# EDGAR Filing Document

**Accession Number:** 0000215829
**File Stem:** 0001752724-25-198410
**Filing Date:** 2025-8
**Character Count:** 160492
**Document Hash:** 0bd3b0ea5b71339c5a7ebd89c7ea53db
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-198410.hdr.sgml**: 20250822

**ACCESSION NUMBER**: 0001752724-25-198410

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250822

**DATE AS OF CHANGE**: 20250822

**PERIOD START**: 20251231

**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:** 251243215

**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           |

## 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:** 2025-12-31

- **b. Date as of which information is reported:** 2025-06-30

**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:** $3069250248.93

**Total Liabilities:** $196918151.39

**Net Assets:** $2872332097.54

**Delayed Delivery Securities:** $1000000.00

**Cash Not Reported:** $29611485.56

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 2157.13528140 | **1-Year:** 16465.46277160 | **5-Year:** 49834.59985410 | **10-Year:** 329097.21856800 | **30-Year:** 623612.32698880

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

- **3-Month:** 30509.40983775 | **1-Year:** 85116.97726276 | **5-Year:** 93363.13276229 | **10-Year:** 13295.69206232 | **30-Year:** 5278.73283478

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000159360 | 0.14%                | 3.26%                | 4.33%                |
| Class ID C000159359 | 0.20%                | 3.39%                | 4.31%                |
| Class ID C000159358 | 0.20%                | 3.32%                | 4.31%                |
| Class ID C000199669 | 0.23%                | 3.41%                | 4.34%                |
| Class ID C000205055 | 0.23%                | 3.42%                | 4.34%                |
| Class ID C000159361 | 0.22%                | 3.34%                | 4.41%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-24123872.84            | $20372095.83                               |
| Month 2  | $4973367.27              | $72626038.42                               |
| Month 3  | $-4045455.08             | $112306240.71                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| TAPESTRY INC                                                                    | TAPESTRY INC                                                                                    | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |       789 | NS      | $69282.09     | 0.00%             |  |  |  | No            |                  1 | 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      | $1008790.00   | 0.04%             | 2037-07-20      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| MICROSTRATEGY INC                                                               | MICROSTRATEGY INC CONV 0.625% 03/15/2030                                                        | CUSIP: 594972AJ0<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |  24627000 | PA      | $68456755.49  | 2.38%             | 2030-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP                                                                              | CUSIP: 29273V100<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EC               | CORP              | US        |    783300 | NS      | $14201229.00  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMINE GROUP INC                                                                | LUMINE GROUP INC                                                                                | CUSIP: 55027C106<br>LEI: 984500E3C44B9D44M738 | Long             | EC               | CORP              | CA        |     81100 | NS      | $2848550.03   | 0.10%             |  |  |  | No            |                  1 | 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      | $261315.82    | 0.01%             | 2037-04-15      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                                                           | COSTCO WHOLESALE CORP                                                                           | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |        12 | NS      | $11879.28     | 0.00%             |  |  |  | No            |                  1 | 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      | $1003879.00   | 0.03%             | 2038-02-20      | Variable      | 0.07%                 | 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      | $1491287.31   | 0.05%             |  |  |  | No            |                  3 | On Loan: No      |
| PHILLIPS 66                                                                     | PHILLIPS 66                                                                                     | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |       232 | NS      | $27677.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 1.375% 08/15/2050                                                   | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  54153000 | PA      | $26699967.69  | 0.93%             | 2050-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                                             | AXON ENTERPRISE INC CONV 0.5% 12/15/2027                                                        | CUSIP: 05464CAB7<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $5005950.00   | 0.17%             | 2027-12-15      | Fixed         | 0.01%                 | 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        |   4445000 | PA      | $4023552.26   | 0.14%             | 2029-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SAMSUNG ELECTRONICS CO LTD                                                      | SAMSUNG ELECTRONICS CO LTD                                                                      | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |      1888 | NS      | $83436.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WATSCO INC                                                                      | WATSCO INC                                                                                      | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |       141 | NS      | $62268.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                  | CANADIAN NATL RESOURCES LTD                                                                     | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |    208100 | NS      | $6534340.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCTER and GAMBLE CO                                                           | PROCTER and GAMBLE CO                                                                           | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      1138 | NS      | $181306.16    | 0.01%             |  |  |  | No            |                  1 | 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        |   1294000 | PA      | $9087923.75   | 0.32%             | 2029-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARES LOAN FUNDING VII LTD                                                       | ARES LOAN FUNDING VII LTD E TSFR3M+625 10/22/2037 144A                                          | CUSIP: 04021BAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    238000 | PA      | $238003.81    | 0.01%             | 2037-10-22      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| ONTARIO GAMING GTA LP                                                           | ONE TORONTO GAMING TERM B 1LN 08/01/2030                                                        | CUSIP: N/A<br>LEI: 894500EC9KLZLOC3V025       | Long             | LON              | CORP              | CA        |   6178070 | PA      | $6110481.54   | 0.21%             | 2030-08-01      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| X AI LLC                                                                        | X.AI TERM 1LN 06/28/2030                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   7700000 | PA      | $7724101.00   | 0.27%             | 2030-06-28      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| ERO COPPER CORP                                                                 | ERO COPPER CORP 6.5% 02/15/2030 144A                                                            | CUSIP: 296006AA7<br>LEI: 549300KL8A21SEIO8I47 | Long             | DBT              | CORP              | CA        |  13750000 | PA      | $13681250.00  | 0.48%             | 2030-02-15      | Fixed         | 0.07%                 | 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      | $345524.99    | 0.01%             | 2038-04-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| SHELL PLC                                                                       | SHELL PLC SPONS ADR                                                                             | CUSIP: 780259305<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     96900 | NS      | $6822729.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC                                                                                    | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |      3224 | NS      | $93302.56     | 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        | 292560000 | PA      | $164336437.50 | 5.72%             | 2051-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GEO GROUP INC/THE                                                               | GEO GROUP INC/THE 8.625% 04/15/2029                                                             | CUSIP: 36162JAG1<br>LEI: 5493003VOR6NTY465495 | Long             | DBT              | CORP              | US        |   1790000 | PA      | $1895126.63   | 0.07%             | 2029-04-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CAPITAL POWER CORP                                                              | CAPITAL POWER CORP                                                                              | CUSIP: 14042M102<br>LEI: 549300QRKTEXGXYVPO80 | Long             | EC               | CORP              | CA        |   1481400 | NS      | $59614995.41  | 2.08%             |  |  |  | No            |                  1 | On Loan: —       |
| X CORP                                                                          | X TERM 1LN 10/26/2029                                                                           | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  46140000 | PA      | $44832853.80  | 1.56%             | 2029-10-26      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC                                                                                      | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |       784 | NS      | $145526.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GE VERNOVA INC                                                                  | GE VERNOVA INC                                                                                  | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |     31935 | NS      | $16898405.25  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC                                                                                       | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     71353 | NS      | $14639495.01  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| EG GLOBAL FINANCE PLC                                                           | EG GLOBAL FINANCE PLC 12% 11/30/2028 144A                                                       | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |   3800000 | PA      | $4194522.92   | 0.15%             | 2028-11-30      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                              | ANALOG DEVICES INC                                                                              | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |       288 | NS      | $68549.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON BANCSHARES INC/OH                                                    | HUNTINGTON BANCSHARES INC                                                                       | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |      5097 | NS      | $85425.72     | 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        |      6106 | NS      | $80920.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 1.625% 11/15/2050                                                   | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  51300000 | PA      | $27026683.72  | 0.94%             | 2050-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                                                    | VERALTO CORP                                                                                    | CUSIP: 92338C103<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |       272 | NS      | $27458.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE US INC                                                                 | T-MOBILE US INC                                                                                 | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     20463 | NS      | $4875514.38   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC                                                                                  | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    301944 | NS      | $66243494.16  | 2.31%             |  |  |  | No            |                  1 | 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      | $1406132.00   | 0.05%             | 2029-09-19      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                                                | SOUTHERN CO                                                                                     | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |      1021 | NS      | $93758.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                                                                  | MICROSOFT CORP                                                                                  | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    186873 | NS      | $92952498.93  | 3.24%             |  |  |  | No            |                  1 | On Loan: No      |
