp. 5.625%10/15/27 $1,641 0.001% %PARS27A 701885AH8 US701885AH87 BD353Q9Republic of Uzbekistan 4.75% 2/20/24 $1,641 0.001% %UZBE24A 91822Q2B2 US91822Q2B25 BHZQ1B9Ginnie Mae guaranteed REMIC pass-thru certificatesSeries 2015-H21 Class JA, 2.5% 6/20/65 $1,634 0.001% 38376RGD2 US38376RGD26Building Materials Corp. of America 6% 10/15/25 $1,631 0.001% %BMCA25A 120111BN8 US120111BN87 BYWDHJ2Oschadbank Via SSB #1 PLC 9.375% 3/10/23 $1,630 0.001% %OSC323 XS1273034014 BYQK9K4GTT Communications, Inc. Tranche B, term loan 3month U.S. LIBOR + 2.750% 2.93% 5/31/25 $1,620 0.001% %GTTMB 36250LAP9 US36250LAP94Navient Corp. 7.25% 1/25/22 $1,616 0.001% %SLMA22 78442FEL8 US78442FEL85 B7FSZT1Transplace Holding, Inc. Tranche B 1LN, term loan3 month U.S. LIBOR + 3.750% 4.822% 10/5/24 $1,599 0.001% %TRAPTB1 89386EAB2 US89386EAB20Financial & Risk U.S. Holdings, Inc. 6.25% 5/15/26 $1,594 0.001% %FIN526A 31740LAA1 US31740LAA17 BF2PL04Tempur Sealy International, Inc. 5.5% 6/15/26 $1,587 0.001% %TPX26 88023UAG6 US88023UAG67 BYNGVW1Ukraine Government 7.75% 9/1/26 $1,584 0.001% %UK26TMP 903724AT9 US903724AT98 BYSRYL9SuperMoose Borrower LLC Tranche B 1LN, term loan 3month U.S. LIBOR + 3.750% 3.9282% 8/29/25 $1,573 0.001% %TRITTLB 86845PAC6 US86845PAC68American Rock Salt Co. LLC Tranche B, term loan 3month U.S. LIBOR + 3.500% 4.5% 3/21/25 $1,571 0.001% %AMRSTLB 02932JAM9 US02932JAM99Telecom Argentina SA 6.5% 6/15/21 $1,569 0.001% %CBVS21A 12686NAT2 US12686NAT28 BZB1P56IAA Spinco, Inc. 5.5% 6/15/27 $1,568 0.001% %IAAS27A 449253AB9 US449253AB91 BJVH897W. R. Grace & Co.-Conn. 5.625% 10/1/24 $1,568 0.001% %GRA24A 383909AF5 US383909AF54 BQT49N0Ziggo Bond Co. BV 5.125% 2/28/30 $1,559 0.001% %ZIG30A 98953GAD7 US98953GAD79 BL6Z588Chukchansi Economic Development Authority 9.75%12/31/49 $1,556 0.001% %CHU20A 171276AM0 US171276AM00 BD6CBJ6DISH DBS Corp. 6.75% 6/1/21 $1,555 0.001% %DISH21 25470XAE5 US25470XAE58 B6SCGR8Berry Global, Inc. 5.625% 7/15/27 $1,551 0.001% %BRGE27A 085770AB1 US085770AB14 BJKFFK2Entercom Media Corp. 6.5% 5/1/27 $1,550 0.001% %CBSR27A 29365DAA7 US29365DAA72 BK97MV6Pathway Vet Alliance LLC Tranche B 1LN, term loan3 month U.S. LIBOR + 4.000% 3/31/27 $1,545 0.001% %PATVTL1 70323KAC2MSCI, Inc. 5.375% 5/15/27 $1,544 0.001% %MSCI27A 55354GAF7 US55354GAF72 BD0MGN1MPLX LP 6.875% $1,537 0.001% %MPLX 55336VAU4 US55336VAU44 BKFGXH0Ginnie Mae guaranteed REMIC pass-thru certificatessequential payer Series 2013-H06 Class HA, 1.65%


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOL1/20/63 $1,524 0.001% 38375BJ60 US38375BJ605Petroleos Mexicanos 5.5% 1/21/21 $1,517 0.001% %PETR21 71654QAX0 US71654QAX07 B4P6J03Harland Clarke Holdings Corp. Tranche B 7LN, termloan 3 month U.S. LIBOR + 4.750% 5.75% 11/3/23 $1,511 0.001% %HARTLB7 181593AN4 US181593AN46UOS LLC Tranche B 1LN, term loan 3 month U.S.LIBOR + 4.250% 4.44% 4/18/25 $1,510 0.001% %UOSLTB1 90320EAE3 US90320EAE32Valeant Pharmaceuticals International, Inc. 7.25%5/30/29 $1,505 0.001% %BHCC29A 071734AF4 US071734AF49 BK8KJZ9Altice Financing SA Tranche B, term loan 3 monthU.S. LIBOR + 2.750% 2.9295% 1/31/26 $1,493 0.001% %ALTTLBInvenergy Thermal Operating I LLC Tranche B, termloan 3 month U.S. LIBOR + 3.000% 3.1736% 8/28/25 $1,490 0.001% %INTHTRB 46123UAG3 US46123UAG31Terra-Gen Finance Co. LLC Tranche B, term loan 3month U.S. LIBOR + 4.250% 3.43% 12/9/21 $1,489 0.001% %TERGTLB 88100JAH5 US88100JAH59Lamb Weston Holdings, Inc. 4.625% 11/1/24 $1,489 0.001% %LW24A 513272AA2 US513272AA27 BYTY5P0AssuredPartners, Inc. Tranche B 1LN, term loan 3month U.S. LIBOR + 3.500% 3.6783% 2/13/27 $1,485 0.001% %ASSPTB1 04621HAN3 US04621HAN35Windstream Services LLC 1LN, term loan 3 monthU.S. LIBOR + 2.500% 2.68% 2/26/21 $1,476 0.001% %WINT1LD 97381JAB9 US97381JAB98Viper Energy Partners LP 5.375% 11/1/27 $1,474 0.001% %VNOM27A 92763MAA3 US92763MAA36 BKVB302Citgo Holding, Inc. Tranche B 1LN, term loan 3month U.S. LIBOR + 7.000% 8% 8/1/23 $1,468 0.001% %CITHTB1 17304YAD4 US17304YAD40Wolverine Escrow LLC 8.5% 11/15/24 $1,466 0.001% %WAIR24 97789LAC0 US97789LAC00 BJXCLZ7First Eagle Holdings, Inc. Tranche B 1LN, termloan 3 month U.S. LIBOR + 2.500% 2.8079% 2/1/27 $1,465 0.001% %ARNLTLB 05554JAH0 US05554JAH05Zelis Payments Buyer, Inc. Tranche B 1LN, termloan 3 month U.S. LIBOR + 4.750% 4.9282% 9/30/26 $1,464 0.001% %STRTLB1 98932TAC7 US98932TAC71Nuance Communications, Inc. 5.625% 12/15/26 $1,464 0.001% %NUAN26A 67020YAQ3 US67020YAQ35 BFNPKW8United Mexican States 4.75% 4/27/32 $1,456 0.001% %MEX432 91087BAK6 US91087BAK61 BMXPS56BellRing Brands, Inc. Tranche B 1LN, term loan 3month U.S. LIBOR + 5.000% 6% 10/10/24 $1,456 0.001% %BRBRTL1 07982EAB2 US07982EAB20IHS Markit Ltd. 4.75% 2/15/25 $1,455 0.001% %INFO25A 44962LAB3 US44962LAB36 BYNHPT9Harbor Freight Tools U.S.A., Inc. Tranche B, termloan 3 month U.S. LIBOR + 2.500% 3.25% 8/19/23 $1,453 0.001% %HARTLBN 41151PAM7 US41151PAM77Ardagh Packaging Finance PLC/Ardagh MP HoldingsU.S.A., Inc. 4.125% 8/15/26 $1,452 0.001% %ARG26A 03969AAN0 US03969AAN00 BK5HL35Learning Care Group (U.S.) No 2, Inc. Tranche B1LN, term loan 3 month U.S. LIBOR + 3.250% 4.25%3/13/25 $1,452 0.001% %LCGITMB 52201CAC5 US52201CAC55


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLKLX Energy Services Holdings, Inc. 11.5% 11/1/25 $1,452 0.001% %KLXE25A 48253LAA4 US48253LAA44 BGNVW50Sultanate of Oman 4.125% 1/17/23 $1,446 0.001% %OMAN23A 682051AG2 US682051AG21 BFWV2Q5Ascend Learning LLC 6.875% 8/1/25 $1,442 0.001% %ASCL25A 043502AB9 US043502AB91 BJ2W9X2Freeport-McMoRan, Inc. 5.4% 11/14/34 $1,439 0.001% %FCXM34 35671DBJ3 US35671DBJ37 BSN4Q39BCP Renaissance Parent LLC Tranche B, term loan 3month U.S. LIBOR + 3.500% 4.5% 10/31/24 $1,437 0.001% %BCPRTLB 05549PAB7 US05549PAB76AMC Entertainment Holdings, Inc. Tranche B 1LN,term loan 3 month U.S. LIBOR + 3.000% 4.08% 4/22/26 $1,435 0.001% %AMCTLB1 00164DAQ6 US00164DAQ60JMC Steel Group, Inc. 1LN, term loan 3 month U.S.LIBOR + 2.250% 2.4295% 1/24/27 $1,434 0.001% %ZEKINT1 98931YAC7 US98931YAC75ExGen Renewables IV, LLC Tranche B, term loan 3month U.S. LIBOR + 3.000% 4% 11/28/24 $1,430 0.001% %EXCTMB 30204KAB2 US30204KAB26Uber Technologies, Inc. Tranche B, term loan 3month U.S. LIBOR + 3.500% 3.6736% 7/13/23 $1,429 0.001% %UBERTBN 90351JAE4 US90351JAE47Carnival Corp. Tranche B 1LN, term loan 3 monthU.S. LIBOR + 7.500% 6/29/25 $1,428 0.001% %CCLT1 XAP2121YAN84Guatemalan Republic 5.375% 4/24/32 $1,428 0.001% %GUAT32A 401494AS8 US401494AS84 BMWWJK0NCR Corp. 8.125% 4/15/25 $1,427 0.001% %NCR425A 62886EAX6 US62886EAX67 BL67C49Digicel Group Ltd. 6.75% 3/1/23 $1,426 0.001% %DLLT23A 25380QAH2 US25380QAH20 BW0XTF0Red Lobster Hospitality LLC Tranche B, term loan 3month U.S. LIBOR + 5.250% 6.25% 7/28/21 $1,422 0.001% %REDLTLB 75676JAB9 US75676JAB98BAMLL Commercial Mortgage Securities Trust Series2019-BPR Class CNM, 3.8425% 11/5/32 $1,420 0.001% 05492PAG3 US05492PAG37Petroleos Mexicanos 6.5% 6/2/41 $1,415 0.001% %PEMEX41 71654QAZ5 US71654QAZ54 B3XJ8P5Hamilton Holdco LLC Tranche B 1LN, term loan 3month U.S. LIBOR + 2.000% 2.31% 1/4/27 $1,414 0.001% %HAMTLB1 40739EAB9 US40739EAB92Tecpetrol SA 4.875% 12/12/22 $1,414 0.001% %TECP22A 87876TAE4 US87876TAE47 BF1FYD9Evo Payments International LLC Tranche B, termloan 3 month U.S. LIBOR + 3.250% 3.44% 12/22/23 $1,413 0.001% %EVOPATB 26926NAN5 US26926NAN57PETCO Animal Supplies, Inc. Tranche B 1LN, termloan 3 month U.S. LIBOR + 3.250% 4.25% 1/26/23 $1,407 0.001% %PETCTLB 71579UAF2 US71579UAF21Aimbridge Acquisition Co., Inc. Tranche B, termloan 3 month U.S. LIBOR + 3.750% 3.9282% 2/1/26 $1,405 0.001% %AMBRTL1 00900YAD8 US00900YAD85Ortho-Clinical Diagnostics, Inc. 7.25% 2/1/28 $1,403 0.001% %ORTC28A 68752DAA6 US68752DAA63 BH3T5L8Performance Food Group, Inc. 6.875% 5/1/25 $1,397 0.001% %PFGC25A 71376LAD2 US71376LAD29 BMW55W3ViaSat, Inc. 5.625% 9/15/25 $1,393 0.001% %VSAT25A 92552VAK6 US92552VAK61 BDG75N3NextEra Energy Partners LP 4.5% 9/15/27 $1,393 0.001% %NEP27A 65342QAB8 US65342QAB86 BZ6CT29Connect Finco Sarl Tranche B 1LN, term loan 3month U.S. LIBOR + 4.500% 5.5% 12/11/26 $1,388 0.001% %IMASTB1 XAL2000DAC82


