# EDGAR Filing Document

**Accession Number:** 0000035315
**File Stem:** 0000035402-26-002632
**Filing Date:** 2026-4
**Character Count:** 345776
**Document Hash:** af16b47a26c6dd9da4856c9478cc2f61
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-002632.hdr.sgml**: 20260424

**ACCESSION NUMBER**: 0000035402-26-002632

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260424

**DATE AS OF CHANGE**: 20260424

**PERIOD START**: 20261130

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIDELITY SALEM STREET TRUST
- **CENTRAL INDEX KEY:** 0000035315

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0430

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02105
- **FILM NUMBER:** 26895506

**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 FIXED INCOME TRUST
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY FLEXIBLE BOND FUND
- **DATE OF NAME CHANGE:** 19860904

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY CORPORATE BOND FUND INC
- **DATE OF NAME CHANGE:** 19851225

## Series and Classes Contracts Data

### Fidelity Strategic Dividend & Income Fund (Series ID: S000017681)

| Class ID   | Class Name                                                 | Ticker Symbol   |
|:---|:---|:---|
| C000048851 | Fidelity Strategic Dividend & Income Fund                  | FSDIX           |
| C000048852 | Fidelity Advisor Strategic Dividend & Income Fund: Class A | FASDX           |
| C000048854 | Fidelity Advisor Strategic Dividend & Income Fund: Class C | FCSDX           |
| C000048855 | Fidelity Advisor Strategic Dividend & Income Fund: Class M | FTSDX           |
| C000048856 | Fidelity Advisor Strategic Dividend & Income Fund: Class I | FSIDX           |
| C000205022 | Fidelity Advisor Strategic Dividend & Income Fund: Class Z | FIQWX           |

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity® Strategic Dividend & Income® Fund**

