# EDGAR Filing Document

**Accession Number:** 0000215829
**File Stem:** 0000035402-25-002103
**Filing Date:** 2025-11
**Character Count:** 220603
**Document Hash:** d4d847ba56a2ecad53b173de3e772d6b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-25-002103.hdr.sgml**: 20251125

**ACCESSION NUMBER**: 0000035402-25-002103

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251125

**DATE AS OF CHANGE**: 20251125

**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:** 251519268

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

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

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

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

## Series and Classes Contracts Data

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

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

## Nport-Ex

**Quarterly Holdings Report**

**for**

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

**September 30, 2025**

AMAI-NPRT3-1125

1.9865900.110 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Alternative Funds - 1.6%** | &nbsp;&nbsp;**Alternative Funds - 1.6%** | &nbsp;&nbsp;**Alternative Funds - 1.6%** |
|  | Shares | Value ($)<br>|
| Fidelity Private Credit Company LLC (b)(c)<br>(Cost $53,300,331)<br>| 5392197 | **51083521** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Asset-Backed Securities - 0.5%** | &nbsp;&nbsp;**Asset-Backed Securities - 0.5%** | &nbsp;&nbsp;**Asset-Backed Securities - 0.5%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| BAILIWICK OF JERSEY - 0.1%  |  |  |
| Brant Point CLO 2024-5 Ltd Series 2024-5A Class E, CME Term SOFR 3 month Index + 6.7%, 11.0255% 10/20/2037 (d)(e)(f) | 250000 | 254365 |
| Goldentree Ln Mgmt US Clo 21 Ltd Series 2024-21A Class E, CME Term SOFR 3 month Index + 5.7%, 10.0255% 7/20/2037 (d)(e)(f) | 747000 | 751883 |
| Golub Cap Partners Clo 76 B Ltd Series 2024-76A Class E, CME Term SOFR 3 month Index + 5.75%, 10.0685% 10/25/2037 (d)(e)(f) | 399000 | 402257 |
| OCP Aegis CLO Ltd Series 2024-39A Class D1, CME Term SOFR 3 month Index + 2.8%, 7.1178% 1/16/2037 (d)(e)(f) | 395000 | 395193 |
| TOTAL BAILIWICK OF JERSEY |  | 1803698 |
| GRAND CAYMAN (UK OVERSEAS TER) - 0.4%  |  |  |
| 720 East CLO IV Ltd Series 2024-1A Class E, CME Term SOFR 3 month Index + 6.5%, 10.8176% 4/15/2037 (d)(e)(f) | 258000 | 260578 |
| Ammc Clo 24 Ltd Series 2024-24A Class ER, CME Term SOFR 3 month Index + 6.5%, 10.8255% 1/20/2035 (d)(e)(f) | 209000 | 208989 |
| Apidos CLO LIII Series 2025-53A Class E, CME Term SOFR 3 month Index + 6.43%, 10.7585% 7/20/2038 (d)(e)(f) | 402000 | 413364 |
| Ares Loan Funding VII Ltd Series 2024-ALF7A Class E, CME Term SOFR 3 month Index + 6.25%, 10.582% 10/22/2037 (d)(e)(f) | 238000 | 239768 |
| Balboa Bay Loan Funding 2025-1 Ltd Series 2025-1A Class D2, CME Term SOFR 3 month Index + 4.15%, 8.209% 7/20/2038 (d)(e)(f) | 1000000 | 1018947 |
| Bbam US Clo I Ltd Series 2025-1A Class D1R, CME Term SOFR 3 month Index + 3%, 7.3176% 3/30/2038 (d)(e)(f) | 246000 | 247230 |
| Bbam US Clo III Ltd Series 2025-3A Class DR, 5% 10/15/2038 (d)(f) | 500000 | 500000 |
| Bbam US Clo IV Ltd Series 2024-4A Class D, CME Term SOFR 3 month Index + 6.25%, 10.5676% 7/15/2039 (d)(e)(f) | 500000 | 505160 |
| Benefit Street Partners Clo Xxxix Ltd Series 2025-39A Class D2, CME Term SOFR 3 month Index + 3.65%, 7.9065% 4/15/2038 (d)(e)(f) | 337000 | 338923 |
| Birch Grove Clo 12 Ltd Series 2025-12A Class D1, CME Term SOFR 3 month Index + 2.75%, 7.0928% 4/22/2038 (d)(e)(f) | 360000 | 361532 |
| Birch Grove Clo 4 Ltd Series 2024-4A Class ER, CME Term SOFR 3 month Index + 6.5%, 10.8176% 7/15/2037 (d)(e)(f) | 305000 | 305756 |
| Birch Grove Clo 5 LLC Series 2024-5A Class ER, CME Term SOFR 3 month Index + 6.75%, 11.0755% 10/20/2037 (d)(e)(f) | 190000 | 192318 |
| Carlyle US Clo Ltd Series 2024-6A Class E, CME Term SOFR 3 month Index + 5.75%, 10.0685% 10/25/2037 (d)(e)(f) | 227000 | 229236 |
| Carval Clo Xi-C Ltd Series 2024-3A Class E, CME Term SOFR 3 month Index + 6.35%, 10.6755% 10/20/2037 (d)(e)(f) | 323000 | 328369 |
| Cifc Fdg 2025-Iii Ltd Series 2025-3A Class E, CME Term SOFR 3 month Index + 7.25%, 11.579% 7/21/2038 (d)(e)(f) | 493000 | 509519 |
| CIFC Funding Ltd Series 2025-4A Class D2R, CME Term SOFR 3 month Index + 3.75%, 8.0724% 1/17/2038 (d)(e)(f) | 206000 | 207633 |
| Croton Pk Clo Ltd Series 2024-1A Class E, CME Term SOFR 3 month Index + 5.55%, 9.8676% 10/15/2036 (d)(e)(f) | 1072000 | 1080471 |
| Flat Series 2025-30A Class D2, CME Term SOFR 3 month Index + 4.1%, 8.3834% 4/15/2038 (d)(e)(f) | 223000 | 224973 |
| Flatiron Rr Clo 30 Ltd Series 2025-30A Class E, CME Term SOFR 3 month Index + 5.25%, 9.5334% 4/15/2038 (d)(e)(f) | 342000 | 345209 |
| Golub Capital Partners Clo 37b Ltd Series 2024-60A Class ER, CME Term SOFR 3 month Index + 6%, 10.3185% 10/25/2034 (d)(e)(f) | 363000 | 363524 |
| Madison Park Funding LXXII Ltd Series 2025-72A Class D2, 8.345% 7/23/2038 (f) | 1000000 | 1025811 |
| Magnetite Xxix Ltd Series 2024-29A Class ER, CME Term SOFR 3 month Index + 6%, 10.3176% 7/15/2037 (d)(e)(f) | 189000 | 190757 |
| Midocean Cr Clo Xvi Series 2024-16A Class E, CME Term SOFR 3 month Index + 6.25%, 10.5755% 10/20/2037 (d)(e)(f) | 225000 | 227618 |
| OCP CLO Ltd Series 2024-14A Class ER, CME Term SOFR 3 month Index + 6.55%, 10.8755% 7/20/2037 (d)(e)(f) | 261000 | 262147 |
| OHA Credit Partners Ltd Series 2024-18A Class D2, CME Term SOFR 3 month Index + 4.75%, 9.0755% 4/20/2037 (d)(e)(f) | 341000 | 343829 |
| Oha Credit Partners VII Ltd Series 2025-7A Class D1R4, CME Term SOFR 3 month Index + 2.5%, 6.7035% 2/20/2038 (d)(e)(f) | 1000000 | 993613 |
| Orchard Park Clo Ltd Series 2024-1A Class E, CME Term SOFR 3 month Index + 5.6%, 9.9255% 10/20/2037 (d)(e)(f) | 420000 | 423186 |
| Palmer Square Clo Ltd Series 2025-2A Class DR2, CME Term SOFR 3 month Index + 4.14%, 8.4576% 2/15/2038 (d)(e)(f) | 154000 | 155420 |
| Palmer Square CLO Series 2024-2A Class E, CME Term SOFR 3 month Index + 5.7%, 10.0255% 7/20/2037 (d)(e)(f) | 1000000 | 1007991 |
| Palmer Square Loan Funding Ltd Series 2024-2A Class D, CME Term SOFR 3 month Index + 4.7%, 9.0176% 1/15/2033 (d)(e)(f) | 526000 | 521206 |
| Pikes Peak Clo 1 Series 2025-12A Class D2R, CME Term SOFR 3 month Index + 3.8%, 8.1255% 4/20/2038 (d)(e)(f) | 138000 | 138374 |
| Rr 31 Ltd Series 2024-31A Class D, CME Term SOFR 3 month Index + 6%, 10.3176% 10/15/2039 (d)(e)(f) | 395000 | 400253 |
| TOTAL GRAND CAYMAN (UK OVERSEAS TER) |  | 13571704 |
| UNITED STATES - 0.0%  |  |  |
| APL Finance DAC Series 2025-1A Class D, 8.15% 3/20/2036 (f) | 660000 | 659840 |
| Diameter Capital Clo 1 Ltd Series 2024-1A Class DR, CME Term SOFR 3 month Index + 6.15%, 10.4676% 10/15/2037 (d)(e)(f) | 250000 | 253073 |
| Goldentree Loan Management US Clo 7 Ltd Series 2024-7A Class ERR, CME Term SOFR 3 month Index + 5.25%, 9.5755% 4/20/2034 (d)(e)(f) | 250000 | 250467 |
| Obra Homes Finance LLC Series 2024-1A Class E, CME Term SOFR 3 month Index + 6.75%, 11.0755% 1/20/2038 (d)(e)(f) | 181000 | 185090 |
| TOTAL UNITED STATES |  | 1348470 |
| <br> **TOTAL ASSET-BACKED SECURITIES**<br> (Cost $16,580,311) |  | <br> **16723872** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Bank Loan Obligations - 8.1%** | &nbsp;&nbsp;**Bank Loan Obligations - 8.1%** | &nbsp;&nbsp;**Bank Loan Obligations - 8.1%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| CANADA - 0.1%  |  |  |
| Consumer Discretionary - 0.1% |  |  |
| Hotels, Restaurants & Leisure - 0.1% |  |  |
| Ontario Gaming GTA LP Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.25%, 8.2401% 8/1/2030 (d)(e)(g) | 3848278 | 3749069 |
| FRANCE - 0.3%  |  |  |
| Communication Services - 0.3% |  |  |
| Diversified Telecommunication Services - 0.3% |  |  |
| Altice France SA Tranche B-12 1LN, term loan CME Term SOFR 6 month Index + 3.6875%, 9.9375% 1/31/2026 (d)(e)(g) | 2398865 | 2206955 |
| Altice France SA Tranche B-13 1LN, term loan CME Term SOFR 6 month Index + 3%, 10.25% 8/14/2026 (d)(e)(g) | 6179196 | 5746653 |
| Altice France SA Tranche B14 1LN, term loan CME Term SOFR 3 month Index + 5.5%, 9.8176% 8/15/2028 (d)(e)(g) | 2393893 | 2310107 |
| TOTAL FRANCE |  | 10263715 |
| LUXEMBOURG - 0.1%  |  |  |
| Financials - 0.1% |  |  |
| Financial Services - 0.1% |  |  |
| Accelya Lux Finco Sarl Tranche B 1LN, term loan CME Term SOFR 1 month Index + 5.25%, 0% 9/29/2032 (d)(e)(g)(h) | 1750000 | 1715000 |
| UNITED KINGDOM - 0.5%  |  |  |
| Communication Services - 0.1% |  |  |
| Entertainment - 0.1% |  |  |
| Crown Finance US Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.5%, 8.7802% 12/2/2031 (d)(e)(g) | 4461068 | 4448264 |
| Consumer Discretionary - 0.1% |  |  |
| Hotels, Restaurants & Leisure - 0.1% |  |  |
| City Football Group Ltd Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.5%, 7.7779% 7/21/2030 (d)(e)(g) | 4725413 | 4721491 |
| Energy - 0.3% |  |  |
| Oil, Gas & Consumable Fuels - 0.3% |  |  |
| EG America LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.5%, 7.6989% 2/7/2028 (d)(e)(g) | 6825407 | 6857078 |
| TOTAL UNITED KINGDOM |  | 16026833 |
| UNITED STATES - 7.1%  |  |  |
| Communication Services - 0.5% |  |  |
| Diversified Telecommunication Services - 0.5% |  |  |
| Lumen Technologies Inc Tranche B2 1LN, term loan CME Term SOFR 1 month Index + 2.35%, 6.6279% 4/15/2030 (d)(e)(g) | 12563072 | 12470608 |
| Windstream Services LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4%, 0% 9/27/2032 (d)(e)(g)(h) | 4500000 | 4455000 |
|  |  | 16925608 |
| Consumer Discretionary - 2.0% |  |  |
| Broadline Retail - 1.4% |  |  |
| Great Outdoors Group LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.4134% 1/23/2032 (d)(e)(g) | 42417828 | 42364807 |
| Diversified Consumer Services - 0.2% |  |  |
| Spin Holdco Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4%, 8.3928% 3/4/2028 (d)(e)(g) | 9133162 | 7616417 |
| Hotels, Restaurants & Leisure - 0.3% |  |  |
| CE Intermediate I LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3%, 7.3764% 3/25/2032 (d)(e)(g) | 1488750 | 1489375 |
| Fertitta Entertainment LLC/NV Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.4134% 1/29/2029 (d)(e)(g) | 4428018 | 4420225 |
| MajorDrive Holdings IV LLC 1LN, term loan CME Term SOFR 3 month Index + 4%, 8.2631% 6/1/2028 (d)(e)(g) | 3098727 | 3016952 |
|  |  | 8926552 |
| Specialty Retail - 0.1% |  |  |
| LBM Acquisition LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 7.9858% 6/6/2031 (d)(e)(g) | 2194444 | 2137828 |
| RVR Dealership Holdings LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 8.0134% 2/8/2028 (d)(e)(g) | 2243346 | 2111235 |
|  |  | 4249063 |
| TOTAL CONSUMER DISCRETIONARY |  | 63156839 |
| Consumer Staples - 0.2% |  |  |
| Consumer Staples Distribution & Retail - 0.1% |  |  |
| C&S Wholesale Grocers Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 5%, 0% 8/6/2030 (d)(e)(g)(h) | 3000000 | 2925000 |
| Food Products - 0.1% |  |  |
| Nourish Buyer I Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.5%, 8.8294% 7/12/2032 (d)(e)(g) | 3005000 | 3001244 |