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLDenbury Resources, Inc. 6.375% 12/31/24 $1,384 0.001% %DNR24 247916AN9 US247916AN94 BK4Q4Z6Atkins Nutritional Holdings II, Inc. Tranche B1LN, term loan 3 month U.S. LIBOR + 3.750% 4.75%7/7/24 $1,375 0.001% %ATTLB1 04761PAF2 US04761PAF27Gold Fields Orogen Holding BVI Ltd. 5.125% 5/15/24 $1,374 0.001% %GFISJ24 38060AAB0 US38060AAB08 BJDQMS9Callaway Golf Co. Tranche B, term loan 3 monthU.S. LIBOR + 3.500% 4.6848% 1/4/26 $1,364 0.001% %ELYTLB 13119DAF9 US13119DAF96Alterra Mountain Co. Tranche B 1LN, term loan 3month U.S. LIBOR + 2.750% 2.9283% 7/31/24 $1,358 0.001% %SNOTLB1 46124CAB3 US46124CAB37Agro Merchants Intermediate Holdings LP Tranche B,term loan 3 month U.S. LIBOR + 3.750% 4.75%12/6/24 $1,357 0.001% %AGROTLB 00856RAB1 US00856RAB15Entercom Media Corp. Tranche B 2LN, term loan 3month U.S. LIBOR + 2.500% 2.6836% 11/17/24 $1,352 0.001% %CBSRTB1 12506KAE9 US12506KAE91DP World Ltd. 5.625% 9/25/48 $1,351 0.001% %DPWU48A 23330JAB7 US23330JAB70 BFXC1B5Project Boost Purchaser LLC 1LN, term loan 3 monthU.S. LIBOR + 3.500% 3.6783% 5/30/26 $1,351 0.001% %PRBPTL1 74339NAB2 US74339NAB29Nielsen Finance LLC Tranche B5 1LN, term loan 3month U.S. LIBOR + 3.750% 4.75% 6/30/25 $1,350 0.001% %NLSNTB1Venezuelan Republic 9.25% 9/15/27 $1,345 0.001% %VENE27E 922646AS3 US922646AS37 5331062Targa Resources Partners LP/Targa ResourcesPartners Finance Corp. 5.375% 2/1/27 $1,345 0.001% %NGLS27A 87612BBE1 US87612BBE11 BF51L09U.S. Foods, Inc. Tranche B, term loan 3 month U.S.LIBOR + 1.750% 1.9283% 6/27/23 $1,341 0.001% %USFDTLB 90351HAB4 US90351HAB42Hyland Software, Inc. Tranche B 1LN, term loan 3month U.S. LIBOR + 3.250% 4% 7/1/24 $1,337 0.001% %HSITRMB 44908XAT5 US44908XAT54Traverse Midstream Partners Ll Tranche B, termloan 3 month U.S. LIBOR + 4.000% 5% 9/27/24 $1,337 0.001% %TRMITLB 89435TAB0 US89435TAB08Ensemble RCM LLC 1LN, term loan 3 month U.S. LIBOR+ 3.750% 4.4366% 8/1/26 $1,334 0.001% %ENSHTL1 29359BAB7 US29359BAB71International Game Technology PLC 6.25% 1/15/27 $1,332 0.001% %IGT127A 460599AD5 US460599AD57 BGQVRL8ADT Corp. 4.875% 7/15/32 $1,331 0.001% %ADT32A 74166NAA2 US74166NAA28 BDR0DC6Sapphire Aviation Finance Series 2020-1A Class B,4.335% 3/15/40 $1,328 0.001% 80307AAB5 US80307AAB52Tops Markets LLC 1LN, term loan 3 month U.S. LIBOR+ 8.500% 8.8125% 11/19/23 $1,328 0.001% %TOP1EXTElement Solutions, Inc. Tranche B 1LN, term loan 3month U.S. LIBOR + 2.000% 2.1783% 1/31/26 $1,326 0.001% %ESITLB 72766TAD1 US72766TAD19Valvoline, Inc. 4.375% 8/15/25 $1,326 0.001% %VVV25 92047WAB7 US92047WAB72 BD1DXB0


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLArab Republic of Egypt 5.75% 5/29/24 $1,325 0.001% %EGYT24A 03846JX47 US03846JX477 BMQC4T0Fannie Mae 7% 30 Year $1,322 0.001%Hilton Worldwide Finance LLC Tranche B 1LN, termloan 3 month U.S. LIBOR + 1.750% 1.9345% 6/21/26 $1,319 0.001% %HLTTB1 43289DAH6 US43289DAH61Fidelity Bank PLC 10.5% 10/16/22 $1,317 0.001% %FIDB22A 316044AB2 US316044AB21 BD1FWC0Starfruit Finco BV / Starfruit U.S. Holdco LLC 8%10/1/26 $1,316 0.001% %SPCH26A 85529VAA2 US85529VAA26 BFM58V4California Resources Corp. 8% 12/15/22 $1,313 0.001% %CRC22A 13057QAG2 US13057QAG29 BD0DPY8Iridium Satellite LLC 1LN, term loan 3 month U.S.LIBOR + 3.750% 4.75% 11/4/26 $1,309 0.001% %IRDMTLB 46269KAJ3 US46269KAJ34Equinox Holdings, Inc. Tranche B-1, term loan 3month U.S. LIBOR + 3.000% 4.072% 3/8/24 $1,307 0.001% %EQUTMB1 29446CAP9 US29446CAP95Lebanese Republic 6.375% 12/31/49 $1,302 0.001% %LEBAN20 XS0493540297 B3L8PZ3Ortho-Clinical Diagnostics, Inc. Tranche B 1LN,term loan 3 month U.S. LIBOR + 3.250% 3.4288%6/30/25 $1,301 0.001% %ORTTLB1 XAL7300KAJ33Reynolds Group Issuer, Inc./Reynolds Group IssuerLLC/Reynolds Group Issuer (Luxembourg) SA 7%7/15/24 $1,296 0.001% %REYN24A 761735AV1 US761735AV10 BYMC9T3VM Consolidated, Inc. Tranche B L1N, term loan 3month U.S. LIBOR + 3.250% 3.5579% 2/28/25 $1,293 0.001% %AMETB1 00215NAJ9 US00215NAJ90Brazilian Federative Republic 3.875% 6/12/30 $1,293 0.001% %BRAZ630 105756CC2 US105756CC23 BMBT2V4Navient Corp. 5.5% 1/25/23 $1,291 0.001% %SLMA23 78442FEQ7 US78442FEQ72 B93LNF8CNX Midstream Partners LP 6.5% 3/15/26 $1,289 0.001% %CNXM26A 12654TAA8 US12654TAA88 BZ1JJD6Valeant Pharmaceuticals International, Inc. 5.5%11/1/25 $1,288 0.001% %VRX325A 91911KAN2 US91911KAN28 BF032J6Brazilian Federative Republic 2.875% 6/6/25 $1,273 0.001% %BRAZL25 105756CD0 US105756CD06 BMFV937POSCO 4% 8/1/23 $1,273 0.001% %POHA23A 693483AD1 US693483AD11 BF137L2Xplornet Communications, Inc. 1LN, term loan 3month U.S. LIBOR + 4.750% 4.9282% 5/28/27 $1,272 0.001% %BARXPTLTransDigm, Inc. 6.5% 5/15/25 $1,272 0.001% %TDG25 893647AZ0 US893647AZ06 BYPJH97MED ParentCo LP 1LN, term loan 3 month U.S. LIBOR+ 4.250% 4.6125% 8/31/26 $1,270 0.001% %CAPVTL1 58401DAC8 US58401DAC83Gulf Finance LLC Tranche B 1LN, term loan 3 monthU.S. LIBOR + 5.250% 6.25% 8/25/23 $1,266 0.001% %GULFTLB 40227UAB2 US40227UAB26Gartner, Inc. 5.125% 4/1/25 $1,261 0.001% %IT25A 366651AB3 US366651AB38 BF083V0Neptune Energy Bondco PLC 6.625% 5/15/25 $1,260 0.001% %NEPE25A 64073KAA1 US64073KAA16 BFMFKC9Cvent, Inc. Tranche B, term loan 3 month U.S.LIBOR + 3.750% 3.9283% 11/29/24 $1,255 0.001% %CVTTLB1 23248RAB0 US23248RAB06


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLFannie Mae 3.66% 30 Year $1,253 0.001%YPF SA 8.5% 6/27/29 $1,246 0.001% %YPFDR29 984245AS9 US984245AS99 BKFHTL9Apollo Aviation Securitization Equity Trust Series2020-1A Class B, 4.335% 1/16/40 $1,244 0.001% 00255UAB1 US00255UAB17ChampionX Holding, Inc. Tranche B 1LN, term loan 3month U.S. LIBOR + 5.000% 6% 5/29/27 $1,243 0.001% %APYTLB 15872EAB8 US15872EAB83El Salvador Republic 7.1246% 1/20/50 $1,241 0.001% %ELSA50A 283875BZ4 US283875BZ44 BJBLT29Boyd Gaming Corp. 6.375% 4/1/26 $1,240 0.001% %BYD26 103304BM2 US103304BM24 BYQ2NR5Downstream Development Authority 10.5% 2/15/23 $1,236 0.001% %QUAP23A 26112TAJ5 US26112TAJ51 BG0GY29DP World Crescent Ltd. 3.875% 7/18/29 (Reg. S) $1,233 0.001% %DPWD29S XS2026710553 BKFH1X5Crestwood Midstream Partners LP/CrestwoodMidstream Finance Corp. 5.75% 4/1/25 $1,228 0.001% %CMLP25 226373AP3 US226373AP35 BDSHKJ2WaterBridge Operating LLC Tranche B 1LN, term loan3 month U.S. LIBOR + 5.750% 6.75% 6/21/26 $1,214 0.001% %WATPTLB 94120XAB1 US94120XAB10The Oil and Gas Holding Co. 7.5% 10/25/27 $1,212 0.001% %OILG27A 67778M2A7 US67778M2A78 BF2K808Pampa Holding SA 7.5% 1/24/27 $1,211 0.001% %PAMP27A 697660AA6 US697660AA69 BYMXH69PCI Gaming Authority 1LN, term loan 3 month U.S.LIBOR + 2.500% 2.6783% 5/29/26 $1,209 0.001% %PCIGTL1 70455DAG9 US70455DAG97Emerald TopCo, Inc. 1LN, term loan 3 month U.S.LIBOR + 3.500% 4.2587% 7/22/26 $1,203 0.001% %PGNDTL1 29102TAB8 US29102TAB89Entercom Media Corp. 7.25% 11/1/24 $1,201 0.001% %CB1124A 124847AC8 US124847AC84 BYWYR73Ukraine Government 7.75% 9/1/23 $1,193 0.001% %UK23TMP 903724AQ5 US903724AQ59 BYSRK11Nielsen Finance LLC/Nielsen Finance Co. 5% 4/15/22 $1,187 0.001% %NLSN22A 65409QBB7 US65409QBB77 BNJ34X1Cabot Microelectronics Corp. Tranche B 1LN, termloan 3 month U.S. LIBOR + 2.000% 2.1875% 11/15/25 $1,182 0.001% %CMPTLB 12709QAG6 US12709QAG64Altra Industrial Motion Corp. Tranche B 1LN, termloan 3 month U.S. LIBOR + 2.000% 2.1783% 10/1/25 $1,179 0.001% %AIMTMB1 02208HAB4 US02208HAB42United PF Holdings LLC 1LN, term loan 3 month U.S.LIBOR + 4.000% 4.3079% 12/30/26 $1,177 0.001% %UNIPFT1 91132UAG8 US91132UAG85First Quantum Minerals Ltd. 7.25% 5/15/22 $1,175 0.001% %FMCN22A 335934AH8 US335934AH85 BMJ71G8BW Gas & Convenience Holdings LLC Tranche B 1LN,term loan 3 month U.S. LIBOR + 6.250% 6.43%11/18/24 $1,174 0.001% %ALLSTB1 05604YAB0 US05604YAB02The Chemours Co. LLC Tranche B 1LN, term loan 3month U.S. LIBOR + 1.750% 1.93% 4/3/25 $1,170 0.001% %CCTLB1 16384YAF4 US16384YAF43PFC Acquisition Corp. Tranche B 1LN, term loan 3month U.S. LIBOR + 6.250% 6.6783% 3/1/26 $1,167 0.001% %PFCTLB1 69345YAB0 US69345YAB02Fannie Mae 7.5% 30 Year $1,166 0.001%Catalent Pharma Solutions 5% 7/15/27 $1,165 0.001% %CTLT27A 14879EAE8 US14879EAE86 BHWTW30


