# EDGAR Filing Document

**Accession Number:** 0000215829
**File Stem:** 0000035402-26-003293
**Filing Date:** 2026-5
**Character Count:** 175128
**Document Hash:** 282489bd44036342dc006319e6953c9a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-003293.hdr.sgml**: 20260526

**ACCESSION NUMBER**: 0000035402-26-003293

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260526

**DATE AS OF CHANGE**: 20260526

**PERIOD START**: 20261231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIDELITY SCHOOL STREET TRUST
- **CENTRAL INDEX KEY:** 0000215829

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02676
- **FILM NUMBER:** 261017395

**BUSINESS ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 617-563-7000

**MAIL ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY SCHOOL STREET TRUST/
- **DATE OF NAME CHANGE:** 19940526

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY LIMITED TERM MUNICIPALS
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Fidelity Advisor Multi-Asset Income Fund (Series ID: S000050482)

| Class ID   | Class Name                       | Ticker Symbol   |
|:---|:---|:---|
| C000159358 | Class A                          | FWATX           |
| C000159359 | Class M                          | FAZYX           |
| C000159360 | Class C                          | FWBTX           |
| C000159361 | Class I                          | FAYZX           |
| C000199669 | Fidelity Multi-Asset Income Fund | FMSDX           |
| C000205055 | Class Z                          | FIWBX           |

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity Advisor® Multi-Asset Income Fund**