| TOTAL CONSUMER STAPLES |  | 5926244 |
| Health Care - 0.6% |  |  |
| Pharmaceuticals - 0.6% |  |  |
| 1261229 BC Ltd Tranche B 1LN, term loan CME Term SOFR 1 month Index + 6.25%, 10.4134% 10/8/2030 (d)(e)(g) | 19640775 | 19327701 |
| Industrials - 0.1% |  |  |
| Air Freight & Logistics - 0.1% |  |  |
| Echo Global Logistics Inc 1LN, term loan CME Term SOFR 3 month Index + 4.75%, 9.0134% 11/23/2028 (d)(e)(g)(i) | 1843000 | 1843000 |
| Echo Global Logistics Inc 2LN, term loan CME Term SOFR 3 month Index + 7.25%, 11.5134% 11/23/2029 (d)(e)(g)(i) | 655000 | 654999 |
|  |  | 2497999 |
| Information Technology - 3.6% |  |  |
| IT Services - 2.6% |  |  |
| X Corp 1LN, term loan 9.5% 10/26/2029 (g) | 50710000 | 50829676 |
| X Corp Tranche B1 1LN, term loan CME Term SOFR 3 month Index + 6.5%, 10.9579% 10/26/2029 (d)(e)(g) | 32704424 | 32054913 |
|  |  | 82884589 |
| Software - 1.0% |  |  |
| X.AI LLC 1LN, term loan 12.5% 6/28/2030 (g) | 13007400 | 13455635 |
| X.AI LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 7.25%, 11.1219% 6/28/2030 (d)(e)(g) | 17311613 | 16727346 |
|  |  | 30182981 |
| TOTAL INFORMATION TECHNOLOGY |  | 113067570 |
| Utilities - 0.1% |  |  |
| Independent Power and Renewable Electricity Producers - 0.1% |  |  |
| Natgasoline LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 5.5%, 9.5015% 3/29/2030 (d)(e)(g) | 3456250 | 3487944 |
| TOTAL UNITED STATES |  | 224389905 |
| <br> **TOTAL BANK LOAN OBLIGATIONS**<br> (Cost $254,645,798) |  | <br> **256144522** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Commercial Mortgage Securities - 0.0%** | &nbsp;&nbsp;**Commercial Mortgage Securities - 0.0%** | &nbsp;&nbsp;**Commercial Mortgage Securities - 0.0%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 0.0%  |  |  |
| BANK Series 2020-BN30 Class MCDG, 3.0155% 12/15/2053 (d)(i)<br> (Cost $178,442) | 200000 | **100657** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks - 47.7%** | &nbsp;&nbsp;**Common Stocks - 47.7%** | &nbsp;&nbsp;**Common Stocks - 47.7%** |
|  | Shares | Value ($)<br>|
| CANADA - 7.7%  |  |  |
| Consumer Discretionary - 0.9% |  |  |
| Hotels, Restaurants & Leisure - 0.3% |  |  |
| Pizza Pizza Royalty Corp (j) | 848200 | 9367561 |
| Restaurant Brands International Inc  | 1054 | 67615 |
|  |  | 9435176 |
| Specialty Retail - 0.6% |  |  |
| Aritzia Inc Subordinate Voting Shares (k) | 130900 | 7917771 |
| Groupe Dynamite Inc Subordinate Voting Shares  | 231800 | 9946897 |
|  |  | 17864668 |
| TOTAL CONSUMER DISCRETIONARY |  | 27299844 |
| Consumer Staples - 0.2% |  |  |
| Consumer Staples Distribution & Retail - 0.1% |  |  |
| Alimentation Couche-Tard Inc  | 930 | 49617 |
| Metro Inc/CN  | 603 | 40499 |
| North West Co Inc/The  | 133579 | 4589889 |
|  |  | 4680005 |
| Food Products - 0.1% |  |  |
| Maple Leaf Foods Inc  | 109000 | 2820356 |
| TOTAL CONSUMER STAPLES |  | 7500361 |
| Energy - 0.5% |  |  |
| Oil, Gas & Consumable Fuels - 0.5% |  |  |
| Canadian Natural Resources Ltd  | 1860 | 59474 |
| Imperial Oil Ltd  | 969 | 87862 |
| South Bow Corp  | 155000 | 4385931 |
| Teekay Tankers Ltd Class A  | 233100 | 11783205 |
|  |  | 16316472 |
| Financials - 0.2% |  |  |
| Banks - 0.2% |  |  |
| Toronto Dominion Bank  | 98700 | 7892028 |
| Materials - 0.5% |  |  |
| Chemicals - 0.1% |  |  |
| Nutrien Ltd (United States)  | 79900 | 4690929 |
| Containers & Packaging - 0.1% |  |  |
| CCL Industries Inc Class B  | 75336 | 4246142 |
| Metals & Mining - 0.3% |  |  |
| Agnico Eagle Mines Ltd/CA (United States)  | 34000 | 5731040 |
| TOTAL MATERIALS |  | 14668111 |
| Utilities - 5.4% |  |  |
| Gas Utilities - 0.2% |  |  |
| AltaGas Ltd (j) | 248300 | 7650430 |
| Independent Power and Renewable Electricity Producers - 5.2% |  |  |
| Capital Power Corp (j) | 1708000 | 80202486 |
| TransAlta Corp (j) | 5905200 | 80662394 |
|  |  | 160864880 |
| TOTAL UTILITIES |  | 168515310 |
| TOTAL CANADA |  | 242192126 |
| FRANCE - 0.3%  |  |  |
| Energy - 0.2% |  |  |
| Energy Equipment & Services - 0.2% |  |  |
| Vallourec SACA  | 349332 | 6638006 |
| Information Technology - 0.1% |  |  |
| Semiconductors & Semiconductor Equipment - 0.1% |  |  |
| Sequans Communications SA ADR (j)(k) | 350330 | 3314122 |
| TOTAL FRANCE |  | 9952128 |
| GERMANY - 0.0%  |  |  |
| Consumer Discretionary - 0.0% |  |  |
| Textiles, Apparel & Luxury Goods - 0.0% |  |  |
| adidas AG  | 158 | 33477 |
| Industrials - 0.0% |  |  |
| Industrial Conglomerates - 0.0% |  |  |
| Siemens AG  | 185 | 49946 |
| TOTAL GERMANY |  | 83423 |
| IRELAND - 0.0%  |  |  |
| Information Technology - 0.0% |  |  |
| IT Services - 0.0% |  |  |
| Accenture PLC Class A  | 292 | 72007 |
| ITALY - 0.0%  |  |  |
| Industrials - 0.0% |  |  |
| Electrical Equipment - 0.0% |  |  |
| Prysmian SpA  | 538 | 53171 |
| JAPAN - 0.4%  |  |  |
| Consumer Discretionary - 0.4% |  |  |
| Hotels, Restaurants & Leisure - 0.4% |  |  |
| Metaplanet Inc (k) | 3186300 | 12388833 |
| Industrials - 0.0% |  |  |
| Industrial Conglomerates - 0.0% |  |  |
| Hitachi Ltd  | 2024 | 53622 |
| TOTAL JAPAN |  | 12442455 |
| KOREA (SOUTH) - 0.0%  |  |  |
| Information Technology - 0.0% |  |  |
| Technology Hardware, Storage & Peripherals - 0.0% |  |  |
| Samsung Electronics Co Ltd  | 1888 | 112788 |
| MONACO - 1.2%  |  |  |
| Energy - 1.2% |  |  |
| Oil, Gas & Consumable Fuels - 1.2% |  |  |
| Scorpio Tankers Inc  | 664970 | 37271569 |
| NETHERLANDS - 0.0%  |  |  |
| Information Technology - 0.0% |  |  |
| Semiconductors & Semiconductor Equipment - 0.0% |  |  |
| NXP Semiconductors NV  | 507 | 115459 |
| NORWAY - 1.7%  |  |  |
| Energy - 1.7% |  |  |
| Oil, Gas & Consumable Fuels - 1.7% |  |  |
| Frontline PLC (j) | 2406628 | 54847052 |
| TAIWAN - 0.0%  |  |  |
| Information Technology - 0.0% |  |  |
| Semiconductors & Semiconductor Equipment - 0.0% |  |  |
| Taiwan Semiconductor Manufacturing Co Ltd ADR  | 634 | 177070 |
| UNITED KINGDOM - 0.8%  |  |  |
| Consumer Discretionary - 0.3% |  |  |
| Hotels, Restaurants & Leisure - 0.3% |  |  |
| Genius Sports Ltd Class A (j)(k) | 739774 | 9158403 |
| Consumer Staples - 0.0% |  |  |
| Personal Care Products - 0.0% |  |  |
| Unilever PLC  | 761 | 44982 |
| Tobacco - 0.0% |  |  |
| Imperial Brands PLC  | 529 | 22472 |
| TOTAL CONSUMER STAPLES |  | 67454 |
| Health Care - 0.2% |  |  |
| Pharmaceuticals - 0.2% |  |  |
| Astrazeneca PLC  | 47566 | 7287164 |
| Industrials - 0.3% |  |  |
| Aerospace & Defense - 0.0% |  |  |
| Rolls-Royce Holdings PLC  | 6489 | 104306 |
| Commercial Services & Supplies - 0.3% |  |  |
| Serco Group PLC  | 2770800 | 8824231 |
| TOTAL INDUSTRIALS |  | 8928537 |
| TOTAL UNITED KINGDOM |  | 25441558 |
| UNITED STATES - 35.2%  |  |  |
| Communication Services - 3.9% |  |  |
| Diversified Telecommunication Services - 0.3% |  |  |
| AT&T Inc  | 3418 | 96524 |
| Lumen Technologies Inc (k) | 1269000 | 7766281 |
| Verizon Communications Inc  | 2156 | 94756 |
|  |  | 7957561 |
| Entertainment - 0.0% |  |  |
| Walt Disney Co/The  | 1182 | 135338 |
| Interactive Media & Services - 3.1% |  |  |
| Alphabet Inc Class A  | 244843 | 59521333 |
| Meta Platforms Inc Class A  | 52673 | 38681998 |
|  |  | 98203331 |
| Media - 0.4% |  |  |
| Charter Communications Inc Class A (k) | 27900 | 7675430 |
| Comcast Corp Class A  | 2096 | 65856 |
| Gray Media Inc  | 819332 | 4735739 |
|  |  | 12477025 |
| Wireless Telecommunication Services - 0.1% |  |  |
| T-Mobile US Inc  | 22563 | 5401131 |
| TOTAL COMMUNICATION SERVICES |  | 124174386 |
| Consumer Discretionary - 5.0% |  |  |
| Automobile Components - 0.2% |  |  |
| American Axle & Manufacturing Holdings Inc (k) | 1047655 | 6296407 |
| Automobiles - 0.9% |  |  |
| Tesla Inc (k) | 61200 | 27216864 |
| Broadline Retail - 1.4% |  |  |
| Amazon.com Inc (k) | 178244 | 39137035 |
| eBay Inc  | 52700 | 4793065 |
|  |  | 43930100 |
| Diversified Consumer Services - 0.0% |  |  |
| H&R Block Inc  | 779 | 39394 |
| Hotels, Restaurants & Leisure - 1.2% |  |  |
| McDonald's Corp  | 440 | 133712 |
| Monarch Casino & Resort Inc  | 38100 | 4032504 |
| Sharplink Gaming Inc (j)(k) | 1995127 | 33937110 |
| Starbucks Corp  | 536 | 45345 |
|  |  | 38148671 |
| Specialty Retail - 1.3% |  |  |
| Abercrombie & Fitch Co Class A (k) | 52500 | 4491375 |
| American Eagle Outfitters Inc  | 318500 | 5449535 |
| Burlington Stores Inc (k) | 226 | 57517 |
| Dick's Sporting Goods Inc  | 34304 | 7623035 |
| Gap Inc/The  | 205100 | 4387089 |
| Group 1 Automotive Inc  | 15760 | 6895158 |
| Lowe's Cos Inc  | 22758 | 5719313 |
| Sleep Number Corp (j)(k) | 213572 | 1499275 |
| Sportsman's Warehouse Holdings Inc (j)(k) | 1867698 | 5173523 |
| TJX Cos Inc/The  | 879 | 127051 |
|  |  | 41422871 |
| Textiles, Apparel & Luxury Goods - 0.0% |  |  |
| Columbia Sportswear Co  | 72 | 3765 |
| Tapestry Inc  | 789 | 89331 |
|  |  | 93096 |
| TOTAL CONSUMER DISCRETIONARY |  | 157147403 |
| Consumer Staples - 0.7% |  |  |
| Beverages - 0.3% |  |  |
| Coca-Cola Co/The  | 1829 | 121299 |
| Constellation Brands Inc Class A  | 59000 | 7945530 |
| Keurig Dr Pepper Inc  | 3002 | 76581 |
|  |  | 8143410 |
| Consumer Staples Distribution & Retail - 0.1% |  |  |
| Albertsons Cos Inc Class A  | 908 | 15899 |
| BJ's Wholesale Club Holdings Inc (k) | 719 | 67047 |
| Costco Wholesale Corp  | 12 | 11107 |
| Dollar Tree Inc (k) | 54400 | 5133728 |
| Target Corp  | 546 | 48976 |
| Walmart Inc  | 2144 | 220961 |
|  |  | 5497718 |
| Food Products - 0.3% |  |  |
| JM Smucker Co  | 279 | 30299 |
| Lamb Weston Holdings Inc  | 152800 | 8874625 |
| Mondelez International Inc  | 751 | 46915 |
| Westrock Coffee Co (j)(k) | 124956 | 607287 |
|  |  | 9559126 |
| Household Products - 0.0% |  |  |
| Procter & Gamble Co/The  | 1173 | 180231 |
| Personal Care Products - 0.0% |  |  |
| Kenvue Inc  | 1867 | 30301 |
| TOTAL CONSUMER STAPLES |  | 23410786 |
| Energy - 6.0% |  |  |
| Energy Equipment & Services - 0.5% |  |  |
| Archrock Inc  | 238600 | 6277566 |
| Kodiak Gas Services Inc  | 231541 | 8560071 |
|  |  | 14837637 |
| Oil, Gas & Consumable Fuels - 5.5% |  |  |
| Antero Resources Corp (k) | 193400 | 6490504 |
| Cheniere Energy Inc  | 32400 | 7613352 |
| Chevron Corp  | 231 | 35872 |
| DHT Holdings Inc  | 6376889 | 76203824 |
| Energy Transfer LP  | 427716 | 7339607 |
| Enterprise Products Partners LP  | 1731 | 54128 |
| Exxon Mobil Corp  | 2818 | 317730 |
| International Seaways Inc (j) | 1212184 | 55857439 |
| Ovintiv Inc  | 146200 | 5903556 |
| PBF Energy Inc Class A  | 244300 | 7370531 |
| Phillips 66  | 232 | 31556 |
| Shell PLC  | 2382 | 84897 |
| Shell PLC ADR  | 102500 | 7331825 |
| Valero Energy Corp  | 186 | 31668 |
|  |  | 174666489 |
| TOTAL ENERGY |  | 189504126 |
| Financials - 6.2% |  |  |
| Banks - 3.5% |  |  |
| Bank of America Corp  | 304944 | 15732061 |
| Citigroup Inc  | 189600 | 19244400 |
| Huntington Bancshares Inc/OH  | 5418 | 93569 |
| JPMorgan Chase & Co  | 76265 | 24056269 |
| M&T Bank Corp  | 572 | 113039 |
| PNC Financial Services Group Inc/The  | 78780 | 15829265 |
| Truist Financial Corp  | 343100 | 15686532 |
| US Bancorp  | 1657 | 80083 |