| VALLOUREC SA                                                                    | VALLOUREC SA 7.5% 04/15/2032 144A                                                               | CUSIP: 92023RAA8<br>LEI: 969500P2Q1B47H4MCJ34 | Long             | DBT              | CORP              | FR        |   4940000 | PA      | $5177935.10   | 0.18%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP 7.125%/VAR PERP                                                              | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |  10125000 | PA      | $10313973.00  | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| AFFIRM HOLDINGS INC                                                             | AFFIRM HOLDINGS INC                                                                             | CUSIP: 00827B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     76600 | NS      | $5296124.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MINERAL RESOURCES LTD                                                           | MINERAL RESOURCES LTD 9.25% 10/01/2028 144A                                                     | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |   1775000 | PA      | $1816549.20   | 0.06%             | 2028-10-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ACCENTURE PLC                                                                   | ACCENTURE PLC CL A                                                                              | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |       292 | NS      | $87275.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VISA INC                                                                        | VISA INC CL A                                                                                   | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |       166 | NS      | $58938.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TEVA PHARMACEUTICAL INDS LTD                                                    | TEVA PHARMACEUTICAL IND ADR                                                                     | CUSIP: 881624209<br>LEI: 549300BAFGM4RC74ZJ94 | Long             | EC               | CORP              | IL        |    250000 | NS      | $4190000.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBERTSONS COS INC                                                              | ALBERTSONS COS INC CL A                                                                         | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |       908 | NS      | $19531.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSTRATEGY INC                                                               | MICROSTRATEGY INC 8% PC PERP                                                                    | CUSIP: 594972887<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |    411809 | NS      | $49955932.08  | 1.74%             |  |  |  | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                            | NEPTUNE BIDCO US INC 9.29% 04/15/2029 144A                                                      | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |   4350000 | PA      | $4208625.00   | 0.15%             | 2029-04-15      | Fixed         | 0.09%                 | 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      | $336819.03    | 0.01%             | 2038-04-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICES INC                                                   | BRAND INDUSTRIAL SERVICES INC 10.375% 08/01/2030 144A                                           | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |   3800000 | PA      | $3506018.05   | 0.12%             | 2030-08-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                      | FIRST QUANTUM MINERALS LTD 9.375% 03/01/2029 144A                                               | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   2300000 | PA      | $2437195.00   | 0.08%             | 2029-03-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 6% SER A PC                                                                           | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |    535500 | NS      | $36542520.00  | 1.27%             |  |  |  | No            |                  2 | On Loan: No      |
| TRANSALTA CORP                                                                  | TRANSALTA CORP                                                                                  | CUSIP: 89346D107<br>LEI: GJZNVO2UY6DNFNIYH321 | Long             | EC               | CORP              | CA        |   5186200 | NS      | $55946596.66  | 1.95%             |  |  |  | No            |                  1 | On Loan: —       |
| US BANCORP DEL                                                                  | US BANCORP DEL                                                                                  | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |      1657 | NS      | $74979.25     | 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      | $91274.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSTRATEGY INC                                                               | MICROSTRATEGY INC SER A 10% PERP PFD                                                            | CUSIP: 594972879<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |    413900 | NS      | $46861758.00  | 1.63%             |  |  |  | No            |                  1 | 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      | $502164.38    | 0.02%             | 2038-07-21      | Variable      | 0.12%                 | No            |                  2 | On Loan: No      |
| ITT INC                                                                         | ITT INC                                                                                         | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |       936 | NS      | $146792.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                                           | ON SEMICONDUCTOR CORP                                                                           | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |    193200 | NS      | $10125612.00  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                                                              | META PLATFORMS INC CL A                                                                         | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     62873 | NS      | $46405932.57  | 1.62%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT, INC                                                   | APOLLO GLOBAL MANAGEMENT INC                                                                    | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |       437 | NS      | $61997.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FINANCIAL CORP 3.95%/VAR PERP                                                       | CUSIP: 14040HCF0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |   7800000 | PA      | $7610433.95   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                                                              | NEXTERA ENERGY INC                                                                              | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |      1829 | NS      | $126969.18    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHWAB CHARLES CORP                                                             | SCHWAB CHARLES CORP                                                                             | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |    245186 | NS      | $22370770.64  | 0.78%             |  |  |  | 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      | $42759.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUBB LTD                                                                       | CHUBB LTD                                                                                       | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |       607 | NS      | $175860.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 1.875% 11/15/2051                                                   | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  48225000 | PA      | $26828923.59  | 0.93%             | 2051-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CORE SCIENTIFIC INC                                                             | CORE SCIENTIFIC INC CONV 3% 09/01/2029 144A                                                     | CUSIP: 21874AAC0<br>LEI: 5299003RGB2LAZ65RK73 | Long             | DBT              | CORP              | US        |   8720000 | PA      | $14985320.00  | 0.52%             | 2029-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                       | TORONTO-DOMINION BANK                                                                           | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |    303500 | NS      | $22323157.70  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| CLUBCORP HLDGS INC                                                              | CLUBCORP TERM B 1LN 09/18/2026                                                                  | CUSIP: 18948TAF0<br>LEI: 549300XWSO7KBICXNW37 | Long             | LON              | CORP              | US        |   2296066 | PA      | $2294917.99   | 0.08%             | 2026-09-18      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                      | FIRST QUANTUM MINERALS LTD 8.625% 06/01/2031 144A                                               | CUSIP: 335934AU9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   4585000 | PA      | $4747859.20   | 0.17%             | 2031-06-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANCE INC                                             | ACRISURE LLC / ACRISURE FINANCE INC 6.75% 07/01/2032 144A                                       | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1395000 | PA      | $1414771.34   | 0.05%             | 2032-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                      | FIRST QUANTUM MINERALS LTD                                                                      | CUSIP: 335934105<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | EC               | CORP              | CA        |    518937 | NS      | $9218348.47   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                  | PNC FINANCIAL SERVICES GRP INC 3.4%/VAR PERP                                                    | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EP               | CORP              | US        |   5000000 | PA      | $4828724.80   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER LLC                                                       | PANTHER ESCROW ISSUER LLC 7.125% 06/01/2031 144A                                                | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4635000 | PA      | $4814610.89   | 0.17%             | 2031-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                           | GENERAL DYNAMICS CORPORATION                                                                    | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |       263 | NS      | $76706.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCHE HOLDING AG                                                                | ROCHE HOLDINGS AG (GENUSSCHEINE)                                                                | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |        31 | NS      | $10119.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMMC CLO 24 LTD                                                                 | AMMC CLO 24 LTD ER TSFR3M+650 01/20/2035 144A                                                   | CUSIP: 00177MAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    412000 | PA      | $406888.73    | 0.01%             | 2035-01-20      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                                             | US LBM TERM B 1LN 06/06/2031                                                                    | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |    495000 | PA      | $460968.75    | 0.02%             | 2031-06-06      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| MERCK and CO INC                                                                | MERCK and CO INC NEW                                                                            | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     60962 | NS      | $4825751.92   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP SEMICONDUCTORS NV                                                           | NXP SEMICONDUCTORS NV                                                                           | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |       481 | NS      | $105093.69    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ECHOSTAR CORP                                                                   | ECHOSTAR CORP 10.75% 11/30/2029                                                                 | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |  13190658 | PA      | $13567910.82  | 0.47%             | 2029-11-30      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                                                  | PUBLIC STORAGE                                                                                  | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |       318 | NS      | $93307.