**March 31, 2026**

AMAI-NPRT1-0526

1.9865901.110 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Alternative Funds - 1.6%** | &nbsp;&nbsp;**Alternative Funds - 1.6%** | &nbsp;&nbsp;**Alternative Funds - 1.6%** |
|  | Shares | Value ($)<br>|
| Fidelity Private Credit Company LLC (l)(m)<br>(Cost $56,947,234)<br>| 5783274 | **54117567** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Asset-Backed Securities - 0.3%** | &nbsp;&nbsp;**Asset-Backed Securities - 0.3%** | &nbsp;&nbsp;**Asset-Backed Securities - 0.3%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| BAILIWICK OF JERSEY - 0.0%  |  |  |
| Brant Point Clo Ltd Series 2024-5A Class E, CME Term SOFR 3 month Index + 6.7%, 10.3676% 10/20/2037 (f)(g)(j) | 250000 | 248243 |
| Goldentree Loan Management US CLO 21 Ltd Series 2024-21A Class E, CME Term SOFR 3 month Index + 5.7%, 9.3676% 7/20/2037 (f)(g)(j) | 747000 | 742544 |
| TOTAL BAILIWICK OF JERSEY |  | 990787 |
| GRAND CAYMAN (UK OVERSEAS TER) - 0.3%  |  |  |
| 720 East CLO IV Ltd Series 2024-1A Class E, CME Term SOFR 3 month Index + 6.5%, 10.1722% 4/15/2037 (f)(g)(j) | 258000 | 251636 |
| Apidos CLO LIII Series 2025-53A Class E, CME Term SOFR 3 month Index + 6.43%, 10.0976% 7/20/2038 (f)(g)(j) | 402000 | 399032 |
| Balboa Bay Loan Funding Ltd Series 2025-1A Class D2, CME Term SOFR 3 month Index + 4.15%, 8.209% 7/20/2038 (f)(g)(j) | 1000000 | 1004012 |
| Bbam US CLO I Ltd Series 2025-1A Class D1R, CME Term SOFR 3 month Index + 3%, 6.6722% 3/30/2038 (f)(g)(j) | 246000 | 243554 |
| Bbam US CLO III Ltd Series 2025-3A Class DR, CME Term SOFR 3 month Index + 5.2%, 8.8722% 10/15/2038 (f)(g)(j) | 500000 | 469816 |
| Bbam US CLO IV Ltd Series 2024-4A Class D, CME Term SOFR 3 month Index + 6.25%, 9.9222% 7/15/2039 (f)(g)(j) | 500000 | 496514 |
| Benefit Street Partners CLO XXXIX Ltd Series 2025-39A Class D2, CME Term SOFR 3 month Index + 3.65%, 7.3222% 4/15/2038 (f)(g)(j) | 337000 | 331977 |
| Birch Grove CLO 12 Ltd Series 2025-12A Class D1, CME Term SOFR 3 month Index + 2.75%, 6.4192% 4/22/2038 (f)(g)(j) | 360000 | 356322 |
| Birch Grove CLO 5 LLC Series 2024-5A Class ER, CME Term SOFR 3 month Index + 6.75%, 10.4176% 10/20/2037 (f)(g)(j) | 190000 | 184570 |
| Carlyle US CLO Ltd Series 2024-6A Class E, CME Term SOFR 3 month Index + 5.75%, 9.418% 10/25/2037 (f)(g)(j) | 227000 | 220332 |
| Carval CLO Ltd Series 2024-3A Class E, CME Term SOFR 3 month Index + 6.35%, 10.0176% 10/20/2037 (f)(g)(j) | 323000 | 318259 |
| CIFC Funding Ltd Series 2025-3A Class E, CME Term SOFR 3 month Index + 7.25%, 10.9197% 7/21/2038 (f)(g)(j) | 493000 | 493259 |
| CIFC Funding Ltd Series 2025-4A Class D2R, CME Term SOFR 3 month Index + 3.75%, 7.4176% 1/17/2038 (f)(g)(j) | 206000 | 196085 |
| Flat Series 2025-30A Class D2, CME Term SOFR 3 month Index + 4.1%, 7.7722% 4/15/2038 (f)(g)(j) | 223000 | 223015 |
| Flatiron RR CLO 30 Ltd Series 2025-30A Class E, CME Term SOFR 3 month Index + 5.25%, 8.9222% 4/15/2038 (f)(g)(j) | 342000 | 331406 |
| Madison Park Funding LXXII Ltd Series 2025-72A Class D2, 8.345% 7/23/2038 (j) | 1000000 | 1004191 |
| Magnetite XXIX Ltd Series 2024-29A Class ER, CME Term SOFR 3 month Index + 6%, 9.6722% 7/15/2037 (f)(g)(j) | 189000 | 187345 |
| Midocean Cr Clo Xvi Series 2024-16A Class E, CME Term SOFR 3 month Index + 6.25%, 9.9176% 10/20/2037 (f)(g)(j) | 225000 | 223401 |
| OCP CLO Ltd Series 2024-14A Class ER, CME Term SOFR 3 month Index + 6.55%, 10.2176% 7/20/2037 (f)(g)(j) | 261000 | 257243 |
| OHA Credit Partners Ltd Series 2024-18A Class D2, CME Term SOFR 3 month Index + 4.75%, 8.4176% 4/20/2037 (f)(g)(j) | 341000 | 338624 |
| OHA Credit Partners VII Ltd Series 2025-7A Class D1R4, CME Term SOFR 3 month Index + 2.5%, 6.1556% 2/20/2038 (f)(g)(j) | 1000000 | 983647 |
| Palmer Square CLO Ltd Series 2025-2A Class DR2, CME Term SOFR 3 month Index + 4.14%, 7.8122% 2/15/2038 (f)(g)(j) | 154000 | 149465 |
| Palmer Square CLO Series 2024-2A Class E, CME Term SOFR 3 month Index + 5.7%, 9.3676% 7/20/2037 (f)(g)(j) | 1000000 | 970924 |
| Pikes Peak CLO 1 Series 2025-12A Class D2R, CME Term SOFR 3 month Index + 3.8%, 7.4676% 4/20/2038 (f)(g)(j) | 138000 | 131116 |
| RR 31 Ltd Series 2024-31A Class D, CME Term SOFR 3 month Index + 6%, 9.6722% 10/15/2039 (f)(g)(j) | 395000 | 391676 |
| TOTAL GRAND CAYMAN (UK OVERSEAS TER) |  | 10157421 |
| UNITED STATES - 0.0%  |  |  |
| Diameter Capital CLO 1 Ltd Series 2024-1A Class DR, CME Term SOFR 3 month Index + 6.15%, 9.8222% 10/15/2037 (f)(g)(j) | 250000 | 248237 |
| Obra Homes Finance LLC Series 2024-1A Class E, CME Term SOFR 3 month Index + 6.75%, 10.4176% 1/20/2038 (f)(g)(j) | 181000 | 179719 |
| TOTAL UNITED STATES |  | 427956 |
| <br> **TOTAL ASSET-BACKED SECURITIES**<br> (Cost $11,744,711) |  | <br> **11576164** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Bank Loan Obligations - 2.4%** | &nbsp;&nbsp;**Bank Loan Obligations - 2.4%** | &nbsp;&nbsp;**Bank Loan Obligations - 2.4%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| LUXEMBOURG - 0.0%  |  |  |
| Financials - 0.0% |  |  |
| Financial Services - 0.0% |  |  |
| Accelya Lux Finco Sarl Tranche B 1LN, term loan CME Term SOFR 1 month Index + 5.25%, 8.9496% 10/1/2032 (f)(g)(h) | 2593500 | 2369810 |
| UNITED STATES - 2.4%  |  |  |
| Communication Services - 0.3% |  |  |
| Diversified Telecommunication Services - 0.1% |  |  |
| Uniti Services LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4%, 7.6677% 10/6/2032 (f)(g)(h) | 4488750 | 4485967 |
| Media - 0.2% |  |  |
| Sinclair Television Group Inc Tranche B6 1LN, term loan CME Term SOFR 1 month Index + 3.3%, 7.0822% 12/31/2029 (f)(g)(h) | 5810327 | 5189378 |
| Sinclair Television Group Inc Tranche B7 1LN, term loan CME Term SOFR 1 month Index + 4.1%, 7.8677% 12/31/2030 (f)(g)(h) | 1685743 | 1500311 |
|  |  | 6689689 |
| TOTAL COMMUNICATION SERVICES |  | 11175656 |
| Consumer Discretionary - 1.1% |  |  |
| Broadline Retail - 1.1% |  |  |
| Great Outdoors Group LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 6.9177% 1/23/2032 (f)(g)(h) | 35296385 | 35190497 |
| Consumer Staples - 0.0% |  |  |
| Consumer Staples Distribution & Retail - 0.0% |  |  |
| C&S Wholesale Grocers Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 5%, 8.6996% 9/20/2030 (f)(g)(h) | 720689 | 703270 |
| Health Care - 0.6% |  |  |
| Pharmaceuticals - 0.6% |  |  |
| 1261229 BC Ltd Tranche B 1LN, term loan CME Term SOFR 1 month Index + 6.25%, 9.9177% 10/8/2030 (f)(g)(h) | 19542325 | 18831180 |
| Industrials - 0.3% |  |  |
| Commercial Services & Supplies - 0.3% |  |  |
| CSC ServiceWorks East LLC Tranche EXCHANGE FLSO TL 1LN, term loan CME Term SOFR 1 month Index + 4%, 7.9326% 9/4/2030 (f)(g)(h) | 10266216 | 8033314 |
| CSC ServiceWorks East LLC Tranche INITIAL FL1O 1LN, term loan CME Term SOFR 1 month Index + 5.43%, 9.101% 9/4/2030 (f)(g)(h) | 2441312 | 2485060 |
| TOTAL INDUSTRIALS |  | 10518374 |
| Utilities - 0.1% |  |  |
| Independent Power and Renewable Electricity Producers - 0.1% |  |  |
| Natgasoline LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 5.5%, 9.1727% 3/29/2030 (f)(g)(h) | 4252118 | 4268063 |
| TOTAL UNITED STATES |  | 80687040 |
| <br> **TOTAL BANK LOAN OBLIGATIONS**<br> (Cost $83,723,285) |  | <br> **83056850** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks - 38.9%** | &nbsp;&nbsp;**Common Stocks - 38.9%** | &nbsp;&nbsp;**Common Stocks - 38.9%** |
|  | Shares | Value ($)<br>|
| BRAZIL - 0.2%  |  |  |
| Utilities - 0.2% |  |  |
| Water Utilities - 0.2% |  |  |
| Cia de Saneamento Basico do Estado de Sao Paulo SABESP  | 233428 | 7131026 |
| CANADA - 4.9%  |  |  |
| Consumer Discretionary - 0.7% |  |  |
| Hotels, Restaurants & Leisure - 0.3% |  |  |
| Pizza Pizza Royalty Corp (c) | 882100 | 9574948 |
| Restaurant Brands International Inc  | 967 | 71557 |
|  |  | 9646505 |
| Specialty Retail - 0.4% |  |  |
| Aritzia Inc Subordinate Voting Shares (b) | 82100 | 6699728 |
| Groupe Dynamite Inc Subordinate Voting Shares  | 128900 | 7096867 |
|  |  | 13796595 |
| TOTAL CONSUMER DISCRETIONARY |  | 23443100 |
| Consumer Staples - 0.0% |  |  |
| Consumer Staples Distribution & Retail - 0.0% |  |  |
| Alimentation Couche-Tard Inc  | 930 | 52714 |
| Metro Inc/CN  | 915 | 62605 |
| TOTAL CONSUMER STAPLES |  | 115319 |
| Energy - 0.0% |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |
| Canadian Natural Resources Ltd  | 1860 | 90734 |
| Imperial Oil Ltd  | 969 | 126922 |
| TOTAL ENERGY |  | 217656 |
| Industrials - 0.2% |  |  |
| Machinery - 0.2% |  |  |
| ATS Corp (b) | 282800 | 7971093 |
| Materials - 2.6% |  |  |
| Chemicals - 0.2% |  |  |
| Methanex Corp  | 128993 | 7686169 |
| Metals & Mining - 2.4% |  |  |
| Agnico Eagle Mines Ltd/CA (United States)  | 41000 | 8322180 |
| Almonty Industries Inc (United States) (b) | 4891180 | 70824286 |
|  |  | 79146466 |
| TOTAL MATERIALS |  | 86832635 |
| Utilities - 1.4% |  |  |
| Independent Power and Renewable Electricity Producers - 1.4% |  |  |
| TransAlta Corp  | 3612309 | 47494164 |
| TOTAL CANADA |  | 166073967 |
| FRANCE - 1.4%  |  |  |
| Energy - 1.4% |  |  |
| Energy Equipment & Services - 1.4% |  |  |
| Vallourec SACA  | 1863721 | 47177538 |
| Information Technology - 0.0% |  |  |
| Semiconductors & Semiconductor Equipment - 0.0% |  |  |
| Sequans Communications SA ADR (b)(c) | 433116 | 1095783 |
| TOTAL FRANCE |  | 48273321 |
| GERMANY - 0.0%  |  |  |
| Industrials - 0.0% |  |  |
| Industrial Conglomerates - 0.0% |  |  |
| Siemens AG  | 136 | 33134 |
| ISRAEL - 0.3%  |  |  |
| Health Care - 0.3% |  |  |
| Pharmaceuticals - 0.3% |  |  |
| Teva Pharmaceutical Industries Ltd ADR (b) | 286100 | 8617332 |
| ITALY - 0.0%  |  |  |
| Industrials - 0.0% |  |  |
| Electrical Equipment - 0.0% |  |  |
| Prysmian SpA  | 538 | 63533 |
| JAPAN - 0.0%  |  |  |
| Industrials - 0.0% |  |  |
| Industrial Conglomerates - 0.0% |  |  |
| Hitachi Ltd  | 2024 | 59375 |
| KOREA (SOUTH) - 0.0%  |  |  |
| Information Technology - 0.0% |  |  |
| Technology Hardware, Storage & Peripherals - 0.0% |  |  |
| Samsung Electronics Co Ltd  | 1472 | 175288 |
| NETHERLANDS - 0.0%  |  |  |
| Information Technology - 0.0% |  |  |
| Semiconductors & Semiconductor Equipment - 0.0% |  |  |
| NXP Semiconductors NV  | 482 | 94887 |
| TAIWAN - 0.0%  |  |  |
| Information Technology - 0.0% |  |  |
| Semiconductors & Semiconductor Equipment - 0.0% |  |  |
| Taiwan Semiconductor Manufacturing Co Ltd ADR  | 616 | 208177 |
| UNITED KINGDOM - 1.2%  |  |  |
| Consumer Staples - 0.0% |  |  |
| Personal Care Products - 0.0% |  |  |
| Unilever PLC  | 573 | 31457 |
| Tobacco - 0.0% |  |  |
| Imperial Brands PLC  | 529 | 21450 |
| TOTAL CONSUMER STAPLES |  | 52907 |
| Health Care - 0.3% |  |  |
| Pharmaceuticals - 0.3% |  |  |
| Astrazeneca PLC  | 45301 | 8858157 |
| Industrials - 0.9% |  |  |
| Aerospace & Defense - 0.0% |  |  |
| Rolls-Royce Holdings PLC  | 5211 | 79168 |
| Commercial Services & Supplies - 0.9% |  |  |
| Serco Group PLC  | 8229300 | 31181720 |
| TOTAL INDUSTRIALS |  | 31260888 |
| TOTAL UNITED KINGDOM |  | 40171952 |
| UNITED STATES - 30.7%  |  |  |
| Communication Services - 3.1% |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |
| AT&T Inc  | 3210 | 93058 |
| Comcast Corp Class A  | 2437 | 69966 |
| Verizon Communications Inc  | 2027 | 101756 |
|  |  | 264780 |
| Entertainment - 0.0% |  |  |
| Walt Disney Co/The  | 1255 | 120957 |
| Interactive Media & Services - 3.1% |  |  |
| Alphabet Inc Class A  | 265022 | 76209727 |
| Meta Platforms Inc Class A  | 50073 | 28648265 |
|  |  | 104857992 |
| Wireless Telecommunication Services - 0.0% |  |  |
| T-Mobile US Inc  | 566 | 118876 |
| TOTAL COMMUNICATION SERVICES |  | 105362605 |
| Consumer Discretionary - 3.0% |  |  |
| Automobiles - 1.1% |  |  |
| Tesla Inc (b) | 98000 | 36431500 |
| Broadline Retail - 0.5% |  |  |
| Amazon.com Inc (b) | 83719 | 17436156 |
| Diversified Consumer Services - 0.0% |  |  |
| H&R Block Inc  | 779 | 24725 |
| Hotels, Restaurants & Leisure - 1.2% |  |  |
| McDonald's Corp  | 421 | 130843 |
| Monarch Casino & Resort Inc  | 33500 | 3202600 |
| SHARPLINK INC (b)(c) | 5594571 | 36084984 |
| Starbucks Corp  | 536 | 48020 |
|  |  | 39466447 |
| Household Durables - 0.2% |  |  |
| SharkNinja Inc (b)(d) | 69900 | 7402410 |
| Specialty Retail - 0.0% |  |  |
| Burlington Stores Inc (b) | 205 | 66703 |
| Dick's Sporting Goods Inc  | 278 | 55124 |
| Lowe's Cos Inc  | 557 | 131608 |
| Sportsman's Warehouse Holdings Inc (b) | 1927598 | 2717913 |
| TJX Cos Inc/The  | 841 | 134308 |
|  |  | 3105656 |
| Textiles, Apparel & Luxury Goods - 0.0% |  |  |
| Columbia Sportswear Co  | 72 | 3946 |
| NIKE Inc Class B  | 599 | 31639 |
| Tapestry Inc  | 744 | 104986 |
|  |  | 140571 |
| TOTAL CONSUMER DISCRETIONARY |  | 104007465 |
| Consumer Staples - 0.7% |  |  |
| Beverages - 0.5% |  |  |
| Coca-Cola Co/The  | 1746 | 132783 |
| Constellation Brands Inc Class A  | 56300 | 8445000 |
| Keurig Dr Pepper Inc  | 2783 | 73276 |
| PepsiCo Inc  | 55000 | 8540951 |
|  |  | 17192010 |
| Consumer Staples Distribution & Retail - 0.0% |  |  |
| Albertsons Cos Inc Class A  | 908 | 15472 |
| BJ's Wholesale Club Holdings Inc (b) | 656 | 64564 |
| Costco Wholesale Corp  | 12 | 11957 |
| Target Corp  | 767 | 92960 |
| Walmart Inc  | 1800 | 223704 |
|  |  | 408657 |
| Food Products - 0.0% |  |  |
| JM Smucker Co  | 279 | 26906 |
| Mondelez International Inc  | 751 | 43288 |
|  |  | 70194 |
| Household Products - 0.2% |  |  |
| Clorox Co/The  | 69144 | 7165393 |
| Procter & Gamble Co/The  | 1236 | 178528 |
|  |  | 7343921 |
| Personal Care Products - 0.0% |  |  |
| Kenvue Inc  | 1867 | 32187 |
| TOTAL CONSUMER STAPLES |  | 25046969 |
| Energy - 9.5% |  |  |
| Oil, Gas & Consumable Fuels - 9.5% |  |  |
| Antero Resources Corp (b) | 186500 | 7915060 |
| Cheniere Energy Inc (d) | 64200 | 18217392 |
| Chevron Corp  | 231 | 47794 |
| DHT Holdings Inc  | 6738102 | 123105125 |
| Diamondback Energy Inc  | 41700 | 8247843 |
| Enterprise Products Partners LP  | 1731 | 65501 |
| Exxon Mobil Corp (d) | 101176 | 17165520 |
| Hess Midstream LP Class A  | 456428 | 17741356 |
| International Seaways Inc  | 1646763 | 120016087 |
| Kinder Morgan Inc  | 247300 | 8291969 |
| Phillips 66  | 232 | 42266 |
| Shell PLC  | 2360 | 109304 |
| Valero Energy Corp  | 186 | 45957 |
| TOTAL ENERGY |  | 321011174 |
| Financials - 0.8% |  |  |
| Banks - 0.3% |  |  |
| Bank of America Corp  | 4338 | 211478 |
| Huntington Bancshares Inc/OH  | 5092 | 79690 |
| JPMorgan Chase & Co (d) | 31308 | 9209562 |
| M&T Bank Corp  | 542 | 112042 |
| PNC Financial Services Group Inc/The  | 738 | 153570 |
| US Bancorp  | 1645 | 85556 |
| Wells Fargo & Co  | 2769 | 220440 |
|  |  | 10072338 |
| Capital Markets - 0.5% |  |  |
| Bank of New York Mellon Corp/The  | 73400 | 8707442 |
| Blackrock Inc  | 86 | 82707 |
| Charles Schwab Corp/The  | 1125 | 105728 |
| Morgan Stanley  | 45600 | 7504392 |
|  |  | 16400269 |
| Consumer Finance - 0.0% |  |  |
| Capital One Financial Corp  | 429 | 78262 |
| Financial Services - 0.0% |  |  |
| Apollo Global Management Inc  | 397 | 44234 |
| Visa Inc Class A  | 166 | 50172 |
|  |  | 94406 |
| Insurance - 0.0% |  |  |
| American Financial Group Inc/OH  | 529 | 67558 |
| Chubb Ltd  | 588 | 191647 |
| Hartford Insurance Group Inc/The  | 900 | 121707 |
| Marsh & McLennan Cos Inc  | 504 | 87419 |
| Travelers Companies Inc/The  | 447 | 130381 |
|  |  | 598712 |
| TOTAL FINANCIALS |  | 27243987 |
| Health Care - 4.4% |  |  |
| Biotechnology - 1.3% |  |  |
| AbbVie Inc  | 41080 | 8934489 |
| Biogen Inc (b) | 44300 | 8121519 |
| Caris Life Sciences Inc (b) | 240500 | 4300140 |
| Gilead Sciences Inc  | 64303 | 8961909 |
| Moderna Inc (b) | 158100 | 8031480 |
| Vaxcyte Inc (b) | 85500 | 4968405 |
|  |  | 43317942 |
| Health Care Equipment & Supplies - 0.7% |  |  |
| Anteris Technologies Global Corp (b) | 30100 | 167055 |
| Bausch + Lomb Corp (United States) (b)(c) | 38859 | 617858 |
| Strive Inc Class A (b)(c) | 2422668 | 24275133 |
|  |  | 25060046 |
| Health Care Providers & Services - 0.2% |  |  |
| Cigna Group/The  | 173 | 46148 |