| Wells Fargo & Co  | 188936 | 15836616 |
|  |  | 106671834 |
| Capital Markets - 1.9% |  |  |
| Bank of New York Mellon Corp/The  | 215300 | 23459088 |
| Blackrock Inc  | 91 | 106094 |
| Charles Schwab Corp/The  | 159086 | 15187940 |
| Morgan Stanley  | 97800 | 15546288 |
| Strive Inc Class A (j)(k) | 2054157 | 5135393 |
|  |  | 59434803 |
| Consumer Finance - 0.0% |  |  |
| Capital One Financial Corp  | 429 | 91197 |
| Financial Services - 0.8% |  |  |
| Apollo Global Management Inc  | 437 | 58239 |
| PayPal Holdings Inc (k) | 209300 | 14035658 |
| Rocket Cos Inc Class A (j) | 591512 | 11463503 |
| Visa Inc Class A  | 166 | 56669 |
|  |  | 25614069 |
| Insurance - 0.0% |  |  |
| American Financial Group Inc/OH  | 576 | 83935 |
| Chubb Ltd  | 607 | 171326 |
| Hartford Insurance Group Inc/The  | 942 | 125653 |
| Marsh & McLennan Cos Inc  | 498 | 100362 |
| Travelers Companies Inc/The  | 474 | 132350 |
|  |  | 613626 |
| TOTAL FINANCIALS |  | 192425529 |
| Health Care - 2.8% |  |  |
| Biotechnology - 0.5% |  |  |
| AbbVie Inc  | 38184 | 8841123 |
| Gilead Sciences Inc  | 64346 | 7142406 |
|  |  | 15983529 |
| Health Care Equipment & Supplies - 0.2% |  |  |
| Bausch + Lomb Corp (United States) (k) | 514642 | 7755655 |
| Health Care Providers & Services - 0.6% |  |  |
| Cigna Group/The  | 173 | 49867 |
| Kindly MD Inc (k) | 3820300 | 4087721 |
| LifeStance Health Group Inc (k) | 551800 | 3034900 |
| UnitedHealth Group Inc  | 35319 | 12195651 |
|  |  | 19368139 |
| Life Sciences Tools & Services - 0.0% |  |  |
| Danaher Corp  | 504 | 99923 |
| Pharmaceuticals - 1.5% |  |  |
| Eli Lilly & Co  | 22492 | 17161397 |
| GSK PLC  | 3021 | 64867 |
| GSK PLC ADR  | 291300 | 12572508 |
| Johnson & Johnson  | 1024 | 189870 |
| Merck & Co Inc  | 92362 | 7751943 |
| Roche Holding AG  | 31 | 10322 |
| Royalty Pharma PLC Class A  | 208691 | 7362618 |
|  |  | 45113525 |
| TOTAL HEALTH CARE |  | 88320771 |
| Industrials - 2.2% |  |  |
| Aerospace & Defense - 1.0% |  |  |
| BWX Technologies Inc  | 24800 | 4572376 |
| Byrna Technologies Inc (j)(k) | 920972 | 20408740 |
| GE Aerospace  | 413 | 124239 |
| General Dynamics Corp  | 263 | 89683 |
| Huntington Ingalls Industries Inc  | 235 | 67658 |
| Northrop Grumman Corp  | 147 | 89570 |
| RTX Corp  | 36300 | 6074079 |
|  |  | 31426345 |
| Air Freight & Logistics - 0.2% |  |  |
| United Parcel Service Inc Class B  | 63400 | 5295802 |
| Building Products - 0.3% |  |  |
| Builders FirstSource Inc (k) | 52000 | 6305000 |
| Johnson Controls International plc  | 866 | 95217 |
| Resideo Technologies Inc (k) | 106400 | 4594352 |
|  |  | 10994569 |
| Commercial Services & Supplies - 0.0% |  |  |
| GFL Environmental Inc Subordinate Voting Shares  | 554 | 26257 |
| Veralto Corp  | 272 | 28998 |
|  |  | 55255 |
| Electrical Equipment - 0.2% |  |  |
| AMETEK Inc  | 374 | 70312 |
| GE Vernova Inc  | 10535 | 6477972 |
|  |  | 6548284 |
| Ground Transportation - 0.0% |  |  |
| Norfolk Southern Corp  | 393 | 118061 |
| Machinery - 0.1% |  |  |
| Crane Co  | 444 | 81758 |
| ITT Inc  | 936 | 167319 |
| Kennametal Inc (j) | 179837 | 3763989 |
|  |  | 4013066 |
| Passenger Airlines - 0.4% |  |  |
| Delta Air Lines 1991 Series K Pass Through Trust  | 202200 | 11474850 |
| Professional Services - 0.0% |  |  |
| KBR Inc  | 468 | 22131 |
| Trading Companies & Distributors - 0.0% |  |  |
| Watsco Inc  | 141 | 57006 |
| TOTAL INDUSTRIALS |  | 70005369 |
| Information Technology - 7.4% |  |  |
| Communications Equipment - 0.2% |  |  |
| Cisco Systems Inc  | 111925 | 7657909 |
| Electronic Equipment, Instruments & Components - 0.0% |  |  |
| Crane NXT Co  | 605 | 40577 |
| IT Services - 0.0% |  |  |
| Amdocs Ltd  | 742 | 60882 |
| GTT Communications Inc (i)(k) | 1508 | 57017 |
| IBM Corporation  | 165 | 46556 |
|  |  | 164455 |
| Semiconductors & Semiconductor Equipment - 2.9% |  |  |
| Analog Devices Inc  | 288 | 70762 |
| Broadcom Inc  | 73034 | 24094647 |
| NVIDIA Corp  | 348200 | 64967157 |
|  |  | 89132566 |
| Software - 2.8% |  |  |
| BitMine Immersion Technologies Inc (j)(k) | 856784 | 44492793 |
| Gen Digital Inc  | 1218 | 34579 |
| Microsoft Corp  | 49873 | 25831720 |
| SentinelOne Inc Class A (k) | 250000 | 4402500 |
| Zoom Communications Inc Class A (k) | 158318 | 13061235 |
|  |  | 87822827 |
| Technology Hardware, Storage & Peripherals - 1.5% |  |  |
| Apple Inc  | 183953 | 46839952 |
| TOTAL INFORMATION TECHNOLOGY |  | 231658286 |
| Materials - 0.3% |  |  |
| Chemicals - 0.3% |  |  |
| Linde PLC  | 526 | 249850 |
| Mativ Holdings Inc  | 240370 | 2718585 |
| Mosaic Co/The  | 218900 | 7591452 |
|  |  | 10559887 |
| Containers & Packaging - 0.0% |  |  |
| Ball Corp  | 1086 | 54756 |
| Crown Holdings Inc  | 540 | 52159 |
|  |  | 106915 |
| Metals & Mining - 0.0% |  |  |
| Freeport-McMoRan Inc  | 1031 | 40435 |
| TOTAL MATERIALS |  | 10707237 |
| Real Estate - 0.1% |  |  |
| Real Estate Management & Development - 0.1% |  |  |
| Anywhere Real Estate Inc (k) | 219100 | 2320269 |
| Specialized REITs - 0.0% |  |  |
| American Tower Corp  | 269 | 51734 |
| Lamar Advertising Co Class A  | 807 | 98793 |
| Public Storage Operating Co  | 318 | 91854 |
|  |  | 242381 |
| TOTAL REAL ESTATE |  | 2562650 |
| Utilities - 0.6% |  |  |
| Electric Utilities - 0.1% |  |  |
| Constellation Energy Corp  | 10823 | 3561525 |
| Exelon Corp  | 848 | 38168 |
| FirstEnergy Corp  | 699 | 32028 |
| NextEra Energy Inc  | 1829 | 138071 |
| PG&E Corp  | 2084 | 31427 |
| Southern Co/The  | 1021 | 96760 |
|  |  | 3897979 |
| Gas Utilities - 0.0% |  |  |
| Southwest Gas Holdings Inc  | 314 | 24599 |
| Independent Power and Renewable Electricity Producers - 0.5% |  |  |
| Vistra Corp (l) | 74873 | 14669118 |
| Multi-Utilities - 0.0% |  |  |
| Ameren Corp  | 386 | 40290 |
| CenterPoint Energy Inc  | 1061 | 41167 |
| WEC Energy Group Inc  | 391 | 44805 |
|  |  | 126262 |
| TOTAL UTILITIES |  | 18717958 |
| TOTAL UNITED STATES |  | 1108634501 |
| ZAMBIA - 0.4%  |  |  |
| Materials - 0.4% |  |  |
| Metals & Mining - 0.4% |  |  |
| First Quantum Minerals Ltd (k) | 560727 | 12683542 |
| <br> **TOTAL COMMON STOCKS**<br> (Cost $1,165,302,795) |  | <br> **1504078849** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Convertible Corporate Bonds - 10.8%** | &nbsp;&nbsp;**Convertible Corporate Bonds - 10.8%** | &nbsp;&nbsp;**Convertible Corporate Bonds - 10.8%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| AUSTRALIA - 0.5%  |  |  |
| Information Technology - 0.5% |  |  |
| Software - 0.5% |  |  |
| IREN Ltd 3.25% 6/15/2030 (f) | 2670000 | 7831930 |
| IREN Ltd 3.5% 12/15/2029 (f) | 2155000 | 7700893 |
| TOTAL AUSTRALIA |  | 15532823 |
| CHINA - 0.6%  |  |  |
| Consumer Discretionary - 0.6% |  |  |
| Broadline Retail - 0.6% |  |  |
| Alibaba Group Holding Ltd 0.5% 6/1/2031  | 9750000 | 17910750 |
| ISRAEL - 0.2%  |  |  |
| Information Technology - 0.2% |  |  |
| IT Services - 0.2% |  |  |
| Wix.com Ltd 0% 9/15/2030 (f)(m) | 6031000 | 6585852 |
| UNITED STATES - 9.5%  |  |  |
| Communication Services - 0.7% |  |  |
| Media - 0.7% |  |  |
| Cardlytics Inc 4.25% 4/1/2029  | 8636000 | 4547291 |
| EchoStar Corp 3.875% 11/30/2030 pay-in-kind  | 7515000 | 18486900 |
|  |  | 23034191 |
| Consumer Discretionary - 0.5% |  |  |
| Broadline Retail - 0.4% |  |  |
| Etsy Inc 1% 6/15/2030 (f) | 10335000 | 11265150 |
| Specialty Retail - 0.1% |  |  |
| RealReal Inc/The 4% 2/15/2031 (f)(n) | 4440000 | 5656560 |
| TOTAL CONSUMER DISCRETIONARY |  | 16921710 |
| Financials - 0.8% |  |  |
| Capital Markets - 0.5% |  |  |
| Coinbase Global Inc 0.25% 4/1/2030  | 9130000 | 11462715 |
| Galaxy Digital Holdings LP 2.5% 12/1/2029 (f) | 3500000 | 5739221 |
|  |  | 17201936 |
| Consumer Finance - 0.1% |  |  |
| Upstart Holdings Inc 0% 2/15/2032 (f)(m) | 3400000 | 3060000 |
| Financial Services - 0.2% |  |  |
| Affirm Holdings Inc 0.75% 12/15/2029 (f) | 5650000 | 6135900 |
| TOTAL FINANCIALS |  | 26397836 |
| Health Care - 0.9% |  |  |
| Biotechnology - 0.8% |  |  |
| Alnylam Pharmaceuticals Inc 0% 9/15/2028 (f)(m) | 3700000 | 3665313 |
| Alnylam Pharmaceuticals Inc 1% 9/15/2027  | 2300000 | 3780050 |
| Cytokinetics Inc 1.75% 10/1/2031 (f) | 5600000 | 6408475 |
| Cytokinetics Inc 3.5% 7/1/2027  | 7715000 | 10000569 |
|  |  | 23854407 |
| Health Care Equipment & Supplies - 0.1% |  |  |
| Merit Medical Systems Inc 3% 2/1/2029 (f) | 4250000 | 4938500 |
| TOTAL HEALTH CARE |  | 28792907 |
| Industrials - 1.6% |  |  |
| Aerospace & Defense - 0.3% |  |  |
| Axon Enterprise Inc 0.5% 12/15/2027  | 1795000 | 5627325 |
| Rocket Lab USA Inc 4.25% 2/1/2029 (f) | 569000 | 5325805 |
|  |  | 10953130 |
| Electrical Equipment - 0.2% |  |  |
| Eos Energy Enterprises Inc 6.75% 6/15/2030 (f) | 2325000 | 5513738 |
| Fluence Energy Inc 2.25% 6/15/2030 (f) | 1371000 | 1155067 |
|  |  | 6668805 |
| Ground Transportation - 0.5% |  |  |
| Hertz Corp/The 5.5% 10/1/2030 (f) | 3750000 | 3778432 |
| Lyft Inc 0.625% 3/1/2029  | 8200000 | 10578000 |
|  |  | 14356432 |
| Professional Services - 0.6% |  |  |
| BlackSky Technology Inc 8.25% 8/1/2033 (f) | 2750000 | 3093750 |
| Parsons Corp 2.625% 3/1/2029  | 13022000 | 14845080 |
|  |  | 17938830 |
| TOTAL INDUSTRIALS |  | 49917197 |
| Information Technology - 4.4% |  |  |
| IT Services - 0.3% |  |  |
| DigitalOcean Holdings Inc 0% 8/15/2030 (f)(m) | 9895000 | 11026800 |
| Semiconductors & Semiconductor Equipment - 0.8% |  |  |
| Cohu Inc 1.5% 1/15/2031 (f) | 4000000 | 4091130 |
| MKS Inc 1.25% 6/1/2030  | 8850000 | 9690750 |
| ON Semiconductor Corp 0% 5/1/2027 (m) | 8750000 | 9957500 |
|  |  | 23739380 |
| Software - 3.3% |  |  |
| Bit Digital Inc 4% 10/1/2030  | 3697000 | 3937305 |
| Commvault Systems Inc 0% 9/15/2030 (f)(o) | 4568000 | 4714176 |
| MARA Holdings Inc 2.125% 9/1/2031  | 12222000 | 14752109 |
| Riot Platforms Inc 0.75% 1/15/2030 (f) | 33169000 | 50640943 |
| Strategy Inc 0.625% 3/15/2030  | 7432000 | 16636532 |
| Unity Software Inc 0% 3/15/2030 (f)(o) | 4005000 | 5409253 |
| Varonis Systems Inc 1% 9/15/2029  | 4825000 | 5201350 |
|  |  | 101291668 |
| TOTAL INFORMATION TECHNOLOGY |  | 136057848 |
| Real Estate - 0.6% |  |  |
| Health Care REITs - 0.4% |  |  |
| Ventas Realty LP 3.75% 6/1/2026  | 6200000 | 8007300 |
| Welltower OP LLC 2.75% 5/15/2028 (f) | 3300000 | 6174300 |
|  |  | 14181600 |
| Office REITs - 0.2% |  |  |
| Boston Properties LP 2% 10/1/2030 (f) | 4772000 | 4752912 |
| TOTAL REAL ESTATE |  | 18934512 |
| TOTAL UNITED STATES |  | 300056201 |
| <br> **TOTAL CONVERTIBLE CORPORATE BONDS**<br> (Cost $302,620,185) |  | <br> **340085626** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Convertible Preferred Stocks - 1.1%** | &nbsp;&nbsp;**Convertible Preferred Stocks - 1.1%** | &nbsp;&nbsp;**Convertible Preferred Stocks - 1.1%** |
|  | Shares | Value ($)<br>|
| UNITED STATES - 1.1%  |  |  |
| Financials - 0.0% |  |  |
| Financial Services - 0.0% |  |  |
| Acrisure Holdings Inc Series A-2 (i) | 103820 | 2682709 |
| Health Care - 0.2% |  |  |
| Life Sciences Tools & Services - 0.2% |  |  |
| Bruker Corp 6.375% Series A  | 26800 | 7284240 |