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PLAINS ALL AMERN PIPELINE MLP                                                   | PLAINS ALL AMERN PIPELINE MLP FRN TSFR3M+437.161 PERP                                           | CUSIP: 726503AE5<br>LEI: 5521FA2ITF25TVH63740 | Long             | EP               | CORP              | US        |   7275000 | PA      | $7290379.35   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                               | CIGNA GROUP (THE)                                                                               | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |       173 | NS      | $57190.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWES COS INC                                                                   | LOWES COS INC                                                                                   | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |       457 | NS      | $101394.59    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACURIS FIN US/ACURIS FIN                                                        | ACURIS FIN US/ACURIS FIN 9% 08/01/2029 144A                                                     | CUSIP: 00511BAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1380315.47   | 0.05%             | 2029-08-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| DICKS SPORTING GOODS INC                                                        | DICKS SPORTING GOODS INC                                                                        | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |     34278 | NS      | $6780531.18   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTENERGY CORP                                                                | FIRSTENERGY CORP                                                                                | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |       699 | NS      | $28141.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ORCHARD PARK CLO LTD                                                            | ORCHARD PARK CLO LTD E TSFR3M+560 10/20/2037 144A                                               | CUSIP: 68563KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    420000 | PA      | $423755.64    | 0.01%             | 2037-10-20      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                        | VISTRA OPERATIONS CO LLC 7.75% 10/15/2031 144A                                                  | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   2955000 | PA      | $3140702.54   | 0.11%             | 2031-10-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MONARCH CASINO and RESORT INC                                                   | MONARCH CASINO and RESORT INC                                                                   | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |     38100 | NS      | $3293364.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC NV                                                   | GOLDEN NUGGET TERM 1LN 01/27/2029                                                               | CUSIP: 31556PAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5539490 | PA      | $5529795.71   | 0.19%             | 2029-01-27      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                                       | BALL CORP                                                                                       | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |      1085 | NS      | $60857.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYALTY PHARMA PLC                                                              | ROYALTY PHARMA PLC                                                                              | CUSIP: N/A<br>LEI: 549300FGFN7VOK8BZR03       | Long             | EC               | CORP              | GB        |    332391 | NS      | $11976047.73  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH NETWORK CORP                                                               | DISH NETWORK CORP 11.75% 11/15/2027 144A                                                        | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |  22140000 | PA      | $22822487.64  | 0.79%             | 2027-11-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| CROWN HOLDINGS INC                                                              | CROWN HOLDINGS INC                                                                              | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |       540 | NS      | $55609.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                              | CLEAR CHANNEL OUTDOOR HOLDINGS INC 9% 09/15/2028 144A                                           | CUSIP: 18453HAE6<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |   3650000 | PA      | $3824553.73   | 0.13%             | 2028-09-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO/THE                                                               | JM SMUCKER CO/THE                                                                               | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |       279 | NS      | $27397.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORPORATION                                            | OLYMPUS WATER US HOLDING CORPORATION 7.125% 10/01/2027 144A                                     | CUSIP: 16308NAA2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2851170.98   | 0.10%             | 2027-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALTAGAS LTD                                                                     | ALTAGAS LTD 7.2%/VAR 10/15/2054 144A                                                            | CUSIP: 021361AD2<br>LEI: DR5LKEURSR8SXLM64266 | Long             | DBT              | CORP              | CA        |   5665000 | PA      | $5666251.97   | 0.20%             | 2054-10-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| PG and E CORP                                                                   | PG and E CORP 7.375%/VAR 03/15/2055                                                             | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    893000 | PA      | $845688.99    | 0.03%             | 2055-03-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CRANE NXT CO                                                                    | CRANE NXT CO                                                                                    | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |       605 | NS      | $32609.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP 6.625%/VAR PERP                                                              | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |  14873000 | PA      | $14803745.36  | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK PLC                                                                         | GSK PLC                                                                                         | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |      3021 | NS      | $57599.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRANSALTA CORP                                                                  | TRANSALTA CORP 7.75% 11/15/2029                                                                 | CUSIP: 89346DAH0<br>LEI: GJZNVO2UY6DNFNIYH321 | Long             | DBT              | CORP              | CA        |   1360000 | PA      | $1428756.16   | 0.05%             | 2029-11-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| REALPAGE INC                                                                    | REALPAGE TERM 1LN 04/24/2028                                                                    | CUSIP: 75605VAH5<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |    209475 | PA      | $209475.00    | 0.01%             | 2028-04-24      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL SEAWAYS INC                                                       | INTERNATIONAL SEAWAYS INC                                                                       | CUSIP: N/A<br>LEI: 549300YUFDGFRNGBWF46       | Long             | EC               | CORP              | MH        |    657095 | NS      | $23970825.60  | 0.83%             |  |  |  | No            |                  1 | On Loan: —       |
| HARTFORD INSURANCE GROUP INC/THE                                                | HARTFORD INSURANCE GROUP INC/THE                                                                | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |       942 | NS      | $119511.54    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA SPORTSWEAR CO                                                          | COLUMBIA SPORTSWEAR CO                                                                          | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |        72 | NS      | $4397.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GENIUS SPORTS LTD                                                               | GENIUS SPORTS LTD                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GG        |   2550549 | NS      | $26525709.60  | 0.92%             |  |  |  | No            |                  1 | On Loan: —       |
| RTX CORP                                                                        | RTX CORP                                                                                        | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     36300 | NS      | $5300526.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CE INTERMEDIATE I LLC                                                           | CLUBESSENTIAL TERM B 1LN 03/25/2032                                                             | CUSIP: 12523EAD4<br>LEI: 2549000GTXAQSR1SRO50 | Long             | LON              | CORP              | US        |   1492500 | PA      | $1490634.38   | 0.05%             | 2032-03-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BIRCH GROVE CLO 4 LTD                                                           | BIRCH GROVE CLO 4 LTD ER TSFR3M+650 07/15/2037 144A                                             | CUSIP: 09077EAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    305000 | PA      | $305946.42    | 0.01%             | 2037-07-15      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | ROYAL BANK OF CANADA 6.35%/VAR 11/24/2084                                                       | CUSIP: 780082AT0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  13350000 | PA      | $12548881.19  | 0.44%             | 2084-11-24      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 5.85% PFD PERP                                                                   | CUSIP: 61762V606<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     81677 | NS      | $1912875.34   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| STARBUCKS CORP                                                                  | STARBUCKS CORP                                                                                  | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |       536 | NS      | $49113.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX COMPANIES INC                                                               | TJX COMPANIES INC NEW                                                                           | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |       879 | NS      | $108547.71    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                    | UNIVISION COMMUNICATIONS INC 4.5% 05/01/2029 144A                                               | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   2635000 | PA      | $2395746.58   | 0.08%             | 2029-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PG and E CORP                                                                   | PG and E CORP 5.25% 07/01/2030                                                                  | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   6250000 | PA      | $5954014.94   | 0.21%             | 2030-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLUB CAP PARTNERS CLO 76 B LTD                                                 | GOLUB CAP PARTNERS CLO 76 B LTD E TSFR3M+575 10/25/2037 144A                                    | CUSIP: 38180CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    399000 | PA      | $402927.76    | 0.01%             | 2037-10-25      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| MARSH and MCLENNAN COS INC                                                      | MARSH and MCLENNAN COS INC                                                                      | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |       470 | NS      | $102760.