| HCA Healthcare Inc  | 17100 | 8092404 |
| UnitedHealth Group Inc  | 397 | 107424 |
|  |  | 8245976 |
| Life Sciences Tools & Services - 0.0% |  |  |
| Danaher Corp  | 478 | 90629 |
| Pharmaceuticals - 2.2% |  |  |
| Eli Lilly & Co  | 17492 | 16088617 |
| GSK PLC  | 3422 | 94261 |
| GSK PLC ADR (d) | 156400 | 8631716 |
| Johnson & Johnson (d) | 36108 | 8826240 |
| Merck & Co Inc (d) | 72062 | 8668338 |
| Pfizer Inc  | 498181 | 13988922 |
| Roche Holding AG  | 21600 | 8620362 |
| Royalty Pharma PLC Class A  | 181691 | 8715717 |
|  |  | 73634173 |
| TOTAL HEALTH CARE |  | 150348766 |
| Industrials - 2.0% |  |  |
| Aerospace & Defense - 0.6% |  |  |
| BWX Technologies Inc (d) | 24800 | 5071352 |
| Byrna Technologies Inc (b)(c) | 919946 | 8445105 |
| GE Aerospace  | 394 | 111805 |
| General Dynamics Corp  | 245 | 84089 |
| Huntington Ingalls Industries Inc  | 218 | 82818 |
| Northrop Grumman Corp  | 138 | 94149 |
| RTX Corp  | 30700 | 5922031 |
|  |  | 19811349 |
| Air Freight & Logistics - 0.0% |  |  |
| United Parcel Service Inc Class B  | 46351 | 4560011 |
| Building Products - 0.0% |  |  |
| Johnson Controls International plc  | 818 | 107117 |
| Commercial Services & Supplies - 0.0% |  |  |
| GFL Environmental Inc Subordinate Voting Shares  | 554 | 23110 |
| Veralto Corp  | 272 | 24050 |
| Vestis Corp (b) | 44 | 346 |
|  |  | 47506 |
| Electrical Equipment - 0.3% |  |  |
| AMETEK Inc  | 347 | 74383 |
| GE Vernova Inc (d) | 10226 | 8926275 |
|  |  | 9000658 |
| Ground Transportation - 0.0% |  |  |
| Norfolk Southern Corp  | 373 | 107051 |
| Machinery - 0.4% |  |  |
| Crane Co  | 410 | 70110 |
| ITT Inc  | 904 | 172239 |
| Kennametal Inc  | 326637 | 11801395 |
|  |  | 12043744 |
| Passenger Airlines - 0.3% |  |  |
| Delta Air Lines Inc (d) | 134800 | 8961504 |
| Professional Services - 0.4% |  |  |
| Amentum Holdings Inc (b) | 183100 | 4775248 |
| FTI Consulting Inc (b) | 59600 | 10535492 |
| KBR Inc  | 468 | 17250 |
|  |  | 15327990 |
| Trading Companies & Distributors - 0.0% |  |  |
| Watsco Inc  | 159 | 57843 |
| TOTAL INDUSTRIALS |  | 70024773 |
| Information Technology - 5.7% |  |  |
| Communications Equipment - 0.2% |  |  |
| Cisco Systems Inc (d) | 106706 | 8279319 |
| Electronic Equipment, Instruments & Components - 0.0% |  |  |
| Crane NXT Co  | 605 | 24556 |
| Insight Enterprises Inc (b) | 2119 | 141994 |
|  |  | 166550 |
| IT Services - 0.0% |  |  |
| Accenture PLC Class A  | 270 | 53538 |
| Amdocs Ltd  | 742 | 48423 |
| GTT Communications Inc (b)(e) | 1508 | 53911 |
| IBM Corporation  | 442 | 107137 |
|  |  | 263009 |
| Semiconductors & Semiconductor Equipment - 1.5% |  |  |
| Analog Devices Inc  | 269 | 85580 |
| Broadcom Inc  | 134 | 41474 |
| NVIDIA Corp  | 301500 | 52581600 |
|  |  | 52708654 |
| Software - 1.7% |  |  |
| Gen Digital Inc  | 1218 | 22935 |
| Microsoft Corp  | 154645 | 57244940 |
|  |  | 57267875 |
| Technology Hardware, Storage & Peripherals - 2.3% |  |  |
| Apple Inc  | 289953 | 73587172 |
| TOTAL INFORMATION TECHNOLOGY |  | 192272579 |
| Materials - 0.5% |  |  |
| Chemicals - 0.5% |  |  |
| CF Industries Holdings Inc  | 61700 | 8011128 |
| Linde PLC  | 510 | 252838 |
| Mativ Holdings Inc  | 120106 | 1044922 |
| Scotts Miracle-Gro Co/The  | 151987 | 9242330 |
|  |  | 18551218 |
| Containers & Packaging - 0.0% |  |  |
| Ball Corp  | 939 | 55504 |
| Crown Holdings Inc  | 540 | 54135 |
|  |  | 109639 |
| TOTAL MATERIALS |  | 18660857 |
| Real Estate - 0.8% |  |  |
| Retail REITs - 0.5% |  |  |
| Macerich Co/The  | 443500 | 8382150 |
| Tanger Inc  | 249500 | 8478010 |
|  |  | 16860160 |
| Specialized REITs - 0.3% |  |  |
| American Tower Corp  | 269 | 46424 |
| Extra Space Storage Inc  | 39531 | 5183700 |
| Iron Mountain Inc  | 51574 | 5267769 |
| Lamar Advertising Co Class A  | 759 | 96135 |
| Public Storage  | 297 | 80451 |
|  |  | 10674479 |
| TOTAL REAL ESTATE |  | 27534639 |
| Utilities - 0.2% |  |  |
| Electric Utilities - 0.0% |  |  |
| Constellation Energy Corp  | 301 | 84054 |
| Exelon Corp  | 848 | 41569 |
| FirstEnergy Corp  | 699 | 35411 |
| NextEra Energy Inc  | 1756 | 163097 |
| NRG Energy Inc  | 104 | 15199 |
| PG&E Corp  | 2412 | 42379 |
| Southern Co/The  | 953 | 91984 |
|  |  | 473693 |
| Gas Utilities - 0.0% |  |  |
| Southwest Gas Holdings Inc  | 314 | 27286 |
| Independent Power and Renewable Electricity Producers - 0.2% |  |  |
| Vistra Corp  | 48973 | 7362111 |
| Multi-Utilities - 0.0% |  |  |
| Ameren Corp  | 386 | 42429 |
| CenterPoint Energy Inc  | 1061 | 45793 |
| WEC Energy Group Inc  | 391 | 45266 |
|  |  | 133488 |
| TOTAL UTILITIES |  | 7996578 |
| TOTAL UNITED STATES |  | 1049510392 |
| ZAMBIA - 0.2%  |  |  |
| Materials - 0.2% |  |  |
| Metals & Mining - 0.2% |  |  |
| First Quantum Minerals Ltd (b) | 345327 | 8256470 |
| <br> **TOTAL COMMON STOCKS**<br> (Cost $998,024,506) |  | <br> **1328668854** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Convertible Corporate Bonds - 4.9%** | &nbsp;&nbsp;**Convertible Corporate Bonds - 4.9%** | &nbsp;&nbsp;**Convertible Corporate Bonds - 4.9%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 4.9%  |  |  |
| Communication Services - 2.3% |  |  |
| Media - 2.3% |  |  |
| Cardlytics Inc 4.25% 4/1/2029  | 8078000 | 2209040 |
| EchoStar Corp 3.875% 11/30/2030 pay-in-kind (g) | 20820000 | 74371122 |
| TOTAL COMMUNICATION SERVICES |  | 76580162 |
| Consumer Discretionary - 0.5% |  |  |
| Automobiles - 0.2% |  |  |
| Rivian Automotive Inc 4.625% 3/15/2029  | 7995000 | 8554650 |
| Hotels, Restaurants & Leisure - 0.3% |  |  |
| Cracker Barrel Old Country Store Inc 1.75% 9/15/2030 (j) | 12930000 | 10117725 |
| TOTAL CONSUMER DISCRETIONARY |  | 18672375 |
| Health Care - 0.3% |  |  |
| Biotechnology - 0.3% |  |  |
| Bridgebio Pharma Inc 2.5% 3/15/2027  | 3120000 | 5609760 |
| Cytokinetics Inc 3.5% 7/1/2027  | 3430000 | 5012088 |
| TOTAL HEALTH CARE |  | 10621848 |
| Industrials - 0.2% |  |  |
| Aerospace & Defense - 0.2% |  |  |
| Rocket Lab USA Inc 4.25% 2/1/2029 (j) | 674000 | 8436121 |
| Information Technology - 1.6% |  |  |
| Electronic Equipment, Instruments & Components - 0.1% |  |  |
| OSI Systems Inc 2.25% 8/1/2029  | 4346000 | 6655898 |
| IT Services - 0.3% |  |  |
| DigitalOcean Holdings Inc 0% 8/15/2030 (j)(k) | 3757000 | 8601652 |
| Semiconductors & Semiconductor Equipment - 0.5% |  |  |
| MKS Inc 1.25% 6/1/2030  | 4910000 | 8111320 |
| ON Semiconductor Corp 0% 5/1/2027 (k) | 6685000 | 8620308 |
|  |  | 16731628 |
| Software - 0.7% |  |  |
| Riot Platforms Inc 0.75% 1/15/2030  | 19420000 | 22284450 |
| TOTAL INFORMATION TECHNOLOGY |  | 54273628 |
| TOTAL UNITED STATES |  | 168584134 |
| <br> **TOTAL CONVERTIBLE CORPORATE BONDS**<br> (Cost $135,997,335) |  | <br> **168584134** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Convertible Preferred Stocks - 2.3%** | &nbsp;&nbsp;**Convertible Preferred Stocks - 2.3%** | &nbsp;&nbsp;**Convertible Preferred Stocks - 2.3%** |
|  | Shares | Value ($)<br>|
| UNITED STATES - 2.3%  |  |  |
| Financials - 0.1% |  |  |
| Financial Services - 0.1% |  |  |
| Acrisure Holdings Inc Series A-2 (e) | 103820 | 2981710 |
| Industrials - 2.2% |  |  |
| Aerospace & Defense - 2.2% |  |  |
| Boeing Co Series A, 6%  | 1153189 | 74853498 |
| TOTAL UNITED STATES |  | 77835208 |
| <br> **TOTAL CONVERTIBLE PREFERRED STOCKS**<br> (Cost $79,681,114) |  | <br> **77835208** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 2.2%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 2.2%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 2.2%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 2.2%** |
|  |  | Principal<br> Amount (a)<br>| Value ($)<br>|
| BRAZIL - 2.2%  |  |  |  |
| Brazilian Federative Republic 10% 1/1/2027 <br> (Cost $68,143,574) | BRL | 393175000 | **73960598** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 2.3%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 2.3%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 2.3%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| BRAZIL - 0.3%  |  |  |
| Industrials - 0.0% |  |  |
| Commercial Services & Supplies - 0.0% |  |  |
| Ambipar Lux Sarl 9.875% (j)(p) | 8015000 | 1464020 |
| Materials - 0.3% |  |  |
| Metals & Mining - 0.3% |  |  |
| ERO Copper Corp 6.5% 2/15/2030 (j) | 10515000 | 10408693 |
| TOTAL BRAZIL |  | 11872713 |
| CAMEROON - 0.0%  |  |  |
| Energy - 0.0% |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |
| Golar LNG Ltd 7.75% 9/19/2029 (j)(o) | 1400000 | 1413790 |
| MONACO - 0.0%  |  |  |
| Energy - 0.0% |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |
| Scorpio Tankers Inc 7.5% 1/30/2030  | 1500000 | 1536705 |
| UNITED STATES - 2.0%  |  |  |
| Communication Services - 0.3% |  |  |
| Diversified Telecommunication Services - 0.1% |  |  |
| APLD ComputeCo LLC 9.25% 12/15/2030 (j) | 4930000 | 5079487 |
| Media - 0.2% |  |  |
| Versant Media Group Inc 7.25% 1/30/2031 (j) | 5275000 | 5398441 |
| TOTAL COMMUNICATION SERVICES |  | 10477928 |
| Consumer Discretionary - 0.5% |  |  |
| Automobile Components - 0.2% |  |  |
| American Axle & Manufacturing Inc 7.75% 10/15/2033 (j) | 5240000 | 5101130 |
| Broadline Retail - 0.2% |  |  |
| Wayfair LLC 7.25% 10/31/2029 (j) | 5010000 | 5114128 |
| Hotels, Restaurants & Leisure - 0.1% |  |  |
| BCPE Flavor Debt Merger Sub LLC and BCPE Flavor Issuer Inc 9.5% 7/1/2032 (j) | 5580000 | 5060037 |
| TOTAL CONSUMER DISCRETIONARY |  | 15275295 |
| Consumer Staples - 0.2% |  |  |
| Consumer Staples Distribution & Retail - 0.1% |  |  |
| KeHE Distributors LLC / KeHE Finance Corp / NextWave Distribution Inc 9% 2/15/2029 (j) | 3265000 | 3399028 |
| Food Products - 0.1% |  |  |
| Fiesta Purchaser Inc 9.625% 9/15/2032 (j) | 3885000 | 3956760 |
| TOTAL CONSUMER STAPLES |  | 7355788 |
| Energy - 0.3% |  |  |
| Oil, Gas & Consumable Fuels - 0.3% |  |  |
| Calumet Specialty Products Partners LP / Calumet Finance Corp 9.75% 2/15/2031 (j) | 6555000 | 6963743 |
| International Seaways Inc 7.125% 9/23/2030  | 1750000 | 1767656 |
| TOTAL ENERGY |  | 8731399 |
| Financials - 0.1% |  |  |
| Insurance - 0.1% |  |  |
| Acrisure LLC / Acrisure Finance Inc 6% 8/1/2029 (j) | 1975000 | 1854535 |
| Health Care - 0.2% |  |  |
| Pharmaceuticals - 0.2% |  |  |
| 1261229 BC Ltd 10% 4/15/2032 (j) | 6220000 | 6368310 |
| Industrials - 0.2% |  |  |
| Air Freight & Logistics - 0.2% |  |  |
| Rand Parent LLC 8.5% 2/15/2030 (j) | 3665000 | 3762214 |
| Construction & Engineering - 0.0% |  |  |
| Railworks Holdings LP / Railworks Rally Inc 8.25% 11/15/2028 (j) | 1615000 | 1611900 |
| Trading Companies & Distributors - 0.0% |  |  |
| Synergy Infrastructure Holdings LLC 7.875% 12/1/2030 (j) | 1535000 | 1564661 |
| TOTAL INDUSTRIALS |  | 6938775 |
| Information Technology - 0.0% |  |  |
| Semiconductors & Semiconductor Equipment - 0.0% |  |  |
| Wolfspeed Inc 9.875% 6/23/2030 pay-in-kind (g)(j) | 811127 | 884934 |
| Materials - 0.2% |  |  |
| Chemicals - 0.2% |  |  |
| Mativ Holdings Inc 8% 10/1/2029 (j) | 4335000 | 4037540 |
| WR Grace Holdings LLC 5.625% 8/15/2029 (j) | 3470000 | 3191426 |
| TOTAL MATERIALS |  | 7228966 |
| TOTAL UNITED STATES |  | 65115930 |
| <br> **TOTAL NON-CONVERTIBLE CORPORATE BONDS**<br> (Cost $78,673,287) |  | <br> **79939138** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Non-Convertible Preferred Stocks - 6.7%** | &nbsp;&nbsp;**Non-Convertible Preferred Stocks - 6.7%** | &nbsp;&nbsp;**Non-Convertible Preferred Stocks - 6.7%** |
|  | Shares | Value ($)<br>|
| UNITED STATES - 6.7%  |  |  |
| Health Care - 0.8% |  |  |
| Health Care Equipment & Supplies - 0.8% |  |  |
| Strive Inc 12.5%  | 269893 | 26916429 |
| Information Technology - 5.9% |  |  |
| Software - 5.9% |  |  |
| Strategy Inc 11.5% (i) | 754982 | 75494425 |
| Strategy Inc Series A, 10%  | 1313345 | 125752784 |
| TOTAL INFORMATION TECHNOLOGY |  | 201247209 |
| TOTAL UNITED STATES |  | 228163638 |
| <br> **TOTAL NON-CONVERTIBLE PREFERRED STOCKS**<br> (Cost $229,476,617) |  | <br> **228163638** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Preferred Securities - 0.4%** | &nbsp;&nbsp;**Preferred Securities - 0.4%** | &nbsp;&nbsp;**Preferred Securities - 0.4%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 0.4%  |  |  |
| Energy - 0.4% |  |  |
| Oil, Gas & Consumable Fuels - 0.4% |  |  |
| Energy Transfer LP 6.625% (g)(n) | 4558000 | 4578545 |
| Energy Transfer LP Series G, 7.125% (g)(n) | 4425000 | 4621446 |
| Plains All American Pipeline LP CME Term SOFR 3 month Index + 4.3716%, 8.0241% (f)(g)(n) | 4525000 | 4559842 |
| TOTAL ENERGY |  | 13759833 |
| Financials - 0.0% |  |  |
| Insurance - 0.0% |  |  |
| Alliant Holdings LP 10.5% (e)(g)(n) | 1493079 | 1450416 |
| TOTAL UNITED STATES |  | 15210249 |
| <br> **TOTAL PREFERRED SECURITIES**<br> (Cost $13,337,942) |  | <br> **15210249** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Treasury Obligations - 37.3%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 37.3%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 37.3%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 37.3%** |
|  | Yield (%) (q) | Principal<br> Amount (a)<br>| Value ($)<br>|
| US Treasury Bills 0% 9/3/2026  | 3.57 to 3.69 | 768726000 | 756835131 |
| US Treasury Bonds 1.25% 5/15/2050  | 5.00 to 5.16 | 123606000 | 58659738 |
| US Treasury Bonds 1.875% 2/15/2051  | 4.97 to 5.20 | 105838000 | 58769030 |
| US Treasury Bonds 4.25% 2/15/2054  | 4.93 to 5.00 | 78600000 | 70408406 |
| US Treasury Bonds 4.625% 11/15/2055  | 4.90 to 4.94 | 75475000 | 72114004 |
| US Treasury Bonds 4.75% 2/15/2056  | 4.88 to 4.97 | 120205000 | 117237440 |
| US Treasury Bonds 4.75% 5/15/2055  | 4.95 to 4.97 | 71560000 | 69678755 |
| US Treasury Bonds 4.75% 8/15/2055  | 4.90 | 72285000 | 70443991 |
| <br> **TOTAL U.S. TREASURY OBLIGATIONS**<br> (Cost $1,272,090,957) |  |  | **1274146495** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 1.7%** | &nbsp;&nbsp;**Money Market Funds - 1.7%** | &nbsp;&nbsp;**Money Market Funds - 1.7%** | &nbsp;&nbsp;**Money Market Funds - 1.7%** |
|  | Yield (%) | Shares | Value ($)<br>|
| Fidelity Cash Central Fund (r) | 3.69 | 10795162 | 10797321 |
| Fidelity Securities Lending Cash Central Fund (r)(s) | 3.69 | 46141896 | 46146511 |
| <br> **TOTAL MONEY MARKET FUNDS**<br> (Cost $56,943,832) |  |  | **56943832** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 101.0%**<br> (Cost $3,084,784,394)<br>| <br>**3452202727** |
| **NET OTHER ASSETS (LIABILITIES) - (1.0)%**  | **(34267363)** |
| **NET ASSETS - 100.0%** | **3417935364** |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Written Options** | **Written Options** | **Written Options** | **Written Options** | **Written Options** | **Written Options** | **Written Options** |
|  | Counterparty | Number<br> of Contracts | Notional<br> Amount ($) | Exercise<br> Price ($) | Expiration<br> Date | Value ($) |
| Call Options |  |  |  |  |  |  |
| BWX Technologies Inc | Chicago Board Options Exchange | 200 | 4089800 | 230.00 | 5/2026 | (135000) |
| Cheniere Energy Inc | Chicago Board Options Exchange | 600 | 17025600 | 280.00 | 4/2026 | (714000) |
| Cisco Systems Inc | Chicago Board Options Exchange | 1000 | 7759000 | 80.00 | 4/2026 | (89000) |
| Delta Air Lines Inc | Chicago Board Options Exchange | 1200 | 7977600 | 70.00 | 4/2026 | (263400) |
| Exxon Mobil Corp | Chicago Board Options Exchange | 900 | 15269400 | 175.00 | 5/2026 | (522000) |
| GE Vernova Inc | Chicago Board Options Exchange | 95 | 8292550 | 1010.00 | 6/2026 | (378575) |
| GSK PLC ADR | Chicago Board Options Exchange | 1200 | 6622800 | 60.00 | 6/2026 | (144000) |
| JPMorgan Chase & Co | Chicago Board Options Exchange | 100 | 2941600 | 315.00 | 6/2026 | (77750) |
| Johnson & Johnson | Chicago Board Options Exchange | 100 | 2444400 | 260.00 | 6/2026 | (49250) |
| Merck & Co Inc | Chicago Board Options Exchange | 300 | 3608700 | 130.00 | 6/2026 | (96000) |
| SharkNinja Inc | Chicago Board Options Exchange | 600 | 6354000 | 125.00 | 6/2026 | (190500) |
|  |  |  |  |  |  | (2659475) |
| **TOTAL WRITTEN OPTIONS** |  |  |  |  |  | **(2659475)** |