| Industrials - 0.6% |  |  |
| Aerospace & Defense - 0.6% |  |  |
| Boeing Co Series A, 6%  | 263800 | 18323548 |
| Information Technology - 0.3% |  |  |
| Software - 0.3% |  |  |
| Strategy Inc 8%  | 86601 | 7941312 |
| TOTAL UNITED STATES |  | 36231809 |
| <br> **TOTAL CONVERTIBLE PREFERRED STOCKS**<br> (Cost $31,691,138) |  | <br> **36231809** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 3.0%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 3.0%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 3.0%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 3.0%** |
|  |  | Principal<br> Amount (a)<br>| Value ($)<br>|
| BRAZIL - 3.0%  |  |  |  |
| Brazilian Federative Republic 10% 1/1/2027  | BRL | 339625000 | 61086313 |
| Brazilian Federative Republic 10% 1/1/2031  | BRL | 201305000 | 33100105 |
| TOTAL BRAZIL |  |  | 94186418 |
| <br> **TOTAL FOREIGN GOVERNMENT AND GOVERNMENT AGENCY OBLIGATIONS**<br> (Cost $89,515,949) |  |  | <br> **94186418** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 7.3%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 7.3%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 7.3%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| AUSTRALIA - 0.2%  |  |  |
| Materials - 0.2% |  |  |
| Metals & Mining - 0.2% |  |  |
| Mineral Resources Ltd 7% 4/1/2031 (f) | 5000000 | 5059937 |
| Mineral Resources Ltd 9.25% 10/1/2028 (f) | 1775000 | 1859860 |
| TOTAL AUSTRALIA |  | 6919797 |
| BRAZIL - 0.4%  |  |  |
| Industrials - 0.0% |  |  |
| Commercial Services & Supplies - 0.0% |  |  |
| Ambipar Lux Sarl 9.875% 2/6/2031 (f) | 4955000 | 848543 |
| Materials - 0.4% |  |  |
| Metals & Mining - 0.4% |  |  |
| ERO Copper Corp 6.5% 2/15/2030 (f) | 11750000 | 11681263 |
| TOTAL BRAZIL |  | 12529806 |
| CAMEROON - 0.0%  |  |  |
| Energy - 0.0% |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |
| Golar LNG Ltd 7.75% 9/19/2029 (f)(p) | 1400000 | 1415316 |
| CANADA - 1.0%  |  |  |
| Consumer Discretionary - 0.2% |  |  |
| Hotels, Restaurants & Leisure - 0.2% |  |  |
| Ontario Gaming GTA LP/OTG Co-Issuer Inc 8% 8/1/2030 (f) | 5705000 | 5668882 |
| Energy - 0.5% |  |  |
| Oil, Gas & Consumable Fuels - 0.5% |  |  |
| Enbridge Inc 8.5% 1/15/2084 (d) | 4345000 | 4969442 |
| South Bow Canadian Infrastructure Holdings Ltd 7.5% 3/1/2055 (d) | 4185000 | 4443896 |
| South Bow Canadian Infrastructure Holdings Ltd 7.625% 3/1/2055 (d) | 4350000 | 4544815 |
|  |  | 13958153 |
| Financials - 0.1% |  |  |
| Banks - 0.1% |  |  |
| Royal Bank of Canada 6.35% 11/24/2084 (d) | 4650000 | 4586376 |
| Utilities - 0.2% |  |  |
| Gas Utilities - 0.2% |  |  |
| AltaGas Ltd 7.2% 10/15/2054 (d)(f) | 5665000 | 5859950 |
| TOTAL CANADA |  | 30073361 |
| FRANCE - 0.4%  |  |  |
| Communication Services - 0.4% |  |  |
| Diversified Telecommunication Services - 0.4% |  |  |
| Altice France SA 5.125% 7/15/2029 (f) | 4555000 | 3889970 |
| Altice France SA 5.5% 10/15/2029 (f) | 10578000 | 9149297 |
| TOTAL FRANCE |  | 13039267 |
| MONACO - 0.0%  |  |  |
| Energy - 0.0% |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |
| Scorpio Tankers Inc 7.5% 1/30/2030  | 1500000 | 1518570 |
| UNITED STATES - 4.9%  |  |  |
| Communication Services - 0.6% |  |  |
| Media - 0.6% |  |  |
| EchoStar Corp 10.75% 11/30/2029  | 13190658 | 14526213 |
| EchoStar Corp 6.75% 11/30/2030 pay-in-kind (d) | 5423150 | 5590996 |
|  |  | 20117209 |
| Consumer Discretionary - 0.6% |  |  |
| Automobile Components - 0.3% |  |  |
| American Axle & Manufacturing Inc 6.375% 10/15/2032 (f)(q) | 2400000 | 2395948 |
| American Axle & Manufacturing Inc 7.75% 10/15/2033 (f)(q) | 4530000 | 4565314 |
|  |  | 6961262 |
| Broadline Retail - 0.2% |  |  |
| Wayfair LLC 7.25% 10/31/2029 (f) | 6000000 | 6186244 |
| Hotels, Restaurants & Leisure - 0.1% |  |  |
| Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc 6.75% 1/15/2030 (f) | 4745000 | 4452864 |
| TOTAL CONSUMER DISCRETIONARY |  | 17600370 |
| Consumer Staples - 0.2% |  |  |
| Consumer Staples Distribution & Retail - 0.1% |  |  |
| KeHE Distributors LLC / KeHE Finance Corp / NextWave Distribution Inc 9% 2/15/2029 (f) | 3265000 | 3435280 |
| Food Products - 0.1% |  |  |
| Fiesta Purchaser Inc 9.625% 9/15/2032 (f) | 3210000 | 3465490 |
| TOTAL CONSUMER STAPLES |  | 6900770 |
| Energy - 0.8% |  |  |
| Oil, Gas & Consumable Fuels - 0.8% |  |  |
| Calumet Specialty Products Partners LP / Calumet Finance Corp 9.75% 7/15/2028 (f) | 195000 | 193844 |
| International Seaways Inc 7.125% 9/23/2030  | 1375000 | 1369345 |
| Northern Oil & Gas Inc 8.75% 6/15/2031 (f) | 5085000 | 5253288 |
| PBF Holding Co LLC / PBF Finance Corp 9.875% 3/15/2030 (f) | 17110000 | 17932342 |
|  |  | 24748819 |
| Financials - 0.4% |  |  |
| Insurance - 0.4% |  |  |
| Acrisure LLC / Acrisure Finance Inc 6% 8/1/2029 (f) | 2635000 | 2597496 |
| Acrisure LLC / Acrisure Finance Inc 6.75% 7/1/2032 (f) | 1395000 | 1436409 |
| Panther Escrow Issuer LLC 7.125% 6/1/2031 (f) | 7220000 | 7509652 |
|  |  | 11543557 |
| Health Care - 0.3% |  |  |
| Health Care Providers & Services - 0.1% |  |  |
| US Acute Care Solutions LLC 9.75% 5/15/2029 (f) | 2800000 | 2867150 |
| Pharmaceuticals - 0.2% |  |  |
| 1261229 BC Ltd 10% 4/15/2032 (f) | 6220000 | 6375824 |
| TOTAL HEALTH CARE |  | 9242974 |
| Industrials - 0.5% |  |  |
| Air Freight & Logistics - 0.1% |  |  |
| Rand Parent LLC 8.5% 2/15/2030 (f) | 3665000 | 3808173 |
| Commercial Services & Supplies - 0.3% |  |  |
| Allied Universal Holdco LLC / Allied Universal Finance Corp 6% 6/1/2029 (f) | 3700000 | 3637299 |
| GEO Group Inc/The 8.625% 4/15/2029  | 1505000 | 1593342 |
| Neptune Bidco US Inc 9.29% 4/15/2029 (f) | 4350000 | 4252125 |
|  |  | 9482766 |
| Construction & Engineering - 0.1% |  |  |
| Railworks Holdings LP / Railworks Rally Inc 8.25% 11/15/2028 (f) | 1615000 | 1633791 |
| TOTAL INDUSTRIALS |  | 14924730 |
| Information Technology - 0.5% |  |  |
| IT Services - 0.3% |  |  |
| Acuris Finance US Inc / Acuris Finance SARL 9% 8/1/2029 (f) | 1350000 | 1410750 |
| CoreWeave Inc 9% 2/1/2031 (f) | 4730000 | 4847678 |
| CoreWeave Inc 9.25% 6/1/2030 (f) | 3660000 | 3780026 |
|  |  | 10038454 |
| Semiconductors & Semiconductor Equipment - 0.0% |  |  |
| Wolfspeed Inc 9.875% 6/23/2030 pay-in-kind (d)(f) | 1397012 | 1466862 |
| Software - 0.2% |  |  |
| X.AI LLC / X.AI Co Issuer Corp 12.5% 6/30/2030  | 5245000 | 5500421 |
| TOTAL INFORMATION TECHNOLOGY |  | 17005737 |
| Materials - 0.3% |  |  |
| Chemicals - 0.3% |  |  |
| Olympus Water US Holding Corp 7.125% 10/1/2027 (f) | 2800000 | 2849693 |
| WR Grace Holdings LLC 5.625% 8/15/2029 (f) | 6445000 | 5990613 |
|  |  | 8840306 |
| Real Estate - 0.1% |  |  |
| Real Estate Management & Development - 0.1% |  |  |
| Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp 5.25% 4/15/2030 (f) | 4200000 | 3920644 |
| Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp 9.75% 4/15/2030 (f) | 660000 | 720280 |
|  |  | 4640924 |
| Utilities - 0.6% |  |  |
| Electric Utilities - 0.6% |  |  |
| PacifiCorp 7.375% 9/15/2055 (d) | 5780000 | 6085315 |
| PG&E Corp 5.25% 7/1/2030  | 10825000 | 10675021 |
| Vistra Operations Co LLC 7.75% 10/15/2031 (f) | 2110000 | 2232785 |
|  |  | 18993121 |
| TOTAL UNITED STATES |  | 154558517 |
| ZAMBIA - 0.4%  |  |  |
| Materials - 0.4% |  |  |
| Metals & Mining - 0.4% |  |  |
| First Quantum Minerals Ltd 8% 3/1/2033 (f) | 4395000 | 4640491 |
| First Quantum Minerals Ltd 8.625% 6/1/2031 (f) | 4585000 | 4815671 |
| First Quantum Minerals Ltd 9.375% 3/1/2029 (f) | 2300000 | 2432940 |
| TOTAL ZAMBIA |  | 11889102 |
| <br> **TOTAL NON-CONVERTIBLE CORPORATE BONDS**<br> (Cost $222,449,656) |  | <br> **231943736** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Non-Convertible Preferred Stocks - 3.9%** | &nbsp;&nbsp;**Non-Convertible Preferred Stocks - 3.9%** | &nbsp;&nbsp;**Non-Convertible Preferred Stocks - 3.9%** |
|  | Shares | Value ($)<br>|
| UNITED STATES - 3.9%  |  |  |
| Information Technology - 3.9% |  |  |
| Software - 3.9% |  |  |
| Strategy Inc 10%  | 628300 | 60976515 |
| Strategy Inc Series A, 10%  | 554619 | 62244890 |
| <br> **TOTAL NON-CONVERTIBLE PREFERRED STOCKS**<br> (Cost $112,324,948) |  | <br> **123221405** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Preferred Securities - 1.0%** | &nbsp;&nbsp;**Preferred Securities - 1.0%** | &nbsp;&nbsp;**Preferred Securities - 1.0%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 1.0%  |  |  |
| Energy - 0.7% |  |  |
| Oil, Gas & Consumable Fuels - 0.7% |  |  |
| Energy Transfer LP 6.625% (d)(r) | 4558000 | 4587842 |
| Energy Transfer LP Series G, 7.125% (d)(r) | 4425000 | 4691455 |
| Plains All American Pipeline LP CME Term SOFR 3 month Index + 4.3716%, 8.583% (d)(e)(r) | 4525000 | 4582488 |
| Sunoco LP 7.875% (d)(f)(r) | 7480000 | 7618665 |
|  |  | 21480450 |
| Financials - 0.0% |  |  |
| Insurance - 0.0% |  |  |
| Alliant Holdings LP 10.5% (d)(i)(r) | 1493079 | 1511674 |
| Utilities - 0.3% |  |  |
| Independent Power and Renewable Electricity Producers - 0.3% |  |  |
| Vistra Corp 7% (d)(f)(r) | 4460000 | 4619367 |
| Vistra Corp 8% (d)(f)(r) | 4395000 | 4657812 |
|  |  | 9277179 |
| TOTAL UNITED STATES |  | 32269303 |
| <br> **TOTAL PREFERRED SECURITIES**<br> (Cost $29,370,557) |  | <br> **32269303** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Treasury Obligations - 14.7%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 14.7%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 14.7%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 14.7%** |
|  | Yield (%) (s) | Principal<br> Amount (a)<br>| Value ($)<br>|
| US Treasury Bonds 1.25% 5/15/2050  | 4.58 to 5.16 | 463026000 | 227117869 |
| US Treasury Bonds 1.875% 2/15/2051  | 4.53 to 5.20 | 410008000 | 234201055 |
| <br> **TOTAL U.S. TREASURY OBLIGATIONS**<br> (Cost $453,660,724) |  |  | **461318924** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 8.3%** | &nbsp;&nbsp;**Money Market Funds - 8.3%** | &nbsp;&nbsp;**Money Market Funds - 8.3%** | &nbsp;&nbsp;**Money Market Funds - 8.3%** |
|  | Yield (%) | Shares | Value ($)<br>|
| Fidelity Cash Central Fund (t) | 4.21 | 35536586 | 35543693 |
| Fidelity Securities Lending Cash Central Fund (t)(u) | 4.19 | 227625531 | 227648294 |
| <br> **TOTAL MONEY MARKET FUNDS**<br> (Cost $263,191,987) |  |  | **263191987** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 108.0%**<br> (Cost $2,994,832,821)<br>| <br>**3410580629** |
| **NET OTHER ASSETS (LIABILITIES) - (8.0)%**  | **(253184037)** |
| **NET ASSETS - 100.0%** | **3157396592** |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Written Options** | **Written Options** | **Written Options** | **Written Options** | **Written Options** | **Written Options** | **Written Options** |
|  | Counterparty | Number<br> of Contracts | Notional<br> Amount ($) | Exercise<br> Price ($) | Expiration<br> Date | Value ($) |
| Call Options |  |  |  |  |  |  |
| Vistra Corp | Chicago Board Options Exchange | 700 | 13714400 | 260.00 | 12/19/2025 | (308000) |
|  |  |  |  |  |  | (308000) |
| **TOTAL WRITTEN OPTIONS** |  |  |  |  |  | **(308000)** |