**February 28, 2026**

SDI-NPRT1-0426

1.814104.121 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Bank Loan Obligations - 0.0%** | &nbsp;&nbsp;**Bank Loan Obligations - 0.0%** | &nbsp;&nbsp;**Bank Loan Obligations - 0.0%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 0.0%  |  |  |
| Information Technology - 0.0% |  |  |
| Software - 0.0% |  |  |
| Polaris Newco LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4%, 7.6785% 6/2/2028 (f)(g)(h)<br>(Cost $1,472,195)<br>| 1475964 | **1253522** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks - 54.4%** | &nbsp;&nbsp;**Common Stocks - 54.4%** | &nbsp;&nbsp;**Common Stocks - 54.4%** |
|  | Shares | Value ($)<br>|
| CANADA - 2.0%  |  |  |
| Consumer Discretionary - 0.2% |  |  |
| Hotels, Restaurants & Leisure - 0.2% |  |  |
| Restaurant Brands International Inc  | 192299 | 13795961 |
| Consumer Staples - 0.6% |  |  |
| Consumer Staples Distribution & Retail - 0.6% |  |  |
| Alimentation Couche-Tard Inc  | 343657 | 20855487 |
| Metro Inc/CN  | 185844 | 13241580 |
| TOTAL CONSUMER STAPLES |  | 34097067 |
| Energy - 1.1% |  |  |
| Oil, Gas & Consumable Fuels - 1.1% |  |  |
| Cameco Corp (United States)  | 2584 | 305946 |
| Canadian Natural Resources Ltd  | 517504 | 22638073 |
| Imperial Oil Ltd (c) | 263511 | 30822316 |
| Rockpoint Gas Storage Inc Class A  | 19420 | 403762 |
| South Bow Corp  | 5990 | 192604 |
| TOTAL ENERGY |  | 54362701 |
| Industrials - 0.0% |  |  |
| Ground Transportation - 0.0% |  |  |
| Canadian Pacific Kansas City Ltd (United States)  | 3314 | 290273 |
| Materials - 0.1% |  |  |
| Metals & Mining - 0.1% |  |  |
| Almonty Industries Inc (United States) (d) | 252200 | 4637958 |
| Utilities - 0.0% |  |  |
| Independent Power and Renewable Electricity Producers - 0.0% |  |  |
| TransAlta Corp  | 192900 | 2651571 |
| TOTAL CANADA |  | 109835531 |
| FINLAND - 0.0%  |  |  |
| Industrials - 0.0% |  |  |
| Machinery - 0.0% |  |  |
| Wartsila OYJ Abp  | 10951 | 477475 |
| FRANCE - 0.4%  |  |  |
| Consumer Staples - 0.1% |  |  |
| Food Products - 0.1% |  |  |
| Danone SA  | 101100 | 8694500 |
| Energy - 0.3% |  |  |
| Energy Equipment & Services - 0.3% |  |  |
| Vallourec SACA  | 617000 | 14405973 |
| TOTAL FRANCE |  | 23100473 |
| GERMANY - 0.3%  |  |  |
| Industrials - 0.3% |  |  |
| Electrical Equipment - 0.0% |  |  |
| Siemens Energy AG  | 2751 | 541059 |
| Industrial Conglomerates - 0.3% |  |  |
| Siemens AG  | 51954 | 15022181 |
| TOTAL INDUSTRIALS |  | 15563240 |
| Utilities - 0.0% |  |  |
| Multi-Utilities - 0.0% |  |  |
| E.ON SE  | 53243 | 1238106 |
| TOTAL GERMANY |  | 16801346 |
| ITALY - 0.2%  |  |  |
| Industrials - 0.2% |  |  |
| Electrical Equipment - 0.2% |  |  |
| Prysmian SpA  | 77326 | 9313987 |
| Utilities - 0.0% |  |  |
| Electric Utilities - 0.0% |  |  |
| Enel SpA  | 64139 | 771268 |
| TOTAL ITALY |  | 10085255 |
| JAPAN - 0.2%  |  |  |
| Industrials - 0.2% |  |  |
| Industrial Conglomerates - 0.2% |  |  |
| Hitachi Ltd  | 407648 | 13345300 |
| KOREA (SOUTH) - 1.4%  |  |  |
| Information Technology - 1.4% |  |  |
| Technology Hardware, Storage & Peripherals - 1.4% |  |  |
| Samsung Electronics Co Ltd  | 537962 | 80876600 |
| MEXICO - 0.0%  |  |  |
| Industrials - 0.0% |  |  |
| Transportation Infrastructure - 0.0% |  |  |
| Grupo Aeroportuario del Centro Norte SAB de CV Class B ADR  | 7464 | 911802 |
| Grupo Aeroportuario del Pacifico SAB de CV Class B ADR  | 3894 | 1015399 |
| Grupo Aeroportuario del Sureste SAB de CV Class B ADR  | 1350 | 485555 |
| TOTAL MEXICO |  | 2412756 |
| MONACO - 0.1%  |  |  |
| Energy - 0.1% |  |  |
| Oil, Gas & Consumable Fuels - 0.1% |  |  |
| Scorpio Tankers Inc  | 52800 | 4175424 |
| NETHERLANDS - 0.4%  |  |  |
| Information Technology - 0.4% |  |  |
| Semiconductors & Semiconductor Equipment - 0.4% |  |  |
| NXP Semiconductors NV  | 110200 | 25016502 |
| SPAIN - 0.0%  |  |  |
| Utilities - 0.0% |  |  |
| Electric Utilities - 0.0% |  |  |
| Iberdrola SA  | 68669 | 1620812 |
| TAIWAN - 0.9%  |  |  |
| Information Technology - 0.9% |  |  |
| Semiconductors & Semiconductor Equipment - 0.9% |  |  |
| Taiwan Semiconductor Manufacturing Co Ltd ADR  | 137071 | 51344055 |
| UNITED KINGDOM - 1.4%  |  |  |
| Consumer Staples - 0.4% |  |  |
| Personal Care Products - 0.3% |  |  |
| Unilever PLC  | 190400 | 14027915 |
| Tobacco - 0.1% |  |  |
| Imperial Brands PLC  | 134091 | 6005784 |
| TOTAL CONSUMER STAPLES |  | 20033699 |
| Health Care - 0.7% |  |  |
| Pharmaceuticals - 0.7% |  |  |
| Astrazeneca PLC (United States)  | 178412 | 37189981 |
| Industrials - 0.3% |  |  |
| Aerospace & Defense - 0.3% |  |  |
| Rolls-Royce Holdings PLC  | 1045773 | 18805174 |
| Utilities - 0.0% |  |  |
| Electric Utilities - 0.0% |  |  |
| SSE PLC  | 54184 | 1958501 |
| Multi-Utilities - 0.0% |  |  |
| National Grid PLC  | 148781 | 2783192 |
| TOTAL UTILITIES |  | 4741693 |
| TOTAL UNITED KINGDOM |  | 80770547 |
| UNITED STATES - 47.1%  |  |  |
| Communication Services - 2.1% |  |  |
| Diversified Telecommunication Services - 1.6% |  |  |
| AT&T Inc  | 117400 | 3288374 |
| Comcast Corp Class A  | 1031249 | 31927469 |
| Verizon Communications Inc  | 1106819 | 55495905 |
|  |  | 90711748 |
| Entertainment - 0.2% |  |  |
| Walt Disney Co/The  | 85291 | 9044258 |
| Interactive Media & Services - 0.1% |  |  |
| Alphabet Inc Class A  | 6100 | 1901736 |
| Meta Platforms Inc Class A  | 2900 | 1879722 |
|  |  | 3781458 |
| Media - 0.0% |  |  |
| EchoStar Corp Class A (d) | 11067 | 1278570 |
| Versant Media Group Inc Class A  | 41249 | 1374417 |
|  |  | 2652987 |
| Wireless Telecommunication Services - 0.2% |  |  |
| T-Mobile US Inc  | 55900 | 12135331 |
| TOTAL COMMUNICATION SERVICES |  | 118325782 |
| Consumer Discretionary - 4.9% |  |  |
| Automobiles - 0.0% |  |  |
| Tesla Inc (d) | 3900 | 1569789 |
| Diversified Consumer Services - 0.1% |  |  |
| H&R Block Inc  | 246800 | 7557016 |