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TESLA INC                                                                       | TESLA INC                                                                                       | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     58100 | NS      | $18456046.00  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| HESS CORP                                                                       | HESS CORP                                                                                       | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |       434 | NS      | $60126.36     | 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        |   7340000 | PA      | $7370534.40   | 0.26%             | 2030-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| PIZZA PIZZA RTY CORP                                                            | PIZZA PIZZA REVENUE RLTY FD UT                                                                  | CUSIP: 72585V103<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    770400 | NS      | $8491796.59   | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| ZSCALER INC                                                                     | ZSCALER INC                                                                                     | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |      3700 | NS      | $1161578.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTH BOW CANADIAN INFRASTRUCTURE HOLDINGS LTD                                  | SOUTH BOW CANADIAN INFRASTRUCTURE HOLDINGS LTD 7.625%/VAR 03/01/2055 144A                       | CUSIP: 836720AF9<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |   3250000 | PA      | $3374010.25   | 0.12%             | 2055-03-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| MICROSTRATEGY INC                                                               | MICROSTRATEGY INC PERP PFD                                                                      | CUSIP: 594972861<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |    128900 | NS      | $11484990.00  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| PG and E CORP                                                                   | PG and E CORP                                                                                   | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |      2084 | NS      | $29050.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGET CORP                                                                     | TARGET CORP                                                                                     | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |       546 | NS      | $53862.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EG AMERICA LLC                                                                  | EG GROUP TERM B2 1LN 02/07/2028                                                                 | CUSIP: N/A<br>LEI: 549300BY1CRYVPEG9R57       | Long             | LON              | CORP              | US        |  10627262 | PA      | $10661375.78  | 0.37%             | 2028-02-07      | Variable      | 0.09%                 | No            |                  2 | 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      | $1501917.11   | 0.05%             | 2030-01-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                                                            | WESTERN DIGITAL CORP CONV 3% 11/15/2028                                                         | CUSIP: 958102AT2<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |   3840000 | PA      | $6892800.00   | 0.24%             | 2028-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                                             | CHURCHILL DOWNS INC                                                                             | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |     35200 | NS      | $3555200.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| OCP AEGIS CLO 2024-39 LTD                                                       | OCP AEGIS CLO 2024-39 LTD D1 TSFR3M+280 01/16/2037 144A                                         | CUSIP: 67120EAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    395000 | PA      | $395289.14    | 0.01%             | 2037-01-16      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| DHT HOLDINGS INC                                                                | DHT HOLDINGS INC                                                                                | CUSIP: N/A<br>LEI: 549300SMD6IVZYT74K40       | Long             | EC               | CORP              | MH        |   6376889 | NS      | $68934170.09  | 2.40%             |  |  |  | No            |                  1 | On Loan: No      |
| AMEREN CORP                                                                     | AMEREN CORP                                                                                     | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |       386 | NS      | $37071.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WALMART INC                                                                     | WALMART INC                                                                                     | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      2144 | NS      | $209640.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PRYSMIAN SPA                                                                    | PRYSMIAN SPA                                                                                    | CUSIP: N/A<br>LEI: 529900X0H1IO3RS1A464       | Long             | EC               | CORP              | IT        |       538 | NS      | $38089.98     | 0.00%             |  |  |  | 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      | $252600.50    | 0.01%             | 2037-10-20      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| US ACUTE CARE SOLUTIONS                                                         | US ACUTE CARE SOLUTIONS 9.75% 05/15/2029 144A                                                   | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2888026.40   | 0.10%             | 2029-05-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                        | MICROCHIP TECHNOLOGY INC SER A 7.5% PC 03/15/2028                                               | CUSIP: 595017302<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EP               | CORP              | US        |    132400 | NS      | $8823136.00   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| KBR INC                                                                         | KBR INC                                                                                         | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |       468 | NS      | $22435.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX TECHNOLOGIES INC                                                            | BWX TECHNOLOGIES INC                                                                            | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |     30700 | NS      | $4422642.00   | 0.15%             |  |  |  | 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      | $154399.63    | 0.01%             | 2038-02-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                                                      | MONDELEZ INTL INC                                                                               | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |       751 | NS      | $50647.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMEN TECHNOLOGIES                                                              | LUMEN TECHNOLOGIES TERM B2 1LN SUPER_PRIORITY 04/15/2030                                        | CUSIP: 55024EAG0<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |   9218607 | PA      | $9093325.96   | 0.32%             | 2030-04-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                                                | BOYD GAMING CORP                                                                                | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |     44800 | NS      | $3504704.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| EATON CORP PLC                                                                  | EATON CORP PLC                                                                                  | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |     15500 | NS      | $5533345.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| M and T BANK CORP                                                               | M and T BANK CORP                                                                               | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |       572 | NS      | $110962.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KEURIG DR PEPPER INC                                                            | KEURIG DR PEPPER INC                                                                            | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |      3002 | NS      | $99246.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 6.125%/VAR PERP                                                   | CUSIP: 38141GB52<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |   1935000 | PA      | $1937544.53   | 0.07%             |  |  |  | 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      | $181206.70    | 0.01%             | 2038-01-20      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                                                   | BLACKROCK INC                                                                                   | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |        86 | NS      | $90235.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SHELL PLC                                                                       | SHELL PLC                                                                                       | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |      2357 | NS      | $82234.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AGNICO EAGLE MINES LTD                                                          | AGNICO EAGLE MINES LTD                                                                          | CUSIP: 008474108<br>LEI: YGE0EUBRF7IJOB3QRX76 | Long             | EC               | CORP              | CA        |     44400 | NS      | $5280492.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BAUSCH + LOMB CORP                                                              | BAUSCH and LOMB TERM B 1LN 12/18/2030                                                           | CUSIP: N/A<br>LEI: 549300NY6OZM39SO6475       | Long             | LON              | CORP              | CA        |    650000 | PA      | $650409.50    | 0.02%             | 2030-12-18      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| PBF HLDG CO LLC / PBF FIN CORP                                                  | PBF HLDG CO LLC / PBF FIN CORP 9.875% 03/15/2030 144A                                           | CUSIP: 69318FAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9680000 | PA      | $9415311.73   | 0.33%             | 2030-03-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA INC                                                              | OUTFRONT MEDIA INC                                                                              | CUSIP: 69007J304<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |     78241 | NS      | $1276893.12   | 0.04%             |  |  |  | No            |                  1 | 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        |  18790000 | PA      | $18082368.60  | 0.63%             | 2030-10-08      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| ATS CORP                                                                        | ATS CORP 6.5% 08/21/2032                                                                        | CUSIP: 00217YAA2<br>LEI: 5493005KP4RP3IU7HQ41 | Long             | DBT              | CORP              | CA        |   3690000 | PA      | $2729448.36   | 0.10%             | 2032-08-21      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                              | VALERO ENERGY CORP                                                                              | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |       224 | NS      | $30110.08     | 0.00%             |  |  |  | No            |                  1 | 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      | $206219.60    | 0.01%             | 2038-01-17      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                | SFR TERM B14 1LN 08/15/2028                                                                     | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | LON              | CORP              | FR        |   2393893 | PA      | $2163145.77   | 0.08%             | 2028-08-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                               | STATE STREET CORP 6.7%/VAR PERP                                                                 | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EP               | CORP              | US        |   3400000 | PA      | $3550592.83   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                      | CARVANA CO PIK VAR 06/01/2030 144A                                                              | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2628371.03   | 0.09%             | 2030-06-01      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 6.85%/VAR PERP                                                    | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |   1900000 | PA      | $1960777.69   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                      | FIRST QUANTUM MINERALS LTD 8% 03/01/2033 144A                                                   | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   4645000 | PA      | $4764330.05   | 0.17%             | 2033-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                 | ASTRAZENECA PLC                                                                                 | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |     23728 | NS      | $3302206.01   | 0.11%             |  |  |  | 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      | $137430.61    | 0.00%             | 2038-04-20      | Variable      | 0.08%                 | 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      | $401209.80    | 0.01%             | 2039-10-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP                                                            | JETBLUE AIRWAYS TERM B 1LN 08/27/2029                                                           | CUSIP: N/A<br>LEI: 54930070J9H97ZO93T57       | Long             | LON              | CORP              | US        |   1538932 | PA      | $1438331.78   | 0.05%             | 2029-08-27      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| QUEBECOR INC                                                                    | QUEBECOR INC CL B SUB VTG                                                                       | CUSIP: 748193208<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    116840 | NS      | $3556466.31   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTICE FRANCE SA                                                                | NUMERICABLE TERM B-12 01/31/2026                                                                | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | LON              | CORP              | FR        |   2398865 | PA      | $2097207.55   | 0.07%             | 2026-01-31      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                          | BOSTON SCIENTIFIC CORP                                                                          | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     32600 | NS      | $3501566.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| KNIGHT-SWIFT TRANSPORTATION HOLDINGS INC                                        | KNIGHT-SWIFT TRANSPORTATION HOLDINGS INC                                                        | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     77168 | NS      | $3413140.64   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY and CO                                                                | ELI LILLY and CO                                                                                | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     10992 | NS      | $8568593.76   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| APTARGROUP INC                                                                  | APTARGROUP INC                                                                                  | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |     21400 | NS      | $3347602.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MAPLE LEAF FOODS INC NEW                                                        | MAPLE LEAF FOODS INC                                                                            | CUSIP: 564905107<br>LEI: 549300LX07S5J8F76F37 | Long             | EC               | CORP              | CA        |    548800 | NS      | $11433417.29  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA COLA CO                                                                    | COCA COLA CO                                                                                    | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |      1829 | NS      | $129401.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                            | FREEPORT MCMORAN INC                                                                            | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      1031 | NS      | $44693.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                       | CAESARS ENTERTAINMENT INC 7% 02/15/2030 144A                                                    | CUSIP: 12769GAB6<br>LEI: 5299000BKFWWVND5L441 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3313862.40   | 0.12%             | 2030-02-15      | Fixed         | 0.07%                 | 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      | $750419.77    | 0.03%             | 2037-07-20      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| EMCOR GROUP INC                                                                 | EMCOR GROUP INC                                                                                 | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |      7200 | NS      | $3851208.00   | 0.13%             |  |  |  | No            |                  1 | 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      | $326382.46    | 0.01%             | 2037-10-20      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| METRO INC                                                                       | METRO INC                                                                                       | CUSIP: 59162N109<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | EC               | CORP              | CA        |       603 | NS      | $47367.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GE AEROSPACE                                                                    | GE AEROSPACE                                                                                    | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |       413 | NS      | $106302.07    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CROTON PK CLO LTD                                                               | CROTON PK CLO LTD E TSFR3M+555 10/15/2036 144A                                                  | CUSIP: 22779DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1072000 | PA      | $1079676.59   | 0.04%             | 2036-10-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC                                                                                    | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     26834 | NS      | $7396792.10   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFICORP                                                                      | PACIFICORP 7.375%/VAR 09/15/2055                                                                | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   5780000 | PA      | $6008658.94   | 0.21%             | 2055-09-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ADIDAS AG                                                                       | ADIDAS AG                                                                                       | CUSIP: N/A<br>LEI: 549300JSX0Z4CW0V5023       | Long             | EC               | CORP              | DE        |       100 | NS      | $23317.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDENTREE LOAN MANAGEMENT US CLO 7 LTD                                         | GOLDENTREE LOAN MANAGEMENT US CLO 7 LTD ERR TSFR3M+525 04/20/2034 144A                          | CUSIP: 38138MAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $247290.00    | 0.01%             | 2034-04-20      | 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      | $223684.83    | 0.01%             | 2038-04-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| RESTAURANT BRANDS INTL INC                                                      | RESTAURANT BRANDS INTERNATIONAL INC                                                             | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | CA        |      1054 | NS      | $69915.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WHIRLPOOL CORP                                                                  | WHIRLPOOL CORP                                                                                  | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |    154500 | NS      | $15669390.00  | 0.55%             |  |  |  | No            |                  1 | On Loan: —       |
| COMCAST CORP                                                                    | COMCAST CORP CL A                                                                               | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     10196 | NS      | $363895.24    | 0.01%             |  |  |  | No            |                  1 | 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      | $191159.70    | 0.01%             | 2037-07-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                                              | SEAGATE HDD CAYMAN CONV 3.5% 06/01/2028                                                         | CUSIP: 81180WBL4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |   3790000 | PA      | $6816315.00   | 0.24%             | 2028-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS INC                                                        | NORTHERN OIL AND GAS INC 8.75% 06/15/2031 144A                                                  | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |   5085000 | PA      | $5240067.08   | 0.18%             | 2031-06-15      | Fixed         | 0.09%                 | No            |                  2 | 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        | 233365000 | PA      | $40745775.55  | 1.42%             | 2027-01-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                          | CENTERPOINT ENERGY INC                                                                          | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |      1061 | NS      | $38981.14     | 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      | $53678.31     | 0.00%             |  |  |  | No            |                  1 | 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      | $1651337.50   | 0.06%             | 2028-11-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK30                                                                 | BANK 2020-BN30 MCDG CSTR 12/53                                                                  | CUSIP: 06541UBJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $96239.98     | 0.00%             | 2053-12-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | ENBRIDGE INC 8.5%/VAR 01/15/2084                                                                | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   4345000 | PA      | $4837583.96   | 0.17%             | 2084-01-15      | Variable      | 0.09%                 | 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        |   5224212 | NS      | $50404769.24  | 1.75%             |  |  |  | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC                                                                      | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |      2029 | NS      | $87794.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BURLINGTON STORES INC                                                           | BURLINGTON STORES INC                                                                           | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |       226 | NS      | $52576.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ECHOSTAR CORP                                                                   | ECHOSTAR CORP PIK VAR 11/30/2030                                                                | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   5423150 | PA      | $4949331.34   | 0.17%             | 2030-11-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                                     | VISTRA CORP 7%/VAR PERP 144A                                                                    | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | EP               | CORP              | US        |  10415000 | PA      | $10540323.70  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                                                    | Fidelity Cash Central Fund                                                                      | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  19955586 | NS      | $19959577.20  | 0.69%             |  |  |  | No            |                  1 | 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      | $506102.00    | 0.02%             | 2039-07-15      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES PLC                                                          | TRANE TECHNOLOGIES PLC                                                                          | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |      7800 | NS      | $3411798.