---

**Currency Abbreviations**

BRL - Brazilian Real

**Legend**

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

(b) Restricted securities (including private placements) - Investment in securities not registered under the Securities Act of 1933 (excluding 144A issues). At the end of the period, the value of restricted securities (excluding 144A issues) amounted to $51,083,521 or 1.6% of net assets.

(c) Affiliated fund.

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

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

(f) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $374,823,800 or 11.9% of net assets.

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

(h) A coupon rate of 0% signifies an unsettled loan. The coupon rate will be determined upon settlement of the loan after period end.

(i) Level 3 security.

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

(k) Non-income producing.

(l) Security or a portion of the security is pledged as collateral for options written. At period end, the value of securities pledged amounted to $13,714,400.

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

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

(o) Principal Only Strips represent the right to receive the monthly principal payments.

(p) Security exempt from registration under Regulation S of the Securities Act of 1933 and may be resold to qualified foreign investors outside of the United States. At the end of the period, the value of securities amounted to $1,415,316 or 0.0% of net assets.

(q) Security or a portion of the security purchased on a delayed delivery or when-issued basis.

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

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

(t) Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.

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

---

| | | |
|:---|:---|:---|
| Additional information on each restricted holding is as follows: | Additional information on each restricted holding is as follows: | Additional information on each restricted holding is as follows: |
| Security | Acquisition Date | Acquisition Cost ($)<br>|
| Fidelity Private Credit Company LLC | 4/28/2022 - 9/8/2025 | 53300331 |

---

**Affiliated Central Funds**

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

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | <br>Shares,<br> end<br> of period  | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund | 31101300 | 943858910 | 939415146 | 1065017 | (1371) | - | 35543693 | 35536586 | 0.1% |
| Fidelity Securities Lending Cash Central Fund | 92603154 | 991814460 | 856769321 | 1460149 | - | - | 227648293 | 227625531 | 0.7% |
| Total | 123704454 | 1935673370 | 1796184467 | 2525166 | (1371) | - | 263191986 |  |  |

---

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

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

**Affiliated Underlying Funds**

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

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | <br>Shares,<br> end<br> of period |
| Fidelity Private Credit Company LLC | 37599850 | 14635328 | - | 4095328 | - | (1151657) | 51083521 | 5392197 |
|  | 37599850 | 14635328 | - | 4095328 | - | (1151657) | 51083521 |  |

---

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

**Investment Valuation**

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

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

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

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

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

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

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

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

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

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

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

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

**Derivative Instruments**

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

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

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

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

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

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

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

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

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

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-09-30

**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:** $3390086142.90

**Total Liabilities:** $244761301.42

**Net Assets:** $3145324841.48

**Delayed Delivery Securities:** $6930000.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 2341.22573230 | **1-Year:** 13993.75402270 | **5-Year:** 41005.79771400 | **10-Year:** 284251.02565350 | **30-Year:** 546811.47940340

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

- **3-Month:** 29769.66275767 | **1-Year:** 98050.35589034 | **5-Year:** 156595.22843043 | **10-Year:** 13412.29087593 | **30-Year:** 3238.30572276

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000159360 | 1.82%                | 1.33%                | 4.13%                |
| Class ID C000159359 | 1.88%                | 1.46%                | 4.18%                |
| Class ID C000159358 | 1.95%                | 1.39%                | 4.19%                |
| Class ID C000199669 | 1.97%                | 1.42%                | 4.21%                |
| Class ID C000205055 | 1.91%                | 1.42%                | 4.22%                |
| Class ID C000159361 | 1.90%                | 1.42%                | 4.21%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $38997482.26             | $11459096.63                               |
| Month 2  | $27678180.78             | $1950069.29                                |
| Month 3  | $55026724.80             | $57085623.10                               |