---

**Currency Abbreviations**

BRL - Brazilian Real

**Legend**

(a) Amount is stated in United States dollars unless otherwise noted.

(b) Non-income producing.

(c) Security or a portion of the security is on loan at period end.

(d) Security or a portion of the security is pledged as collateral for options written. At period end, the value of securities pledged amounted to $82,385,450.

(e) Level 3 security.

(f) Coupon is indexed to a floating interest rate which may be multiplied by a specified factor and/or subject to caps or floors.

(g) Coupon rates for floating and adjustable rate securities reflect the rates in effect at period end.

(h) Remaining maturities of bank loan obligations may be less than the stated maturities shown as a result of contractual or optional prepayments by the borrower. Such prepayments cannot be predicted with certainty.

(i) Security initially issued at one coupon which converts to a higher coupon at a specified date. The rate shown is the rate at period end.

(j) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $115,366,439 or 3.4% of net assets.

(k) Zero coupon bond which is issued at a discount.

(l) Restricted securities (including private placements) - Investment in securities not registered under the Securities Act of 1933 (excluding 144A issues). At the end of the period, the value of restricted securities (excluding 144A issues) amounted to $54,117,567 or 1.6% of net assets.

(m) Affiliated fund.

(n) Security is perpetual in nature with no stated maturity date.

(o) Security exempt from registration under Regulation S of the Securities Act of 1933 and may be resold to qualified foreign investors outside of the United States. At the end of the period, the value of securities amounted to $1,413,790 or 0.0% of net assets.

(p) Non-income producing - Security is in default.

(q) Yield represents either the annualized yield at the date of purchase, or the stated coupon rate, or, for floating and adjustable rate securities, the rate at period end.

(r) Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.

(s) Investment made with cash collateral received from securities on loan.

At period end, the value of non-cash collateral for securities on loan amounted to $5,514,172.

---

| | | |
|:---|:---|:---|
| Additional information on each restricted holding is as follows: | Additional information on each restricted holding is as follows: | Additional information on each restricted holding is as follows: |
| Security | Acquisition Date | Acquisition Cost ($)<br>|
| Fidelity Private Credit Company LLC | 4/28/2022 - 3/9/2026 | 56947234 |

---

**Affiliated Central Funds**

Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | <br>Shares,<br> end<br> of period  | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund | 17081126 | 343419775 | 349703899 | 121294 | (1105) | 1424 | 10797321 | 10795162 | 0.0% |
| Fidelity Securities Lending Cash Central Fund | 131515990 | 230162011 | 315531490 | 117243 | - | - | 46146511 | 46141896 | 0.1% |
| Total | 148597116 | 573581786 | 665235389 | 238537 | (1105) | 1424 | 56943832 |  |  |

---

Amounts in the dividend income column in the above table include any capital gain distributions from underlying funds.

Amounts in the dividend income column for Fidelity Securities Lending Cash Central Fund represents the income earned on investing cash collateral, less rebates paid to borrowers and any lending agent fees associated with the loan, plus any premium income received for lending certain types of securities.

**Affiliated Underlying Funds**

Fiscal year to date information regarding the Fund's investments in affiliated underlying funds is presented below. Exchanges between classes of the same affiliated underlying funds may occur. If an underlying fund changes its name, the name presented below is the name in effect at period end.

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | <br>Shares,<br> end<br> of period |
| Fidelity Private Credit Company LLC | 52691188 | 1014905 | - | 1014904 | - | 411474 | 54117567 | 5783274 |
|  | 52691188 | 1014905 | - | 1014904 | - | 411474 | 54117567 |  |

---

Amounts in the dividend income column in the above table include any capital gain distributions from underlying funds.

**Investment Valuation**

Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. Securities transactions are accounted for as of trade date. The Board of Trustees (the Board) has designated the Fund's investment adviser as the valuation designee responsible for the fair valuation function and performing fair value determinations as needed. The investment adviser has established a Fair Value Committee (the Committee) to carry out the day-to-day fair valuation responsibilities and has adopted policies and procedures to govern the fair valuation process and the activities of the Committee. In accordance with these fair valuation policies and procedures, which have been approved by the Board, the Fund attempts to obtain prices from one or more third party pricing services or brokers to value its investments. When current market prices, quotations or currency exchange rates are not readily available or reliable, investments will be fair valued in good faith by the Committee, in accordance with the policies and procedures. Factors used in determining fair value vary by investment type and may include market or investment specific events, transaction data, estimated cash flows, and market observations of comparable investments. The frequency that the fair valuation procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee manages the Fund's fair valuation practices and maintains the fair valuation policies and procedures. The Fund's investment adviser reports to the Board information regarding the fair valuation process and related material matters.

The inputs to valuation techniques used to value investments are categorized into a disclosure hierarchy consisting of three levels as shown below:

Level 1 - Unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, etc.)

Level 3 - unobservable inputs (including the Fund's own assumptions based on the best information available)

Valuation techniques used to value investments by major category are as follows:

Equity securities, including restricted securities, for which market quotations are readily available, are valued at the last reported sale price or official closing price as reported by a third party pricing service on the primary market or exchange on which they are traded and are categorized as Level 1 in the hierarchy. In the event there were no sales during the day or closing prices are not available, securities are valued at the last quoted bid price or may be valued using the last available price and are generally categorized as Level 2 in the hierarchy. For any foreign equity securities, when market or security specific events arise, comparisons to the valuation of American Depositary Receipts (ADRs), futures contracts, Exchange-Traded Funds (ETFs) and certain indexes as well as quoted prices for similar securities may be used and would be categorized as Level 2 in the hierarchy. For equity securities, including restricted securities, where observable inputs are limited, assumptions about market activity and risk are used and these securities may be categorized as Level 3 in the hierarchy.

Debt securities, including restricted securities, are valued based on evaluated prices received from third party pricing services or from brokers who make markets in such securities. U.S. Treasury Obligations, Bank Loan Obligations, Convertible Corporate Bonds, Foreign Government and Government Agency Obligations, Non-Convertible Corporate Bonds and Preferred Securities are valued by pricing services who utilize matrix pricing which considers yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. Asset-Backed Securities are valued by pricing services who utilize matrix pricing which considers prepayment speed assumptions, attributes of the collateral, yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. When independent prices are unavailable or unreliable, debt securities may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing services. For foreign debt securities, when significant market or security specific events arise, valuations may be determined in good faith in accordance with procedures adopted by the Board. Debt securities are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.

Exchange-traded options are valued using the last sale price or, in the absence of a sale, the last offering price and are categorized as Level 1 in the hierarchy.

Investments in any open-end mutual funds are valued at their closing net asset value (NAV) each business day and are categorized as Level 1 in the hierarchy.

Fidelity Private Credit Company LLC is valued at its net asset value (NAV) each month end and is categorized as Level 2 in the hierarchy.

Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy.

**Derivative Instruments**

Risk Exposures and the Use of Derivative Instruments: The Fund's investment objectives allow the Fund to enter into various types of derivative contracts. Derivatives are investments whose value is primarily derived from underlying assets, indices or reference rates and may be transacted on an exchange or over-the-counter (OTC). Derivatives may involve a future commitment to buy or sell a specified asset based on specified terms, to exchange future cash flows at periodic intervals based on a notional principal amount, or for one party to make one or more payments upon the occurrence of specified events in exchange for periodic payments from the other party.

The Fund used derivatives to increase returns, to gain exposure to certain types of assets and/or to manage exposure to certain risks as defined below. The success of any strategy involving derivatives depends on analysis of numerous economic factors, and if the strategies for investment do not work as intended, the Fund may not achieve its objectives.

The Fund's use of derivatives increased or decreased its exposure to the following risk(s):

Equity Risk - Equity risk relates to the fluctuations in the value of financial instruments as a result of changes in market prices (other than those arising from interest rate risk or foreign exchange risk), whether caused by factors specific to an individual investment, its issuer, or all factors affecting all instruments traded in a market or market segment.

Investing in derivatives may involve greater risks than investing in the underlying assets directly and, to varying degrees, may involve risk of loss in excess of any initial investment and collateral received. In addition, there may be the risk that the change in value of the derivative contract does not correspond to the change in value of the underlying instrument.

Options: Options give the purchaser the right, but not the obligation, to buy (call) or sell (put) an underlying security or financial instrument at an agreed exercise or strike price between or on certain dates. Options obligate the seller (writer) to buy (put) or sell (call) an underlying instrument at the exercise or strike price or cash settle an underlying derivative instrument if the holder exercises the option on or before the expiration date.

The Fund used exchange-traded options to manage its exposure to the stock market.