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLMinistry of Finance of the Russian Federation5.875% 9/16/43 $1,164 0.001% %RUSS43A 78307ADH3 US78307ADH32 BCRXP99Ritchie Bros. Auctioneers, Inc. 5.375% 1/15/25 $1,161 0.001% %RIBR24A 767744AA3 US767744AA37 BDGMHW1EG America LLC Tranche B 1LN, term loan 3 monthU.S. LIBOR + 4.000% 5.072% 2/6/25 $1,160 0.001% %OPTTLB1 XAN2820EAC20SCIH Salt Holdings, Inc. Tranche B 1LN, term loan3 month U.S. LIBOR + 4.500% 5.5% 3/16/27 $1,159 0.001% %USSALTB 78397GAC5 US78397GAC50HCA Holdings, Inc. 4.75% 5/1/23 $1,157 0.001% %HCA23 404121AF2 US404121AF27 B8ML9Q5IAA Spinco, Inc. Tranche B 1LN, term loan 3 monthU.S. LIBOR + 2.250% 2.4375% 6/29/26 $1,156 0.001% %IAATLB1 44932UAB0 US44932UAB08Yum! Brands, Inc. 7.75% 4/1/25 $1,152 0.001% %YUM25A 988498AM3 US988498AM33 BM5M606Sinclair Television Group, Inc. Tranche B 1LN,term loan 3 month U.S. LIBOR + 2.500% 2.69% 9/30/26 $1,148 0.001% %SBITLB2 82925BAE5 US82925BAE56Lennar Corp. 5% 6/15/27 $1,146 0.001% %LENR27 526057CV4 US526057CV49 BFN4WD0Cablevision Systems Corp. 5.875% 9/15/22 $1,144 0.001% %CVC22 12686CBB4 US12686CBB46 B6ZY4Y0Starwood Property Trust, Inc. 5% 12/15/21 $1,141 0.001% %STWD21 85571BAG0 US85571BAG05 BZ609M3Del Monte Foods, Inc. 11.875% 5/15/25 $1,140 0.001% %DELM25A 245223AC6 US245223AC65 BMYC5D3AmeriLife Holdings LLC Tranche B 1LN, term loan 3month U.S. LIBOR + 4.000% 4.1726% 3/18/27 $1,140 0.001% %AMEGTB1 03078CAC8 US03078CAC82Pemex Project Funding Master Trust 8.625% 2/1/22 $1,140 0.001% %PMX22 706451AG6 US706451AG65 2487162Level 3 Financing, Inc. 5.625% 2/1/23 $1,130 0.001% %LVLT23 527298BC6 US527298BC65 BYXSPS1Shriram Transport Finance Co. Ltd. 5.1% 7/16/23 $1,126 0.001% %SHTF23A 825547AC6 US825547AC63 BG09X43MA FinanceCo. LLC Tranche B 3LN, term loan 3 monthU.S. LIBOR + 2.500% 2.6783% 6/21/24 $1,126 0.001% %MCRTLB3 55280FAG6 US55280FAG63Rockwood Service Corp. Tranche B 1LN, term loan 3month U.S. LIBOR + 4.250% 4.5579% 1/23/27 $1,106 0.001% %ACUTL1 77447JAH0 US77447JAH05Cogent Communications Group, Inc. 5.375% 3/1/22 $1,098 0.001% %CCOI22A 19240CAA1 US19240CAA18 BVGBFY2TRI Pointe Homes, Inc. 5.7% 6/15/28 $1,098 0.001% %TPH28 87265HAG4 US87265HAG48 BMBT269Arab Republic of Egypt 7.0529% 1/15/32 $1,095 0.001% %EGYP32A 03846JX21 US03846JX212 BK70WS4SP PF Buyer LLC Tranche B 1LN, term loan 3 monthU.S. LIBOR + 4.500% 4.6782% 12/21/25 $1,093 0.001% %PURETLB 78471PAB6 US78471PAB67KAR Auction Services, Inc. 5.125% 6/1/25 $1,085 0.001% %KAR25A 48238TAA7 US48238TAA79 BD3VQ24FMG Resources (August 2006) Pty Ltd. 5.125%5/15/24 $1,079 0.001% %FMGA24A 30251GAW7 US30251GAW78 BDFVF70Filtration Group Corp. Tranche B, term loan 3month U.S. LIBOR + 3.000% 3.1782% 3/29/25 $1,075 0.001% %FILGTLB 31732FAM8 US31732FAM86SMG U.S. Midco 2, Inc. 1LN, term loan 3 month U.S.LIBOR + 2.500% 3.2713% 1/23/25 $1,066 0.001% %SMGTL1 78453JAD8 US78453JAD81OCP SA 6.875% 4/25/44 $1,058 0.000% %OCPM44A 67091TAB1 US67091TAB17 BLT2HR9


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLHertz Corp. 5.5% 10/15/24 $1,055 0.000% %HTZ24A 428040CS6 US428040CS68 BYVC6P9Avantor, Inc. 6% 10/1/24 $1,052 0.000% %VWR24A 05352AAA8 US05352AAA88 BF143Q2JetBlue Airways Corp. Tranche B 1LN, term loan 3month U.S. LIBOR + 5.250% 6.25% 6/12/24 $1,051 0.000% %JBLUTB1 47714FAL8 US47714FAL85AVSC Holding Corp. Tranche B 1LN, term loan 3month U.S. LIBOR + 4.500% 5.5% 10/15/26 $1,047 0.000% %AVSVTB1 00241YAR5 US00241YAR53Onvoy LLC Tranche B 1LN, term loan 3 month U.S.LIBOR + 4.500% 5.5% 2/10/24 $1,044 0.000% %ONVTLB1 68339FAE5 US68339FAE51KFC Holding Co. Tranche B, term loan 3 month U.S.LIBOR + 1.750% 1.9438% 4/3/25 $1,041 0.000% %YUMTMB 72584DAE4 US72584DAE40California Resources Corp. Tranche 1LN, term loan3 month U.S. LIBOR + 10.375% 11.375% 12/31/21 $1,026 0.000% %CRCTL1CDS U.S. Intermediate Holdings, Inc. Tranche B1LN, term loan 3 month U.S. LIBOR + 3.750% 6.5%7/8/22 $1,020 0.000% %CIRQTMB 12512KAG6 US12512KAG67Party City Holdings, Inc. term loan 3 month U.S.LIBOR + 2.500% 4.0717% 8/19/22 $1,017 0.000% %PRTYTL 70215EAN3 US70215EAN31CEMEX Finance LLC 6% 4/1/24 $1,015 0.000% %CEME24A 12516UAD7 US12516UAD72 BKZQ303Turk Sise ve Cam Fabrikalari A/S 6.95% 3/14/26 $1,015 0.000% %SISE26A 90016AAB6 US90016AAB61 BHNF691Parsley Energy LLC/Parsley Finance Corp. 5.25%8/15/25 $1,012 0.000% %PAR825A 701885AF2 US701885AF22 BYYQJ93Itron, Inc. 5% 1/15/26 $1,009 0.000% %ITRI26A 465740AA6 US465740AA65 BD9H303Landesk Group, Inc. term loan 3 month U.S. LIBOR +9.000% 10% 1/20/25 $1,006 0.000% %LANFTL2 51501EAE6 US51501EAE68CBOM Finance PLC 4.7% 1/29/25 $1,004 0.000% %CRBK25A 12504PAH3 US12504PAH38 BKKF930Charles River Laboratories International, Inc.4.25% 5/1/28 $999 0.000% %CRL28A 159864AE7 US159864AE78 BK59DC4Exterran Energy Solutions LP 8.125% 5/1/25 $996 0.000% %EXTNR25 30227KAE9 US30227KAE91 BD1MLF7Medco Platinum Road Pte Ltd. 6.75% 1/30/25 $991 0.000% %MEDC25A 58406HAA8 US58406HAA86 BG063F5KazMunaiGaz National Co. 4.75% 4/24/25 $985 0.000% %KZOKZ25 48667QAR6 US48667QAR65 BFM7CJ6TBC Bank JSC 5.75% 6/19/24 $984 0.000% %TBCB24A 48128XAA1 US48128XAA19 BKDK9L0MTN (Mauritius) Investments Ltd. 5.373% 2/13/22 $983 0.000% %MTNS22A 55377XAC0 US55377XAC02 BD6C505Delek U.S. Holdings, Inc. Tranche B 1LN, term loan3 month U.S. LIBOR + 2.250% 2.4282% 3/31/25 $980 0.000% %DKTLB1 24664GAD3 US24664GAD34Ukraine Government 7.75% 9/1/27 $979 0.000% %UK27TMP 903724AU6 US903724AU61 BZ09DT1Fannie Mae 5% 15 Year $978 0.000%Apro LLC Tranche B, term loan 3 month U.S. LIBOR +4.000% 5% 11/14/26 $978 0.000% %UNIPTB1 03834XAJ2 US03834XAJ28Moog, Inc. 4.25% 12/15/27 $974 0.000% %MOGA27A 615394AM5 US615394AM52 BKQNVK9