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSTRATEGY INC                                                               | MICROSTRATEGY INC CL A                                                                          | CUSIP: 594972408<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EC               | CORP              | US        |     93853 | NS      | $37938198.19  | 1.32%             |  |  |  | No            |                  1 | 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      | $360178.92    | 0.01%             | 2038-04-22      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| TAIWAN SEMICONDUCTOR MFG CO LTD                                                 | TAIWAN SEMIC MFG CO LTD SP ADR                                                                  | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |       634 | NS      | $143594.66    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTICE FRANCE SA                                                                | ALTICE FRANCE SA 5.125% 07/15/2029 144A                                                         | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   1555000 | PA      | $1285246.38   | 0.04%             | 2029-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FINANCIAL CORP 5.5%/VAR PERP                                                        | CUSIP: 14040HDK8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |   7055000 | PA      | $6964334.78   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 6.95%/VAR PERP                                                                    | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |   3500000 | PA      | $3574616.92   | 0.12%             |  |  |  | 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        |  54094186 | PA      | $53942180.89  | 1.88%             | 2032-01-23      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| SIEMENS AG                                                                      | SIEMENS AG (REGD)                                                                               | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |       185 | NS      | $47518.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                           | GFL ENVIRONMENTAL INC                                                                           | CUSIP: 36168Q104<br>LEI: 5493008HF9XC5H29ZX61 | Long             | EC               | CORP              | CA        |     67387 | NS      | $3401639.35   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORP                                                                | EXXON MOBIL CORP                                                                                | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      2770 | NS      | $298606.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DANAHER CORP                                                                    | DANAHER CORP                                                                                    | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |       504 | NS      | $99560.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 3.9% 06/01/2052 | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12500000 | PA      | $8578872.88   | 0.30%             | 2052-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IMPERIAL OIL LTD                                                                | IMPERIAL OIL LTD                                                                                | CUSIP: 453038408<br>LEI: 549300MO45LTBPAU4Z27 | Long             | EC               | CORP              | CA        |       969 | NS      | $76979.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTAGAS LTD                                                                     | ALTAGAS LTD                                                                                     | CUSIP: 021361100<br>LEI: DR5LKEURSR8SXLM64266 | Long             | EC               | CORP              | CA        |    248300 | NS      | $7207856.80   | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| DOLLAR TREE INC                                                                 | DOLLAR TREE INC                                                                                 | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |    108800 | NS      | $10775552.00  | 0.38%             |  |  |  | No            |                  1 | 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        |   2635000 | PA      | $2561718.44   | 0.09%             | 2029-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                                   | AIRCASTLE LTD 5.25%/VAR PERP 144A                                                               | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | EP               | CORP              | BM        |   3020000 | PA      | $2989198.69   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                     | WAYFAIR LLC 7.25% 10/31/2029 144A                                                               | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |   4390000 | PA      | $4391966.72   | 0.15%             | 2029-10-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW CORP                                                                  | SOUTH BOW CORP                                                                                  | CUSIP: 83671M105<br>LEI: 2549000XS5TAFA3YF943 | Long             | EC               | CORP              | CA        |    165000 | NS      | $4283275.20   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION ENERGY CORP                                                       | CONSTELLATION ENERGY CORP                                                                       | CUSIP: 21037T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10806 | NS      | $3487744.56   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MCDONALDS CORP                                                                  | MCDONALDS CORP                                                                                  | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |       440 | NS      | $128554.80    | 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      | $20900.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ISRAEL, STATE OF                                                                | ISRAEL STATE OF 5.625% 02/19/2035                                                               | CUSIP: 46514Y8B6<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |  13520000 | PA      | $13735873.16  | 0.48%             | 2035-02-19      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                           | NORTHROP GRUMMAN CORP                                                                           | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |       147 | NS      | $73497.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRUS ENERGY CORP                                                             | CENTRUS ENERGY CORP CONV 2.25% 11/01/2030 144A                                                  | CUSIP: 15643UAD6<br>LEI: 549300G6VDK9G8276661 | Long             | DBT              | CORP              | US        |   2095000 | PA      | $4337697.50   | 0.15%             | 2030-11-01      | Fixed         | 0.02%                 | No            |                  2 | 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      | $3381407.05   | 0.12%             | 2029-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| AHLSTROM HOLDING 3 OY                                                           | AHLSTROM TERM B 1LN 5/22/2030                                                                   | CUSIP: 78475BAB3<br>LEI: 743700UEY0YM039XN974 | Long             | LON              | CORP              | FI        |   3000000 | PA      | $2988750.00   | 0.10%             | 2030-05-22      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                                                  | ROCKET COS INC                                                                                  | CUSIP: 77311W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    306243 | NS      | $4342525.74   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| CCL INDUSTRIES INC                                                              | CCL INDUSTRIES INC B NON VTG                                                                    | CUSIP: 124900309<br>LEI: 549300TD3EMSRRC0YH75 | Long             | EC               | CORP              | CA        |     86736 | NS      | $5057981.10   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA CORP                                                                     | VISTRA CORP 8%/VAR PERP 144A                                                                    | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | EP               | CORP              | US        |   6195000 | PA      | $6345216.36   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| GALAXY DIGITAL HOLDINGS LP                                                      | GALAXY DIGITAL HOLDINGS LP CONV 2.5% 12/01/2029 144A                                            | CUSIP: 36317GAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   4250000 | PA      | $5206260.41   | 0.18%             | 2029-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES INC                                               | HUNTINGTON INGALLS INDUSTRIES INC                                                               | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |       235 | NS      | $56743.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OT MIDCO INC                                                                    | OT MIDCO INC 10% 02/15/2030 144A                                                                | CUSIP: 68877AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3195000 | PA      | $2469060.22   | 0.09%             | 2030-02-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| SPORTSMANS WHSE HLDGS INC                                                       | SPORTSMANS WHSE HLDGS INC                                                                       | CUSIP: 84920Y106<br>LEI: 549300JVV8YLQSRSF462 | Long             | EC               | CORP              | US        |    586835 | NS      | $2024580.75   | 0.07%             |  |  |  | No            |                  1 | 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      | $342280.11    | 0.01%             | 2037-04-20      | Variable      | 0.09%                 | 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      | $228646.66    | 0.01%             | 2037-10-25      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                            | WEC ENERGY GROUP INC                                                                            | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |       391 | NS      | $40742.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARITZIA INC                                                                     | ARITZIA INC                                                                                     | CUSIP: 04045U102<br>LEI: 549300U83HKFRL1EX527 | Long             | EC               | CORP              | CA        |    114300 | NS      | $5921692.67   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SPIN HOLDCO INC                                                                 | CSC SERVICEWORKS TERM B 1LN 03/04/2028                                                          | CUSIP: 84850XAK8<br>LEI: 549300QAS44U2GUXGK45 | Long             | LON              | CORP              | US        |   6885000 | PA      | $6024375.00   | 0.21%             | 2028-03-04      | Variable      | 0.09%                 | 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      | $258908.87    | 0.01%             | 2037-07-20      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| CRANE CO                                                                        | CRANE CO                                                                                        | CUSIP: 224408104<br>LEI: 5493000CQRQOTHUODL75 | Long             | EC               | CORP              | US        |       444 | NS      | $84311.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC              | FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC 6.75% 01/15/2030 144A        | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6595000 | PA      | $6085875.89   | 0.21%             | 2030-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO LIII                                                                 | APIDOS CLO LIII E TSFR3M+643 07/20/2038 144A                                                    | CUSIP: 03771GAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    402000 | PA      | $408436.82    | 0.01%             | 2038-07-20      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                               | TRAVELERS COMPANIES INC                                                                         | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |       454 | NS      | $121463.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITY FOOTBALL GROUP LTD                                                         | CITY FOOTBALL GROUP TERM B 1LN 7/21/2030                                                        | CUSIP: 17781XAD8<br>LEI: 213800K6VVWALRH9UJ69 | Long             | LON              | CORP              | GB        |  14574087 | PA      | $14476877.80  | 0.50%             | 2030-07-21      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ECHO GLOBAL LOGISTICS INC                                                       | ECHO LOGISTICS TERM 1LN 11/23/2028                                                              | CUSIP: N/A<br>LEI: 549300WRZ9Y84GWVYR04       | Long             | LON              | CORP              | US        |   1847750 | PA      | $1794165.25   | 0.06%             | 2028-11-23      | Variable      | 0.09%                 | No            |                  3 | On Loan: No      |