### 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      | $89330.58     | 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      | $1007991.00   | 0.03%             | 2037-07-20      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS INC                                         | CHARTER COMMUNICATIONS INC A                                                             | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |     27900 | NS      | $7675429.50   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| EBAY INC                                                           | EBAY INC                                                                                 | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |     52700 | NS      | $4793065.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| STRATEGY INC                                                       | STRATEGY INC CONV 0.625% 03/15/2030                                                      | CUSIP: 594972AJ0<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |   7432000 | PA      | $16636532.00  | 0.53%             | 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        |    427716 | NS      | $7339606.56   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| RIOT PLATFORMS INC                                                 | RIOT PLATFORMS INC CONV 0.75% 01/15/2030 144A                                            | CUSIP: 767292AA3<br>LEI: 5299005LKZAJQDQZDF73 | Long             | DBT              | CORP              | US        |  33169000 | PA      | $50640943.23  | 1.61%             | 2030-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| 720 EAST CLO IV LTD                                                | 720 EAST CLO IV LTD E TSFR3M+650 04/15/2037 144A                                         | CUSIP: 81785DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    258000 | PA      | $260578.19    | 0.01%             | 2037-04-15      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                                                       | STRATEGY INC 9%/VAR PERP PFD                                                             | CUSIP: 594972853<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |    628300 | NS      | $60976515.00  | 1.94%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTCO WHOLESALE CORP                                              | COSTCO WHOLESALE CORP                                                                    | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |        12 | NS      | $11107.56     | 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      | $993613.00    | 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      | $1509950.79   | 0.05%             |  |  |  | No            |                  3 | On Loan: No      |
| PHILLIPS 66                                                        | PHILLIPS 66                                                                              | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |       232 | NS      | $31556.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MINERAL RESOURCES LTD                                              | MINERAL RESOURCES LTD 7% 04/01/2031 144A                                                 | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |   5000000 | PA      | $5059936.50   | 0.16%             | 2031-04-01      | Fixed         | 0.07%                 | 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        |   1795000 | PA      | $5627325.00   | 0.18%             | 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        |   6445000 | PA      | $5990613.32   | 0.19%             | 2029-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| IREN LTD                                                           | IREN LTD CONV 3.5% 12/15/2029 144A                                                       | CUSIP: 46270CAC3<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |   2155000 | PA      | $7700892.50   | 0.24%             | 2029-12-15      | Fixed         | 0.04%                 | 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      | $112788.25    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WATSCO INC                                                         | WATSCO INC                                                                               | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |       141 | NS      | $57006.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RESIDEO TECHNOLOGIES INC                                           | RESIDEO TECHNOLOGIES INC                                                                 | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |    106400 | NS      | $4594352.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCTER and GAMBLE CO                                              | PROCTER and GAMBLE CO                                                                    | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      1173 | NS      | $180231.45    | 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        |    569000 | PA      | $5325804.76   | 0.17%             | 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      | $239768.10    | 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        |   3858070 | PA      | $3758608.59   | 0.12%             | 2030-08-01      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                          | SUNOCO LP 7.875%/VAR PERP 144A                                                           | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   7480000 | PA      | $7597510.80   | 0.24%             | 2199-12-31      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| X AI LLC                                                           | X.AI TERM 1LN 06/28/2030                                                                 | CUSIP: 98402XAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  13040000 | PA      | $13489358.40  | 0.43%             | 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        |  11750000 | PA      | $11681262.50  | 0.37%             | 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      | $345208.64    | 0.01%             | 2038-04-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW CANADIAN INFRASTRUCTURE HOLDINGS LTD                     | SOUTH BOW CANADIAN INFRASTRUCTURE HOLDINGS LTD 7.625%/VAR 03/01/2055                     | CUSIP: 836720AG7<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |   4350000 | PA      | $4544814.75   | 0.14%             | 2055-03-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| SHELL PLC                                                          | SHELL PLC SPONS ADR                                                                      | CUSIP: 780259305<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |    102500 | NS      | $7331825.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AT and T INC                                                       | AT and T INC                                                                             | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |      3418 | NS      | $96524.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REALREAL (THE)                                                     | REALREAL (THE) CONV STEP 02/15/2031 144A                                                 | CUSIP: 88339PAJ0<br>LEI: 549300O00VUGT4H1PE90 | Long             | DBT              | CORP              | US        |   4440000 | PA      | $5656560.00   | 0.18%             | 2031-02-15      | Variable      | 0.04%                 | No            |                  2 | 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        | 410008000 | PA      | $234201055.09 | 7.45%             | 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        |   1505000 | PA      | $1593342.00   | 0.05%             | 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        |   1708000 | NS      | $80202486.17  | 2.55%             |  |  |  | No            |                  1 | On Loan: —       |
| X CORP                                                             | X TERM 1LN 10/26/2029                                                                    | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  50710000 | PA      | $50829675.60  | 1.62%             | 2029-10-26      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                         | ABBVIE INC                                                                               | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     38184 | NS      | $8841123.36   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| GE VERNOVA INC                                                     | GE VERNOVA INC                                                                           | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |     10535 | NS      | $6477971.50   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| MATIV INC                                                          | MATIV INC                                                                                | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |    240370 | NS      | $2718584.70   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC                                                          | APPLE INC                                                                                | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    183953 | NS      | $46839952.39  | 1.49%             |  |  |  | No            |                  1 | On Loan: No      |
| ANALOG DEVICES INC                                                 | ANALOG DEVICES INC                                                                       | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |       288 | NS      | $70761.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON BANCSHARES INC/OH                                       | HUNTINGTON BANCSHARES INC                                                                | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |      5418 | NS      | $93568.86     | 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        |      6489 | NS      | $104305.88    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN AXLE and MANUFACTURING INC                                | AMERICAN AXLE and MFG INC 6.375% 10/15/2032 144A                                         | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2395947.77   | 0.08%             | 2032-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                                       | VERALTO CORP                                                                             | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |       272 | NS      | $28997.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE US INC                                                    | T-MOBILE US INC                                                                          | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     22563 | NS      | $5401130.94   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION BRANDS INC                                           | CONSTELLATION BRANDS INC CL A                                                            | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |     59000 | NS      | $7945530.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                                                     | AMAZON.COM INC                                                                           | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    178244 | NS      | $39137035.08  | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AXLE and MANUFACTURING HOLDINGS INC                       | AMERICAN AXLE and MFG HLDGS INC                                                          | CUSIP: 024061103<br>LEI: 254900SMQY98VFKNCC32 | Long             | EC               | CORP              | US        |   1047655 | NS      | $6296406.55   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NOURISH BUYER I INC                                                | ACTUS NUTRITION TERM B 1LN 07/12/2032                                                    | CUSIP: 66979CAH4<br>LEI: 254900WHHUSAU0TJQB23 | Long             | LON              | CORP              | US        |   3005000 | PA      | $3001243.75   | 0.10%             | 2032-07-12      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| GOLAR LNG LTD                                                      | GOLAR LNG LTD 7.75% 09/19/2029 144A REGS                                                 | CUSIP: N/A<br>LEI: 213800C2VSFZG3EZLO34       | Long             | DBT              | CORP              | BM        |   1400000 | PA      | $1415316.00   | 0.04%             | 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      | $96760.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                                                     | MICROSOFT CORP                                                                           | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     49873 | NS      | $25831720.35  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                                 | ENERGY TRANSFER LP 7.125%/VAR PERP                                                       | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |   4425000 | PA      | $4572339.23   | 0.15%             |  |  |  | No            |                  2 | 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      | $1859860.98   | 0.06%             | 2028-10-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| PARSONS CORP                                                       | PARSONS CORP CONV 2.625% 03/01/2029                                                      | CUSIP: 70202LAD4<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |  13022000 | PA      | $14845080.00  | 0.47%             | 2029-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STRIVE INC                                                         | STRIVE INC - A                                                                           | CUSIP: 862945102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   2054157 | NS      | $5135392.50   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| FLUENCE ENERGY INC                                                 | FLUENCE ENERGY INC CONV 2.25% 06/15/2030 144A                                            | CUSIP: 34379VAA1<br>LEI: 25490043LHZ97BT5PP29 | Long             | DBT              | CORP              | US        |   1371000 | PA      | $1155067.50   | 0.04%             | 2030-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ACCENTURE PLC                                                      | ACCENTURE PLC CL A                                                                       | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |       292 | NS      | $72007.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VISA INC                                                           | VISA INC CL A                                                                            | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |       166 | NS      | $56669.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBERTSONS COS INC                                                 | ALBERTSONS COS INC CL A                                                                  | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |       908 | NS      | $15899.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STRATEGY INC                                                       | STRATEGY INC 8% PC PERP                                                                  | CUSIP: 594972887<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |     86601 | NS      | $7941311.70   | 0.25%             |  |  |  | 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      | $4252125.00   | 0.14%             | 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      | $338923.26    | 0.01%             | 2038-04-15      | Variable      | 0.08%                 | 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      | $2432940.00   | 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        |    263800 | NS      | $18323548.00  | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| TRANSALTA CORP                                                     | TRANSALTA CORP                                                                           | CUSIP: 89346D107<br>LEI: GJZNVO2UY6DNFNIYH321 | Long             | EC               | CORP              | CA        |   5905200 | NS      | $80662392.76  | 2.56%             |  |  |  | No            |                  1 | On Loan: —       |
| US BANCORP DEL                                                     | US BANCORP DEL                                                                           | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |      1657 | NS      | $80082.81     | 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      | $91196.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STRATEGY INC                                                       | STRATEGY INC SER A 10% PERP PFD                                                          | CUSIP: 594972879<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |    554619 | NS      | $62244890.37  | 1.98%             |  |  |  | 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      | $509519.44    | 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      | $167319.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN FINANCE US INC                                               | REGAL CINEWORLD TERM B 1LN 12/02/2031                                                    | CUSIP: 22834KAV3<br>LEI: 254900ABTWPQTCKKR839 | Long             | LON              | CORP              | US        |   4461068 | PA      | $4448264.24   | 0.14%             | 2031-12-02      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| AMERICAN EAGLE OUTFITTERS INC                                      | AMERICAN EAGLE OUTFITTERS INC                                                            | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |    318500 | NS      | $5449535.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CYTOKINETICS INC                                                   | CYTOKINETICS INC CONV 3.5% 07/01/2027                                                    | CUSIP: 23282WAC4<br>LEI: 549300BE5DY1HW7IHA64 | Long             | DBT              | CORP              | US        |   7715000 | PA      | $10000568.75  | 0.32%             | 2027-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                 | META PLATFORMS INC CL A                                                                  | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     52673 | NS      | $38681997.74  | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT, INC                                      | APOLLO GLOBAL MANAGEMENT INC                                                             | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |       437 | NS      | $58238.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY INC                                                 | NEXTERA ENERGY INC                                                                       | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |      1829 | NS      | $138071.21    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHWAB CHARLES CORP                                                | SCHWAB CHARLES CORP                                                                      | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |    159086 | NS      | $15187940.42  | 0.48%             |  |  |  | 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      | $39394.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUBB LTD                                                          | CHUBB LTD                                                                                | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |       607 | NS      | $171325.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COHU INC                                                           | COHU INC CONV 1.5% 01/15/2031 144A                                                       | CUSIP: 192576AA4<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4091130.16   | 0.13%             | 2031-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BITMINE IMMERSION TECHNOLOGIES INC                                 | BITMINE IMMERSION TECHNOLOGIES INC                                                       | CUSIP: 09175A206<br>LEI: 254900TGJJ1D9JNAQT27 | Long             | EC               | CORP              | US        |    856784 | NS      | $44492793.12  | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                          | BANK OF NEW YORK MELLON CORP                                                             | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |    219300 | NS      | $23894928.00  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| THE TORONTO DOMINION BANK                                          | TORONTO-DOMINION BANK                                                                    | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |     98700 | NS      | $7892028.45   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTERO RESOURCES CORPORATION                                       | ANTERO RES CORP                                                                          | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |    193400 | NS      | $6490504.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON PPTY LTD PARTNERSHIP                                        | BOSTON PPTYS LTD PARTNERSHIP CONV 2% 10/01/2030 144A                                     | CUSIP: 10112RBM5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   4772000 | PA      | $4752912.00   | 0.15%             | 2030-10-01      | Fixed         | 0.02%                 | 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      | $4815671.35   | 0.15%             | 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      | $1436409.18   | 0.05%             | 2032-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| C and S WHOLESALE GROCERS INC                                      | C and S WHOLESALE GROCERS TERM B 1LN 08/06/2030                                          | CUSIP: N/A<br>LEI: 54930093F8X1FEZBGJ91       | Long             | LON              | CORP              | US        |   3000000 | PA      | $2925000.00   | 0.09%             | 2030-08-06      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| WIX.COM LTD                                                        | WIX.COM LTD CONV 0% 09/15/2030 144A                                                      | CUSIP: 92940WAE9<br>LEI: 5493008P6N29Q1AG9464 | Long             | DBT              | CORP              | IL        |   6031000 | PA      | $6585852.00   | 0.21%             | 2030-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BRUKER CORP                                                        | BRUKER CORP SER A PC                                                                     | CUSIP: 116794207<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EP               | CORP              | US        |     26800 | NS      | $7284240.00   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                         | FIRST QUANTUM MINERALS LTD                                                               | CUSIP: 335934105<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | EC               | CORP              | CA        |    560727 | NS      | $12683542.40  | 0.40%             |  |  |  | No            |                  1 | 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        |   7220000 | PA      | $7509651.96   | 0.24%             | 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      | $89683.00     | 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      | $10322.49     | 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        |    209000 | PA      | $208988.92    | 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        |   2194444 | PA      | $2137827.77   | 0.07%             | 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        |     92362 | NS      | $7751942.66   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP SEMICONDUCTORS NV                                              | NXP SEMICONDUCTORS NV                                                                    | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |       507 | NS      | $115459.11    | 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      | $14526212.12  | 0.46%             | 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      | $91854.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PLAINS ALL AMERN PIPELINE LP                                       | PLAINS ALL AMERN PIPELINE LP FRN TSFR3M+437.161 PERP                                     | CUSIP: 726503AE5<br>LEI: 5521FA2ITF25TVH63740 | Long             | EP               | CORP              | US        |   4525000 | PA      | $4531782.98   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                  | CIGNA GROUP (THE)                                                                        | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |       173 | NS      | $49867.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWES COS INC                                                      | LOWES COS INC                                                                            | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |     22758 | NS      | $5719312.98   | 0.18%             |  |  |  | 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      | $1410750.00   | 0.04%             | 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        |     34304 | NS      | $7623034.88   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHROCK INC                                                       | ARCHROCK INC                                                                             | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |    180000 | NS      | $4735800.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTENERGY CORP                                                   | FIRSTENERGY CORP                                                                         | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |       699 | NS      | $32028.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LIFESTANCE HEALTH GROUP INC                                        | LIFESTANCE HEALTH GROUP INC                                                              | CUSIP: 53228F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    551800 | NS      | $3034900.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MARA HOLDINGS INC                                                  | MARA HOLDINGS INC CONV 2.125% 09/01/2031                                                 | CUSIP: 565788AD8<br>LEI: 549300M8ISKPTX2W7F94 | Long             | DBT              | CORP              | US        |  12222000 | PA      | $14752108.97  | 0.47%             | 2031-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CYTOKINETICS INC                                                   | CYTOKINETICS INC CONV 1.75% 10/01/2031 144A                                              | CUSIP: 23282WAD2<br>LEI: 549300BE5DY1HW7IHA64 | Long             | DBT              | CORP              | US        |   4400000 | PA      | $5035230.82   | 0.16%             | 2031-10-01      | Fixed         | 0.02%                 | No            |                  2 | 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      | $423185.70    | 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        |   2110000 | PA      | $2232785.12   | 0.07%             | 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      | $4032504.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BALL CORP                                                          | BALL CORP                                                                                | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |      1086 | NS      | $54756.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYALTY PHARMA PLC                                                 | ROYALTY PHARMA PLC                                                                       | CUSIP: N/A<br>LEI: 549300FGFN7VOK8BZR03       | Long             | EC               | CORP              | GB        |    208691 | NS      | $7362618.48   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN HOLDINGS INC                                                 | CROWN HOLDINGS INC                                                                       | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |       540 | NS      | $52158.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JM SMUCKER CO/THE                                                  | JM SMUCKER CO/THE                                                                        | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |       279 | NS      | $30299.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UPSTART HOLDINGS INC                                               | UPSTART HOLDINGS INC CONV 0% 02/15/2032 144A                                             | CUSIP: 91680MAG2<br>LEI: 549300WNB47JRNENIC75 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3060000.00   | 0.10%             | 2032-02-15      | Fixed         | 0.00%                 | No            |                  2 | 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      | $2849692.78   | 0.09%             | 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      | $5859949.65   | 0.19%             | 2054-10-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC NV                                      | GOLDEN NUGGET TERM B 1LN 01/29/2029                                                      | CUSIP: 31556PAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4428018 | PA      | $4420224.95   | 0.14%             | 2029-01-29      | 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      | $40577.35     | 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        |   4558000 | PA      | $4549266.87   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK PLC                                                            | GSK PLC                                                                                  | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |      3021 | NS      | $64866.