500 Salem Street


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLDeerfield Dakota Holding LLC Tranche B 1LN, termloan 3 month U.S. LIBOR + 3.750% 4.75% 4/9/27 $972 0.000% %DUFHTLB 24440EAB3 US24440EAB39Vizient, Inc. 6.25% 5/15/27 $969 0.000% %VIZI27A 92856JAB6 US92856JAB61 BK1LR77Dynatrace LLC Tranche B 1LN, term loan 3 monthU.S. LIBOR + 2.250% 2.4282% 8/23/25 $968 0.000% %DTRATLB 26814UAC8 US26814UAC80Brazilian Federative Republic 5.625% 1/7/41 $967 0.000% %BRAZ41 105756BR0 US105756BR01 B7YZ7Z3Sultanate of Oman 6.75% 1/17/48 $966 0.000% %OMAN48A 682051AJ6 US682051AJ69 BFWV2D2Plastipak Holdings, Inc. 6.25% 10/15/25 $963 0.000% %PLAS25A 727610AN7 US727610AN78 BF2FKG3Datto, Inc. 1LN, term loan 3 month U.S. LIBOR +4.250% 4.4282% 4/2/26 $963 0.000% %DATTL1 23820PAD6 US23820PAD69Occidental Petroleum Corp. 4.4% 8/15/49 $962 0.000% %OXY49 674599CY9 US674599CY98 BKKGQH6Cast & Crew Payroll LLC Tranche B 1LN, term loan 3month U.S. LIBOR + 3.750% 3.93% 2/7/26 $956 0.000% %CASTL1B 14835JAN0 US14835JAN00Marriott Ownership Resorts, Inc. 6.125% 9/15/25 $956 0.000% %VAC25A 57164PAG1 US57164PAG19 BMV76D8CPM Holdings, Inc. Tranche B 1LN, term loan 3month U.S. LIBOR + 3.750% 3.9619% 11/15/25 $955 0.000% %CPMTRB1 12654NAC7 US12654NAC74Consolidated Container Co. Tranche B 1LN, termloan 3 month U.S. LIBOR + 2.750% 3.75% 5/22/24 $953 0.000% %CNCTLB1 US20902CAQ33VeriSign, Inc. 4.625% 5/1/23 $951 0.000% %VRSN23 92343EAF9 US92343EAF97 BFP9L92Targa Resources Partners LP/Targa ResourcesPartners Finance Corp. 5.25% 5/1/23 $951 0.000% %NGLS523 87612BAM4 US87612BAM46 BS7JMC1Hertz Corp. 6% 1/15/28 $950 0.000% %HTZ28A 428040CZ0 US428040CZ02 BJXCLT1Granite Generation LLC 1LN, term loan 3 month U.S.LIBOR + 3.750% 4.75% 11/1/26 $949 0.000% %GRNNTL1 38750BAB3 US38750BAB36Anastasia Parent LLC Tranche B, term loan 3 monthU.S. LIBOR + 3.750% 4.0579% 8/10/25 $947 0.000% %ANATLB 03275UAB1 US03275UAB17Golden Nugget, Inc. 8.75% 10/1/25 $945 0.000% %NUGG25A 38113YAC3 US38113YAC30 BYWFXH8Sasol Financing U.S.A. LLC 5.875% 3/27/24 $941 0.000% %SASOL24 80386WAA3 US80386WAA36 BG8F4P1Creative Artists Agency LLC Tranche B 1LN, termloan 3 month U.S. LIBOR + 3.750% 3.9282% 11/26/26 $941 0.000% %CRRTTLB 22526WAM0 US22526WAM01Lebanese Republic 5.8% 12/31/49 $940 0.000% %LEBA20S XS1052421150 BLG3786Aptean, Inc. 1LN, term loan 3 month U.S. LIBOR +4.250% 4.4282% 4/23/26 $940 0.000% %APTHOTLIslamic Republic of Pakistan 8.25% 4/15/24 $938 0.000% %PKST24A 695847AK9 US695847AK91 BLP5868Fannie Mae planned amortization class Series1999-57 Class PH, 6.5% 12/25/29 $935 0.000% 31359XGQ6 US31359XGQ60Development Bank of Mongolia 7.25% 10/23/23 $935 0.000% %DBMM23A 25161AAA7 US25161AAA79 BFZPTZ2CSC Holdings LLC Tranche B3 1LN, term loan 3 monthU.S. LIBOR + 2.250% 2.4348% 1/15/26 $935 0.000% %AFICTLB 64072UAH5 US64072UAH59


500 Salem Street


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLEmbraer Overseas Ltd. 5.696% 9/16/23 $933 0.000% %EMBR23A 29081YAD8 US29081YAD85 BF2GX56Finco I LLC Tranche B, term loan 3 month U.S.LIBOR + 2.000% 2.1783% 12/27/22 $927 0.000% %FIGTMB 31774BAD6 US31774BAD64Delta Air Lines, Inc. Tranche B, term loan 3 monthU.S. LIBOR + 4.750% 5.5101% 4/29/23 $920 0.000% %DARLTLB 24736CBM5 US24736CBM55Hexion, Inc. Tranche B 1LN, term loan 3 month U.S.LIBOR + 3.500% 4.94% 7/1/26 $919 0.000% %HXNTBEX 42829HAF0 US42829HAF01Brazos Delaware II LLC Tranche B, term loan 3month U.S. LIBOR + 4.000% 4.19% 5/21/25 $918 0.000% %BISMTLB 10620UAB8 US10620UAB89MGM Mirage, Inc. 7.75% 3/15/22 $916 0.000% %MGM22 552953BX8 US552953BX80 B7MQJ41Citizens Utilities Co. 7.05% 10/1/46 $913 0.000% %CZN46 177342AP7 US177342AP79 2134059Learning Care Group (U.S.) No 2, Inc. Tranche B1LN, term loan 3 month U.S. LIBOR + 8.500% 8.8595%3/13/25 $912 0.000% %LCGTLB1 52201CAF8 US52201CAF86Antero Midstream Partners LP/Antero MidstreamFinance Corp. 5.375% 9/15/24 $910 0.000% %ANTMI24 03690AAC0 US03690AAC09 BYXD263JSC Georgian Railway 7.75% 7/11/22 $905 0.000% %GRAI22A 37363BAA6 US37363BAA61 B89VX99Dynasty Acquisition Co., Inc. Tranche B2 1LN, termloan 3 month U.S. LIBOR + 3.500% 3.8079% 4/8/26 $903 0.000% %DAETLB2 26812CAF3 US26812CAF32Asbury Automotive Group, Inc. 4.75% 3/1/30 $902 0.000% %ABG30A 043436AT1 US043436AT19 BL6Z5G6Navient Corp. 6.625% 7/26/21 $900 0.000% %NVI21 63938CAD0 US63938CAD02 BYN9BL9Central American Bottling Corp. 5.75% 1/31/27 $900 0.000% %CAME27A 15238XAB5 US15238XAB55 BYQFPH8Asbury Automotive Group, Inc. 4.5% 3/1/28 $898 0.000% %ABG28A 043436AS3 US043436AS36 BL6Z5J9State of Qatar 4.5% 4/23/28 $898 0.000% %QATA28A 74727PAX9 US74727PAX96 BDRV4Q0Fannie Mae 3.744% 30 Year $897 0.000%Archrock Partners LP / Archrock Partners FinanceCorp. 6.875% 4/1/27 $897 0.000% %APLP27A 03959KAA8 US03959KAA88 BJSDZR5Reynolds Group Issuer, Inc./Reynolds Group IssuerLLC/Reynolds Group Issuer (Luxembourg) SA 5.125%7/15/23 $894 0.000% %REYN23A 761735AT6 US761735AT63 BYMC9W6Nortonlifelock, Inc. 4.2% 9/15/20 $892 0.000% %SYMC20 871503AH1 US871503AH15 B3P73C9Huntington Ingalls Industries, Inc. 5% 11/15/25 $880 0.000% %HII25A 446413AH9 US446413AH98 BYZ00T1Charter Communications Operating LLC/CharterCommunications Operating Capital Corp. 3 monthU.S. LIBOR + 1.650% 2.3366% 2/1/24 $880 0.000% %CHTR224 161175BP8 US161175BP82 BDCY0Z5Akbank TAS 5.125% 3/31/25 $878 0.000% %AKBN25A 00971YAF7 US00971YAF79 BWH64R9Odebrecht Finance Ltd. 7.5% $874 0.000% %ODBR49A 675758AF3 US675758AF30 B6XG1K3Crown Finance U.S., Inc. Tranche B 1LN, term loan3 month U.S. LIBOR + 2.500% 3.572% 9/30/26 $872 0.000% %CINLTL1 22834KAD3 US22834KAD37


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLSouthern Gas Corridor CJSC 6.875% 3/24/26 $870 0.000% %SGCA26A 84302LAA0 US84302LAA08 BYSVN58Getty Images, Inc. Tranche B 1LN, term loan 3month U.S. LIBOR + 4.500% 4.6875% 2/19/26 $867 0.000% %ABEGTLB 37427UAJ9 US37427UAJ97Boyd Gaming Corp. 6% 8/15/26 $860 0.000% %BYD826 103304BQ3 US103304BQ38 BD5KT64LMBE-MC HoldCo II LLC Tranche B, term loan 3 monthU.S. LIBOR + 4.000% 5% 12/3/25 $858 0.000% %TLNTLB 50203PAB0 US50203PAB04Development Bank of the Republic of Belarus 6.75%5/2/24 $858 0.000% %DBBR24A 25161EAA9 US25161EAA91 BJRDWV9Eldorado Resorts, Inc. Tranche B, term loan 3month U.S. LIBOR + 2.000% 3.25% 4/17/24 $857 0.000% %ELRITLB 28470YAB3 US28470YAB39Blucora, Inc. Tranche B, term loan 3 month U.S.LIBOR + 3.000% 4% 5/22/24 $857 0.000% %BCOTRMB 09522UAD5 US09522UAD54GYP Holdings III Corp. Tranche B 1LN, term loan 3month U.S. LIBOR + 2.750% 2.9282% 6/1/25 $855 0.000% %GMSTLB1 36249VAG1 US36249VAG14Lamar Media Corp. Tranche B 1LN, term loan 3 monthU.S. LIBOR + 1.500% 1.6736% 1/30/27 $855 0.000% %LAMRTL1 513076BB4 US513076BB49Georgia Bank Joint Stock Co. 11.125% (Reg. S) $855 0.000% %GEBG99S XS1970667769 BZ016Q5MA FinanceCo. LLC Tranche B 1LN, term loan 3 monthU.S. LIBOR + 4.250% 5.25% 6/5/25 $854 0.000% %MCRNTLB 55280FAL5 US55280FAL58The GEO Group, Inc. Tranche B 1LN, term loan 3month U.S. LIBOR + 2.000% 2.75% 3/23/24 $849 0.000% %GEOTLB1 37252KAP7 US37252KAP75Realogy Group LLC/Realogy Co.-Issuer Corp. 5.25%12/1/21 $848 0.000% %RLGY21A 75606DAC5 US75606DAC56 BSP7FF1Kazakhstan Republic 6.5% 7/21/45 $843 0.000% %KAZA45A 486661AH4 US486661AH44 BYNP0Z4U.S. West Communications 7.25% 9/15/25 $841 0.000% %QUS725 912920AK1 US912920AK17 2729013Pregis TopCo Corp. 1LN, term loan 3 month U.S.LIBOR + 4.000% 4.1782% 7/31/26 $840 0.000% %PREGTL1 74045BAC1 US74045BAC19Murray Energy Corp. term loan 3 month U.S. LIBOR +11.000% 13% 7/31/20 $839 0.000% %MURTDIPMohegan Tribal Gaming Authority Tranche B, termloan 3 month U.S. LIBOR + 4.000% 5.375% 10/14/23 $837 0.000% %MOHETLB 608330AQ9 US608330AQ92Republic of Honduras 5.625% 6/24/30 $834 0.000% %HOND30A 438180AJ0 US438180AJ03 BLB2D57CEOC LLC Tranche B 1LN, term loan 3 month U.S.LIBOR + 2.000% 2.1782% 10/6/24 $828 0.000% %CEOLTLB 12768PAB7 US12768PAB76Univision Communications, Inc. Tranche C 5LN, termloan 3 month U.S. LIBOR + 2.750% 3.75% 3/15/24 $819 0.000% %UVNTLC5 914908AX6 US914908AX63Avolon TLB Borrower 1 (U.S.) LLC Tranche B3 1LN,term loan 3 month U.S. LIBOR + 1.750% 2.5% 1/15/25 $818 0.000% %AVOLTL3 US05400KAE01Halliburton Co. 3.8% 11/15/25 $811 0.000% %HAL25 406216BG5 US406216BG59 BYNR4P8