| WOLVERINE WORLD WIDE INC                                                        | WOLVERINE WORLD WIDE INC 4% 08/15/2029 144A                                                     | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |   4820000 | PA      | $4321618.27   | 0.15%             | 2029-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY                                                                                  | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |    137700 | NS      | $19396422.00  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| HITACHI LTD                                                                     | HITACHI LTD                                                                                     | CUSIP: N/A<br>LEI: 549300T6IPOCDWLKC615       | Long             | EC               | CORP              | JP        |      2024 | NS      | $58826.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THOMSON REUTERS CORP                                                            | THOMSON REUTERS CORP                                                                            | CUSIP: 884903808<br>LEI: 549300561UZND4C7B569 | Long             | EC               | CORP              | CA        |     17100 | NS      | $3438710.48   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| RIOT PLATFORMS INC                                                              | RIOT PLATFORMS INC                                                                              | CUSIP: 767292105<br>LEI: 5299005LKZAJQDQZDF73 | Long             | EC               | CORP              | US        |   1300700 | NS      | $14697910.00  | 0.51%             |  |  |  | No            |                  1 | On Loan: —       |
| BAUSCH + LOMB CORP                                                              | BAUSCH+LOMB CORP                                                                                | CUSIP: 071705107<br>LEI: 549300NY6OZM39SO6475 | Long             | EC               | CORP              | CA        |    165563 | NS      | $2153974.63   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NATGASOLINE LLC                                                                 | NATGASOLINE TERM B 1LN 03/29/2030                                                               | CUSIP: 63232EAD9<br>LEI: 549300OHXDYMQYZOWC24 | Long             | LON              | CORP              | US        |   3478125 | PA      | $3447691.41   | 0.12%             | 2030-03-29      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO 37B LTD                                              | GOLUB CAPITAL PARTNERS CLO 37B LTD ER TSFR3M+600 10/25/2034 144A                                | CUSIP: 381734AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    363000 | PA      | $361591.56    | 0.01%             | 2034-10-25      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| BYRNA TECHNOLOGIES INC                                                          | BYRNA TECHNOLOGIES INC                                                                          | CUSIP: 12448X201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    917281 | NS      | $28325637.28  | 0.99%             |  |  |  | No            |                  1 | On Loan: —       |
| NOTA DO TESOURO NACIONAL                                                        | NOTA DO TESOURO NACIONAL 10% 01/01/2031                                                         | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |  99560000 | PA      | $16082226.54  | 0.56%             | 2031-01-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ECHO GLOBAL LOGISTICS INC                                                       | ECHO GLOBAL LOGISTICS TERM 2LN 11/23/2029                                                       | CUSIP: N/A<br>LEI: 549300WRZ9Y84GWVYR04       | Long             | LON              | CORP              | US        |    655000 | PA      | $626835.00    | 0.02%             | 2029-11-23      | Variable      | 0.12%                 | No            |                  3 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                  | CANADIAN NATL RESOURCES LTD                                                                     | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |      2026 | NS      | $63677.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                           | TRUIST FINL CORP                                                                                | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |    526600 | NS      | $22638534.00  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust                                                    | Fidelity Securities Lending Cash Central Fund                                                   | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        | 159940932 | NS      | $159956926.50 | 5.57%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORP                                                                     | NVIDIA CORP                                                                                     | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    637300 | NS      | $100687027.00 | 3.51%             |  |  |  | No            |                  1 | On Loan: No      |
| PALMER SQUARE LN FDG 2024-2 LTD                                                 | PALMER SQUARE LN FDG 2024-2 LTD D TSFR3M+470 01/15/2033 144A                                    | CUSIP: 69703HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    526000 | PA      | $521102.94    | 0.02%             | 2033-01-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| ATS CORP                                                                        | ATS CORP                                                                                        | CUSIP: 00217Y104<br>LEI: 5493005KP4RP3IU7HQ41 | Long             | EC               | CORP              | CA        |    110580 | NS      | $3526704.17   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                           | NORFOLK SOUTHERN CORP                                                                           | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |       393 | NS      | $100596.21    | 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      | $46228.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP                     | ALLIED UNVL HOLDCO LLC / ALLIED UNVL FIN CORP 6% 06/01/2029 144A                                | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3700000 | PA      | $3598511.59   | 0.13%             | 2029-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                        | WARNERMEDIA HOLDINGS INC 5.141% 03/15/2052                                                      | CUSIP: 55903VBE2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    496000 | PA      | $305040.00    | 0.01%             | 2052-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO                                                                           | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     94746 | NS      | $27467812.86  | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| X CORP                                                                          | TWITTER TERM B1 1LN 10/26/2029                                                                  | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  29478890 | PA      | $28769628.21  | 1.00%             | 2029-10-26      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| X AI LLC                                                                        | X.AI TERM B 1LN 06/28/2030                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   6200000 | PA      | $5902896.00   | 0.21%             | 2030-06-28      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| DELTA AIRLINES INC                                                              | DELTA AIR INC                                                                                   | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |    175800 | NS      | $8645844.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOOM COMMUNICATIONS INC                                                         | ZOOM COMMUNICATIONS INC CL A                                                                    | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |     62918 | NS      | $4906345.64   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO                                                                              | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    329536 | NS      | $26402424.32  | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| MAJORDRIVE HOLDINGS IV LLC                                                      | CLUB CAR TERM 1LN 06/01/2028                                                                    | CUSIP: 56085UAB9<br>LEI: 25490044R1FR5N8FIT62 | Long             | LON              | CORP              | US        |   3706818 | PA      | $3629604.67   | 0.13%             | 2028-06-01      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| DCERT BUYER INC                                                                 | DIGICERT TERM 1LN 10/16/2026                                                                    | CUSIP: 24022KAB5<br>LEI: 549300EF826JEEUCHZ67 | Long             | LON              | CORP              | US        |   2865770 | PA      | $2835908.91   | 0.10%             | 2026-10-16      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 3.7% 04/01/2051 | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  17876000 | PA      | $11907388.44  | 0.41%             | 2051-04-01      | Fixed         | 0.04%                 | 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        | 537431000 | PA      | $258134827.19 | 8.99%             | 2050-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                           | MINERAL RESOURCES LTD 8% 11/01/2027 144A                                                        | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |   3380000 | PA      | $3395750.80   | 0.12%             | 2027-11-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION                                                                     | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    441128 | NS      | $20874176.96  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN FINANCE US INC                                                            | REGAL CINEWORLD TERM B 1LN 12/02/2031                                                           | CUSIP: 22834KAU5<br>LEI: 254900ABTWPQTCKKR839 | Long             | LON              | CORP              | US        |   5672248 | PA      | $5665157.81   | 0.20%             | 2031-12-02      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| RVR DEALERSHIP HOLDINGS LLC                                                     | RV RETAILER TERM B 1LN 02/08/2028                                                               | CUSIP: 75001CAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2249173 | PA      | $2053000.25   | 0.07%             | 2028-02-08      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| BJS WHOLESALE CLUB HOLDINGS INC                                                 | BJS WHSL CLUB HLDGS INC                                                                         | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |       719 | NS      | $77529.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK INC NEW                                                                  | AMETEK INC NEW                                                                                  | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |       374 | NS      | $67679.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZSCALER INC                                                                     | ZSCALER INC CONV 0.125% 07/01/2025                                                              | CUSIP: 98980GAB8<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | DBT              | CORP              | US        |   3025000 | PA      | $6177050.00   | 0.22%             | 2025-07-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SCORPIO TANKERS INC                                                             | SCORPIO TANKERS INC                                                                             | CUSIP: N/A<br>LEI: 549300NVJUH16NXG8K87       | Long             | EC               | CORP              | MH        |    869676 | NS      | $34030421.88  | 1.18%             |  |  |  | No            |                  1 | On Loan: —       |