| Hotels, Restaurants & Leisure - 2.2% |  |  |
| Churchill Downs Inc  | 24700 | 2270671 |
| McDonald's Corp  | 225568 | 76932222 |
| Penn Entertainment Inc (d) | 148500 | 2322540 |
| Sabre Corp (d) | 198800 | 234584 |
| SHARPLINK INC (d) | 641159 | 4372704 |
| Starbucks Corp  | 338199 | 33150266 |
|  |  | 119282987 |
| Household Durables - 0.0% |  |  |
| TopBuild Corp (d) | 2000 | 896600 |
| Specialty Retail - 1.7% |  |  |
| Burlington Stores Inc (d) | 58800 | 18043956 |
| Dick's Sporting Goods Inc  | 49850 | 10150956 |
| GameStop Corp warrants 10/30/2026 (d) | 36400 | 156519 |
| Lowe's Cos Inc  | 175554 | 46446322 |
| TJX Cos Inc/The  | 138872 | 22450048 |
|  |  | 97247801 |
| Textiles, Apparel & Luxury Goods - 0.9% |  |  |
| Columbia Sportswear Co (c) | 50300 | 3115582 |
| NIKE Inc Class B  | 341600 | 21240688 |
| Tapestry Inc  | 183733 | 28564970 |
|  |  | 52921240 |
| TOTAL CONSUMER DISCRETIONARY |  | 279475433 |
| Consumer Staples - 6.5% |  |  |
| Beverages - 2.7% |  |  |
| Coca-Cola Co/The  | 1524124 | 124307554 |
| Keurig Dr Pepper Inc  | 972411 | 29444605 |
|  |  | 153752159 |
| Consumer Staples Distribution & Retail - 1.3% |  |  |
| Albertsons Cos Inc Class A  | 253395 | 4535771 |
| BJ's Wholesale Club Holdings Inc (d) | 194822 | 19246465 |
| Costco Wholesale Corp  | 2664 | 2692744 |
| Target Corp  | 191230 | 21760062 |
| Walmart Inc  | 191546 | 24508311 |
|  |  | 72743353 |
| Household Products - 2.2% |  |  |
| Procter & Gamble Co/The  | 758820 | 126874704 |
| Personal Care Products - 0.3% |  |  |
| Kenvue Inc  | 996217 | 19047668 |
| TOTAL CONSUMER STAPLES |  | 372417884 |
| Energy - 4.7% |  |  |
| Oil, Gas & Consumable Fuels - 4.7% |  |  |
| Antero Resources Corp (d) | 4240 | 156074 |
| Cheniere Energy Inc  | 6247 | 1472605 |
| Cheniere Energy Partners LP  | 8120 | 497756 |
| Delek Logistics Partners LP  | 12380 | 642893 |
| DHT Holdings Inc  | 1050346 | 20471244 |
| DT Midstream Inc  | 4390 | 609508 |
| Energy Transfer LP  | 125206 | 2358881 |
| Enterprise Products Partners LP  | 25300 | 914342 |
| Exxon Mobil Corp  | 1273079 | 194144548 |
| Genesis Energy LP Class A  | 53560 | 967294 |
| Hess Midstream LP Class A  | 50870 | 1967652 |
| Kinder Morgan Inc  | 35350 | 1176095 |
| MPLX LP  | 28536 | 1681912 |
| NGL Energy Partners LP (d) | 57590 | 691080 |
| Phillips 66  | 40762 | 6290799 |
| Plains All American Pipeline LP  | 82228 | 1719387 |
| Shell PLC  | 499038 | 20901146 |
| Shell PLC rights (d)(e) | 499038 | 185642 |
| Sunoco LP  | 27939 | 1782229 |
| Targa Resources Corp  | 2703 | 637367 |
| Valero Energy Corp  | 22332 | 4570020 |
| Western Midstream Partners LP  | 38559 | 1603669 |
| Williams Cos Inc/The  | 15322 | 1144860 |
| TOTAL ENERGY |  | 266587003 |
| Financials - 5.3% |  |  |
| Banks - 2.3% |  |  |
| Bank of America Corp  | 207179 | 10323730 |
| JPMorgan Chase & Co  | 38874 | 11673862 |
| M&T Bank Corp  | 116057 | 25182048 |
| PNC Financial Services Group Inc/The  | 161160 | 34222326 |
| US Bancorp  | 640300 | 34998798 |
| Wells Fargo & Co  | 162631 | 13246295 |
|  |  | 129647059 |
| Capital Markets - 0.2% |  |  |
| Charles Schwab Corp/The  | 135800 | 12928160 |
| Consumer Finance - 0.1% |  |  |
| Capital One Financial Corp  | 34594 | 6767970 |
| Financial Services - 0.3% |  |  |
| Apollo Global Management Inc  | 79400 | 8305240 |
| Shift4 Payments Inc Class A (c)(d) | 32400 | 1427868 |
| Visa Inc Class A  | 21900 | 7011066 |
|  |  | 16744174 |
| Insurance - 2.4% |  |  |
| American Financial Group Inc/OH  | 132800 | 17659744 |
| Chubb Ltd  | 172336 | 58742449 |
| Hartford Insurance Group Inc/The  | 155836 | 21946384 |
| Marsh & McLennan Cos Inc  | 46500 | 8683409 |
| Travelers Companies Inc/The  | 96990 | 29934994 |
|  |  | 136966980 |
| TOTAL FINANCIALS |  | 303054343 |
| Health Care - 9.1% |  |  |
| Biotechnology - 3.1% |  |  |
| AbbVie Inc  | 578769 | 134320710 |
| Gilead Sciences Inc  | 279120 | 41574924 |
|  |  | 175895634 |
| Health Care Equipment & Supplies - 0.0% |  |  |
| Boston Scientific Corp (d) | 14800 | 1137380 |
| Health Care Providers & Services - 0.4% |  |  |
| UnitedHealth Group Inc  | 70533 | 20685213 |
| Life Sciences Tools & Services - 0.1% |  |  |
| Danaher Corp  | 37635 | 7927436 |
| Pharmaceuticals - 5.5% |  |  |
| Eli Lilly & Co  | 33526 | 35269017 |
| GSK PLC  | 689300 | 20481356 |
| Johnson & Johnson  | 537159 | 133446411 |
| Merck & Co Inc  | 809316 | 100209507 |
| Royalty Pharma PLC Class A  | 374019 | 17283418 |
|  |  | 306689709 |
| TOTAL HEALTH CARE |  | 512335372 |
| Industrials - 5.8% |  |  |
| Aerospace & Defense - 1.9% |  |  |
| Boeing Co (d) | 3700 | 841861 |
| Byrna Technologies Inc (d) | 158061 | 2020020 |
| GE Aerospace  | 74275 | 25421362 |
| General Dynamics Corp  | 80400 | 28706820 |
| Huntington Ingalls Industries Inc  | 36875 | 16391675 |
| Northrop Grumman Corp  | 39036 | 28276898 |
|  |  | 101658636 |
| Building Products - 0.8% |  |  |
| Builders FirstSource Inc (d) | 9200 | 959468 |
| Johnson Controls International plc  | 320890 | 46304427 |
|  |  | 47263895 |
| Commercial Services & Supplies - 0.2% |  |  |
| GFL Environmental Inc Subordinate Voting Shares  | 229900 | 10159724 |
| GFL Environmental Inc Subordinate Voting Shares (United States)  | 9919 | 438321 |
| Waste Connections Inc (United States)  | 4649 | 800232 |
|  |  | 11398277 |
| Construction & Engineering - 0.0% |  |  |
| Ferrovial SE  | 11661 | 870259 |
| MasTec Inc (d) | 2969 | 884821 |
| Quanta Services Inc  | 694 | 390778 |
|  |  | 2145858 |
| Electrical Equipment - 1.3% |  |  |
| AMETEK Inc  | 39900 | 9544878 |
| Bloom Energy Corp Class A (d) | 1234 | 192097 |
| Eaton Corp PLC  | 82212 | 30905135 |
| GE Vernova Inc  | 39082 | 34142035 |
| Nextpower Inc Class A (d) | 6208 | 652461 |
|  |  | 75436606 |
| Ground Transportation - 0.5% |  |  |
| CSX Corp  | 6902 | 294646 |
| Norfolk Southern Corp  | 84670 | 26649036 |