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN AXLE and MANUFACTURING INC                                | AMERICAN AXLE and MFG INC 7.75% 10/15/2033 144A                                          | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |   4530000 | PA      | $4565314.29   | 0.15%             | 2033-10-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL SEAWAYS INC                                          | INTERNATIONAL SEAWAYS INC                                                                | CUSIP: N/A<br>LEI: 549300YUFDGFRNGBWF46       | Long             | EC               | CORP              | MH        |   1212184 | NS      | $55857438.72  | 1.78%             |  |  |  | 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      | $125653.38    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| METAPLANET INC                                                     | METAPLANET INC                                                                           | CUSIP: N/A<br>LEI: 3538006DGBY53D3UEV95       | Long             | EC               | CORP              | JP        |   2965000 | NS      | $11528383.54  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA SPORTSWEAR CO                                             | COLUMBIA SPORTSWEAR CO                                                                   | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |        72 | NS      | $3765.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMVAULT SYSTEMS INC                                              | COMMVAULT SYSTEMS INC CONV 0% 09/15/2030 144A                                            | CUSIP: 204166AA0<br>LEI: 65T5VRP62VXG39YFML83 | Long             | DBT              | CORP              | US        |   4568000 | PA      | $4714176.00   | 0.15%             | 2030-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GENIUS SPORTS LTD                                                  | GENIUS SPORTS LTD                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GG        |    839774 | NS      | $10396402.12  | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| RTX CORP                                                           | RTX CORP                                                                                 | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     36300 | NS      | $6074079.00   | 0.19%             |  |  |  | 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        |   1488750 | PA      | $1489375.28   | 0.05%             | 2032-03-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GAP INC                                                            | GAP INC                                                                                  | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |    205100 | NS      | $4387089.00   | 0.14%             |  |  |  | No            |                  1 | 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      | $305755.79    | 0.01%             | 2037-07-15      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| VENTAS RLTY LTD PARTNERSHIP                                        | VENTAS RLTY LTD PARTNERSHIP CONV 3.75% 06/01/2026                                        | CUSIP: 92277GAZ0<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |   6200000 | PA      | $8007300.00   | 0.25%             | 2026-06-01      | Fixed         | 0.04%                 | 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        |   4650000 | PA      | $4586376.38   | 0.15%             | 2084-11-24      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                     | STARBUCKS CORP                                                                           | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |       536 | NS      | $45345.60     | 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      | $127050.66    | 0.00%             |  |  |  | No            |                  1 | 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        |  10825000 | PA      | $10675020.71  | 0.34%             | 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      | $402257.04    | 0.01%             | 2037-10-25      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                             | GROUP 1 AUTOMOTIVE INC                                                                   | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |     15760 | NS      | $6895157.60   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MARSH and MCLENNAN COS INC                                         | MARSH and MCLENNAN COS INC                                                               | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |       498 | NS      | $100361.94    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TESLA INC                                                          | TESLA INC                                                                                | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     61200 | NS      | $27216864.00  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| RAND PARENT LLC                                                    | RAND PARENT LLC 8.5% 02/15/2030 144A                                                     | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3665000 | PA      | $3808173.23   | 0.12%             | 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        |    848200 | NS      | $9367560.54   | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| PG and E CORP                                                      | PG and E CORP                                                                            | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |      2084 | NS      | $31426.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGET CORP                                                        | TARGET CORP                                                                              | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |       546 | NS      | $48976.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS INC                                                            | MKS INC CONV 1.25% 06/01/2030                                                            | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |   8850000 | PA      | $9690750.00   | 0.31%             | 2030-06-01      | Fixed         | 0.01%                 | 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      | $1518569.84   | 0.05%             | 2030-01-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW CANADIAN INFRASTRUCTURE HOLDINGS LTD                     | SOUTH BOW CANADIAN INFRASTRUCTURE HOLDINGS LTD 7.5%/VAR 03/01/2055                       | CUSIP: 836720AJ1<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |   4185000 | PA      | $4443896.66   | 0.14%             | 2055-03-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                                          | ALIBABA GROUP HOLDING LTD CONV 0.5% 06/01/2031                                           | CUSIP: 01609WBG6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   9300000 | PA      | $17084100.00  | 0.54%             | 2031-06-01      | Fixed         | 0.01%                 | No            |                  2 | 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      | $395193.16    | 0.01%             | 2037-01-16      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                | COINBASE GLOBAL INC CONV 0.25% 04/01/2030                                                | CUSIP: 19260QAF4<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |   9130000 | PA      | $11462715.00  | 0.36%             | 2030-04-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DHT HOLDINGS INC                                                   | DHT HOLDINGS INC                                                                         | CUSIP: N/A<br>LEI: 549300SMD6IVZYT74K40       | Long             | EC               | CORP              | MH        |   6376889 | NS      | $76203823.55  | 2.42%             |  |  |  | No            |                  1 | On Loan: No      |
| AMEREN CORP                                                        | AMEREN CORP                                                                              | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |       386 | NS      | $40290.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WALMART INC                                                        | WALMART INC                                                                              | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      2144 | NS      | $220960.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PRYSMIAN SPA                                                       | PRYSMIAN SPA                                                                             | CUSIP: N/A<br>LEI: 529900X0H1IO3RS1A464       | Long             | EC               | CORP              | IT        |       538 | NS      | $53171.36     | 0.00%             |  |  |  | No            |                  1 | 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      | $254365.00    | 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      | $2867150.52   | 0.09%             | 2029-05-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| KBR INC                                                            | KBR INC                                                                                  | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |       468 | NS      | $22131.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX TECHNOLOGIES INC                                               | BWX TECHNOLOGIES INC                                                                     | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |     24800 | NS      | $4572376.00   | 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      | $155419.88    | 0.00%             | 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      | $46914.97     | 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        |  12595172 | PA      | $12502471.51  | 0.40%             | 2030-04-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| M and T BANK CORP                                                  | M and T BANK CORP                                                                        | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |       572 | NS      | $113038.64    | 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      | $76581.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYPAL HLDGS INC                                                   | PAYPAL HLDGS INC                                                                         | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |    209300 | NS      | $14035658.00  | 0.45%             |  |  |  | No            |                  1 | 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      | $185090.60    | 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        |        91 | NS      | $106094.17    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SHELL PLC                                                          | SHELL PLC                                                                                | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |      2382 | NS      | $84896.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AGNICO EAGLE MINES LTD                                             | AGNICO EAGLE MINES LTD                                                                   | CUSIP: 008474108<br>LEI: YGE0EUBRF7IJOB3QRX76 | Long             | EC               | CORP              | CA        |     34000 | NS      | $5731040.00   | 0.18%             |  |  |  | No            |                  1 | 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        |  17110000 | PA      | $17932340.82  | 0.57%             | 2030-03-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                   | WELLTOWER OP LLC CONV 2.75% 05/15/2028 144A                                              | CUSIP: 95041AAB4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $6174300.00   | 0.20%             | 2028-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                     | BAUSCH HEALTH TERM B 1LN 10/08/2030                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |  19643025 | PA      | $19329915.18  | 0.61%             | 2030-10-08      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                 | VALERO ENERGY CORP                                                                       | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |       186 | NS      | $31668.36     | 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      | $207633.17    | 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      | $2310106.87   | 0.07%             | 2028-08-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| GRAY TELEVISION INC                                                | GRAY MEDIA INC                                                                           | CUSIP: 389375106<br>LEI: 529900TM5726KDN7UU35 | Long             | EC               | CORP              | US        |    819332 | NS      | $4735738.96   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NUTRIEN LTD                                                        | NUTRIEN LTD                                                                              | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |     79900 | NS      | $4690929.00   | 0.15%             |  |  |  | No            |                  1 | 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        |   4395000 | PA      | $4640491.03   | 0.15%             | 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        |     47566 | NS      | $7287164.20   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| SHARPLINK GAMING INC                                               | SHARPLINK GAMING INC                                                                     | CUSIP: 820014405<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1995127 | NS      | $33937110.27  | 1.08%             |  |  |  | No            |                  1 | On Loan: —       |
| 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      | $138374.26    | 0.00%             | 2038-04-20      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| VARONIS SYS INC                                                    | VARONIS SYS INC CONV 1% 09/15/2029                                                       | CUSIP: 922280AD4<br>LEI: 549300SHIVNRRH7STS26 | Long             | DBT              | CORP              | US        |   4825000 | PA      | $5201350.00   | 0.17%             | 2029-09-15      | Fixed         | 0.01%                 | 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      | $400253.11    | 0.01%             | 2039-10-15      | Variable      | 0.10%                 | No            |                  2 | 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      | $2206955.62   | 0.07%             | 2026-01-31      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES INC                                            | KODIAK GAS SERVICES INC                                                                  | CUSIP: 50012A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    231541 | NS      | $8560070.77   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTROCK COFFEE HOLDINGS                                           | WESTROCK COFFEE HOLDINGS LLC                                                             | CUSIP: 96145W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    136486 | NS      | $663321.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| REALOGY GROUP LLC / REALOGY CO-ISSUER CORP                         | REALOGY GROUP LLC / REALOGY CO-ISSUER CORP 9.75% 04/15/2030 144A                         | CUSIP: 75606DAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    660000 | PA      | $720279.78    | 0.02%             | 2030-04-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ELI LILLY and CO                                                   | ELI LILLY and CO                                                                         | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     22492 | NS      | $17161396.00  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| MAPLE LEAF FOODS INC NEW                                           | MAPLE LEAF FOODS INC                                                                     | CUSIP: 564905107<br>LEI: 549300LX07S5J8F76F37 | Long             | EC               | CORP              | CA        |    109000 | NS      | $2820356.40   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA COLA CO                                                       | COCA COLA CO                                                                             | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |      1829 | NS      | $121299.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEPORT-MCMORAN INC                                               | FREEPORT MCMORAN INC                                                                     | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      1031 | NS      | $40435.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ABERCROMBIE and FITCH CO                                           | ABERCROMBIE and FITCH CO CL A                                                            | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |     52500 | NS      | $4491375.00   | 0.14%             |  |  |  | No            |                  1 | 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      | $751883.14    | 0.02%             | 2037-07-20      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| EG AMERICA LLC                                                     | EG GROUP TERM B 1LN 02/07/2028                                                           | CUSIP: N/A<br>LEI: 549300BY1CRYVPEG9R57       | Long             | LON              | CORP              | US        |   6825407 | PA      | $6857077.13   | 0.22%             | 2028-02-07      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CARVAL CLO XI-C LTD                                                | CARVAL CLO XI-C LTD E TSFR3M+635 10/20/2037 144A                                         | CUSIP: 14688TAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    323000 | PA      | $328369.23    | 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      | $40498.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GE AEROSPACE                                                       | GE AEROSPACE                                                                             | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |       413 | NS      | $124238.66    | 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      | $1080469.87   | 0.03%             | 2036-10-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                       | BROADCOM INC                                                                             | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     73034 | NS      | $24094646.94  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFICORP                                                         | PACIFICORP 7.375%/VAR 09/15/2055                                                         | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   5780000 | PA      | $6085315.09   | 0.19%             | 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        |       158 | NS      | $33477.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TEEKAY TANKERS LTD                                                 | TEEKAY TANKERS LTD CL A                                                                  | CUSIP: N/A<br>LEI: 549300DE8ZAIYS2T6Q22       | Long             | EC               | CORP              | BM        |    233100 | NS      | $11783205.00  | 0.37%             |  |  |  | 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      | $250466.75    | 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      | $224972.66    | 0.01%             | 2038-04-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                      | CITIGROUP INC                                                                            | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |    189600 | NS      | $19244400.00  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| RESTAURANT BRANDS INTL INC                                         | RESTAURANT BRANDS INTERNATIONAL INC                                                      | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | CA        |      1054 | NS      | $67615.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORP                                                       | COMCAST CORP CL A                                                                        | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      2096 | NS      | $65856.32     | 0.00%             |  |  |  | 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      | $190756.57    | 0.01%             | 2037-07-15      | Variable      | 0.10%                 | 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      | $5253288.08   | 0.17%             | 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        | 339625000 | PA      | $61086312.66  | 1.94%             | 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      | $41166.80     | 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      | $54128.37     | 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      | $1633790.53   | 0.05%             | 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      | $100657.72    | 0.00%             | 2053-12-15      | Variable      | 0.03%                 | No            |                  3 | On Loan: No      |
| ENBRIDGE INC                                                       | ENBRIDGE INC 8.5%/VAR 01/15/2084                                                         | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   4345000 | PA      | $4969441.68   | 0.16%             | 2084-01-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| REALOGY GROUP LLC / REALOGY CO-ISSUER CORP                         | REALOGY GROUP LLC / REALOGY CO-ISSUER CORP 5.25% 04/15/2030 144A                         | CUSIP: 75606DAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4200000 | PA      | $3920643.72   | 0.12%             | 2030-04-15      | Fixed         | 0.05%                 | 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        |   5392197 | NS      | $51083520.98  | 1.62%             |  |  |  | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                         | VERIZON COMMUNICATIONS INC                                                               | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |      2156 | NS      | $94756.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BURLINGTON STORES INC                                              | BURLINGTON STORES INC                                                                    | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |       226 | NS      | $57517.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ECHOSTAR CORP                                                      | ECHOSTAR CORP CPIK 3.875% 11/30/2030                                                     | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   7040000 | PA      | $17318400.00  | 0.55%             | 2030-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                      | ECHOSTAR CORP PIK VAR 11/30/2030                                                         | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   5423150 | PA      | $5590996.49   | 0.18%             | 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        |   4460000 | PA      | $4528104.20   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                                       | Fidelity Cash Central Fund                                                               | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  30341204 | NS      | $30347272.30  | 0.96%             |  |  |  | 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      | $505159.50    | 0.02%             | 2039-07-15      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| X.AI LLC / X.AI CO ISSUER CO                                       | X.AI LLC / X.AI CO ISSUER CO 12.5% 06/30/2030                                            | CUSIP: 983984AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5245000 | PA      | $5500421.01   | 0.17%             | 2030-06-30      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BIRCH GROVE CLO 12 LTD                                             | BIRCH GROVE CLO 12 LTD D1 TSFR3M+275 04/22/2038 144A                                     | CUSIP: 09090MAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    360000 | PA      | $361532.16    | 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      | $177069.86    | 0.01%             |  |  |  | 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        |   4555000 | PA      | $3889970.00   | 0.12%             | 2029-07-15      | Fixed         | 0.05%                 | 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        |  42417828 | PA      | $42364806.06  | 1.35%             | 2032-01-23      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SIEMENS AG                                                         | SIEMENS AG (REGD)                                                                        | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |       185 | NS      | $49945.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITY SOFTWARE INC                                                 | UNITY SOFTWARE INC CONV 0% 03/15/2030 144A                                               | CUSIP: 91332UAG6<br>LEI: 549300D1ESJMGNQNG432 | Long             | DBT              | CORP              | US        |   5605000 | PA      | $7570253.13   | 0.24%             | 2030-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SEQUANS COMMUNICATIONS S A                                         | SEQUANS COMMUNICATIONS SA                                                                | CUSIP: 817323405<br>LEI: 969500G8ZIY1D601KJ66 | Long             | EC               | CORP              | FR        |    350330 | NS      | $3314121.80   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| ALNYLAM PHARMACEUTICALS INC                                        | ALNYLAM PHARMACEUTICALS INC CONV 0% 09/15/2028 144A                                      | CUSIP: 02043QAC1<br>LEI: 529900S3ZI14OWRJII50 | Long             | DBT              | CORP              | US        |   3700000 | PA      | $3665312.50   | 0.12%             | 2028-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                              | GFL ENVIRONMENTAL INC                                                                    | CUSIP: 36168Q104<br>LEI: 5493008HF9XC5H29ZX61 | Long             | EC               | CORP              | CA        |       554 | NS      | $26256.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORP                                                   | EXXON MOBIL CORP                                                                         | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      2818 | NS      | $317729.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DANAHER CORP                                                       | DANAHER CORP                                                                             | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |       504 | NS      | $99923.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IMPERIAL OIL LTD                                                   | IMPERIAL OIL LTD                                                                         | CUSIP: 453038408<br>LEI: 549300MO45LTBPAU4Z27 | Long             | EC               | CORP              | CA        |       969 | NS      | $87862.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTAGAS LTD                                                        | ALTAGAS LTD                                                                              | CUSIP: 021361100<br>LEI: DR5LKEURSR8SXLM64266 | Long             | EC               | CORP              | CA        |    248300 | NS      | $7650430.41   | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| DOLLAR TREE INC                                                    | DOLLAR TREE INC                                                                          | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |     54400 | NS      | $5133728.00   | 0.16%             |  |  |  | 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      | $2597496.33   | 0.08%             | 2029-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                        | WAYFAIR LLC 7.25% 10/31/2029 144A                                                        | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6186243.90   | 0.20%             | 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        |    155000 | NS      | $4385930.88   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SERCO GROUP PLC                                                    | SERCO GROUP PLC                                                                          | CUSIP: N/A<br>LEI: 549300PT2CIHYN5GWJ21       | Long             | EC               | CORP              | GB        |   2644200 | NS      | $8421045.04   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION ENERGY CORP                                          | CONSTELLATION ENERGY CORP                                                                | CUSIP: 21037T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10823 | NS      | $3561524.61   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MCDONALDS CORP                                                     | MCDONALDS CORP                                                                           | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |       440 | NS      | $133711.60    | 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      | $22472.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SENTINELONE INC                                                    | SENTINELONE INC                                                                          | CUSIP: 81730H109<br>LEI: 984500DCD44DBF954221 | Long             | EC               | CORP              | US        |    250000 | NS      | $4402500.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CALUMET SPECIALTY PRODS PARTNERS LP / CALUMET FIN CORP             | CALUMET SPEC PROD PRT/FIN CORP 9.75% 07/15/2028 144A                                     | CUSIP: 131477AW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | PA      | $193843.65    | 0.01%             | 2028-07-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                              | NORTHROP GRUMMAN CORP                                                                    | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |       147 | NS      | $89570.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KEHE DIST/FIN / NEXTWAVE                                           | KEHE DIST/FIN / NEXTWAVE 9% 02/15/2029 144A                                              | CUSIP: 487526AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3265000 | PA      | $3435279.55   | 0.11%             | 2029-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ROCKET COMPANIES INC                                               | ROCKET COS INC                                                                           | CUSIP: 77311W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    591512 | NS      | $11463502.56  | 0.36%             |  |  |  | No            |                  1 | On Loan: —       |