Open options at period end are presented in the Schedule of Investments under the captions "Purchased Options," "Purchased Swaptions," "Written Options" and "Written Swaptions." Writing puts and buying calls tend to increase exposure to the underlying instrument while buying puts and writing calls tend to decrease exposure to the underlying instrument. For purchased options, risk of loss is limited to the premium paid, and for written options, risk of loss is the change in value in excess of the premium received.

For additional information on the Fund's significant accounting policies, please refer to the Fund's most recent semiannual or annual shareholder report.

*The fund's schedule of investments as of the date on the cover of this report has not been audited. This report is provided for the general information of the fund's shareholders. For more information regarding the fund and its holdings, please see the fund's most recent prospectus and annual report.*

*Third party trademarks and service marks are the property of their respective owners. All other trademarks and service marks are the property of FMR LLC or an affiliate.*

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** Fidelity School Street Trust

- **b. Investment Company Act file number:** 811-02676

- **c. CIK number of Registrant:** 0000215829

- **d. LEI of Registrant:** WX9R9SUUXPO900BH1D05

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 245 Summer Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

  - **Telephone number:** 1-800-FIDELITY

**Item A.2. Information about the Series.**

- **a. Name of Series:** Fidelity Advisor Multi-Asset Income Fund

- **b. EDGAR series identifier (if any):** S000050482

- **c. LEI of Series:** 549300ZZQRY0XGQUIQ89

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2026-12-31

- **b. Date as of which information is reported:** 2026-03-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $3483995874.01

**Total Liabilities:** $76230844.88

**Net Assets:** $3407765029.13

**Cash Not Reported:** $12171796.64

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 27252.47954910 | **1-Year:** 17972.35833910 | **5-Year:** 51276.38034920 | **10-Year:** 241747.67395830 | **30-Year:** 507783.12430800

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 12378.42516949 | **1-Year:** 43645.47974825 | **5-Year:** 74253.02143813 | **10-Year:** 4484.05505706 | **30-Year:** 1751.07101052

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000159358 | 3.43%                | 3.36%                | -4.51%               |
| Class ID C000159359 | 3.36%                | 3.42%                | -4.50%               |
| Class ID C000159360 | 3.30%                | 3.30%                | -4.58%               |
| Class ID C000159361 | 3.38%                | 3.38%                | -4.43%               |
| Class ID C000199669 | 3.39%                | 3.44%                | -4.48%               |
| Class ID C000205055 | 3.39%                | 3.45%                | -4.48%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $8245735.82              | $91927659.08                               |
| Month 2  | $-2175863.95             | $107697369.60                              |
| Month 3  | $12831446.31             | $-187685620.95                             |