| Union Pacific Corp  | 2452 | 649731 |
|  |  | 27593413 |
| Machinery - 0.7% |  |  |
| Caterpillar Inc  | 733 | 544494 |
| ITT Inc  | 180683 | 36572046 |
| Kennametal Inc  | 74300 | 2992804 |
|  |  | 40109344 |
| Professional Services - 0.1% |  |  |
| KBR Inc  | 131949 | 5572206 |
| Parsons Corp (d) | 16100 | 1062600 |
|  |  | 6634806 |
| Trading Companies & Distributors - 0.3% |  |  |
| Watsco Inc  | 43280 | 18062042 |
| TOTAL INDUSTRIALS |  | 330302877 |
| Information Technology - 4.0% |  |  |
| Communications Equipment - 1.7% |  |  |
| Cisco Systems Inc  | 1196264 | 95055138 |
| Electronic Equipment, Instruments & Components - 0.0% |  |  |
| Insight Enterprises Inc (d) | 16700 | 1395452 |
| IT Services - 0.8% |  |  |
| Amdocs Ltd  | 274039 | 19127922 |
| IBM Corporation  | 99300 | 23852854 |
|  |  | 42980776 |
| Semiconductors & Semiconductor Equipment - 0.6% |  |  |
| Advanced Micro Devices Inc (d) | 2121 | 424645 |
| Analog Devices Inc  | 47155 | 16777277 |
| Broadcom Inc  | 43154 | 13789861 |
| NVIDIA Corp  | 30059 | 5326154 |
| Wolfspeed Inc  | 1 | 20 |
|  |  | 36317957 |
| Software - 0.7% |  |  |
| Gen Digital Inc  | 372379 | 8404594 |
| Microsoft Corp  | 79638 | 31277028 |
|  |  | 39681622 |
| Technology Hardware, Storage & Peripherals - 0.2% |  |  |
| Apple Inc  | 52457 | 13858090 |
| TOTAL INFORMATION TECHNOLOGY |  | 229289035 |
| Materials - 1.0% |  |  |
| Chemicals - 0.6% |  |  |
| Linde PLC  | 62618 | 31814953 |
| Scotts Miracle-Gro Co/The  | 13600 | 953632 |
|  |  | 32768585 |
| Construction Materials - 0.0% |  |  |
| James Hardie Industries PLC (d) | 7770 | 189200 |
| Containers & Packaging - 0.4% |  |  |
| Ball Corp  | 203800 | 13681094 |
| Crown Holdings Inc  | 94700 | 10852620 |
|  |  | 24533714 |
| TOTAL MATERIALS |  | 57491499 |
| Real Estate - 0.5% |  |  |
| Health Care REITs - 0.0% |  |  |
| Welltower Inc  | 6748 | 1397645 |
| Specialized REITs - 0.5% |  |  |
| American Tower Corp  | 41600 | 7981376 |
| Lamar Advertising Co Class A  | 107968 | 14871513 |
| Public Storage  | 18058 | 5544889 |
|  |  | 28397778 |
| TOTAL REAL ESTATE |  | 29795423 |
| Utilities - 3.2% |  |  |
| Electric Utilities - 2.1% |  |  |
| American Electric Power Co Inc  | 1735 | 232178 |
| Constellation Energy Corp  | 62958 | 20768585 |
| Duke Energy Corp  | 11686 | 1529113 |
| Entergy Corp  | 11606 | 1243119 |
| Evergy Inc  | 8560 | 716130 |
| Exelon Corp  | 179503 | 8880013 |
| NextEra Energy Inc  | 294861 | 27649116 |
| NRG Energy Inc  | 26876 | 4809729 |
| PG&E Corp  | 634145 | 12048755 |
| Southern Co/The  | 171400 | 16690932 |
| Xcel Energy Inc  | 278726 | 23234599 |
|  |  | 117802269 |
| Gas Utilities - 0.0% |  |  |
| Southwest Gas Holdings Inc  | 83900 | 7397463 |
| Suburban Propane Partners LP  | 17570 | 356670 |
|  |  | 7754133 |
| Independent Power and Renewable Electricity Producers - 0.4% |  |  |
| AES Corp/The  | 19549 | 337807 |
| Talen Energy Corp (d) | 1272 | 471874 |
| Vistra Corp  | 118552 | 20615007 |
|  |  | 21424688 |
| Multi-Utilities - 0.7% |  |  |
| Ameren Corp  | 147238 | 16679121 |
| CenterPoint Energy Inc  | 20783 | 904061 |
| NiSource Inc  | 8729 | 412881 |
| Sempra  | 18817 | 1811513 |
| WEC Energy Group Inc  | 152667 | 17855932 |
|  |  | 37663508 |
| TOTAL UTILITIES |  | 184644598 |
| TOTAL UNITED STATES |  | 2683719249 |
| ZAMBIA - 0.0%  |  |  |
| Materials - 0.0% |  |  |
| Metals & Mining - 0.0% |  |  |
| First Quantum Minerals Ltd (d) | 61200 | 1832343 |
| <br> **TOTAL COMMON STOCKS**<br> (Cost $1,789,429,849) |  | <br> **3105413668** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Convertible Corporate Bonds - 12.8%** | &nbsp;&nbsp;**Convertible Corporate Bonds - 12.8%** | &nbsp;&nbsp;**Convertible Corporate Bonds - 12.8%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| CHINA - 0.0%  |  |  |
| Consumer Discretionary - 0.0% |  |  |
| Broadline Retail - 0.0% |  |  |
| Alibaba Group Holding Ltd 0.5% 6/1/2031  | 944000 | 1454704 |
| Information Technology - 0.0% |  |  |
| Semiconductors & Semiconductor Equipment - 0.0% |  |  |
| indie Semiconductor Inc 3.5% 12/15/2029 (j) | 689000 | 725517 |
| TOTAL CHINA |  | 2180221 |
| UNITED STATES - 12.8%  |  |  |
| Communication Services - 0.9% |  |  |
| Diversified Telecommunication Services - 0.1% |  |  |
| AST SpaceMobile Inc 2% 1/15/2036 (j) | 2995000 | 3114800 |
| AST SpaceMobile Inc 2.25% 4/15/2036 (j) | 2890000 | 2725325 |
| AST SpaceMobile Inc 2.375% 10/15/2032 (j) | 795000 | 1140825 |
|  |  | 6980950 |
| Entertainment - 0.5% |  |  |
| Liberty Live Holdings Inc 2.375% 9/30/2053 (j) | 3789000 | 6111657 |
| Liberty Media Corp-Liberty Formula One 2.25% 8/15/2027  | 2798000 | 3378585 |
| Live Nation Entertainment Inc 2.875% 1/15/2030  | 3165000 | 3544800 |
| Live Nation Entertainment Inc 2.875% 10/15/2031 (j) | 3597000 | 3767858 |
| Live Nation Entertainment Inc 3.125% 1/15/2029  | 3106000 | 4973638 |
| Sphere Entertainment Co 3.5% 12/1/2028  | 476000 | 1616734 |
| Zynga Inc 0% 12/15/2026 (k) | 1969000 | 2018302 |
|  |  | 25411574 |
| Interactive Media & Services - 0.1% |  |  |
| Snap Inc 0.125% 3/1/2028  | 1174000 | 1072684 |
| Snap Inc 0.5% 5/1/2030  | 2142000 | 1736091 |
| Trump Media & Technology Group Corp 0% 5/29/2028 (j)(l) | 2092000 | 1929870 |
|  |  | 4738645 |
| Media - 0.2% |  |  |
| Cable One Inc 1.125% 3/15/2028  | 989000 | 756585 |
| Cardlytics Inc 4.25% 4/1/2029  | 1254000 | 476405 |
| EchoStar Corp 3.875% 11/30/2030 pay-in-kind (f) | 2179669 | 7699681 |
| Liberty Broadband Corp 3.125% 3/31/2053 (j) | 2539000 | 2528844 |
| Magnite Inc 0.25% 3/15/2026  | 500000 | 496400 |
|  |  | 11957915 |
| TOTAL COMMUNICATION SERVICES |  | 49089084 |
| Consumer Discretionary - 1.1% |  |  |
| Automobile Components - 0.1% |  |  |
| LCI Industries 3% 3/1/2030 (j) | 2384000 | 3024104 |
| Patrick Industries Inc 1.75% 12/1/2028  | 806000 | 1536236 |
|  |  | 4560340 |
| Automobiles - 0.2% |  |  |