| COREWEAVE INC                                                      | COREWEAVE INC 9.25% 06/01/2030 144A                                                      | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |   3660000 | PA      | $3780026.04   | 0.12%             | 2030-06-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CCL INDUSTRIES INC                                                 | CCL INDUSTRIES INC B NON VTG                                                             | CUSIP: 124900309<br>LEI: 549300TD3EMSRRC0YH75 | Long             | EC               | CORP              | CA        |     75336 | NS      | $4246142.01   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA CORP                                                        | VISTRA CORP 8%/VAR PERP 144A                                                             | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | EP               | CORP              | US        |   4395000 | PA      | $4495460.91   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| CHEVRON CORP NEW                                                   | CHEVRON CORP                                                                             | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       231 | NS      | $35871.99     | 0.00%             |  |  |  | No            |                  1 | 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        |   3500000 | PA      | $5739221.36   | 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      | $67658.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SPORTSMANS WHSE HLDGS INC                                          | SPORTSMANS WHSE HLDGS INC                                                                | CUSIP: 84920Y106<br>LEI: 549300JVV8YLQSRSF462 | Long             | EC               | CORP              | US        |   1867698 | NS      | $5173523.46   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| 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      | $343829.28    | 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      | $229235.95    | 0.01%             | 2037-10-25      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL SEAWAYS INC                                          | INTERNATIONAL SEAWAYS INC 7.125% 09/23/2030                                              | CUSIP: 46032VAC0<br>LEI: 549300YUFDGFRNGBWF46 | Long             | DBT              | CORP              | MH        |   1375000 | PA      | $1369345.27   | 0.04%             | 2030-09-23      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                               | WEC ENERGY GROUP INC                                                                     | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |       391 | NS      | $44804.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMBIPAR LUX SARL                                                   | AMBIPAR LUX SARL 9.875% 02/06/2031 144A                                                  | CUSIP: 02319WAA9<br>LEI: 9845008C0E14F9BDEK55 | Long             | DBT              | CORP              | LU        |   4955000 | PA      | $848543.75    | 0.03%             | 2031-02-06      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ARITZIA INC                                                        | ARITZIA INC                                                                              | CUSIP: 04045U102<br>LEI: 549300U83HKFRL1EX527 | Long             | EC               | CORP              | CA        |    130900 | NS      | $7917771.07   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| KENNAMETAL INC                                                     | KENNAMETAL INC                                                                           | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |    178704 | NS      | $3740274.72   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BBAM US CLO III LTD                                                | BBAM US CLO III LTD DR TSFR3M+ 10/15/2038 144A                                           | CUSIP: 054972AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500000.00    | 0.02%             | 2038-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DIGITALOCEAN HOLDINGS INC                                          | DIGITALOCEAN HOLDINGS INC CONV 0% 08/15/2030 144A                                        | CUSIP: 25402DAC6<br>LEI: 549300EPISPY3RE3DL21 | Long             | DBT              | CORP              | US        |   9895000 | PA      | $11026799.60  | 0.35%             | 2030-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                           | BUILDERS FIRSTSOURCE                                                                     | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |     52000 | NS      | $6305000.00   | 0.20%             |  |  |  | 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        |   9135198 | PA      | $7618115.72   | 0.24%             | 2028-03-04      | Variable      | 0.08%                 | 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      | $262146.83    | 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      | $81758.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALNYLAM PHARMACEUTICALS INC                                        | ALNYLAM PHARMACEUTICALS INC CONV 1% 09/15/2027                                           | CUSIP: 02043QAB3<br>LEI: 529900S3ZI14OWRJII50 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $3780050.00   | 0.12%             | 2027-09-15      | Fixed         | 0.01%                 | No            |                  2 | 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        |   4745000 | PA      | $4452863.78   | 0.14%             | 2030-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GSK PLC                                                            | GSK PLC SPONS ADR                                                                        | CUSIP: 37733W204<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |    194600 | NS      | $8398936.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| APIDOS CLO LIII                                                    | APIDOS CLO LIII E TSFR3M+643 07/20/2038 144A                                             | CUSIP: 03771GAA3<br>LEI: 254900V9JISXCX9V0G97 | Long             | ABS-CBDO         | CORP              | KY        |    402000 | PA      | $413364.14    | 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        |       474 | NS      | $132350.28    | 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        |   4737376 | PA      | $4733444.39   | 0.15%             | 2030-07-21      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| BALBOA BAY LN FDG 2025-1 LTD / LLC                                 | BALBOA BAY LN FDG 2025-1 LTD / LLC D2 TSFR3M+415 07/20/2038 144A                         | CUSIP: 05765FAJ9<br>LEI: 2549005WFJ6KJ4A4P984 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1018947.00   | 0.03%             | 2038-07-20      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ECHO GLOBAL LOGISTICS INC                                          | ECHO LOGISTICS TERM 1LN 11/23/2028                                                       | CUSIP: 28257KAD8<br>LEI: 549300WRZ9Y84GWVYR04 | Long             | LON              | CORP              | US        |   1843000 | PA      | $1843000.00   | 0.06%             | 2028-11-23      | Variable      | 0.09%                 | No            |                  3 | On Loan: No      |
| IBM CORPORATION                                                    | INTL BUS MACH CORP                                                                       | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |       165 | NS      | $46556.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                     | MORGAN STANLEY                                                                           | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |    102400 | NS      | $16277504.00  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| CARDLYTICS INC                                                     | CARDLYTICS INC CONV 4.25% 04/01/2029                                                     | CUSIP: 14161WAD7<br>LEI: 549300JETJBH94EIPC66 | Long             | DBT              | CORP              | US        |   8636000 | PA      | $4547291.07   | 0.14%             | 2029-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HITACHI LTD                                                        | HITACHI LTD                                                                              | CUSIP: N/A<br>LEI: 549300T6IPOCDWLKC615       | Long             | EC               | CORP              | JP        |      2024 | NS      | $53621.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                                 | BAUSCH+LOMB CORP                                                                         | CUSIP: 071705107<br>LEI: 549300NY6OZM39SO6475 | Long             | EC               | CORP              | CA        |    514642 | NS      | $7755654.94   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| NATGASOLINE LLC                                                    | NATGASOLINE TERM B 1LN 03/29/2030                                                        | CUSIP: 63232EAD9<br>LEI: 549300OHXDYMQYZOWC24 | Long             | LON              | CORP              | US        |   3456250 | PA      | $3487943.81   | 0.11%             | 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      | $363524.17    | 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        |    920972 | NS      | $20408739.52  | 0.65%             |  |  |  | No            |                  1 | On Loan: —       |
| WINDSTREAM SERVICES LLC                                            | UNITI GROUP TERM B 1LN 09/27/2032                                                        | CUSIP: N/A<br>LEI: 549300L3SXBFJVGRCF66       | Long             | LON              | CORP              | US        |   4500000 | PA      | $4455000.00   | 0.14%             | 2032-09-27      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                           | NOTA DO TESOURO NACIONAL 10% 01/01/2031                                                  | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        | 201305000 | PA      | $33100105.81  | 1.05%             | 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      | $655000.00    | 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        |      1860 | NS      | $59474.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST FINANCIAL CORP                                              | TRUIST FINL CORP                                                                         | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |    387300 | NS      | $17707356.00  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF ENERGY INC                                                     | PBF ENERGY INC CL A                                                                      | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |    244300 | NS      | $7370531.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| COREWEAVE INC                                                      | COREWEAVE INC 9% 02/01/2031 144A                                                         | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |   4730000 | PA      | $4847677.67   | 0.15%             | 2031-02-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                                       | Fidelity Securities Lending Cash Central Fund                                            | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        | 209259316 | NS      | $209280241.60 | 6.65%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                                     | VISTRA CORP CALL 260 12/19/2025                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      -700 | NC      | $-308000.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORP                                                        | NVIDIA CORP                                                                              | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    348200 | NS      | $64967156.00  | 2.07%             |  |  |  | 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      | $521205.51    | 0.02%             | 2033-01-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                              | NORFOLK SOUTHERN CORP                                                                    | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |       393 | NS      | $118061.13    | 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      | $49617.37     | 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      | $3637299.43   | 0.12%             | 2029-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                              | JPMORGAN CHASE and CO                                                                    | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |    108765 | NS      | $34307743.95  | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| X CORP                                                             | TWITTER TERM B1 1LN 10/26/2029                                                           | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  32788497 | PA      | $32137317.19  | 1.02%             | 2029-10-26      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| X AI LLC                                                           | X.AI TERM B 1LN 06/28/2030                                                               | CUSIP: 98402XAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  17355000 | PA      | $16769268.75  | 0.53%             | 2030-06-28      | Variable      | 0.12%                 | No            |                  2 | On Loan: No      |
| ETSY INC                                                           | ETSY INC CONV 1% 06/15/2030 144A                                                         | CUSIP: 29786AAP1<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |  10335000 | PA      | $11265150.00  | 0.36%             | 2030-06-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                                | DELTA AIR INC                                                                            | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |    288900 | NS      | $16395075.00  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOOM COMMUNICATIONS INC                                            | ZOOM COMMUNICATIONS INC CL A                                                             | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |    129918 | NS      | $10718235.00  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO and CO                                                 | WELLS FARGO and CO                                                                       | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    222636 | NS      | $18661349.52  | 0.59%             |  |  |  | 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        |   3106818 | PA      | $3024828.77   | 0.10%             | 2028-06-01      | Variable      | 0.09%                 | 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        | 463026000 | PA      | $227117869.23 | 7.22%             | 2050-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                        | BANK OF AMERICA CORPORATION                                                              | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    361044 | NS      | $18626259.96  | 0.59%             |  |  |  | No            |                  1 | 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        |   2243346 | PA      | $2111235.60   | 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      | $67046.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK INC NEW                                                     | AMETEK INC NEW                                                                           | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |       374 | NS      | $70312.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SCORPIO TANKERS INC                                                | SCORPIO TANKERS INC                                                                      | CUSIP: N/A<br>LEI: 549300NVJUH16NXG8K87       | Long             | EC               | CORP              | MH        |    664970 | NS      | $37271568.50  | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDOCEAN CR CLO XVI                                                | MIDOCEAN CR CLO XVI E TSFR3M+625 10/20/2037 144A                                         | CUSIP: 597922AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    225000 | PA      | $227618.33    | 0.01%             | 2037-10-20      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| KINDLY MD INC                                                      | KINDLY MD INC                                                                            | CUSIP: 49457M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   3820300 | NS      | $4087721.00   | 0.13%             |  |  |  | No            |                  1 | 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      | $1025811.00   | 0.03%             | 2038-07-23      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ACRISURE HOLDINGS INC                                              | ACRISURE HOLDINGS INC SER A-2 PC                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |    103820 | NS      | $2682708.80   | 0.09%             |  |  |  | No            |                  3 | On Loan: No      |
| HERTZ CORP                                                         | HERTZ CORP CONV 5.5% 10/01/2030 144A                                                     | CUSIP: 428040DG1<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3778432.24   | 0.12%             | 2030-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC/DE                                                   | WOLFSPEED INC STEP 06/23/2030 144A                                                       | CUSIP: 977852AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1704920 | PA      | $1805169.30   | 0.06%             | 2030-06-23      | Variable      | 0.08%                 | No            |                  3 | On Loan: No      |
| EOS ENERGY ENTERPRISES INC                                         | EOS ENERGY ENTERPRISES INC CONV 6.75% 06/15/2030 144A                                    | CUSIP: 29415CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2325000 | PA      | $5513737.50   | 0.18%             | 2030-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FRONTLINE PLC                                                      | FRONTLINE PLC                                                                            | CUSIP: N/A<br>LEI: 5493004BCIKYU1YL3H63       | Long             | EC               | CORP              | CY        |   2406628 | NS      | $54847052.12  | 1.74%             |  |  |  | No            |                  1 | On Loan: —       |
| SLEEP NUMBER CORP                                                  | SLEEP NUMBER CORP                                                                        | CUSIP: 83125X103<br>LEI: 529900W0TZQLBT2DSS66 | Long             | EC               | CORP              | US        |    213572 | NS      | $1499275.44   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| GILEAD SCIENCES INC                                                | GILEAD SCIENCES INC                                                                      | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     64346 | NS      | $7142406.00   | 0.23%             |  |  |  | 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      | $6375823.69   | 0.20%             | 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        |     35319 | NS      | $12195650.70  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| VALLOUREC SA                                                       | VALLOUREC SA                                                                             | CUSIP: N/A<br>LEI: 969500P2Q1B47H4MCJ34       | Long             | EC               | CORP              | FR        |    349332 | NS      | $6638006.41   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELON CORP                                                        | EXELON CORP                                                                              | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |       848 | NS      | $38168.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNILEVER PLC                                                       | UNILEVER PLC ORD                                                                         | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |       761 | NS      | $44981.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                    | GEN DIGITAL INC                                                                          | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |      1218 | NS      | $34579.02     | 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      | $5668882.22   | 0.18%             | 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        |    133579 | NS      | $4589888.47   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MOSAIC CO                                                          | MOSAIC CO NEW                                                                            | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |    218900 | NS      | $7591452.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| KENVUE INC                                                         | KENVUE INC                                                                               | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |      1867 | NS      | $30301.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORP                                                | AMERICAN TOWER CORP                                                                      | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |       269 | NS      | $51734.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKSKY TECHNOLOGY INC                                            | BLACKSKY TECHNOLOGY INC CONV 8.25% 08/01/2033 144A                                       | CUSIP: 09263BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2750000 | PA      | $3093750.00   | 0.10%             | 2033-08-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| AMDOCS LIMITED                                                     | AMDOCS LTD                                                                               | CUSIP: N/A<br>LEI: 549300HQV672RJ7RQV66       | Long             | EC               | CORP              | GG        |       742 | NS      | $60881.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OVINTIV INC                                                        | OVINTIV INC                                                                              | CUSIP: 69047Q102<br>LEI: 2549003MEX7YMKLGI239 | Long             | EC               | CORP              | US        |    146200 | NS      | $5903556.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON and JOHNSON                                                | JOHNSON and JOHNSON                                                                      | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      1024 | NS      | $189870.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LYFT INC                                                           | LYFT INC CONV 0.625% 03/01/2029                                                          | CUSIP: 55087PAD6<br>LEI: 549300H7I5VN334XVZ52 | Long             | DBT              | CORP              | US        |   8200000 | PA      | $10578000.00  | 0.34%             | 2029-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                              | ON SEMICONDUCTOR CORP CONV 0% 05/01/2027                                                 | CUSIP: 682189AS4<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |   8750000 | PA      | $9957500.00   | 0.32%             | 2027-05-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN FINL GROUP INC OHIO                                       | AMERICAN FINL GROUP INC OHIO                                                             | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |       576 | NS      | $83934.72     | 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        |       866 | NS      | $95216.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS INC                                                  | CISCO SYSTEMS INC                                                                        | CUSIP: 17275R102<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | EC               | CORP              | US        |    111925 | NS      | $7657908.50   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| GROUPE DYNAMITE INC                                                | GROUPE DYNAMITE INC                                                                      | CUSIP: 39944C100<br>LEI: 549300F3CHYQ19VQG080 | Long             | EC               | CORP              | CA        |    259400 | NS      | $11131255.30  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA CORP                                                        | VISTRA CORP                                                                              | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |     74873 | NS      | $14669118.16  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| IREN LTD                                                           | IREN LTD CONV 3.25% 06/15/2030 144A                                                      | CUSIP: 46270CAA7<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |   2670000 | PA      | $7831930.38   | 0.25%             | 2030-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                   | ALTICE FRANCE SA 5.5% 10/15/2029 144A                                                    | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |  10578000 | PA      | $9149296.71   | 0.29%             | 2029-10-15      | Fixed         | 0.06%                 | No            |                  2 | 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      | $253072.50    | 0.01%             | 2037-10-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| BIRCH GROVE CLO 5 LLC                                              | BIRCH GROVE CLO 5 LLC ER TSFR3M+675 10/20/2037 144A                                      | CUSIP: 090985AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    190000 | PA      | $192318.38    | 0.01%             | 2037-10-20      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| AFFIRM HOLDINGS INC                                                | AFFIRM HOLDINGS INC CONV 0.75% 12/15/2029 144A                                           | CUSIP: 00827BAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6550000 | PA      | $7113300.00   | 0.23%             | 2029-12-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GTT COMMUNICATIONS INC                                             | GTT COMMUNICATIONS INC                                                                   | CUSIP: 362393308<br>LEI: 549300ETSL7K1ZX05H30 | Long             | EC               | CORP              | US        |      1508 | NS      | $57017.48     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| LINDE PLC                                                          | LINDE PLC                                                                                | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | EC               | CORP              | IE        |       526 | NS      | $249850.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                                       | ALPHABET INC CL A                                                                        | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    244843 | NS      | $59521333.30  | 1.89%             |  |  |  | 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      | $5746652.68   | 0.18%             | 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        |     32400 | NS      | $7613352.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ANYWHERE REAL ESTATE INC                                           | ANYWHERE REAL ESTATE INC                                                                 | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |    219100 | NS      | $2320269.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMAR ADVERTISING CO                                               | LAMAR ADVERTISING CO CL A                                                                | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |       807 | NS      | $98792.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMEN TECHNOLOGIES                                                 | LUMEN TECHNOLOGIES INC                                                                   | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |   1269000 | NS      | $7766280.00   | 0.25%             |  |  |  | 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      | $3465490.32   | 0.11%             | 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      | $247230.00    | 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        |     88280 | NS      | $17738100.40  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| WALT DISNEY CO                                                     | DISNEY (WALT) CO                                                                         | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      1182 | NS      | $135339.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWEST GAS HOLDINGS INC                                         | SOUTHWEST GAS HOLDINGS INC                                                               | CUSIP: 844895102<br>LEI: 254900LKF9EV0CUKNE09 | Long             | EC               | CORP              | US        |       314 | NS      | $24598.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-30

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

**Signature:** Laura M. Del Prato

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

**Title:** President and Treasurer