500 Salem Street


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLUpstream Newco, Inc. 1LN, term loan 3 month U.S.LIBOR + 4.500% 4.6782% 11/20/26 $805 0.000% %UPSRTL1 91678HAB8 US91678HAB87Viacom, Inc. 5.875% 2/28/57 $804 0.000% %VIA57 92553PBD3 US92553PBD33 BD6V9H7Ginnie Mae 7.5% 30 Year $800 0.000%McAfee LLC Tranche B, term loan 3 month U.S. LIBOR+ 8.500% 9.5% 9/29/25 $800 0.000% %INTCTL 57906PAF6 US57906PAF62Tops Markets LLC 13% 11/19/24 pay-in-kind $797 0.000% %TOMA24 89079AAA4 US89079AAA43 BJ2KZW7Affinity Gaming LLC Tranche B, term loan 3 monthU.S. LIBOR + 3.250% 4.25% 7/1/23 $788 0.000% %AFFTLB US00829UAB89Victory Capital Holdings, Inc. Tranche B 1LN, termloan 3 month U.S. LIBOR + 2.500% 3.9365% 7/1/26 $787 0.000% %VCTTLB 92645DAG4 US92645DAG43Usiminas International SARL 5.875% 7/18/26 $785 0.000% %USIM26A 91734JAA8 US91734JAA88 BK77D48El Salvador Republic 7.625% 2/1/41 $781 0.000% %ELS41A 283875AQ5 US283875AQ53 B3NS056Arab Republic of Egypt 8.7002% 3/1/49 $780 0.000% %EGYP49A 03846JW89 US03846JW891 BGSGVZ3Indonesian Republic 6.625% 2/17/37 $778 0.000% %IND37A 455780AX4 US455780AX45 B1RDF92Web.com Group, Inc. 2LN, term loan 3 month U.S.LIBOR + 7.750% 7.9401% 10/11/26 $776 0.000% %WEBTL2 94732YAV5 US94732YAV56Focus Financial Partners LLC Tranche B3 1LN, termloan 3 month U.S. LIBOR + 2.000% 2.1736% 7/3/24 $774 0.000% %FCSTLB3 34416DAT5 US34416DAT54NAVEX TopCo, Inc. Tranche B 1LN, term loan 3 monthU.S. LIBOR + 3.250% 3.43% 9/4/25 $774 0.000% %GLOSTB1 63941EAC3 US63941EAC30UFC Holdings LLC Tranche B 1LN, term loan 3 monthU.S. LIBOR + 3.250% 4.25% 4/29/26 $773 0.000% %ZUFLTLB 90266UAF0 US90266UAF03Lennar Corp. 5.875% 11/15/24 $773 0.000% %LENR24 526057CR3 US526057CR37 BFFY841Hertz Corp. 6.25% 10/15/22 $771 0.000% %HTZ22 428040CN7 US428040CN71 B9K5QS7AP Gaming I LLC Tranche B, term loan 3 month U.S.LIBOR + 3.500% 4.5% 2/15/24 $771 0.000% %APGTRB 00124TAR8 US00124TAR86Freddie Mac 4.5% 15 Year $766 0.000%Occidental Petroleum Corp. 4.5% 7/15/44 $765 0.000% %OXY744 674599DK8 US674599DK85 BJCRNP7SM Energy Co. 6.625% 1/15/27 $763 0.000% %SM127 78454LAP5 US78454LAP58 BG43WV1Telecom Italia Capital SA 6% 9/30/34 $754 0.000% %TITM34 87927VAM0 US87927VAM00 B0LNP13EXC Holdings III Corp. Tranche B, term loan 3month U.S. LIBOR + 3.500% 4.5% 12/2/24 $753 0.000% %EXCTLB1 26929CAC0 US26929CAC01Taylor Morrison Communities, Inc./MonarchCommunities, Inc. 6% 9/1/23 $751 0.000% %TMHC23A 87724RAC6 US87724RAC60 BKV3YY9GOBP Holdings, Inc. Tranche B 1LN, term loan 3month U.S. LIBOR + 2.750% 3.7442% 10/22/25 $741 0.000% %GOTLB1 3621LEAM8 US3621LEAM89DG Investment Intermediate Holdings, Inc. TrancheB 1LN, term loan 3 month U.S. LIBOR + 3.000% 3.75%


500 Salem Street


95

% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOL2/1/25 $735 0.000% %GOPTLB1 38268PAB7 US38268PAB76CEC Entertainment, Inc. Tranche B 1LN, term loan 3month U.S. LIBOR + 6.500% 9.572% 8/30/26 $733 0.000% %CECTMB 12513VAF3 US12513VAF31The GEO Group, Inc. 5.875% 10/15/24 $732 0.000% %GEO24 36162JAA4 US36162JAA43 BQZDT42Banco de Reservas de La Republica Dominicana 7%2/1/23 $720 0.000% %BRSV23A 059566AA7 US059566AA75 B94SVM1UGI Energy Services LLC Tranche B 1LN, term loan 3month U.S. LIBOR + 3.750% 3.9282% 8/13/26 $719 0.000% %UGITB1 90276DAB5 US90276DAB55Qwest Corp. 6.75% 12/1/21 $719 0.000% %CTL1221 74913GAX3 US74913GAX34 B3SVC10Moroccan Kingdom 5.5% 12/11/42 $719 0.000% %MORO42A 617726AG9 US617726AG97 B8F69J0Alterra Mountain Co. Tranche B 1LN, term loan 3month U.S. LIBOR + 4.500% 5.5% 5/13/26 $713 0.000% %SNWTL26 46124CAG2 US46124CAG24Conservice Midco LLC Tranche B 1LN, term loan 3month U.S. LIBOR + 4.250% 4.5579% 5/7/27 $712 0.000% %CNSRTL1 20848PAB4 US20848PAB40Fleet U.S. Bidco, Inc. Tranche B 1LN, term loan 3month U.S. LIBOR + 3.250% 4.322% 10/5/26 $711 0.000% %ARGDTL1 XAG4001CAB37Teva Pharmaceutical Finance Co. BV 3.65% 11/10/21 $708 0.000% %TEV1121 88165FAF9 US88165FAF99 B4MCGL4Russell Investments U.S. Institutional Holdco,Inc. Tranche B 1LN, term loan 3 month U.S. LIBOR +2.750% 3.822% 6/1/23 $705 0.000% %RUSTLB1 78249LAB6 US78249LAB62BCPE Empire Holdings, Inc. 1LN, term loan 3 monthU.S. LIBOR + 4.000% 4.1782% 6/11/26 $702 0.000% %BCPTL1 05550HAB1 US05550HAB15City of Buenos Aires 7.5% 6/1/27 (Reg. S) $692 0.000% %BUE627S XS1422866456 BYZ97J7Advanced Drain Systems, Inc. 5% 9/30/27 $692 0.000% %WMS927A 00790RAA2 US00790RAA23 BJYQBC5Baytex Energy Corp. 5.625% 6/1/24 $689 0.000% %BTEC24A 07317QAG0 US07317QAG01 BN5H5R8Royal Caribbean Cruises Ltd. 10.875% 6/1/23 $688 0.000% %RCL23A 780153AY8 US780153AY85 BMFMWL9Aristocrat Technologies, Inc. Tranche B 3LN, termloan 3 month U.S. LIBOR + 1.750% 2.859% 10/19/24 $682 0.000% %ALLATB3 04044PAF1 US04044PAF18Fannie Mae 4.188% 30 Year $681 0.000%Valeant Pharmaceuticals International, Inc. 5.5%3/1/23 $676 0.000% %VRXC23A 91911KAE2 US91911KAE29 BVFJNT8Fannie Mae planned amortization class Series1999-54 Class PH, 6.5% 11/18/29 $668 0.000% 31359XBH1 US31359XBH17Fannie Mae 3.314% 30 Year $664 0.000%EG Finco Ltd. Tranche B, term loan 3 month U.S.LIBOR + 4.000% 5.072% 2/6/25 $663 0.000% %OPTFTLB XAN2820EAB47M/I Homes, Inc. 5.625% 8/1/25 $659 0.000% %MHO25 55305BAQ4 US55305BAQ41 BF032M9Landry’s Finance Acquisition Co. Tranche B 1LN,term loan 3 month U.S. LIBOR + 12.000% 0% 10/4/23 $658 0.000% %NUGGTL1 51509HAD3 US51509HAD35


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLVeritas U.S., Inc. Tranche B, term loan 3 monthU.S. LIBOR + 4.500% 5.5% 1/27/23 $657 0.000% %VESTLB1 XAG9341JAG58CIT Group, Inc. 5% 8/15/22 $656 0.000% %CIT822 125581GQ5 US125581GQ55 B8Q8Q83BWAY Holding Co. Tranche B, term loan 3 month U.S.LIBOR + 3.250% 4.5614% 4/3/24 $653 0.000% %BWYTL 05604XAP1 US05604XAP15Bahamian Republic 6% 11/21/28 $652 0.000% %BAHA28A 056732AJ9 US056732AJ97 BFN4F19Vietnamese Socialist Republic 6 month U.S. LIBOR +0.810% 2.625% 3/13/28 $646 0.000% %VIET328 XS0085134574 5504518Aramark Services, Inc. Tranche B-4 1LN, term loan3 month U.S. LIBOR + 1.750% 1.9282% 1/15/27 $646 0.000% %ARMTL1 03852JAR2 US03852JAR23SSL Robotics LLC 9.75% 12/31/23 $644 0.000% %MAXR23A 78472GAA7 US78472GAA76 BKMJX05Univision Communications, Inc. 9.5% 5/1/25 $643 0.000% %UVN525A 914906AT9 US914906AT95 BMDC4D7CDK Global, Inc. 4.875% 6/1/27 $642 0.000% %CDK27 12508EAF8 US12508EAF88 BFFW726HMAN Finance Sub Corp. 6.375% 7/15/22 $640 0.000% %HILC22A 40423BAA8 US40423BAA89 BNC81H6W. R. Grace & Co.-Conn. Tranche B 2LN, term loan 3month U.S. LIBOR + 1.750% 2.0579% 4/3/25 $622 0.000% %GRATLB2 92940JAD0 US92940JAD00Charter Nex U.S., Inc. Tranche B 1LN, term loan 3month U.S. LIBOR + 3.000% 3.75% 5/16/24 $622 0.000% %CHATMB1 16125TAC6 US16125TAC62Pemex Project Funding Master Trust 8.625% 12/1/23 $621 0.000% %PEMEX23 706451BC4 US706451BC43 B0Z2VT6Republic of Senegal 8.75% 5/13/21 $620 0.000% %SENG21A 81720TAA3 US81720TAA34 B6SKG50Freddie Mac 3.636% 30 Year $608 0.000%Proquest LLC Tranche B 1LN, term loan 3 month U.S.LIBOR + 3.500% 3.6783% 10/17/26 $606 0.000% %PROQTM1 74347CAL4 US74347CAL46IHS Markit Ltd. 4% 3/1/26 $602 0.000% %INFO26A 44962LAC1 US44962LAC19 BD2BVJ7Saffron Borrowco LLC Tranche B 1LN, term loan 3month U.S. LIBOR + 6.750% 6.9282% 6/20/25 $602 0.000% %SFTLB 78657FAB4 US78657FAB40Canister International Group, Inc. 1LN, term loan3 month U.S. LIBOR + 4.750% 4.9282% 12/21/26 $600 0.000% %CAINTL1 13763HAB8 US13763HAB87New Century Home Equity Loan Trust Series 2005-4Class M2, 1 month U.S. LIBOR + 0.510% 0.6945%9/25/35 $600 0.000% 64352VMV0 US64352VMV08Dominican Republic 6.5% 2/15/48 (Reg. S) $593 0.000% %DOMR48S USP3579EBY25 BF2FTH7Chobani LLC/Finance Corp., Inc. 7.5% 4/15/25 $591 0.000% %CHBA25A 17027NAA0 US17027NAA00 BDHB0X9Fannie Mae 3.788% 30 Year $589 0.000%Tunnel Hill Partners LP Tranche B 1LN, term loan 3month U.S. LIBOR + 3.500% 3.8079% 2/8/26 $587 0.000% %TUNTLB1 89840LAC4 US89840LAC46Venezuelan Republic 11.95% 8/5/31 (Reg. S) $585 0.000% %VZA31 USP17625AD98 B6QHPC3Ministry of Finance of the Russian Federation5.875% 9/16/43 (Reg. S) $584 0.000% %RUSS43S XS0971721963 BCRX5V1