| 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      | $227128.50    | 0.01%             | 2037-10-20      | Variable      | 0.11%                 | 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      | $1001379.00   | 0.03%             | 2038-07-23      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| TMX GROUP LTD                                                                   | TMX GROUP LTD                                                                                   | CUSIP: 87262K105<br>LEI: 549300N65GFVKSHGJW59 | Long             | EC               | CORP              | CA        |    169200 | NS      | $7171818.62   | 0.25%             |  |  |  | No            |                  1 | 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      | $2544628.20   | 0.09%             |  |  |  | No            |                  3 | On Loan: No      |
| WOLFSPEED INC                                                                   | WOLFSPEED INC STEP 06/23/2030 144A                                                              | CUSIP: 977852AG7<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |   5009087 | PA      | $4921427.98   | 0.17%             | 2030-06-23      | Variable      | 0.08%                 | No            |                  3 | On Loan: No      |
| FRONTLINE PLC                                                                   | FRONTLINE PLC                                                                                   | CUSIP: N/A<br>LEI: 5493004BCIKYU1YL3H63       | Long             | EC               | CORP              | CY        |   1473986 | NS      | $24188110.26  | 0.84%             |  |  |  | No            |                  1 | On Loan: —       |
| GILEAD SCIENCES INC                                                             | GILEAD SCIENCES INC                                                                             | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     64346 | NS      | $7134041.02   | 0.25%             |  |  |  | No            |                  1 | 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      | $6274549.21   | 0.22%             | 2032-04-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC                                                                          | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       419 | NS      | $130715.43    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VALLOUREC SA                                                                    | VALLOUREC SA                                                                                    | CUSIP: N/A<br>LEI: 969500P2Q1B47H4MCJ34       | Long             | EC               | CORP              | FR        |    816966 | NS      | $15104006.29  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELON CORP                                                                     | EXELON CORP                                                                                     | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |       848 | NS      | $36820.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNILEVER PLC                                                                    | UNILEVER PLC ORD                                                                                | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |       761 | NS      | $46440.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RIVIAN HOLDCO and RIVIAN LLC and RIVIAN AUTOMOTIVE LLC                          | RIVIAN HOLDCO and RIVIAN LLC and RIVIAN AUTOMOTIVE LLC 10% 01/15/2031 144A                      | CUSIP: 76954LAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2415000 | PA      | $2372791.19   | 0.08%             | 2031-01-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                                 | GEN DIGITAL INC                                                                                 | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |      1218 | NS      | $35809.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ONTARIO GAMING GTA LP/OTG CO-ISSUER INC                                         | ONTARIO GAMING GTA LP/OTG CO-ISSUER INC 8% 08/01/2030 144A                                      | CUSIP: 68306MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   5705000 | PA      | $5723986.24   | 0.20%             | 2030-08-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| NORTH WEST CO INC                                                               | NORTH WEST COMPANY INC                                                                          | CUSIP: 663278208<br>LEI: 254900VT1HQAZR3IVM76 | Long             | EC               | CORP              | CA        |    375830 | NS      | $13322059.19  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| KENVUE INC                                                                      | KENVUE INC                                                                                      | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |      1867 | NS      | $39076.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSUREDPARTNERS INC                                                             | ASSUREDPARTNERS TERM B5 1LN 02/14/2031                                                          | CUSIP: 04621HAW3<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | LON              | CORP              | US        |   1492462 | PA      | $1495924.83   | 0.05%             | 2031-02-14      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | AMERICAN TOWER CORP                                                                             | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |       269 | NS      | $59454.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SANOFI                                                                          | SANOFI                                                                                          | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |       372 | NS      | $36014.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMDOCS LIMITED                                                                  | AMDOCS LTD                                                                                      | CUSIP: N/A<br>LEI: 549300HQV672RJ7RQV66       | Long             | EC               | CORP              | GG        |       742 | NS      | $67700.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON and JOHNSON                                                             | JOHNSON and JOHNSON                                                                             | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |       994 | NS      | $151833.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JBT MAREL CORP                                                                  | JOHN BEAN TECHNOLOGIES TERM B 1LN 01/02/2032                                                    | CUSIP: 47783YAP4<br>LEI: 5493007CT6ATBZ2L6826 | Long             | LON              | CORP              | US        |    159600 | PA      | $159999.00    | 0.01%             | 2032-01-02      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                                                  | AGNICO EAGLE MINES LTD CALL 135 08/15/2025                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      -400 | NC      | $-56000.00    | -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        |       576 | NS      | $72696.96     | 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        |     33566 | NS      | $3545240.92   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTH BOW CANADIAN INFRASTRUCTURE HOLDINGS LTD                                  | SOUTH BOW CANADIAN INFRASTRUCTURE HOLDINGS LTD 7.5%/VAR 03/01/2055 144A                         | CUSIP: 836720AH5<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |   4185000 | PA      | $4317861.20   | 0.15%             | 2055-03-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                               | CISCO SYSTEMS INC                                                                               | CUSIP: 17275R102<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | EC               | CORP              | US        |    106325 | NS      | $7376828.50   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| GROUPE DYNAMITE INC                                                             | GROUPE DYNAMITE INC                                                                             | CUSIP: 39944C100<br>LEI: 549300F3CHYQ19VQG080 | Long             | EC               | CORP              | CA        |    442600 | NS      | $8531852.40   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA CORP                                                                     | VISTRA CORP                                                                                     | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |     76673 | NS      | $14859994.13  | 0.52%             |  |  |  | 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      | $253211.25    | 0.01%             | 2037-10-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP 6.5%/VAR PERP                                                                | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |   4950000 | PA      | $4972116.25   | 0.17%             |  |  |  | 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      | $191042.91    | 0.01%             | 2037-10-20      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| GTT COMMUNICATIONS INC                                                          | GTT COMMUNICATIONS INC                                                                          | CUSIP: 362393308<br>LEI: 549300ETSL7K1ZX05H30 | Long             | EC               | CORP              | US        |      1508 | NS      | $61390.68     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CRUISE YACHT UPPER HOLDC                                                        | CRUISE YACHT UPPER HOLDC 11.875% 07/05/2028                                                     | CUSIP: N/A<br>LEI: 984500DE088QEE80G074       | Long             | DBT              | CORP              | MT        |   1000000 | PA      | $827703.24    | 0.03%             | 2028-07-05      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| LINDE PLC                                                                       | LINDE PLC                                                                                       | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | EC               | CORP              | IE        |       514 | NS      | $241158.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                                                    | ALPHABET INC CL A                                                                               | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    162120 | NS      | $28570407.60  | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTICE FRANCE SA                                                                | NUMERICABLE / ALTICE FRANCE TERM B-13 1LN 08/14/2026                                            | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | LON              | CORP              | FR        |   6179196 | PA      | $5422244.87   | 0.19%             | 2026-08-14      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                                             | CHENIERE ENERGY INC                                                                             | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |     30100 | NS      | $7329952.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 6.875%/VAR PERP                                                           | CUSIP: 48128BAQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |   4175000 | PA      | $4406726.11   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| LAMAR ADVERTISING CO                                                            | LAMAR ADVERTISING CO CL A                                                                       | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |       807 | NS      | $97937.52     | 0.00%             |  |  |  | No            |                  1 | 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        |   3210000 | PA      | $3387089.28   | 0.12%             | 2032-09-15      | Fixed         | 0.10%                 | 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      | $241506.07    | 0.01%             | 2038-03-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                  | PNC FINANCIAL SERVICES GRP INC                                                                  | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |    120480 | NS      | $22459881.60  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| WALT DISNEY CO                                                                  | DISNEY (WALT) CO                                                                                | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      1182 | NS      | $146579.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWEST GAS HOLDINGS INC                                                      | SOUTHWEST GAS HOLDINGS INC                                                                      | CUSIP: 844895102<br>LEI: 254900LKF9EV0CUKNE09 | Long             | EC               | CORP              | US        |       314 | NS      | $23358.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-30

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

**Signature:** Laura M. Del Prato

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

**Title:** President and Treasurer