| Lucid Group Inc 5% 4/1/2030 (j) | 3082000 | 1613427 |
| Lucid Group Inc 7% 11/1/2031 (j) | 1270000 | 910431 |
| Rivian Automotive Inc 3.625% 10/15/2030  | 4480000 | 4390555 |
| Rivian Automotive Inc 4.625% 3/15/2029  | 4728000 | 5146840 |
|  |  | 12061253 |
| Broadline Retail - 0.1% |  |  |
| Etsy Inc 0.125% 10/1/2026  | 1702000 | 1690767 |
| Etsy Inc 1% 6/15/2030 (j) | 1878000 | 1904855 |
|  |  | 3595622 |
| Diversified Consumer Services - 0.0% |  |  |
| Stride Inc 1.125% 9/1/2027  | 1175000 | 1950500 |
| Hotels, Restaurants & Leisure - 0.4% |  |  |
| Cheesecake Factory Inc/The 2% 3/15/2030 (j) | 1612000 | 1787349 |
| Cracker Barrel Old Country Store Inc 1.75% 9/15/2030 (j) | 3137000 | 2556655 |
| DoorDash Inc 0% 5/15/2030 (j)(k) | 8797000 | 8475910 |
| DraftKings Holdings Inc 0% 3/15/2028 (k) | 1735000 | 1565837 |
| NCL Corp Ltd 0.875% 4/15/2030 (j) | 3426000 | 4095783 |
| NCL Corp Ltd 1.125% 2/15/2027  | 671000 | 685762 |
|  |  | 19167296 |
| Household Durables - 0.0% |  |  |
| Meritage Homes Corp 1.75% 5/15/2028  | 1442000 | 1483750 |
| Leisure Products - 0.0% |  |  |
| Peloton Interactive Inc 5.5% 12/1/2029  | 1007000 | 1320177 |
| Specialty Retail - 0.3% |  |  |
| Burlington Stores Inc 1.25% 12/15/2027  | 1442000 | 2256009 |
| GameStop Corp 0% 6/15/2032 (j)(l) | 11918000 | 12823768 |
| RealReal Inc/The 4% 2/15/2031 (i)(j) | 468000 | 676494 |
| Wayfair Inc 3.25% 9/15/2027  | 698000 | 927293 |
| Wayfair Inc 3.5% 11/15/2028  | 333000 | 593573 |
|  |  | 17277137 |
| TOTAL CONSUMER DISCRETIONARY |  | 61416075 |
| Consumer Staples - 0.1% |  |  |
| Food Products - 0.1% |  |  |
| Freshpet Inc 3% 4/1/2028  | 2648000 | 3634054 |
| Post Holdings Inc 2.5% 8/15/2027  | 1660000 | 1875800 |
|  |  | 5509854 |
| Personal Care Products - 0.0% |  |  |
| Herbalife Ltd 4.25% 6/15/2028  | 783000 | 1084847 |
| Oddity Finance LLC 0% 6/15/2030 (j)(l) | 1800000 | 1176750 |
|  |  | 2261597 |
| TOTAL CONSUMER STAPLES |  | 7771451 |
| Energy - 0.3% |  |  |
| Energy Equipment & Services - 0.1% |  |  |
| Liberty Energy Inc 0% 3/1/2031 (j)(l) | 1840000 | 1990880 |
| Nabors Industries Inc 1.75% 6/15/2029  | 749000 | 674099 |
| Solaris Energy Infrastructure Inc 0.25% 10/1/2031  | 1728000 | 2012256 |
| Solaris Energy Infrastructure Inc 4.75% 5/1/2030  | 407000 | 866707 |
| Transocean International Ltd 4.625% 9/30/2029  | 640000 | 1256906 |
|  |  | 6800848 |
| Oil, Gas & Consumable Fuels - 0.2% |  |  |
| Centrus Energy Corp 0% 8/15/2032 (j)(k) | 2104000 | 2425912 |
| Centrus Energy Corp 2.25% 11/1/2030  | 1029000 | 2391911 |
| CNX Resources Corp 2.25% 5/1/2026  | 625000 | 2026875 |
| Northern Oil & Gas Inc 3.625% 4/15/2029  | 2195000 | 2310238 |
| Peabody Energy Corp 3.25% 3/1/2028  | 882000 | 1563345 |
| World Kinect Corp 3.25% 7/1/2028  | 978000 | 1067193 |
|  |  | 11785474 |
| TOTAL ENERGY |  | 18586322 |
| Financials - 0.6% |  |  |
| Capital Markets - 0.3% |  |  |
| Coinbase Global Inc 0% 10/1/2029 (j)(k) | 3613000 | 3172575 |
| Coinbase Global Inc 0.25% 4/1/2030  | 7002000 | 6511860 |
| Galaxy Digital Holdings LP 0.5% 5/1/2031 (j) | 3444000 | 2555448 |
| Galaxy Digital Holdings LP 2.5% 12/1/2029 (j) | 1250000 | 1518125 |
| Galaxy Digital Holdings LP 3% 12/15/2026 (j) | 1250000 | 1313125 |
| WisdomTree Inc 3.25% 8/15/2029  | 618000 | 945231 |
| WisdomTree Inc 4.625% 8/15/2030 (j) | 480000 | 568800 |
|  |  | 16585164 |
| Consumer Finance - 0.1% |  |  |
| SoFi Technologies Inc 0% 10/15/2026 (j)(k) | 913000 | 964585 |
| SoFi Technologies Inc 1.25% 3/15/2029 (j) | 2402000 | 4784784 |
| Upstart Holdings Inc 0% 2/15/2032 (j)(k) | 1790000 | 1176030 |
| Upstart Holdings Inc 1% 11/15/2030  | 1338000 | 996141 |
| Upstart Holdings Inc 2% 10/1/2029  | 1177000 | 1170644 |
|  |  | 9092184 |
| Financial Services - 0.2% |  |  |
| Affirm Holdings Inc 0.75% 12/15/2029  | 2587000 | 2453511 |
| Euronet Worldwide Inc 0.625% 10/1/2030 (j) | 1249000 | 1110049 |
| Global Payments Inc 1.5% 3/1/2031  | 3112000 | 2830364 |
| HAT Holdings I LLC / HAT Holdings II LLC 3.75% 8/15/2028 (j) | 999000 | 1411287 |
| Repay Holdings Corp 2.875% 7/15/2029 (j) | 954000 | 785619 |
| Shift4 Payments Inc 0.5% 8/1/2027  | 1818000 | 1695285 |
|  |  | 10286115 |
| Insurance - 0.0% |  |  |
| Oscar Health Inc 2.25% 9/1/2030 (j) | 985000 | 964807 |
| TOTAL FINANCIALS |  | 36928270 |
| Health Care - 1.7% |  |  |
| Biotechnology - 0.8% |  |  |
| Alnylam Pharmaceuticals Inc 0% 9/15/2028 (j)(k) | 860000 | 806689 |
| Alnylam Pharmaceuticals Inc 1% 9/15/2027  | 2050000 | 2654927 |
| Arrowhead Pharmaceuticals Inc 0% 1/15/2032 (k) | 1745000 | 1837485 |
| Bridgebio Pharma Inc 0.75% 2/1/2033 (j) | 1440000 | 1380240 |
| Bridgebio Pharma Inc 1.75% 3/1/2031 (j) | 1579000 | 2466398 |
| Bridgebio Pharma Inc 2.25% 2/1/2029  | 2058000 | 2227785 |
| Bridgebio Pharma Inc 2.5% 3/15/2027  | 1449000 | 2374911 |
| Celcuity Inc 2.75% 8/1/2031  | 543000 | 1302820 |
| Cogent Biosciences Inc 1.625% 11/15/2031  | 360000 | 445428 |
| Cytokinetics Inc 1.75% 10/1/2031 (j) | 3047000 | 3766854 |
| Cytokinetics Inc 3.5% 7/1/2027  | 393000 | 556095 |
| Dynavax Technologies Corp 2.5% 5/15/2026  | 125000 | 184438 |
| Exact Sciences Corp 0.375% 3/1/2028  | 706000 | 733181 |
| Exact Sciences Corp 1.75% 4/15/2031 (j) | 1625000 | 2006063 |
| Exact Sciences Corp 2% 3/1/2030 (j) | 1492000 | 2086711 |
| Halozyme Therapeutics Inc 0% 2/15/2031 (j)(k) | 1783000 | 1811528 |
| Halozyme Therapeutics Inc 0.25% 3/1/2027  | 486000 | 521538 |
| Halozyme Therapeutics Inc 0.875% 11/15/2032 (j) | 1789000 | 1855193 |
| Halozyme Therapeutics Inc 1% 8/15/2028  | 1293000 | 1742318 |
| Ionis Pharmaceuticals Inc 0% 12/1/2030 (j)(l) | 1227000 | 1350123 |
| Ionis Pharmaceuticals Inc 0% 4/1/2026 (k) | 1184000 | 1661152 |
| Ionis Pharmaceuticals Inc 1.75% 6/15/2028  | 1793000 | 2868800 |
| Mirum Pharmaceuticals Inc 4% 5/1/2029  | 832000 | 2478839 |
| Novavax Inc 5% 12/15/2027  | 387000 | 456418 |