500 Salem Street


97

% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLAppLovin Corp. Tranche B 1LN, term loan 3 monthU.S. LIBOR + 4.000% 4.1782% 8/15/25 $584 0.000% %APLVTLI 03835EAE4 US03835EAE41JP Intermediate B LLC Tranche B, term loan 3 monthU.S. LIBOR + 5.500% 6.5% 11/20/25 $584 0.000% %JUICTLB 46650KAB7 US46650KAB70Pixelle Specialty Solutions LLC Tranche B 1LN,term loan 3 month U.S. LIBOR + 6.500% 7.5% 10/31/24 $582 0.000% %PIXSTB1 72582PAB5 US72582PAB58Neenah, Inc. Tranche B 1LN, term loan 3 month U.S.LIBOR + 4.000% 6/26/27 $577 0.000% %NPTLB 64007GAB9MH Sub I LLC Tranche B, term loan 3 month U.S.LIBOR + 3.750% 4.822% 9/15/24 $574 0.000% %INETLB1 45567YAJ4 US45567YAJ47U.S. Concrete, Inc. 6.375% 6/1/24 $574 0.000% %USCR24 90333LAP7 US90333LAP76 BD8F3T78th Avenue Food & Provisions, Inc. Tranche B 1LN,term loan 3 month U.S. LIBOR + 3.500% 3.6848%10/1/25 $573 0.000% %POSTLB 28253PAC3 US28253PAC32MED ParentCo LP 2LN, term loan 3 month U.S. LIBOR+ 8.250% 8.6125% 8/30/27 $567 0.000% %CAPVT2L 58401DAF1 US58401DAF15Medallion Midland Acquisition Tranche B, term loan3 month U.S. LIBOR + 3.250% 4.25% 10/30/24 $566 0.000% %MEDTLB1 58404BAB1 US58404BAB18Jamaican Government 6.75% 4/28/28 $565 0.000% %JAM428 470160CA8 US470160CA80 BYZ7VR7CommScope, Inc. 6% 3/1/26 $565 0.000% %COMM26A 20338QAD5 US20338QAD51 BGDS1B0Republic of Armenia 7.15% 3/26/25 $559 0.000% %ARME25A 042207AB6 US042207AB67 BWG0YZ0Charter Nex U.S., Inc. 1LN, term loan 3 month U.S.LIBOR + 3.250% 3.4283% 5/16/24 $557 0.000% %CHANTL1 16125TAD4 US16125TAD46CommScope, Inc. 5.5% 3/1/24 $557 0.000% %COMM24A 20338QAB9 US20338QAB95 BJLN9Z8SM Energy Co. 6.75% 9/15/26 $551 0.000% %SM26 78454LAN0 US78454LAN01 BDJ0GW5Freddie Mac 3.274% 30 Year $548 0.000%CBS Outdoor Americas Capital LLC/CBS OutdoorAmericas Capital Corp. 5.625% 2/15/24 $545 0.000% %CBSOA24 12505FAD3 US12505FAD33 BVVT0Q8Aristocrat International Pty Ltd. Tranche B 1LN,term loan 3 month U.S. LIBOR + 3.750% 4.75%10/19/24 $543 0.000% %ALLUTLBOdebrecht Finance Ltd. 7.125% 6/26/42 $543 0.000% %ODBR42A 675758AJ5 US675758AJ51 B7XX4T1Recess Holdings, Inc. Tranche B, term loan 3 monthU.S. LIBOR + 3.750% 4.75% 9/29/24 $542 0.000% %PLATMB1 72811HAC4 US72811HAC43Vietnamese Socialist Republic 4.8% 11/19/24 $532 0.000% %VIET24A 92671CAA6 US92671CAA62 BSLVG87WTG Holdings III Corp. Tranche B 1LN, term loan 3month U.S. LIBOR + 2.750% 2.9282% 12/20/24 $531 0.000% %AQUATB1 92938NAJ2 US92938NAJ28Prestige Brands, Inc. 6.375% 3/1/24 $518 0.000% %PBH24A 74112BAK1 US74112BAK17 BYN2GC4Kingpin Intermediate Holdings LLC Tranche B 1LN,


500 Salem Street


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLterm loan 3 month U.S. LIBOR + 3.500% 4.5% 7/3/24 $517 0.000% %ABWTRB1 49579GAF9 US49579GAF90Continental Resources, Inc. 4.5% 4/15/23 $513 0.000% %CLR23 212015AL5 US212015AL58 BCCWFC4U.S.A. Compression Partners LP 6.875% 9/1/27 $504 0.000% %USACC27 91740PAF5 US91740PAF53 BKWC8B0United Mexican States 6.5% 6/9/22 $499 0.000% %MBON622 MX0MGO0000Q0 B4NDCC9Clearwater Paper Corp. Tranche B 1LN, term loan 3month U.S. LIBOR + 3.250% 4.25% 7/26/26 $495 0.000% %CLWTLB 18538YAD0 US18538YAD04W. R. Grace & Co.-Conn. 5.125% 10/1/21 $494 0.000% %GRA21A 383909AE8 US383909AE89 BQT49S5Pacific Gas & Electric Co. 3.75% 8/15/42 $493 0.000% %PCG842 694308HA8 US694308HA83 B7MTCC9Ministry of Finance of the Russian Federation7.25% 5/10/34 $490 0.000% %RFLB34 RU000A0ZYUB7 BYWR3W9SESI LLC 7.75% 9/15/24 $489 0.000% %SPN24 78412FAU8 US78412FAU84 BG43NY1Transocean Poseidon Ltd. 6.875% 2/1/27 $486 0.000% %RIG27A 89383JAA6 US89383JAA60 BGC21S0Buzz Merger Sub Ltd. Tranche B 1LN, term loan 3month U.S. LIBOR + 2.750% 2.9236% 1/29/27 $482 0.000% %MAGLTL1 XAG1738KAB17United PF Holdings LLC Tranche B 1LN, term loan 3month U.S. LIBOR + 8.500% 9.5% 12/30/26 $481 0.000% %UNIPF26 91132UAK9 US91132UAK97Fastball Merger Sub LLC Tranche B 1LN, term loan 3month U.S. LIBOR + 3.500% 4.572% 1/22/27 $480 0.000% %STGFTB1 78477MAC5 US78477MAC55Jamaican Government 8% 3/15/39 $474 0.000% %JAM39 470160AV4 US470160AV46 B1V2P06EXC Holdings III Corp. Tranche B, term loan 3month U.S. LIBOR + 7.500% 8.9365% 12/1/25 $474 0.000% %EXCTTL2 26929CAF3 US26929CAF32Matador Bidco SARL Tranche B 1LN, term loan 3month U.S. LIBOR + 4.750% 4.9336% 10/15/26 $470 0.000% %CEPSTB1 XAL6257MAB18Fannie Mae 4.501% 30 Year $468 0.000%Navient Corp. 5% 10/26/20 $467 0.000% %NAVI20 63938CAA6 US63938CAA62 BSJRSL4Valaris PLC 4.5% 10/1/24 $467 0.000% %ESV24 91889DAB2 US91889DAB29 BKDKR16Sparc Em Spc 0% 12/5/22 $452 0.000% %PANA22A 846502AC6 US846502AC62 BYXD252Lamb Weston Holdings, Inc. 4.875% 11/1/26 $450 0.000% %LW26A 513272AB0 US513272AB00 BYTY5N8Noble Holding International Ltd. 7.95% 4/1/25 $450 0.000% %NE425 65504LAN7 US65504LAN73 BWC9G44Fannie Mae 2.904% 30 Year $449 0.000%Rodan & Fields LLC Tranche B, term loan 3 monthU.S. LIBOR + 4.000% 3.1938% 6/15/25 $449 0.000% %RODFTLB 77484UAB2 US77484UAB26Fannie Mae 3.051% 30 Year $447 0.000%Freddie Mac 3.347% 30 Year $446 0.000%Big Ass Fans LLC 1LN, term loan 3 month U.S. LIBOR+ 3.750% 4.75% 5/21/24 $445 0.000% %BIDATL1 08888UAD5 US08888UAD54G-III Apparel Group Ltd. Tranche B, term loan 3month U.S. LIBOR + 5.250% 6.25% 12/1/22 $440 0.000% %GIIITLB 36173NAB0 US36173NAB01Valeant Pharmaceuticals International, Inc. 5.875%


500 Salem Street


99

% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOL5/15/23 $438 0.000% %VRX23A 91831AAB7 US91831AAB70 BWD1Y23Telecom Italia Capital SA 6.375% 11/15/33 $437 0.000% %TITI33 87927VAF5 US87927VAF58 B06Y4X6Staples, Inc. Tranche B 2LN, term loan 3 monthU.S. LIBOR + 4.500% 5.1866% 9/12/24 $436 0.000% %SPLST1L 855031AR1 US855031AR17Biz Finance PLC 9.75% 1/22/25 $430 0.000% %EXIM25A XS1261826355 BYV6X16Fannie Mae 4.5% 15 Year $425 0.000%Freddie Mac 3.068% 30 Year $420 0.000%Brave Parent Holdings, Inc. Tranche B 1LN, termloan 3 month U.S. LIBOR + 4.000% 4.1782% 4/19/25 $419 0.000% %BMCRTLBOdebrecht Finance Ltd. 4.375% 4/25/25 $414 0.000% %ODBR25A 675758AL0 US675758AL08 B92NT91Waste Pro U.S.A., Inc. 5.5% 2/15/26 $409 0.000% %WASP26A 94107JAA1 US94107JAA16 BFY0Z83Cumulus Media New Holdings, Inc. Tranche B 1LN,term loan 3 month U.S. LIBOR + 3.750% 4.822% 3/31/26 $406 0.000% %CUMTLB1 23108LAB2 US23108LAB27Tenet Healthcare Corp. 6.875% 11/15/31 $402 0.000% %THC31 88033GAV2 US88033GAV23 2842749Nine Energy Service, Inc. 8.75% 11/1/23 $398 0.000% %NINE23A 65441VAA9 US65441VAA98 BGL1L33JPMorgan Chase & Co. 3 month U.S. LIBOR + 3.470%4.2301% $392 0.000% %JPMV49 46625HHA1 US46625HHA14 B2R0JX2Fannie Mae 3.82% 30 Year $383 0.000%Staples, Inc. 10.75% 4/15/27 $382 0.000% %SPLS27A 855030AP7 US855030AP77 BK0L4Q6JPMorgan Chase & Co. 3 month U.S. LIBOR + 3.320%4.7534% $378 0.000% %JPM49+V 48127FAA1 US48127FAA12 BN77W97Fannie Mae 4.214% 30 Year $378 0.000%Surgery Center Holdings, Inc. 1LN, term loan 3month U.S. LIBOR + 8.000% 9% 8/31/24 $375 0.000% %SURNTL1 86880NAW3 US86880NAW39WP CPP Holdings LLC Tranche B 2LN, term loan 3month U.S. LIBOR + 7.750% 8.75% 4/30/26 $371 0.000% %COPTL2 92937JAP8 US92937JAP84Freeport-McMoRan, Inc. 3.55% 3/1/22 $369 0.000% %FCX22 35671DAU9 US35671DAU90 B7L11G3Ginnie Mae 6.5% 30 Year $368 0.000%VFU Funding PLC (VF Ukraine) 6.2% 2/11/25 $363 0.000% %VDFU25A 918212AA9 US918212AA96 BK5BP80W. R. Grace & Co.-Conn. Tranche B 1LN, term loan 3month U.S. LIBOR + 1.750% 2.0579% 4/3/25 $363 0.000% %GRATLB1 92940JAB4 US92940JAB44Flex Acquisition Co., Inc. 7.875% 7/15/26 $363 0.000% %FLXA26A 33936YAC9 US33936YAC93 BFZLNC5Ghana Republic 9.25% 9/15/22 $360 0.000% %GHAN22A 374422AF0 US374422AF02 BD2ZZZ3Fannie Mae 4.27% 30 Year $357 0.000%Boyd Gaming Corp. 4.75% 12/1/27 $350 0.000% %BYD27A 103304BR1 US103304BR11 BKMKKX0Valaris PLC 5.2% 3/15/25 $344 0.000% %ESV325 91889DAD8 US91889DAD84 BJH95Y1Jazz Acquisition, Inc. 1LN, term loan 3 month U.S.LIBOR + 4.250% 4.43% 6/19/26 $344 0.000% %WENGTL1 47214DAK0 US47214DAK00Hyland Software, Inc. Tranche 2LN, term loan 3