### Schedule of Portfolio Investments

| Name                                                                                  | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ATS CORP                                                                              | ATS CORP                                                                        | CUSIP: 00217Y104<br>LEI: 5493005KP4RP3IU7HQ41 | Long             | EC               | CORP              | CA        |    282800 | NS      | $7971093.38   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AT and T INC                                                                          | AT and T INC                                                                    | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |      3210 | NS      | $93057.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                                                            | ABBVIE INC                                                                      | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     41080 | NS      | $8934489.20   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUBB LTD                                                                             | CHUBB LTD                                                                       | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |       588 | NS      | $191646.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AGNICO EAGLE MINES LTD                                                                | AGNICO EAGLE MINES LTD                                                          | CUSIP: 008474108<br>LEI: YGE0EUBRF7IJOB3QRX76 | Long             | EC               | CORP              | CA        |     41000 | NS      | $8322180.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| AMDOCS LIMITED                                                                        | AMDOCS LTD                                                                      | CUSIP: N/A<br>LEI: 549300HQV672RJ7RQV66       | Long             | EC               | CORP              | GG        |       742 | NS      | $48422.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC                                                          | ALIMENTATION COUCHE-TARD INC                                                    | CUSIP: 01626P148<br>LEI: 549300OSW32RVX8CCZ87 | Long             | EC               | CORP              | CA        |       930 | NS      | $52714.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                                                          | ALPHABET INC CL A                                                               | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    246822 | NS      | $70976134.32  | 2.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                                                                        | AMAZON.COM INC                                                                  | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     83719 | NS      | $17436156.13  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| AMEREN CORP                                                                           | AMEREN CORP                                                                     | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |       386 | NS      | $42429.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN FINL GROUP INC OHIO                                                          | AMERICAN FINL GROUP INC OHIO                                                    | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |       529 | NS      | $67558.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORP                                                                   | AMERICAN TOWER CORP                                                             | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |       269 | NS      | $46424.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK INC NEW                                                                        | AMETEK INC NEW                                                                  | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |       347 | NS      | $74382.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANALOG DEVICES INC                                                                    | ANALOG DEVICES INC                                                              | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |       269 | NS      | $85579.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTERO RESOURCES CORPORATION                                                          | ANTERO RES CORP                                                                 | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |    239200 | NS      | $10151648.00  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC                                                                             | APPLE INC                                                                       | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    169353 | NS      | $42980097.87  | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTRAZENECA PLC                                                                       | ASTRAZENECA PLC                                                                 | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |     55901 | NS      | $10930881.38  | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                                                  | BWX TECHNOLOGIES INC                                                            | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |     24800 | NS      | $5071352.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BALL CORP                                                                             | BALL CORP                                                                       | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |       939 | NS      | $55504.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                           | BANK OF AMERICA CORPORATION                                                     | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      4338 | NS      | $211477.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                                             | BANK OF NEW YORK MELLON CORP                                                    | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |     73400 | NS      | $8707442.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOGEN INC                                                                            | BIOGEN INC                                                                      | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |     44300 | NS      | $8121519.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| H and R BLOCK INC                                                                     | BLOCK H and R INC                                                               | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |       779 | NS      | $24725.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BURLINGTON STORES INC                                                                 | BURLINGTON STORES INC                                                           | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |       205 | NS      | $66702.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CF INDUSTRIES HOLDINGS INC                                                            | CF INDUSTRIES HOLDINGS INC                                                      | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |     80400 | NS      | $10439136.00  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                        | CANADIAN NATL RESOURCES LTD                                                     | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |      1860 | NS      | $90733.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                            | CAPITAL ONE FINANCIAL CORP                                                      | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |       429 | NS      | $78262.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PRYSMIAN SPA                                                                          | PRYSMIAN SPA                                                                    | CUSIP: N/A<br>LEI: 529900X0H1IO3RS1A464       | Long             | EC               | CORP              | IT        |       538 | NS      | $63533.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                                | CENTERPOINT ENERGY INC                                                          | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |      1061 | NS      | $45792.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHENIERE ENERGY INC                                                                   | CHENIERE ENERGY INC                                                             | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |     64200 | NS      | $18217392.00  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEVRON CORP NEW                                                                      | CHEVRON CORP                                                                    | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       231 | NS      | $47793.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS INC                                                                     | CISCO SYSTEMS INC                                                               | CUSIP: 17275R102<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | EC               | CORP              | US        |    106706 | NS      | $8279318.54   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SANEAMENTO BASICO DE SP (CIA) (COMPANHIA DE SANEAMENTO BASICO DO ESTADO DE SAO PAULO) | SABESP ON (CIA SANEAM BASICO)                                                   | CUSIP: N/A<br>LEI: 254900UOXRZRS2TNWP19       | Long             | EC               | CORP              | BR        |    233428 | NS      | $7131026.33   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CLOROX CO                                                                             | CLOROX CO                                                                       | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |     69144 | NS      | $7165392.72   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| TAPESTRY INC                                                                          | TAPESTRY INC                                                                    | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |       744 | NS      | $104985.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA COLA CO                                                                          | COCA COLA CO                                                                    | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |      1746 | NS      | $132783.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA SPORTSWEAR CO                                                                | COLUMBIA SPORTSWEAR CO                                                          | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |        72 | NS      | $3946.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORP                                                                          | COMCAST CORP CL A                                                               | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      2437 | NS      | $69966.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                              | CONSTELLATION BRANDS INC CL A                                                   | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |     56300 | NS      | $8445000.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTCO WHOLESALE CORP                                                                 | COSTCO WHOLESALE CORP                                                           | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |        12 | NS      | $11957.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN HOLDINGS INC                                                                    | CROWN HOLDINGS INC                                                              | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |       540 | NS      | $54135.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DANAHER CORP                                                                          | DANAHER CORP                                                                    | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |       478 | NS      | $90628.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DELTA AIR LINES INC                                                                   | DELTA AIR INC                                                                   | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |    134800 | NS      | $8961504.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                                | DIAMONDBACK ENERGY INC                                                          | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |     53400 | NS      | $10561986.00  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| DICKS SPORTING GOODS INC                                                              | DICKS SPORTING GOODS INC                                                        | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |       278 | NS      | $55124.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WALT DISNEY CO/THE                                                                    | DISNEY (WALT) CO                                                                | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      1255 | NS      | $120956.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KEURIG DR PEPPER INC                                                                  | KEURIG DR PEPPER INC                                                            | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |      2783 | NS      | $73276.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERPRISE PRODUCTS PARTNERS LP                                                       | ENTERPRISE PRODS PARTNERS LP                                                    | CUSIP: 293792107<br>LEI: K4CDIF4M54DJZ6TB4Q48 | Long             | EC               | CORP              | US        |      1731 | NS      | $65501.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELON CORP                                                                           | EXELON CORP                                                                     | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |       848 | NS      | $41568.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EXTRA SPACE STORAGE INC                                                               | EXTRA SPACE STORAGE INC                                                         | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39531 | NS      | $5183700.03   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORP                                                                      | EXXON MOBIL CORP                                                                | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |    101176 | NS      | $17165520.16  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI CONSULTING INC                                                                    | FTI CONSULTING INC                                                              | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |     59600 | NS      | $10535492.00  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                                                                    | META PLATFORMS INC CL A                                                         | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     44973 | NS      | $25730402.49  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust                                                          | Fidelity Cash Central Fund                                                      | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |    363380 | NS      | $363452.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust                                                          | Fidelity Securities Lending Cash Central Fund                                   | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  55583636 | NS      | $55589194.63  | 1.63%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                            | FIRST QUANTUM MINERALS LTD                                                      | CUSIP: 335934105<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | EC               | CORP              | CA        |    345327 | NS      | $8256470.43   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTENERGY CORP                                                                      | FIRSTENERGY CORP                                                                | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |       699 | NS      | $35411.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCENTURE PLC                                                                         | ACCENTURE PLC CL A                                                              | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |       270 | NS      | $53538.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                                 | GENERAL DYNAMICS CORPORATION                                                    | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |       245 | NS      | $84088.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GE AEROSPACE                                                                          | GE AEROSPACE                                                                    | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |       394 | NS      | $111805.38    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DHT HOLDINGS INC                                                                      | DHT HOLDINGS INC                                                                | CUSIP: N/A<br>LEI: 549300SMD6IVZYT74K40       | Long             | EC               | CORP              | MH        |   6684102 | NS      | $122118543.54 | 3.58%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES INC                                                                   | GILEAD SCIENCES INC                                                             | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     75403 | NS      | $10508916.11  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK PLC                                                                               | GSK PLC SPONS ADR                                                               | CUSIP: 37733W204<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |    192700 | NS      | $10635113.00  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP SEMICONDUCTORS NV                                                                 | NXP SEMICONDUCTORS NV                                                           | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |       482 | NS      | $94886.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK PLC                                                                               | GSK PLC                                                                         | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |      3422 | NS      | $94260.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA HEALTHCARE INC                                                                    | HCA HEALTHCARE INC                                                              | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |     17100 | NS      | $8092404.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| HARTFORD INSURANCE GROUP INC/THE                                                      | HARTFORD INSURANCE GROUP INC/THE                                                | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |       900 | NS      | $121707.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HITACHI LTD                                                                           | HITACHI LTD                                                                     | CUSIP: N/A<br>LEI: 549300T6IPOCDWLKC615       | Long             | EC               | CORP              | JP        |      2024 | NS      | $59375.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC/OH                                                          | HUNTINGTON BANCSHARES INC                                                       | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |      5092 | NS      | $79689.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES INC                                                     | HUNTINGTON INGALLS INDUSTRIES INC                                               | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |       218 | NS      | $82818.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IMPERIAL OIL LTD                                                                      | IMPERIAL OIL LTD                                                                | CUSIP: 453038408<br>LEI: 549300MO45LTBPAU4Z27 | Long             | EC               | CORP              | CA        |       969 | NS      | $126922.21    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IMPERIAL BRANDS PLC                                                                   | IMPERIAL BRANDS PLC                                                             | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |       529 | NS      | $21449.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INSIGHT ENTERPRISES INC                                                               | INSIGHT ENTERPRISES INC                                                         | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |      3119 | NS      | $209004.19    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IBM CORPORATION                                                                       | INTL BUS MACH CORP                                                              | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |       442 | NS      | $107136.38    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IRON MOUNTAIN INC                                                                     | IRON MOUNTAIN INC                                                               | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |     62774 | NS      | $6411736.36   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                 | JPMORGAN CHASE and CO                                                           | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     31308 | NS      | $9209561.28   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON and JOHNSON                                                                   | JOHNSON and JOHNSON                                                             | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     44508 | NS      | $10879535.52  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR INC                                                                               | KBR INC                                                                         | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |       468 | NS      | $17250.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KENNAMETAL INC                                                                        | KENNAMETAL INC                                                                  | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |    373337 | NS      | $13488665.81  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| KINDER MORGAN INC DEL                                                                 | KINDER MORGAN INC                                                               | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |    494700 | NS      | $16587291.00  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMAR ADVERTISING CO                                                                  | LAMAR ADVERTISING CO CL A                                                       | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |       759 | NS      | $96134.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY and CO                                                                      | ELI LILLY and CO                                                                | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     17492 | NS      | $16088616.84  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWES COS INC                                                                         | LOWES COS INC                                                                   | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |       557 | NS      | $131607.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| M and T BANK CORP                                                                     | M and T BANK CORP                                                               | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |       542 | NS      | $112042.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MACERICH CO                                                                           | MACERICH COMPANY                                                                | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |    482899 | NS      | $9126791.10   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| MARSH and MCLENNAN COS INC                                                            | MARSH and MCLENNAN COS INC                                                      | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |       504 | NS      | $87418.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MCDONALDS CORP                                                                        | MCDONALDS CORP                                                                  | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |       421 | NS      | $130842.59    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK and CO INC                                                                      | MERCK and CO INC NEW                                                            | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     89362 | NS      | $10749354.98  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| METHANEX CORP                                                                         | METHANEX CORP                                                                   | CUSIP: 59151K108<br>LEI: 549300TSJHRXT9QXRD13 | Long             | EC               | CORP              | CA        |    150793 | NS      | $8985142.53   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| METRO INC                                                                             | METRO INC                                                                       | CUSIP: 59162N109<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | EC               | CORP              | CA        |       915 | NS      | $62604.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                                                                        | MICROSOFT CORP                                                                  | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     47645 | NS      | $17636749.65  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| MONARCH CASINO and RESORT INC                                                         | MONARCH CASINO and RESORT INC                                                   | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |     33500 | NS      | $3202600.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                                                            | MONDELEZ INTL INC                                                               | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |       751 | NS      | $43287.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                                        | MORGAN STANLEY                                                                  | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     45600 | NS      | $7504392.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY INC                                                                        | NRG ENERGY INC                                                                  | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |       104 | NS      | $15198.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY INC                                                                    | NEXTERA ENERGY INC                                                              | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |      1756 | NS      | $163097.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE INC                                                                              | NIKE INC CL B                                                                   | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |       599 | NS      | $31639.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                                 | NORFOLK SOUTHERN CORP                                                           | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |       373 | NS      | $107051.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                                 | NORTHROP GRUMMAN CORP                                                           | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |       138 | NS      | $94149.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORP                                                                           | NVIDIA CORP                                                                     | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    281400 | NS      | $49076160.00  | 1.44%             |  |  |  | No            |                  1 | On Loan: No      |