| PTC Therapeutics Inc 1.5% 9/15/2026  | 730000 | 987033 |
| Sarepta Therapeutics Inc 1.25% 9/15/2027  | 334000 | 302537 |
| Sarepta Therapeutics Inc 4.875% 9/1/2030 (j) | 1529000 | 1123815 |
| Travere Therapeutics Inc 2.25% 3/1/2029  | 886000 | 1120436 |
|  |  | 43109755 |
| Health Care Equipment & Supplies - 0.4% |  |  |
| Alphatec Holdings Inc 0.75% 3/15/2030 (j) | 1016000 | 1177239 |
| Dexcom Inc 0.375% 5/15/2028  | 3291000 | 3082022 |
| Enovis Corp 3.875% 10/15/2028  | 1247000 | 1234530 |
| Haemonetics Corp 2.5% 6/1/2029  | 1874000 | 1837832 |
| Integer Holdings Corp 1.875% 3/15/2030 (j) | 2550000 | 2448000 |
| Integer Holdings Corp 2.125% 2/15/2028  | 401000 | 470774 |
| IRhythm Holdings Inc 1.5% 9/1/2029  | 1860000 | 2178990 |
| Lantheus Holdings Inc 2.625% 12/15/2027  | 1615000 | 1932348 |
| LeMaitre Vascular Inc 2.5% 2/1/2030  | 527000 | 591733 |
| LivaNova PLC 2.5% 3/15/2029  | 1049000 | 1299921 |
| Merit Medical Systems Inc 3% 2/1/2029 (j) | 2002000 | 2259257 |
| Omnicell Inc 1% 12/1/2029  | 605000 | 622545 |
| Tandem Diabetes Care Inc 1.5% 3/15/2029  | 968000 | 1079925 |
| TransMedics Group Inc 1.5% 6/1/2028  | 1381000 | 2327261 |
|  |  | 22542377 |
| Health Care Providers & Services - 0.2% |  |  |
| Alignment Healthcare Inc 4.25% 11/15/2029  | 910000 | 1357038 |
| Brookdale Senior Living Inc 3.5% 10/15/2029  | 490000 | 875728 |
| Guardant Health Inc 0% 11/15/2027 (l) | 1319000 | 1371694 |
| Guardant Health Inc 0% 5/15/2033 (j)(l) | 1314000 | 1401053 |
| Guardant Health Inc 1.25% 2/15/2031  | 1782000 | 3046230 |
| Hims & Hers Health Inc 0% 5/15/2030 (j)(l) | 2516000 | 1668423 |
| OPKO Health Inc 3.75% 1/15/2029  | 343000 | 425422 |
|  |  | 10145588 |
| Health Care Technology - 0.0% |  |  |
| Evolent Health Inc 3.5% 12/1/2029  | 1380000 | 772799 |
| Life Sciences Tools & Services - 0.0% |  |  |
| Repligen Corp 1% 12/15/2028  | 1596000 | 1598394 |
| Tempus AI Inc 0.75% 7/15/2030 (j) | 1948000 | 1993778 |
|  |  | 3592172 |
| Pharmaceuticals - 0.3% |  |  |
| Amphastar Pharmaceuticals Inc 2% 3/15/2029  | 986000 | 898739 |
| ANI Pharmaceuticals Inc 2.25% 9/1/2029  | 623000 | 754609 |
| Collegium Pharmaceutical Inc 2.875% 2/15/2029  | 692000 | 922270 |
| Jazz Investments I Ltd 2% 6/15/2026  | 1969000 | 2405134 |
| Jazz Investments I Ltd 3.125% 9/15/2030  | 3041000 | 4336466 |
| Ligand Pharmaceuticals Inc 0.75% 10/1/2030 (j) | 1039000 | 1261242 |
| Pacira BioSciences Inc 2.125% 5/15/2029  | 794000 | 766686 |
| Zoetis Inc 0.25% 6/15/2029 (j) | 5200000 | 5447000 |
|  |  | 16792146 |
| TOTAL HEALTH CARE |  | 96954837 |
| Industrials - 1.1% |  |  |
| Aerospace & Defense - 0.2% |  |  |
| AeroVironment Inc 0% 7/15/2030 (l) | 1976000 | 2262520 |
| Astronics Corp 0% 1/15/2031 (j)(k) | 554000 | 889724 |
| BWX Technologies Inc 0% 11/1/2030 (j)(k) | 3246000 | 3385578 |
| Intuitive Machines Inc 2.5% 10/1/2030 (j) | 1165000 | 1889164 |
| Spirit AeroSystems Inc 3.25% 11/1/2028  | 639000 | 1046363 |
| Voyager Technologies Inc 0.75% 11/15/2030 (j) | 740000 | 838050 |
|  |  | 10311399 |
| Commercial Services & Supplies - 0.0% |  |  |
| Pitney Bowes Inc 1.5% 8/15/2030 (j) | 710000 | 717454 |
| Tetra Tech Inc 2.25% 8/15/2028  | 1227000 | 1396449 |
|  |  | 2113903 |
| Construction & Engineering - 0.2% |  |  |
| Fluor Corp 1.125% 8/15/2029  | 2118000 | 2819058 |
| Granite Construction Inc 3.25% 6/15/2030  | 1604000 | 2915270 |
| Granite Construction Inc 3.75% 5/15/2028  | 1097000 | 3229020 |
|  |  | 8963348 |
| Electrical Equipment - 0.3% |  |  |
| Array Technologies Inc 1% 12/1/2028  | 242000 | 216348 |
| Array Technologies Inc 2.875% 7/1/2031 (j) | 822000 | 1049694 |
| Bloom Energy Corp 0% 11/15/2030 (j)(k) | 7345000 | 8630375 |
| Enovix Corp 4.75% 9/15/2030 (j) | 1081000 | 898852 |
| Eos Energy Enterprises Inc 1.75% 12/1/2031 (j) | 1534000 | 1034683 |
| Fluence Energy Inc 2.25% 6/15/2030  | 1107000 | 1195007 |
| Plug Power Inc 6.75% 12/1/2033 (j) | 923000 | 933668 |
| Stem Inc 4.25% 4/1/2030 (j) | 405000 | 153899 |
| Sunrun Inc 4% 3/1/2030  | 1469000 | 1721668 |
|  |  | 15834194 |
| Ground Transportation - 0.2% |  |  |
| Hertz Corp/The 5.5% 10/1/2030 (j) | 1160000 | 800400 |
| Lyft Inc 0% 9/15/2030 (j)(l) | 890000 | 858777 |
| Lyft Inc 0.625% 3/1/2029  | 1820000 | 1890767 |
| Uber Technologies Inc 0.875% 12/1/2028  | 4556000 | 5628938 |
|  |  | 9178882 |
| Machinery - 0.0% |  |  |
| Greenbrier Cos Inc/The 2.875% 4/15/2028  | 618000 | 740116 |
| JBT Marel Corp 0.375% 9/15/2030 (j) | 1362000 | 1447125 |
|  |  | 2187241 |
| Passenger Airlines - 0.1% |  |  |
| JetBlue Airways Corp 2.5% 9/1/2029  | 1388000 | 1554560 |
| Joby Aviation Inc 0.75% 2/15/2032  | 1935000 | 1880907 |
|  |  | 3435467 |
| Professional Services - 0.1% |  |  |
| BlackSky Technology Inc 8.25% 8/1/2033 (j) | 498000 | 542820 |
| CSG Systems International Inc 3.875% 9/15/2028  | 1130000 | 1372385 |
| Parsons Corp 2.625% 3/1/2029  | 2967000 | 3107933 |
| Planet Labs PBC 0.5% 10/15/2030 (j) | 1460000 | 3230250 |
|  |  | 8253388 |
| Trading Companies & Distributors - 0.0% |  |  |
| Xometry Inc 0.75% 6/15/2030 (j) | 681000 | 804601 |
| TOTAL INDUSTRIALS |  | 61082423 |
| Information Technology - 5.3% |  |  |
| Communications Equipment - 1.0% |  |  |
| Lumentum Holdings Inc 0.375% 3/15/2032 (j) | 3640000 | 13917540 |
| Lumentum Holdings Inc 0.5% 12/15/2026  | 1280000 | 9027200 |
| Lumentum Holdings Inc 0.5% 6/15/2028  | 2328000 | 12457128 |
| Lumentum Holdings Inc 1.5% 12/15/2029  | 1581000 | 15902489 |
| Viavi Solutions Inc 0.625% 3/1/2031 (j) | 657000 | 1454433 |
|  |  | 52758790 |
| Electronic Equipment, Instruments & Components - 0.2% |  |  |
| Advanced Energy Industries Inc 2.5% 9/15/2028  | 1422000 | 3527271 |
| Itron Inc 0% 3/15/2032 (j)(l) | 831000 | 829338 |
| Itron Inc 1.375% 7/15/2030  | 1927000 | 2006489 |
| Mirion Technologies Inc 0% 10/1/2031 (j)(k) | 980000 | 1014913 |
| Mirion Technologies Inc 0.25% 6/1/2030 (j) | 850000 | 1009375 |