500 Salem Street


100

% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLmonth U.S. LIBOR + 7.000% 7.75% 7/7/25 $338 0.000% %HSITM2 44908XAS7 US44908XAS71EG America LLC 2LN, term loan 3 month U.S. LIBOR +8.000% 9.072% 3/23/26 $337 0.000% %OPTFTL2 XAG2902UAC53Equinox Holdings, Inc. Tranche 2LN, term loan 3month U.S. LIBOR + 7.000% 8.072% 9/8/24 $335 0.000% %EQUNTL2 29446CAK0 US29446CAK09CoreCivic, Inc. 4.625% 5/1/23 $333 0.000% %CXW23 22025YAP5 US22025YAP51 BC9LVH1Denbury Resources, Inc. 9% 5/15/21 $329 0.000% %DNR21A 247916AF6 US247916AF60 BDGLCR8WASH Multifamily Acquisition, Inc. Tranche B 1LN,term loan 3 month U.S. LIBOR + 3.250% 4.25%5/14/22 $328 0.000% %WAHTLB1 93710HAG3 US93710HAG39HCA Holdings, Inc. Tranche B13, term loan 3 monthU.S. LIBOR + 1.750% 1.9282% 3/18/26 $322 0.000% %HCATB13 404122BB8 US404122BB86Travelport Finance Luxembourg SARL Tranche B 2LN,term loan 3 month U.S. LIBOR + 9.000% 10.072%5/28/27 $320 0.000% %TPORTT2 XAL9308UAS95MED ParentCo LP Tranche DD 1LN, term loan 3 monthU.S. LIBOR + 4.250% 4.5038% 8/31/26 $319 0.000% %CPSTLDD 58401DAD6 US58401DAD66Mendoza Province 8.375% 5/19/24 $315 0.000% %MEND24A 586805AH6 US586805AH63 BDDQWW1Freddie Mac 3.421% 30 Year $310 0.000%United PF Holdings LLC 2LN, term loan 3 month U.S.LIBOR + 8.500% 8.8079% 12/30/27 $308 0.000% %UNIPTL2Surgery Center Holdings, Inc. 6.75% 7/1/25 $307 0.000% %SURC25A 84611WAB0 US84611WAB00 BDGGZX0Recorded Books, Inc. Tranche B 1LN, term loan 3month U.S. LIBOR + 4.250% 4.4438% 8/31/25 $301 0.000% %RECBOT1IHS Markit Ltd. 5% 11/1/22 $292 0.000% %INFO22A 44962LAA5 US44962LAA52 BDG22W6ASP Chromaflo Dutch I BV Tranche B-2 1LN, termloan 3 month U.S. LIBOR + 3.500% 4.5% 11/18/23 $280 0.000% %CHTLB21 00215KAF3 US00215KAF30Freddie Mac 4.13% 30 Year $279 0.000%Fannie Mae 2.438% 30 Year $278 0.000%CPM Holdings, Inc. 2LN, term loan 3 month U.S.LIBOR + 8.250% 8.4619% 11/15/26 $272 0.000% %CPMHTL2 12654NAE3 US12654NAE31Pride International, Inc. 7.875% 8/15/40 $269 0.000% %PDE40 74153QAJ1 US74153QAJ13 B4XLZL3DG Investment Intermediate Holdings, Inc. TrancheB 2LN, term loan 3 month U.S. LIBOR + 6.750% 7.5%2/1/26 $268 0.000% %GOPHTL2 38268PAF8 US38268PAF80CDS Canada 4 LP term loan 1 month U.S. LIBOR +4.000% 5% 6/5/21 $266 0.000% %CDSTL1Ensco Jersey Finance Ltd. 3% 1/31/24 $265 0.000% %ESV24A 29359WAB1 US29359WAB19 BFX7905Freddie Mac 4.66% 30 Year $261 0.000%


500 Salem Street


101

% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLNoble Holding International Ltd. 8.95% 4/1/45 $261 0.000% %NE445 65504LAL1 US65504LAL18 BWD1V99Aerovias de Mexico SA de CV 7% 2/5/25 $259 0.000% %AERM25A 008065AD6 US008065AD67 BJN6TY4EPV Merger Sub, Inc. Tranche 2LN, term loan 3month U.S. LIBOR + 7.250% 7.4283% 3/8/26 $252 0.000% %VECTTL2Petroleos de Venezuela SA 6% 11/15/26 $244 0.000% %PDVS26A 716558AF8 US716558AF83 BJ2S996USI, Inc. 1LN, term loan 3 month U.S. LIBOR +4.000% 4.1736% 12/2/26 $242 0.000% %COMTL1 90351NAF2 US90351NAF24WASH Multifamily Acquisition, Inc. Tranche B 2LN,term loan 3 month U.S. LIBOR + 7.000% 8% 5/14/23 $242 0.000% %WASTLB2 93710HAE8 US93710HAE80Surgery Center Holdings, Inc. Tranche B, term loan3 month U.S. LIBOR + 3.250% 4.25% 8/31/24 $242 0.000% %SURCTLB 86880NAU7 US86880NAU72Freddie Mac 4.285% 30 Year $230 0.000%APX Group, Inc. 7.625% 9/1/23 $226 0.000% %APXSE23 00213MAS3 US00213MAS35 BDZXJ07iHeartCommunications, Inc. 8.375% 5/1/27 $223 0.000% %IHRT27 45174HBD8 US45174HBD89 BK0NK86Valaris PLC 7.75% 2/1/26 $218 0.000% %ESV126 91889DAE6 US91889DAE67 BJCRPP1ASP Chromaflo Intermediate Holdings, Inc. TrancheB 1LN, term loan 3 month U.S. LIBOR + 3.500% 4.5%11/18/23 $215 0.000% %CHRMTLB 00215KAE6 US00215KAE64North American Lifting Holdings, Inc. Tranche 2LN,term loan 3 month U.S. LIBOR + 9.000% 10%11/27/21 $212 0.000% %TNTCTL2 87259BAK6 US87259BAK61Petroleos Mexicanos 6.375% 2/4/21 $208 0.000% %PEME221 71654QCA8 US71654QCA85 BYWD0H1Fannie Mae 3.888% 30 Year $201 0.000%NAVEX TopCo, Inc. 2LN, term loan 3 month U.S.LIBOR + 7.000% 7.18% 9/4/26 $200 0.000% %GLSRVTL 63941EAE9 US63941EAE95Fannie Mae 4.068% 30 Year $196 0.000%8th Avenue Food & Provisions, Inc. 2LN, term loan3 month U.S. LIBOR + 7.750% 7.9348% 10/1/26 $195 0.000% %POSTT2L 28253PAD1 US28253PAD15Freddie Mac 2.5% 20 Year $195 0.000%Summit Midstream Partners LP 9.5% $188 0.000% %SMLP99 866142AA0 US866142AA01 BFCM8H1Petroleos de Venezuela SA 6% 5/16/24 $188 0.000% %PDVS24A 716558AG6 US716558AG66 BP8RXD1Pan American Energy LLC 7.875% 5/7/21 $185 0.000% %BPLN21A 69783TAA2 US69783TAA25 B5QK3X2Ginnie Mae guaranteed REMIC pass-thru certificatesSeries 2007-35 Class SC, 40.200% - 1 month U.S.LIBOR 39.0292% 6/16/37 $179 0.000% 38375KVH2 US38375KVH21MSCG Trust Series 2016-SNR Class B, 4.181%11/15/34 $175 0.000% 61691CAG4 US61691CAG42VICI Properties, Inc. 4.25% 12/1/26 $166 0.000% %VICI26A 92564RAA3 US92564RAA32 BK6X369Nielsen Co. SARL (Luxembourg) 5.5% 10/1/21 $162 0.000% %NLSN21A 65410CAA8 US65410CAA80 BF2HT06


500 Salem Street


102

% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLFreddie Mac 7.5% 30 Year $155 0.000%Ascend Learning LLC 6.875% 8/1/25 $151 0.000% %ALPF25A 043502AA1 US043502AA19 BZHJVS9Delta Merlin Dunia Tekstil PT 8.625% 3/12/24 $150 0.000% %DUNI24A 69374VAA2 US69374VAA26 BJBT4B7AmeriLife Holdings LLC 1LN, term loan 3 month U.S.LIBOR + 4.000% 4% 3/18/27 $146 0.000% %AMETLDD 03078CAE4 US03078CAE49Banco BMG SA 8.875% 8/5/20 $141 0.000% %BAN820A 05949RAE3 US05949RAE36 B4ZLQB8Continental Airlines, Inc. pass-thru trustcertificates 9.798% 10/1/22 $140 0.000% %CALE21 210805DT1 US210805DT14 B0XNNF1BCPE Empire Holdings, Inc. Tranche DD 1LN, termloan 3 month U.S. LIBOR + 4.000% 4.1418% 6/11/26 $139 0.000% %BCPTLDD 05550HAC9 US05550HAC97Freddie Mac 3.719% 30 Year $134 0.000%Wynn Macau Ltd. 5.5% 10/1/27 $134 0.000% %WYN27A 98313RAD8 US98313RAD89 BFB5MD5iHeartCommunications, Inc. 6.375% 5/1/26 $133 0.000% %IHRT26 45174HBC0 US45174HBC07 BK0NK53Pathway Vet Alliance LLC 1LN, term loan 3 monthU.S. LIBOR + 4.000% 3/31/27 $126 0.000% %PVTTLDD 70323KAD0Ultra Resources, Inc. 11% 7/12/24 pay-in-kind $122 0.000% %UPL24 90400GAE1 US90400GAE17 BHXD220Valaris PLC 5.75% 10/1/44 $118 0.000% %ESV44 91889DAF3 US91889DAF33 BJGV2B4Fannie Mae 3.978% 30 Year $115 0.000%VICI Properties, Inc. 3.5% 2/15/25 $113 0.000% %VICI25A 92564RAC9 US92564RAC97 BKMH622Venezuelan Republic 12.75% 8/23/22 $112 0.000% %VENZ822 USP17625AC16 B5B14V5Albertsons Companies LLC/Safeway, Inc./NewAlbertson’s, Inc./Albertson’s LLC 3.5% 2/15/23 $112 0.000% %ACI23A 013092AD3 US013092AD31 BKMH633Lightstone Holdco LLC Tranche C 1LN, term loan 3month U.S. LIBOR + 3.750% 4.75% 1/30/24 $108 0.000% %LGHTLC 53226GAH4 US53226GAH48Fannie Mae 4.261% 30 Year $98 0.000%Fannie Mae 3.129% 30 Year $98 0.000%VICI Properties, Inc. 4.625% 12/1/29 $98 0.000% %VICI29A 92564RAB1 US92564RAB15 BJYKF47Petroleos de Venezuela SA 5.375% 4/12/27 $92 0.000% %PDVS27 XS0294364954 B1VX673Fannie Mae 4.221% 30 Year $87 0.000%1011778 BC Unlimited Liability Co./New RedFinance, Inc. 5.75% 4/15/25 $84 0.000% %BCUU25A 68245XAK5 US68245XAK54 BMBPD97Fannie Mae 3.719% 30 Year $69 0.000%Freddie Mac 4.295% 30 Year $64 0.000%CDS U.S. Intermediate Holdings, Inc. Tranche B2LN, term loan 3 month U.S. LIBOR + 8.250% 9.25%7/8/23 $63 0.000% %CIRQUTL 12512KAB7 US12512KAB70Edgewell Personal Care Co. 5.5% 6/15/25 $62 0.000% %ENR25A 29273AAA4 US29273AAA43 BXW1YM1Murray Energy Corp. Tranche B 2LN, term loan 3month U.S. LIBOR + 7.250% 0% 10/17/22 $62 0.000% %MURTLB2 627048AQ4 US627048AQ46