| PG and E CORP                                                                         | PG and E CORP                                                                   | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |      2412 | NS      | $42378.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                        | PNC FINANCIAL SERVICES GRP INC                                                  | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |       738 | NS      | $153570.42    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PEPSICO INC                                                                           | PEPSICO INC                                                                     | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     64600 | NS      | $10031734.00  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INC                                                                            | PFIZER INC                                                                      | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |    325481 | NS      | $9139506.48   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILLIPS 66                                                                           | PHILLIPS 66                                                                     | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |       232 | NS      | $42265.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PIZZA PIZZA RTY CORP                                                                  | PIZZA PIZZA REVENUE RLTY FD UT                                                  | CUSIP: 72585V103<br>LEI: 529900EBJSGXNVSU2955 | Long             | EC               | CORP              | CA        |    882100 | NS      | $9574947.88   | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| PROCTER and GAMBLE CO                                                                 | PROCTER and GAMBLE CO                                                           | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      1236 | NS      | $178527.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                                                                        | PUBLIC STORAGE                                                                  | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |       297 | NS      | $80451.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RESTAURANT BRANDS INTL INC                                                            | RESTAURANT BRANDS INTERNATIONAL INC                                             | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | CA        |       967 | NS      | $71557.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROLLS-ROYCE HOLDINGS PLC                                                              | ROLLS-ROYCE HOLDINGS PLC                                                        | CUSIP: N/A<br>LEI: 213800EC7997ZBLZJH69       | Long             | EC               | CORP              | GB        |      5211 | NS      | $79167.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SAMSUNG ELECTRONICS CO LTD                                                            | SAMSUNG ELECTRONICS CO LTD                                                      | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |      1472 | NS      | $175288.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SCHWAB CHARLES CORP                                                                   | SCHWAB CHARLES CORP                                                             | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      1125 | NS      | $105727.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MATIV HOLDINGS INC                                                                    | MATIV INC                                                                       | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |    155178 | NS      | $1350048.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SCOTTS MIRACLE GRO CO (THE)                                                           | SCOTTS MIRACLE GRO CO                                                           | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |    151987 | NS      | $9242329.47   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| BYRNA TECHNOLOGIES INC                                                                | BYRNA TECHNOLOGIES INC                                                          | CUSIP: 12448X201<br>LEI: 529900SOEI1AVJ951E85 | Long             | EC               | CORP              | US        |    919946 | NS      | $8445104.28   | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| SLEEP NUMBER CORP                                                                     | SLEEP NUMBER CORP                                                               | CUSIP: 83125X103<br>LEI: 529900W0TZQLBT2DSS66 | Long             | EC               | CORP              | US        |     68228 | NS      | $122469.26    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| SEQUANS COMMUNICATIONS S A                                                            | SEQUANS COMMUNICATIONS SA                                                       | CUSIP: 817323405<br>LEI: 969500G8ZIY1D601KJ66 | Long             | EC               | CORP              | FR        |    433116 | NS      | $1095783.48   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| SERCO GROUP PLC                                                                       | SERCO GROUP PLC                                                                 | CUSIP: N/A<br>LEI: 549300PT2CIHYN5GWJ21       | Long             | EC               | CORP              | GB        |   8229300 | NS      | $31181719.36  | 0.92%             |  |  |  | No            |                  2 | On Loan: No      |
| SIEMENS AG                                                                            | SIEMENS AG (REGD)                                                               | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |       136 | NS      | $33134.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JM SMUCKER CO/THE                                                                     | JM SMUCKER CO/THE                                                               | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |       279 | NS      | $26906.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN COMPANY                                                                      | SOUTHERN CO                                                                     | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |       953 | NS      | $91983.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWEST GAS HOLDINGS INC                                                            | SOUTHWEST GAS HOLDINGS INC                                                      | CUSIP: 844895102<br>LEI: 254900LKF9EV0CUKNE09 | Long             | EC               | CORP              | US        |       314 | NS      | $27286.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SPORTSMANS WHSE HLDGS INC                                                             | SPORTSMANS WHSE HLDGS INC                                                       | CUSIP: 84920Y106<br>LEI: 549300JVV8YLQSRSF462 | Long             | EC               | CORP              | US        |   1927598 | NS      | $2717913.18   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| STARBUCKS CORP                                                                        | STARBUCKS CORP                                                                  | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |       536 | NS      | $48020.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GEN DIGITAL INC                                                                       | GEN DIGITAL INC                                                                 | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |      1218 | NS      | $22934.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX COMPANIES INC                                                                     | TJX COMPANIES INC NEW                                                           | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |       841 | NS      | $134307.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE US INC                                                                       | T-MOBILE US INC                                                                 | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |       566 | NS      | $118876.98    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TAIWAN SEMICONDUCTOR MFG CO LTD                                                       | TAIWAN SEMIC MFG CO LTD SP ADR                                                  | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |       616 | NS      | $208177.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TANGER INC                                                                            | TANGER INC- REIT                                                                | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |    299700 | NS      | $10183806.00  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGET CORP                                                                           | TARGET CORP                                                                     | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |       767 | NS      | $92960.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TESLA INC                                                                             | TESLA INC                                                                       | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     98000 | NS      | $36431500.00  | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TEVA PHARMACEUTICAL INDUSTRIES LTD                                                    | TEVA PHARMACEUTICAL IND ADR                                                     | CUSIP: 881624209<br>LEI: 549300BAFGM4RC74ZJ94 | Long             | EC               | CORP              | IL        |    286100 | NS      | $8617332.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSALTA CORP                                                                        | TRANSALTA CORP                                                                  | CUSIP: 89346D107<br>LEI: 984500EE2ADD850F1C96 | Long             | EC               | CORP              | CA        |   3612309 | NS      | $47494164.05  | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVELERS COS INC                                                                     | TRAVELERS COMPANIES INC                                                         | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |       447 | NS      | $130380.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON CONTROLS INTERNATIONAL PLC                                                    | JOHNSON CONTROLS INTERNATIONAL PLC                                              | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | IE        |       818 | NS      | $107117.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP DEL                                                                        | US BANCORP DEL                                                                  | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |      1645 | NS      | $85556.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNILEVER PLC                                                                          | UNILEVER PLC ORD                                                                | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |       573 | NS      | $31457.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE INC                                                             | UNITED PARCEL SERVICE INC CL B                                                  | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |     74851 | NS      | $7363841.38   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX CORP                                                                              | RTX CORP                                                                        | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     42900 | NS      | $8275410.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                | UNITEDHEALTH GROUP INC                                                          | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       397 | NS      | $107424.23    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VALERO ENERGY CORP                                                                    | VALERO ENERGY CORP                                                              | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |       186 | NS      | $45956.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VALLOUREC SA                                                                          | VALLOUREC SA                                                                    | CUSIP: N/A<br>LEI: 969500P2Q1B47H4MCJ34       | Long             | EC               | CORP              | FR        |   1800821 | NS      | $45585310.55  | 1.34%             |  |  |  | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                            | VERIZON COMMUNICATIONS INC                                                      | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |      2027 | NS      | $101755.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VISA INC                                                                              | VISA INC CL A                                                                   | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |       166 | NS      | $50171.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC ENERGY GROUP INC                                                                  | WEC ENERGY GROUP INC                                                            | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |       391 | NS      | $45266.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WALMART INC                                                                           | WALMART INC                                                                     | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      1800 | NS      | $223704.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WATSCO INC                                                                            | WATSCO INC                                                                      | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |       159 | NS      | $57842.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO and CO                                                                    | WELLS FARGO and CO                                                              | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      2769 | NS      | $220440.09    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                                              | NOTA DO TESOURO NACIONAL 10% 01/01/2027                                         | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        | 393175000 | PA      | $73960598.34  | 2.17%             | 2027-01-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ITT INC                                                                               | ITT INC                                                                         | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |       904 | NS      | $172239.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MODERNA INC                                                                           | MODERNA INC                                                                     | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |    158100 | NS      | $8031480.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ARITZIA INC                                                                           | ARITZIA INC                                                                     | CUSIP: 04045U102<br>LEI: 549300U83HKFRL1EX527 | Long             | EC               | CORP              | CA        |     82100 | NS      | $6699728.27   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL SEAWAYS INC                                                             | INTERNATIONAL SEAWAYS INC                                                       | CUSIP: N/A<br>LEI: 549300YUFDGFRNGBWF46       | Long             | EC               | CORP              | MH        |   1646763 | NS      | $120016087.44 | 3.52%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA CORP                                                                           | VISTRA CORP                                                                     | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |     48973 | NS      | $7362111.09   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| PLAINS ALL AMERN PIPELINE LP                                                          | PLAINS ALL AMERN PIPELINE LP 6.125%/VAR PERP                                    | CUSIP: 726503AE5<br>LEI: 5521FA2ITF25TVH63740 | Long             | EP               | CORP              | US        |   4525000 | PA      | $4514455.85   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                    | ENERGY TRANSFER LP 6.625%/VAR PERP                                              | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |   4558000 | PA      | $4542676.00   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                          | BROADCOM INC                                                                    | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       134 | NS      | $41474.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BJS WHOLESALE CLUB HOLDINGS INC                                                       | BJS WHSL CLUB HLDGS INC                                                         | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |       656 | NS      | $64563.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CIGNA GROUP (THE)                                                                     | CIGNA GROUP (THE)                                                               | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |       173 | NS      | $46147.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                                 | GFL ENVIRONMENTAL INC                                                           | CUSIP: 36168Q104<br>LEI: 5493008HF9XC5H29ZX61 | Long             | EC               | CORP              | CA        |       554 | NS      | $23110.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HESS MIDSTREAM LP                                                                     | HESS MIDSTREAM LP CL A                                                          | CUSIP: 428103105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    488128 | NS      | $18973535.36  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                                                    | ENERGY TRANSFER LP 7.125%/VAR PERP                                              | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |   4425000 | PA      | $4503875.63   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| BRIDGEBIO PHARMA INC                                                                  | BRIDGEBIO PHARMA INC CONV 2.5% 03/15/2027                                       | CUSIP: 10806XAB8<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |   3120000 | PA      | $5609760.00   | 0.16%             | 2027-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                           | UNITED STATES TREASURY BOND 1.25% 05/15/2050                                    | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 123606000 | PA      | $58659737.74  | 1.72%             | 2050-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VAXCYTE INC                                                                           | VAXCYTE INC                                                                     | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Long             | EC               | CORP              | US        |     85500 | NS      | $4968405.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYALTY PHARMA PLC                                                                    | ROYALTY PHARMA PLC                                                              | CUSIP: N/A<br>LEI: 549300FGFN7VOK8BZR03       | Long             | EC               | CORP              | GB        |    181691 | NS      | $8715717.27   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBERTSONS COS INC                                                                    | ALBERTSONS COS INC CL A                                                         | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |       908 | NS      | $15472.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                           | UNITED STATES TREASURY BOND 1.875% 02/15/2051                                   | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 105838000 | PA      | $58769030.34  | 1.72%             | 2051-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CARIS LIFE SCIENCES INC                                                               | CARIS LIFE SCIENCES INC                                                         | CUSIP: 142152107<br>LEI: 549300LX5LO78M5VPY43 | Long             | EC               | CORP              | US        |    238100 | NS      | $4257228.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                                                 | ON SEMICONDUCTOR CORP CONV 0% 05/01/2027                                        | CUSIP: 682189AS4<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |   6685000 | PA      | $8620307.50   | 0.25%             | 2027-05-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANCE INC                                                   | ACRISURE LLC / ACRISURE FINANCE INC 6% 08/01/2029 144A                          | CUSIP: 00489LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1975000 | PA      | $1854534.88   | 0.05%             | 2029-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                                  | WR GRACE HOLDING LLC 5.625% 08/15/2029 144A                                     | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |   3470000 | PA      | $3191426.42   | 0.09%             | 2029-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Fidelity Private Credit Central Fund LLC                                              | Fidelity Private Credit Company LLC                                             | CUSIP: 316129105<br>LEI: 549300PS9IWJIDM28579 | Long             | EC               | RF                | US        |   5783274 | NS      | $54117566.74  | 1.59%             |  |  |  | Yes           |                  2 | On Loan: No      |
| RAILWORKS HOLDINGS LP/R                                                               | RAILWORKS HOLDINGS LP/R 8.25% 11/15/2028 144A                                   | CUSIP: 75079MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1615000 | PA      | $1611900.33   | 0.05%             | 2028-11-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT, INC                                                         | APOLLO GLOBAL MANAGEMENT INC                                                    | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |       397 | NS      | $44233.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BAUSCH + LOMB CORP                                                                    | BAUSCH+LOMB CORP                                                                | CUSIP: 071705107<br>LEI: 549300NY6OZM39SO6475 | Long             | EC               | CORP              | CA        |    138759 | NS      | $2206268.10   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| CONSTELLATION ENERGY CORP                                                             | CONSTELLATION ENERGY CORP                                                       | CUSIP: 21037T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       301 | NS      | $84054.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ERO COPPER CORP                                                                       | ERO COPPER CORP 6.5% 02/15/2030 144A                                            | CUSIP: 296006AA7<br>LEI: 549300KL8A21SEIO8I47 | Long             | DBT              | CORP              | CA        |  10515000 | PA      | $10408693.35  | 0.31%             | 2030-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SHELL PLC                                                                             | SHELL PLC                                                                       | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |      2360 | NS      | $109303.50    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CRANE NXT CO                                                                          | CRANE NXT CO                                                                    | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |       605 | NS      | $24556.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CYTOKINETICS INC                                                                      | CYTOKINETICS INC CONV 3.5% 07/01/2027                                           | CUSIP: 23282WAC4<br>LEI: 549300BE5DY1HW7IHA64 | Long             | DBT              | CORP              | US        |   3430000 | PA      | $5012087.50   | 0.15%             | 2027-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STRIVE INC                                                                            | STRIVE INC - A                                                                  | CUSIP: 862945300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   2422668 | NS      | $24275133.36  | 0.71%             |  |  |  | No            |                  1 | On Loan: —       |
| GTT COMMUNICATIONS INC                                                                | GTT COMMUNICATIONS INC                                                          | CUSIP: 362393308<br>LEI: 549300ETSL7K1ZX05H30 | Long             | EC               | CORP              | US        |      1508 | NS      | $53911.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| KENVUE INC                                                                            | KENVUE INC                                                                      | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |      1867 | NS      | $32187.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RAND PARENT LLC                                                                       | RAND PARENT LLC 8.5% 02/15/2030 144A                                            | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3665000 | PA      | $3762214.13   | 0.11%             | 2030-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| LINDE PLC                                                                             | LINDE PLC                                                                       | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | EC               | CORP              | IE        |       510 | NS      | $252837.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RIVIAN AUTOMOTIVE INC                                                                 | RIVIAN AUTOMOTIVE INC CONV 4.625% 03/15/2029                                    | CUSIP: 76954AAB9<br>LEI: 25490004LNKJ84MFYY24 | Long             | DBT              | CORP              | US        |   7995000 | PA      | $8554650.00   | 0.25%             | 2029-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CRANE CO                                                                              | CRANE CO                                                                        | CUSIP: 224408104<br>LEI: 5493000CQRQOTHUODL75 | Long             | EC               | CORP              | US        |       410 | NS      | $70110.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SHARKNINJA INC                                                                        | SHARKNINJA INC                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     69900 | NS      | $7402410.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| VERALTO CORP                                                                          | VERALTO CORP                                                                    | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |       272 | NS      | $24050.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VESTIS CORP                                                                           | VESTIS                                                                          | CUSIP: 29430C102<br>LEI: 254900QDW0TA2TMFAP59 | Long             | EC               | CORP              | US        |        44 | NS      | $345.84       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KEHE DIST/FIN / NEXTWAVE                                                              | KEHE DIST/FIN / NEXTWAVE 9% 02/15/2029 144A                                     | CUSIP: 487526AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3265000 | PA      | $3399028.25   | 0.10%             | 2029-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| AMBIPAR LUX SARL                                                                      | AMBIPAR LUX SARL 9.875% 02/06/2031 144A                                         | CUSIP: 02319WAA9<br>LEI: 9845008C0E14F9BDEK55 | Long             | DBT              | CORP              | LU        |   8015000 | PA      | $1464019.90   | 0.04%             | 2031-02-06      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                           | UNITED STATES TREASURY BOND 4.25% 02/15/2054                                    | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  78600000 | PA      | $70408406.25  | 2.07%             | 2054-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROCKET LAB USA INC                                                                    | ROCKET LAB USA INC CONV 4.25% 02/01/2029 144A                                   | CUSIP: 773122AA4<br>LEI: 254900B4DEYFZJ980A14 | Long             | DBT              | CORP              | US        |    674000 | PA      | $8436121.00   | 0.25%             | 2029-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SHARPLINK INC                                                                         | SHARPLINK INC                                                                   | CUSIP: 820014405<br>LEI: 254900CZRMKT24A29H69 | Long             | EC               | CORP              | US        |   6712672 | NS      | $43296734.40  | 1.27%             |  |  |  | No            |                  1 | On Loan: —       |