| OSI Systems Inc 0.5% 2/1/2031 (j) | 1799000 | 1906760 |
| OSI Systems Inc 2.25% 8/1/2029  | 989000 | 1600697 |
| Vishay Intertechnology Inc 2.25% 9/15/2030  | 1461000 | 1443467 |
|  |  | 13338310 |
| IT Services - 0.8% |  |  |
| Akamai Technologies Inc 0.25% 5/15/2033 (j) | 5348000 | 6696231 |
| Akamai Technologies Inc 0.375% 9/1/2027  | 3025000 | 3253690 |
| Akamai Technologies Inc 1.125% 2/15/2029  | 3325000 | 3563735 |
| Applied Digital Corp 2.75% 6/1/2030  | 1259000 | 3757995 |
| Cloudflare Inc 0% 6/15/2030 (j)(l) | 6119000 | 6415160 |
| Cloudflare Inc 0% 8/15/2026 (k) | 3419000 | 3696964 |
| CoreWeave Inc 1.75% 12/1/2031 (j) | 6752000 | 6961602 |
| DigitalOcean Holdings Inc 0% 8/15/2030 (j)(k) | 2751000 | 4415355 |
| Fastly Inc 0% 12/15/2030 (j)(l) | 720000 | 1068912 |
| Snowflake Inc 0% 10/1/2027 (l) | 3004000 | 3788044 |
| Snowflake Inc 0% 10/1/2029 (l) | 3109000 | 4072790 |
|  |  | 47690478 |
| Semiconductors & Semiconductor Equipment - 0.6% |  |  |
| Cohu Inc 1.5% 1/15/2031 (j) | 713000 | 953994 |
| Impinj Inc 0% 9/15/2029 (j)(k) | 455000 | 414959 |
| MACOM Technology Solutions Holdings Inc 0% 12/15/2029 (l) | 1918000 | 3042907 |
| Microchip Technology Inc 0% 2/15/2030 (j)(l) | 2309000 | 2389182 |
| Microchip Technology Inc 0.75% 6/1/2030  | 2620000 | 2670447 |
| MKS Inc 1.25% 6/1/2030  | 5431000 | 9447225 |
| ON Semiconductor Corp 0% 5/1/2027 (k) | 4977000 | 6701531 |
| ON Semiconductor Corp 0.5% 3/1/2029  | 3397000 | 3412286 |
| Penguin Solutions Inc 2% 8/15/2030  | 535000 | 580368 |
| Semtech Corp 0% 10/15/2030 (j)(k) | 1354000 | 1629539 |
| Semtech Corp 1.625% 11/1/2027  | 224000 | 550368 |
| Synaptics Inc 0.75% 12/1/2031  | 1107000 | 1268622 |
| Ultra Clean Holdings Inc 0% 3/15/2031 (j)(l) | 473000 | 484234 |
| Veeco Instruments Inc 2.875% 6/1/2029  | 642000 | 832353 |
| Wolfspeed Inc 2.5% 6/15/2031 (j) | 900000 | 1521563 |
|  |  | 35899578 |
| Software - 1.8% |  |  |
| Alkami Technology Inc 1.5% 3/15/2030 (j) | 813000 | 755418 |
| Bentley Systems Inc 0.375% 7/1/2027  | 1538000 | 1467252 |
| BILL Holdings Inc 0% 4/1/2030 (k) | 2064000 | 1898880 |
| BlackLine Inc 1% 6/1/2029  | 1785000 | 1660050 |
| Box Inc 1.5% 9/15/2029  | 1191000 | 1110608 |
| Cerence Inc 1.5% 7/1/2028  | 555000 | 495060 |
| Cipher Digital Inc 0% 10/1/2031 (j)(k) | 3371000 | 4241139 |
| Cipher Digital Inc 1.75% 5/15/2030  | 445000 | 1632594 |
| Cleanspark Inc 0% 2/15/2032 (j)(l) | 2893000 | 2085853 |
| Cleanspark Inc 0% 6/15/2030 (k) | 1829000 | 1863751 |
| Core Scientific Inc 0% 6/15/2031 (j)(k) | 1681000 | 1927307 |
| Core Scientific Inc 3% 9/1/2029 (j) | 1261000 | 2218572 |
| CyberArk Software Ltd 0% 6/15/2030 (j)(k) | 3290000 | 3347904 |
| Datadog Inc 0% 12/1/2029 (l) | 3517000 | 3392147 |
| Dropbox Inc 0% 3/1/2028 (l) | 1999000 | 1972014 |
| Five9 Inc 1% 3/15/2029  | 83000 | 73122 |
| Guidewire Software Inc 1.25% 11/1/2029  | 1856000 | 1849504 |
| InterDigital Inc 3.5% 6/1/2027  | 1239000 | 5879055 |
| Life360 Inc 0% 6/1/2030 (j)(k) | 837000 | 844115 |
| LivePerson Inc 0% 12/15/2026 (k) | 1381000 | 524780 |
| MARA Holdings Inc 0% 6/1/2031 (l) | 2570000 | 2238470 |
| MARA Holdings Inc 0% 8/1/2032 (j)(k) | 1261000 | 876773 |
| MARA Holdings Inc 2.125% 9/1/2031  | 3931000 | 3180179 |
| Nutanix Inc 0.25% 10/1/2027  | 1989000 | 2047676 |
| Nutanix Inc 0.5% 12/15/2029  | 131000 | 120454 |
| Pagaya Technologies Ltd 6.125% 10/1/2029  | 411000 | 479843 |
| PagerDuty Inc 1.5% 10/15/2028  | 992000 | 902224 |
| PAR Technology Corp 1% 1/15/2030  | 379000 | 299410 |
| PAR Technology Corp 1.5% 10/15/2027  | 98000 | 92246 |
| Porch Group Inc 6.75% 10/1/2028 (j) | 850000 | 851275 |
| Progress Software Corp 3.5% 3/1/2030  | 1271000 | 1276084 |
| Riot Platforms Inc 0.75% 1/15/2030  | 2787000 | 3780566 |
| Rubrik Inc 0% 6/15/2030 (j)(k) | 4131000 | 3676590 |
| Strategy Inc 0% 3/1/2030 (l) | 8095000 | 6951177 |
| Strategy Inc 0.625% 3/15/2030  | 2064000 | 2392176 |
| Strategy Inc 0.625% 9/15/2028  | 4951000 | 5525316 |
| Strategy Inc 0.875% 3/15/2031  | 1688000 | 1626388 |
| Terawulf Inc 0% 5/1/2032 (j)(k) | 2662000 | 2919149 |
| Terawulf Inc 1% 9/1/2031 (j) | 2636000 | 4013310 |
| Terawulf Inc 2.75% 2/1/2030 (j) | 1341000 | 2861426 |
| Uber Technologies Inc 0% 5/15/2028 (j)(k) | 3119000 | 3175142 |
| Unity Software Inc 0% 3/15/2030 (l) | 1801000 | 1677181 |
| Vertex Inc 0.75% 5/1/2029  | 987000 | 885339 |
| Workiva Inc 1.25% 8/15/2028  | 1015000 | 955115 |
| Zscaler Inc 0% 7/15/2028 (j)(k) | 4368000 | 4001088 |
|  |  | 96043722 |
| Technology Hardware, Storage & Peripherals - 0.9% |  |  |
| Seagate HDD Cayman 3.5% 6/1/2028  | 1332000 | 6568757 |
| Super Micro Computer Inc 0% 6/15/2030 (j)(l) | 5997000 | 5386505 |
| Super Micro Computer Inc 2.25% 7/15/2028  | 1759000 | 1731736 |
| Super Micro Computer Inc 3.5% 3/1/2029  | 4558000 | 4231811 |
| Western Digital Corp 3% 11/15/2028  | 4386000 | 32552015 |
|  |  | 50470824 |
| TOTAL INFORMATION TECHNOLOGY |  | 296201702 |
| Materials - 0.1% |  |  |
| Chemicals - 0.0% |  |  |
| PureCycle Technologies Inc 7.25% 8/15/2030  | 401000 | 377541 |
| Metals & Mining - 0.1% |  |  |
| MP Materials Corp 3% 3/1/2030 (j) | 2251000 | 6418727 |
| TOTAL MATERIALS |  | 6796268 |
| Real Estate - 0.6% |  |  |
| Health Care REITs - 0.3% |  |  |
| Ventas Realty LP 3.75% 6/1/2026  | 4160000 | 6541184 |
| Welltower OP LLC 2.75% 5/15/2028 (j) | 6058000 | 13227643 |
|  |  | 19768827 |
| Industrial REITs - 0.0% |  |  |
| Rexford Industrial Realty LP 4.125% 3/15/2029 (j) | 1592000 | 1588020 |
| Rexford Industrial Realty LP 4.375% 3/15/2027 (j) | 1603000 | 1600596 |
|  |  | 3188616 |
| Office REITs - 0.1% |  |  |
| Boston Properties LP 2% 10/1/2030 (j) | 2715000 | 2552100 |
| COPT Defense Properties LP 5.25% 9/15/2028 (j) | 999000 | 1189673 |
|  |  | 3741773 |
| Real Estate Management & Development - 0.1% |  |  |
| Compass Inc 0.25% 4/15/2031 (j) | 3593000 | 3427150 |