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLFannie Mae 4.303% 30 Year $61 0.000%Noble Holding International Ltd. 7.75% 1/15/24 $51 0.000% %NE24 65504LAP2 US65504LAP22 BYXR447Ginnie Mae 8% 30 Year $51 0.000%Fannie Mae 3.44% 30 Year $49 0.000%United PF Holdings LLC 1LN, term loan 3 month U.S.LIBOR + 4.000% 4.3079% 12/30/26 $45 0.000% %UNIPFTL 91132UAH6 US91132UAH68Noble Holding International Ltd. 6.2% 8/1/40 $44 0.000% %NE840 65504LAD9 US65504LAD91 B4XDD48Freddie Mac 3.869% 30 Year $44 0.000%WASH Multifamily Acquisition, Inc. 2LN, term loan3 month U.S. LIBOR + 7.000% 8% 5/15/23 $42 0.000% %WASTL23 93710HAF5 US93710HAF55Lannett Co., Inc. Tranche B, term loan 3 monthU.S. LIBOR + 5.000% 6% 11/25/20 $41 0.000% %LCITLA 51602EAC8 US51602EAC84Terwin Mortgage Trust Series 2003-4HE Class A1, 1month U.S. LIBOR + 0.860% 1.0445% 9/25/34 $40 0.000% 881561BU7 US881561BU72Station Casinos LLC 4.5% 2/15/28 $40 0.000% %RRR28A 857691AG4 US857691AG41 BHKD706Tribune Co. Claim $38 0.000% %TRB.TCGeneral Motors Financial Co., Inc. 5.2% 3/20/23 $35 0.000% %GM323 37045XCW4 US37045XCW48 BMF32G7Fannie Mae 3.708% 30 Year $34 0.000%Noble Holding International Ltd. 6.05% 3/1/41 $31 0.000% %NE41 65504LAG2 US65504LAG23 B656383Fannie Mae 3.317% 30 Year $31 0.000%Fannie Mae 4.5% 20 Year $28 0.000%Petroleos de Venezuela SA 9.75% 5/17/35 $27 0.000% %PDVS35A 716558AE1 US716558AE19 B89LNV1Petroleos de Venezuela SA 12.75% 2/17/22 $27 0.000% %PDV22A 716558AC5 US716558AC52 B44H004Gavilan Resources LLC Tranche 2LN, term loan 3month U.S. LIBOR + 6.000% 0% 3/1/24 $27 0.000% %SNTL2 36808UAB7 US36808UAB70Noble Holding International Ltd. 5.25% 3/15/42 $25 0.000% %NE42 65504LAK3 US65504LAK35 B763S29Aeropuertos Argentina 2000 SA 6.875% 2/1/27 $21 0.000% %AERO27A 00786PAC8 US00786PAC86 BYXQZD0Freddie Mac 8.5% 30 Year $21 0.000%Sequoia Mortgage Trust floater Series 2004-6 ClassA3B, 6 month U.S. LIBOR + 0.880% 1.3048% 7/20/34 $15 0.000% 81744FCU9 US81744FCU93Freddie Mac 8% 30 Year $10 0.000%Freddie Mac 4.2% 30 Year $8 0.000%Petroleos de Venezuela SA 5.5% 4/12/37 $7 0.000% %PETR37 XS0294367205 B1VXHC5Fannie Mae 8% 30 Year $6 0.000%Merrill Lynch Alternative Note Asset Trust floaterSeries 2007-OAR1 Class A1, 1 month U.S. LIBOR +0.170% 0.3383% 2/25/37 $5 0.000% 59023TAA3 US59023TAA34Pacific Drilling SA 12% 4/1/24 pay-in-kind $2 0.000% %PACD24A 69419WAA7 US69419WAA71 BFX38T5Fannie Mae 8.5% 30 Year $2 0.000%


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLAlpha Natural Resources, Inc. 9.75% 4/15/18 $0 0.000% %ANR18 02076XAD4 US02076XAD49 B7W0R50Sports Authority, Inc. Tranche B, term loan 3month U.S. LIBOR + 6.000% 0% 11/16/17 $0 0.000% %SATRMB 84917YAB7 US84917YAB74iHeartCommunications, Inc. 9% 5/15/22 $0 0.000%David’s Bridal, Inc. 2LN, term loan 3 month U.S.LIBOR + 8.000% 9.46% 1/18/24 $0 0.000% %DBTLTB2David’s Bridal, Inc. Tranche B 1LN, term loan 3month U.S. LIBOR + 6.000% 7% 6/30/23 $0 0.000% %DBTLB1

Bonds Total: $52,169,754 24.6%

Short-Term/Money Market & Net Other Assets

Fidelity Cash Central Fund 0.12% $4,509,368 2.122% CF.TAXMM 31635A105 US31635A1051U.S. Treasury Bill 0.13% 8/27/20 $719,849 0.339% 912796XG9 US912796XG90 BL1LY40Metropolitan Life Global Funding I U.S. SOFR SECOVRN FIN RATE INDX + 0.500% 0.58% 5/28/21 $136,717 0.064% %METT21 59217GCY3 US59217GCY35General Motors Financial Co., Inc. 3.2% 7/13/20 $49,618 0.023% %GM720 37045XAY2 US37045XAY22 BYM7H38U.S. Treasury Bill 0.13% 8/13/20 $46,383 0.022% 912796TD1 US912796TD16 BK20C12Deutsche Bank AG New York Branch 3.15% 1/22/21 $32,457 0.015% %DB0121 251526BP3 US251526BP38 BFMTXW2General Motors Financial Co., Inc. 4.2% 3/1/21 $27,192 0.013% %GM321 37045XBF2 US37045XBF24 BD31B18Mylan NV 3.15% 6/15/21 $25,326 0.012% %MYL21 62854AAM6 US62854AAM62 BDRJ2C6Synchrony Bank 3.65% 5/24/21 $24,020 0.011% %SYF518 87166FAC7 US87166FAC77 BFYL672Barclays PLC 3.25% 1/12/21 $23,160 0.011% %BAR0121 06738EAL9 US06738EAL92 BYQ02N8Morgan Stanley 5.75% 1/25/21 $17,938 0.008% %MS121 61747WAF6 US61747WAF68 B4552N4Air Lease Corp. 3.875% 4/1/21 $15,862 0.007% %AL21 00912XAM6 US00912XAM65 BKHDRF5Jpy Spot Cc $14,683 0.007%Unum Group 5.625% 9/15/20 $14,456 0.007% %UNM20 91529YAH9 US91529YAH99 B4KDT21Cigna Corp. 4.125% 9/15/20 $13,599 0.006% %CI20A 125523CG3 US125523CG37 BKSMDL9Air Lease Corp. 3.375% 6/1/21 $12,562 0.006% %AL621 00912XAS3 US00912XAS36 BD073K2American International Group, Inc. 3.3% 3/1/21 $11,876 0.006% %AIG321 026874DG9 US026874DG98 BYZ7360Marsh & McLennan Companies, Inc. 4.8% 7/15/21 $11,689 0.006% %MMC21 571748AR3 US571748AR30 B4KVG79Marathon Petroleum Corp. 5.125% 3/1/21 $11,152 0.005% %MPC21 56585AAD4 US56585AAD46 B5SLG78RBS Citizens NA 2.55% 5/13/21 $7,863 0.004% %CFG21 17401QAE1 US17401QAE17 BZ6VPH3NV Energy, Inc. 6.25% 11/15/20 $6,272 0.003% %NVE20 67073YAA4 US67073YAA47 B3W7R64Southern Natural Gas Co./Southern Natural IssuingCorp. 4.4% 6/15/21 $5,999 0.003% %EPB621 84345PAB8 US84345PAB85 B6T2YM8


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% of NetSecurity Name Market Value Assets Ticker CUSIP ISIN SEDOLEmera U.S. Finance LP 2.7% 6/15/21 $5,969 0.003% %EMACN21 29103DAF3 US29103DAF33 BYQFWB1Huntington Bancshares, Inc. 7% 12/15/20 $5,123 0.002% %HBAN120 446150AG9 US446150AG96 B58G8S8U.S. Treasury Bill 0.13% 9/24/20 $4,740 0.002% 9127962H1 US9127962H15 BKPSY28Illinois Gen. Oblig. Series 2010-5, 6.2% 7/1/21 $4,523 0.002% 452152GR6 US452152GR69Aud Spot Cc $3,198 0.002%AerCap Ireland Capital Ltd./AerCap Global AviationTrust 4.625% 10/30/20 $2,684 0.001% %AERC20 00772BAQ4 US00772BAQ41 BYNMJD6LG&E and KU Energy LLC 3.75% 11/15/20 $2,614 0.001% %PP20 50188FAD7 US50188FAD78 B7K4D34Ally Financial, Inc. 4.25% 4/15/21 $1,620 0.001% %ALLY421 02005NBG4 US02005NBG43 BZ6TYT2Diamond 1 Finance Corp./Diamond 2 Finance Corp.4.42% 6/15/21 $1,561 0.001% %DELL21A 25272KAD5 US25272KAD54 BD96MQ9NXP BV/NXP Funding LLC 4.125% 6/1/21 $1,376 0.001% %NXP621A 62947QAU2 US62947QAU22 BD0QRH4Nok Spot Cc $557 0.000%Continental Airlines, Inc. pass-thru trustcertificates 8.388% 5/1/22 $0 0.000% %CAL22B 210805DA2 US210805DA23 B67JQD6Fidelity Money Market Central Fund 0.47% $0 0.000% MMCF.IP 31635A402 US31635A4022Nzd Spot Cc -$246 -0.000%Sek Spot Cc -$3,284 -0.002%Hkd Spot Cc -$9,850 -0.005%Gbp Spot Cc -$12,046 -0.006%

Short-Term/Money Market & Net Other Assets Total: $5,746,581 2.7%


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