| GE VERNOVA INC                                                                        | GE VERNOVA INC                                                                  | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |     10226 | NS      | $8926275.40   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CARDLYTICS INC                                                                        | CARDLYTICS INC CONV 4.25% 04/01/2029                                            | CUSIP: 14161WAD7<br>LEI: 549300JETJBH94EIPC66 | Long             | DBT              | CORP              | US        |   8078000 | PA      | $2209040.17   | 0.06%             | 2029-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MKS INC                                                                               | MKS INC CONV 1.25% 06/01/2030                                                   | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |   4910000 | PA      | $8111320.00   | 0.24%             | 2030-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GOLDENTREE LN MGMT US CLO 21 LTD                                                      | GOLDENTREE LN MGMT US CLO 21 LTD E TSFR3M+570 07/20/2037 144A                   | CUSIP: 38139DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    747000 | PA      | $742544.15    | 0.02%             | 2037-07-20      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE CLO 2024-2 LTD                                                          | PALMER SQUARE CLO 2024-2 LTD E TSFR3M+570 07/20/2037 144A                       | CUSIP: 69703MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $970924.00    | 0.03%             | 2037-07-20      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| OAK HILL CREDIT PARTNERS                                                              | OAK HILL CREDIT PARTNERS D2 TSFR3M+475 04/20/2037 144A                          | CUSIP: 67706JAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |    341000 | PA      | $338623.57    | 0.01%             | 2037-04-20      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| BBAM US CLO IV LTD                                                                    | BBAM US CLO IV LTD D TSFR3M+625 07/15/2039 144A                                 | CUSIP: 05555KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $496513.50    | 0.01%             | 2039-07-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| OSI SYSTEMS INC                                                                       | OSI SYSTEMS INC CONV 2.25% 08/01/2029                                           | CUSIP: 671044AF2<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | DBT              | CORP              | US        |   4346000 | PA      | $6655899.00   | 0.20%             | 2029-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2017-14 LTD                                                                   | OCP CLO 2017-14 LTD ER TSFR3M+655 07/20/2037 144A                               | CUSIP: 67097TAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    261000 | PA      | $257243.17    | 0.01%             | 2037-07-20      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| MAGNETITE XXIX LTD                                                                    | MAGNETITE XXIX LTD ER TSFR3M+600 07/15/2037 144A                                | CUSIP: 55955JAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    189000 | PA      | $187345.31    | 0.01%             | 2037-07-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| CARVAL CLO XI-C LTD                                                                   | CARVAL CLO XI-C LTD E TSFR3M+635 10/20/2037 144A                                | CUSIP: 14688TAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    323000 | PA      | $318259.01    | 0.01%             | 2037-10-20      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| RR 31 LTD                                                                             | RR 31 LTD D TSFR3M+600 10/15/2039 144A                                          | CUSIP: 74988BAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    395000 | PA      | $391675.68    | 0.01%             | 2039-10-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| GOLAR LNG LTD                                                                         | GOLAR LNG LTD 7.75% 09/19/2029 144A REGS                                        | CUSIP: N/A<br>LEI: 213800C2VSFZG3EZLO34       | Long             | DBT              | CORP              | BM        |   1400000 | PA      | $1413790.00   | 0.04%             | 2029-09-19      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| 720 EAST CLO IV LTD                                                                   | 720 EAST CLO IV LTD E TSFR3M+650 04/15/2037 144A                                | CUSIP: 81785DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    258000 | PA      | $251635.66    | 0.01%             | 2037-04-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                                                  | FIESTA PURCHASER INC 9.625% 09/15/2032 144A                                     | CUSIP: 31659AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3885000 | PA      | $3956759.84   | 0.12%             | 2032-09-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BIRCH GROVE CLO 5 LLC                                                                 | BIRCH GROVE CLO 5 LLC ER TSFR3M+675 10/20/2037 144A                             | CUSIP: 090985AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    190000 | PA      | $184570.37    | 0.01%             | 2037-10-20      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                                                  | AMENTUM HOLDINGS INC                                                            | CUSIP: 023939101<br>LEI: 2549009FJIBLW40CU216 | Long             | EC               | CORP              | US        |    183100 | NS      | $4775248.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| WAYFAIR LLC                                                                           | WAYFAIR LLC 7.25% 10/31/2029 144A                                               | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |   5010000 | PA      | $5114127.84   | 0.15%             | 2029-10-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MATIV HOLDINGS INC                                                                    | MATIV HOLDINGS INC 8% 10/01/2029 144A                                           | CUSIP: 808541AC0<br>LEI: 549300Z1FU4IDULG1R21 | Long             | DBT              | CORP              | US        |   4335000 | PA      | $4037539.24   | 0.12%             | 2029-10-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS, L.P.                                                                | ALLIANT HOLDINGS LP 10%/ 10.5% PIK PREF PERP                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |   1493079 | PA      | $1448286.63   | 0.04%             |  |  |  | No            |                  3 | On Loan: No      |
| MIDOCEAN CR CLO XVI                                                                   | MIDOCEAN CR CLO XVI E TSFR3M+625 10/20/2037 144A                                | CUSIP: 597922AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    225000 | PA      | $223400.70    | 0.01%             | 2037-10-20      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                                                         | BLACKROCK INC                                                                   | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |        86 | NS      | $82707.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ECHOSTAR CORP                                                                         | ECHOSTAR CORP CPIK VAR 11/30/2030                                               | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |  21490000 | PA      | $76764429.00  | 2.25%             | 2030-11-30      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO 2024-6 LTD                                                             | CARLYLE US CLO 2024-6 LTD E TSFR3M+575 10/25/2037 144A                          | CUSIP: 14319QAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    227000 | PA      | $220332.10    | 0.01%             | 2037-10-25      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                             | BOEING CO 6% SER A PC                                                           | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |   1133412 | NS      | $73569772.92  | 2.16%             |  |  |  | No            |                  2 | On Loan: No      |
| OBRA CLO 1 LTD                                                                        | OBRA CLO 1 LTD E TSFR3M+675 01/20/2038 144A                                     | CUSIP: 67443CAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    181000 | PA      | $179719.79    | 0.01%             | 2038-01-20      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| SOUND PT CLO 40 LTD / SOUND PT CLO 40 LLC                                             | SOUND PT CLO 40 LTD / SOUND PT CLO 40 LLC E TSFR3M+670 10/20/2037 144A          | CUSIP: 83617DAA0<br>LEI: 2549006N6CIHZ26VQC36 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $248243.00    | 0.01%             | 2037-10-20      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| GROUPE DYNAMITE INC                                                                   | GROUPE DYNAMITE INC                                                             | CUSIP: 39944C100<br>LEI: 549300F3CHYQ19VQG080 | Long             | EC               | CORP              | CA        |    128900 | NS      | $7096866.51   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMETER CAPITAL CLO 1 LTD                                                            | DIAMETER CAPITAL CLO 1 LTD DR TSFR3M+615 10/15/2037 144A                        | CUSIP: 25255FAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $248236.75    | 0.01%             | 2037-10-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| RIOT PLATFORMS INC                                                                    | RIOT PLATFORMS INC CONV 0.75% 01/15/2030                                        | CUSIP: 767292AB1<br>LEI: 5299005LKZAJQDQZDF73 | Long             | DBT              | CORP              | US        |  19420000 | PA      | $22284450.00  | 0.65%             | 2030-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ANTERIS TECHNOLOGIES GLOBAL CORP                                                      | ANTERIS TECHNOLOGIES GLOBAL CORP                                                | CUSIP: 03675P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30100 | NS      | $167055.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SCORPIO TANKERS INC                                                                   | SCORPIO TANKERS INC 7.5% 01/30/2030                                             | CUSIP: N/A<br>LEI: 549300NVJUH16NXG8K87       | Long             | DBT              | CORP              | MH        |   1500000 | PA      | $1536705.00   | 0.05%             | 2030-01-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GREAT OUTDOORS GROUP LLC                                                              | BASS PRO TERM B 1LN 01/23/2032                                                  | CUSIP: 07014QAP6<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |  38673658 | PA      | $38557636.93  | 1.13%             | 2032-01-23      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CIFC FDG 2018-IV LTD / CIFC FDG 2018-IV LLC                                           | CIFC FDG 2018-IV LTD / CIFC FDG 2018-IV LLC D2R TSFR3M+375 01/17/2038 144A      | CUSIP: 17181TAS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    206000 | PA      | $196085.22    | 0.01%             | 2038-01-17      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROUP INC                                                         | SINCLAIR BROADCASTING TERM B7 1LN 12/31/2030                                    | CUSIP: 829229AV5<br>LEI: 549300CQGEN0CH65UD62 | Long             | LON              | CORP              | US        |   1685743 | PA      | $1500311.33   | 0.04%             | 2030-12-31      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROUP INC                                                         | SINCLAIR BROADCASTING TERM B6 1LN 12/31/2029                                    | CUSIP: 829229AU7<br>LEI: 549300CQGEN0CH65UD62 | Long             | LON              | CORP              | US        |   5810327 | PA      | $5189377.76   | 0.15%             | 2029-12-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| PIKES PEAK CLO 1                                                                      | PIKES PEAK CLO 1 D2R TSFR3M+380 04/20/2038 144A                                 | CUSIP: 72133LAX0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    138000 | PA      | $131117.39    | 0.00%             | 2038-04-20      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| OHA CREDIT PARTNERS VII LTD                                                           | OHA CREDIT PARTNERS VII LTD D1R4 TSFR3M+250 02/20/2038 144A                     | CUSIP: 67102QBT4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $983647.00    | 0.03%             | 2038-02-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO XXXIX LTD                                                 | BENEFIT STREET PARTNERS CLO XXXIX LTD D2 TSFR3M+365 04/15/2038 144A             | CUSIP: 081930AL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    337000 | PA      | $331977.35    | 0.01%             | 2038-04-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BBAM US CLO I LTD                                                                     | BBAM US CLO I LTD D1R TSFR3M+300 03/30/2038 144A                                | CUSIP: 054978AS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    246000 | PA      | $243553.53    | 0.01%             | 2038-03-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BIRCH GROVE CLO 12 LTD                                                                | BIRCH GROVE CLO 12 LTD D1 TSFR3M+275 04/22/2038 144A                            | CUSIP: 09090MAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    360000 | PA      | $356321.52    | 0.01%             | 2038-04-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NATGASOLINE LLC                                                                       | NATGASOLINE TERM B 1LN 03/29/2030                                               | CUSIP: 63232EAD9<br>LEI: 549300OHXDYMQYZOWC24 | Long             | LON              | CORP              | US        |   4252118 | PA      | $4268063.27   | 0.13%             | 2030-03-29      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                                                                          | STRATEGY INC SER A 10% PERP PFD                                                 | CUSIP: 594972879<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |   1313345 | NS      | $125752783.75 | 3.69%             |  |  |  | No            |                  1 | On Loan: No      |
| PALMER SQUARE CLO 2021-2 LTD                                                          | PALMER SQUARE CLO 2021-2 LTD DR2 TSFR3M+414 02/15/2038 144A                     | CUSIP: 69701XAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    154000 | PA      | $149466.24    | 0.00%             | 2038-02-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                                        | 1261229 BC LTD 10% 04/15/2032 144A                                              | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   6220000 | PA      | $6368309.68   | 0.19%             | 2032-04-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                                        | BAUSCH HEALTH TERM B 1LN 10/08/2030                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |  19542325 | PA      | $18831179.79  | 0.55%             | 2030-10-08      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| FLAT 2025-30A                                                                         | FLAT 2025-30A D2 TSFR3M+410 04/15/2038 144A                                     | CUSIP: 33882MAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    223000 | PA      | $223014.72    | 0.01%             | 2038-04-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FLATIRON RR CLO 30 LTD                                                                | FLATIRON RR CLO 30 LTD E TSFR3M+525 04/15/2038 144A                             | CUSIP: 33882NAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    342000 | PA      | $331405.52    | 0.01%             | 2038-04-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| CIFC FDG 2025-III LTD                                                                 | CIFC FDG 2025-III LTD E TSFR3M+725 07/21/2038 144A                              | CUSIP: 12574PAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    493000 | PA      | $493258.83    | 0.01%             | 2038-07-21      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO LIII                                                                       | APIDOS CLO LIII E TSFR3M+643 07/20/2038 144A                                    | CUSIP: 03771GAA3<br>LEI: 254900V9JISXCX9V0G97 | Long             | ABS-CBDO         | CORP              | KY        |    402000 | PA      | $399032.03    | 0.01%             | 2038-07-20      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| ACRISURE HOLDINGS INC                                                                 | ACRISURE HOLDINGS INC SER A-2 PC                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |    103820 | NS      | $2981710.40   | 0.09%             |  |  |  | No            |                  3 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                           | UNITED STATES TREASURY BOND 4.75% 05/15/2055                                    | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  71560000 | PA      | $69678754.87  | 2.04%             | 2055-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING LXXII LTD                                                        | MADISON PARK FUNDING LXXII LTD D2 8.345% 07/23/2038 144A                        | CUSIP: 55823DAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1004191.00   | 0.03%             | 2038-07-23      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CRACKER BARREL OLD COUNTRY STORE INC                                                  | CRACKER BARREL OLD CTRY ST INC CONV 1.75% 09/15/2030 144A                       | CUSIP: 22410JAC0<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | DBT              | CORP              | US        |  12930000 | PA      | $10117725.00  | 0.30%             | 2030-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BCPE FLAVOR DEBT MERGER SUB LLC AND BCPE FLAVOR ISSUER INC                            | BCPE FLAVOR DEBT MERGER SUB LLC AND BCPE FLAVOR ISSUER INC 9.5% 07/01/2032 144A | CUSIP: 072933AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5580000 | PA      | $5060037.74   | 0.15%             | 2032-07-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BALBOA BAY LN FDG 2025-1 LTD / LLC                                                    | BALBOA BAY LN FDG 2025-1 LTD / LLC D2 TSFR3M+415 07/20/2038 144A                | CUSIP: 05765FAJ9<br>LEI: 2549005WFJ6KJ4A4P984 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1004012.00   | 0.03%             | 2038-07-20      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ALMONTY INDS INC                                                                      | ALMONTY INDUSTRIES INC                                                          | CUSIP: 020398707<br>LEI: 54930049R1BTGV5RJ021 | Long             | EC               | CORP              | CA        |   4891180 | NS      | $70824286.40  | 2.08%             |  |  |  | No            |                  1 | On Loan: —       |
| STRATEGY INC                                                                          | STRATEGY INC STEP PERP PFD                                                      | CUSIP: 594972853<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |    735151 | NS      | $73511424.25  | 2.16%             |  |  |  | No            |                  1 | On Loan: No      |
| C and S WHOLESALE GROCERS INC                                                         | C and S WHOLESALE GROCERS TERM B 1LN 9/20/2030                                  | CUSIP: 12676AAB1<br>LEI: 54930093F8X1FEZBGJ91 | Long             | LON              | CORP              | US        |    715000 | PA      | $697718.45    | 0.02%             | 2030-09-20      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                           | UNITED STATES TREASURY BOND 4.75% 08/15/2055                                    | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  72285000 | PA      | $70443991.41  | 2.07%             | 2055-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DIGITALOCEAN HOLDINGS INC                                                             | DIGITALOCEAN HOLDINGS INC CONV 0% 08/15/2030 144A                               | CUSIP: 25402DAC6<br>LEI: 549300EPISPY3RE3DL21 | Long             | DBT              | CORP              | US        |   3757000 | PA      | $8601651.50   | 0.25%             | 2030-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                                             | UST BILLS 0% 09/03/2026                                                         | CUSIP: 912797RS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 834826000 | PA      | $821912677.68 | 24.12%            | 2026-09-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL SEAWAYS INC                                                             | INTERNATIONAL SEAWAYS INC 7.125% 09/23/2030                                     | CUSIP: 46032VAC0<br>LEI: 549300YUFDGFRNGBWF46 | Long             | DBT              | CORP              | MH        |   1750000 | PA      | $1767655.86   | 0.05%             | 2030-09-23      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE and MANUFACTURING INC                                                   | AMERICAN AXLE and MFG INC 7.75% 10/15/2033 144A                                 | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |   5240000 | PA      | $5101129.52   | 0.15%             | 2033-10-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ACCELYA LUX FINCO SARL                                                                | ACCELYA TERM B 1LN 10/1/2032                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |   1745625 | PA      | $1595064.84   | 0.05%             | 2032-10-01      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES LLC                                                               | UNITI GROUP TERM B 1LN 10/6/2032                                                | CUSIP: 97381JAK9<br>LEI: 549300L3SXBFJVGRCF66 | Long             | LON              | CORP              | US        |   4488750 | PA      | $4485966.98   | 0.13%             | 2032-10-06      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| BBAM US CLO III LTD                                                                   | BBAM US CLO III LTD DR TSFR3M+ 10/15/2038 144A                                  | CUSIP: 054972AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $469815.50    | 0.01%             | 2038-10-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC/DE                                                                      | WOLFSPEED INC/DE PIK VAR 06/23/2030 144A                                        | CUSIP: 977852AK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    811127 | PA      | $884933.88    | 0.03%             | 2030-06-23      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| VERSANT MEDIA GROUP INC                                                               | VERSANT MEDIA GROUP INC 7.25% 01/30/2031 144A                                   | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |   5275000 | PA      | $5398440.28   | 0.16%             | 2031-01-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                           | UNITED STATES TREASURY BOND 4.625% 11/15/2055                                   | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  73750000 | PA      | $70465820.31  | 2.07%             | 2055-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| APLD COMPUTECO LLC                                                                    | APLD COMPUTECO LLC 9.25% 12/15/2030 144A                                        | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4930000 | PA      | $5079487.46   | 0.15%             | 2030-12-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| SYNERGY INFRASTRUCTURE HOLDINGS LLC                                                   | SYNERGY INFRASTRUCTURE HOLDINGS LLC 7.875% 12/01/2030 144A                      | CUSIP: 87191JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1535000 | PA      | $1564660.81   | 0.05%             | 2030-12-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| STRIVE INC                                                                            | STRIVE INC 12.5% PERP PFD                                                       | CUSIP: 862945201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    262100 | NS      | $26139233.00  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| CSC SERVICEWORKS EAST LLC                                                             | CSC SERVICEWORKS TERM Initial FL1O 1LN 09/04/2030                               | CUSIP: 22946QAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2441312 | PA      | $2485060.36   | 0.07%             | 2030-09-04      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| CSC SERVICEWORKS EAST LLC                                                             | CSC SERVICEWORKS TERM Exchange FLSO TL 1LN 09/04/2030                           | CUSIP: 22946QAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  10266216 | PA      | $8033314.07   | 0.24%             | 2030-09-04      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| VERSANT MEDIA GROUP INC                                                               | VERSANT MEDIA GROUP INC - A                                                     | CUSIP: 925283103<br>LEI: 254900D2Q5F5F229PU30 | Long             | EC               | CORP              | US        |     82800 | NS      | $3065256.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CALUMET SPECIALTY PRODS PARTNERS LP / CALUMET FIN CORP                                | CALUMET SPEC PROD PRT/FIN CORP 9.75% 02/15/2031 144A                            | CUSIP: 131477BA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6555000 | PA      | $6963743.19   | 0.20%             | 2031-02-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                           | UNITED STATES TREASURY BOND 4.75% 02/15/2056                                    | CUSIP: 912810UR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  95800000 | PA      | $93434937.50  | 2.74%             | 2056-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                                                        | EXXON MOBIL CORP CALL 175 05/15/2026                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      -900 | NC      | $-522000.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                                                        | DELTA AIR INC CALL 70 04/17/2026                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     -1200 | NC      | $-263400.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                                                        | CHENIERE ENERGY INC CALL 280 04/17/2026                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      -600 | NC      | $-714000.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                                                        | CISCO SYSTEMS INC CALL 80 04/17/2026                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     -1000 | NC      | $-89000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                                                        | UNITED PARCEL SERVICE INC CL B CALL 110 05/15/2026                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      -100 | NC      | $-14400.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                                                        | MERCK and CO INC NEW CALL 130 06/18/2026                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      -300 | NC      | $-96000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                                                        | SHARKNINJA INC CALL 125 06/18/2026                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      -600 | NC      | $-190500.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ROCHE HOLDING AG                                                                      | ROCHE HOLDING AG                                                                | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |     21600 | NS      | $8620362.21   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                                                        | GSK PLC SPONS ADR CALL 60 06/18/2026                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     -1200 | NC      | $-144000.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                                                        | RTX CORP CALL 230 06/18/2026                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      -200 | NC      | $-33100.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                                                        | JPMORGAN CHASE and CO CALL 315 06/18/2026                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      -100 | NC      | $-77750.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                                                        | GE VERNOVA INC CALL 1010 06/18/2026                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       -95 | NC      | $-378575.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                                                        | BWX TECHNOLOGIES INC CALL 230 05/15/2026                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      -200 | NC      | $-135000.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                                                        | JOHNSON and JOHNSON CALL 260 06/18/2026                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      -100 | NC      | $-49250.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-30

**Name of Applicant:** Laura M. Del Prato

**Signature:** Laura M. Del Prato

**Name of Signer:** Laura M. Del Prato

**Title:** President and Treasurer