| Retail REITs - 0.0% |  |  |
| Federal Realty OP LP 3.25% 1/15/2029 (j) | 840000 | 867719 |
| Tanger Properties LP 2.375% 1/15/2031 (j) | 1042000 | 1091495 |
|  |  | 1959214 |
| Specialized REITs - 0.1% |  |  |
| Digital Realty Trust LP 1.875% 11/15/2029 (j) | 3073000 | 3248468 |
| TOTAL REAL ESTATE |  | 35334048 |
| Utilities - 1.0% |  |  |
| Electric Utilities - 0.7% |  |  |
| Alliant Energy Corp 3.25% 5/30/2028 (j) | 1452000 | 1550984 |
| Evergy Inc 4.5% 12/15/2027  | 2970000 | 4058505 |
| Exelon Corp 3.25% 3/15/2029 (j) | 2620000 | 2719560 |
| FirstEnergy Corp 3.625% 1/15/2029 (j) | 3524000 | 4038504 |
| FirstEnergy Corp 3.875% 1/15/2031 (j) | 3070000 | 3573480 |
| NextEra Energy Capital Holdings Inc 3% 3/1/2027  | 2361000 | 3320747 |
| PG&E Corp 4.25% 12/1/2027  | 4774000 | 5102451 |
| PPL Capital Funding Inc 2.875% 3/15/2028  | 2669000 | 3156093 |
| PPL Capital Funding Inc 3% 12/1/2030 (j) | 2418000 | 2531646 |
| Southern Co/The 3.25% 6/15/2028 (j) | 3710000 | 3808315 |
| Southern Co/The 4.5% 6/15/2027  | 2167000 | 2427040 |
|  |  | 36287325 |
| Gas Utilities - 0.0% |  |  |
| UGI Corp 5% 6/1/2028  | 1603000 | 2285878 |
| Independent Power and Renewable Electricity Producers - 0.0% |  |  |
| Ormat Technologies Inc 2.5% 7/15/2027  | 1146000 | 1433761 |
| Sunnova Energy International Inc 0.25% (m)(n) | 4855000 | 8496 |
|  |  | 1442257 |
| Multi-Utilities - 0.3% |  |  |
| CenterPoint Energy Inc 3% 8/1/2028 (j) | 1234000 | 1305818 |
| CenterPoint Energy Inc 4.25% 8/15/2026  | 1937000 | 2324400 |
| CMS Energy Corp 3.125% 5/1/2031 (j) | 2429000 | 2505028 |
| CMS Energy Corp 3.375% 5/1/2028  | 1890000 | 2147985 |
| WEC Energy Group Inc 3.375% 6/1/2028 (j) | 2403000 | 2513538 |
| WEC Energy Group Inc 4.375% 6/1/2027  | 2259000 | 2754851 |
| WEC Energy Group Inc 4.375% 6/1/2029  | 2338000 | 2921331 |
|  |  | 16472951 |
| Water Utilities - 0.0% |  |  |
| American Water Capital Corp 3.625% 6/15/2026  | 1803000 | 1799394 |
| TOTAL UTILITIES |  | 58287805 |
| TOTAL UNITED STATES |  | 728448285 |
| <br> **TOTAL CONVERTIBLE CORPORATE BONDS**<br> (Cost $575,301,189) |  | <br> **730628506** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Convertible Preferred Stocks - 2.2%** | &nbsp;&nbsp;**Convertible Preferred Stocks - 2.2%** | &nbsp;&nbsp;**Convertible Preferred Stocks - 2.2%** |
|  | Shares | Value ($)<br>|
| UNITED STATES - 2.2%  |  |  |
| Consumer Discretionary - 0.0% |  |  |
| Household Durables - 0.0% |  |  |
| Whirlpool Corp Series A, 8.5%  | 16500 | 810315 |
| Financials - 0.6% |  |  |
| Banks - 0.4% |  |  |
| Bank of America Corp Series L, 7.25%  | 8262 | 10269748 |
| Wells Fargo & Co Series L, 7.5%  | 9830 | 12109330 |
|  |  | 22379078 |
| Capital Markets - 0.1% |  |  |
| Ares Management Corp 6.75% Series B  | 78740 | 2977947 |
| KKR & Co Inc Series D 6.25%  | 137342 | 5411275 |
|  |  | 8389222 |
| Financial Services - 0.1% |  |  |
| Apollo Global Management Inc Series A, 6.75%  | 107552 | 6025825 |
| TOTAL FINANCIALS |  | 36794125 |
| Health Care - 0.1% |  |  |
| Health Care Providers & Services - 0.1% |  |  |
| BrightSpring Health Services Inc 6.75%  | 22700 | 3152576 |
| Life Sciences Tools & Services - 0.0% |  |  |
| Bruker Corp 6.375% Series A  | 8700 | 2739891 |
| TOTAL HEALTH CARE |  | 5892467 |
| Industrials - 0.5% |  |  |
| Aerospace & Defense - 0.5% |  |  |
| Boeing Co Series A, 6%  | 320000 | 23244800 |
| VSE Corp 5.75%  | 15700 | 909815 |
|  |  | 24154615 |
| Trading Companies & Distributors - 0.0% |  |  |
| QXO Inc Series B 5.5%  | 35900 | 2388786 |
| TOTAL INDUSTRIALS |  | 26543401 |
| Information Technology - 0.5% |  |  |
| Electronic Equipment, Instruments & Components - 0.0% |  |  |
| Novanta Inc 6.5%  | 32700 | 1927992 |
| Semiconductors & Semiconductor Equipment - 0.1% |  |  |
| Microchip Technology Inc Series A 7.5%  | 80000 | 5188000 |
| Software - 0.3% |  |  |
| Oracle Corp Series D 6.5%  | 273090 | 12526638 |
| Strategy Inc 8%  | 39100 | 3087336 |
|  |  | 15613974 |
| Technology Hardware, Storage & Peripherals - 0.1% |  |  |
| Hewlett Packard Enterprise Co 7.625%  | 81900 | 4863222 |
| TOTAL INFORMATION TECHNOLOGY |  | 27593188 |
| Materials - 0.2% |  |  |
| Chemicals - 0.2% |  |  |
| Albemarle Corp 7.25%  | 121123 | 8652338 |
| Utilities - 0.3% |  |  |
| Electric Utilities - 0.3% |  |  |
| NextEra Energy Inc 7.234%  | 74400 | 3879960 |
| NextEra Energy Inc 7.299%  | 104800 | 5965216 |
| PG&E Corp Series A, 6%  | 25400 | 1166114 |
| Southern Co/The 7.125%  | 105772 | 5632359 |
|  |  | 16643649 |
| Multi-Utilities - 0.0% |  |  |
| CenterPoint Energy Inc 3.369% (i) | 33600 | 1340304 |
| TOTAL UTILITIES |  | 17983953 |
| TOTAL UNITED STATES |  | 124269787 |
| <br> **TOTAL CONVERTIBLE PREFERRED STOCKS**<br> (Cost $106,550,052) |  | <br> **124269787** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Domestic Equity Funds - 15.1%** | &nbsp;&nbsp;**Domestic Equity Funds - 15.1%** | &nbsp;&nbsp;**Domestic Equity Funds - 15.1%** |
|  | Shares | Value ($)<br>|
| Fidelity Real Estate Equity Central Fund (b)<br>(Cost $659,790,329)<br>| 5746638 | **859926973** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 0.6%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 0.6%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 0.6%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| CANADA - 0.0%  |  |  |
| Energy - 0.0% |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |
| TransCanada PipeLines Ltd 7% 6/1/2065 (f) | 1839000 | 1912495 |
| UNITED STATES - 0.6%  |  |  |
| Consumer Discretionary - 0.0% |  |  |
| Broadline Retail - 0.0% |  |  |
| Match Group Holdings II LLC 3.625% 10/1/2031 (j) | 1645000 | 1492659 |
| Energy - 0.1% |  |  |
| Oil, Gas & Consumable Fuels - 0.1% |  |  |
| Energy Transfer LP 6.5% 2/15/2056 (f) | 7825000 | 7906662 |
| Financials - 0.3% |  |  |
| Financial Services - 0.3% |  |  |
| ILFC E-Capital Trust I CME Term SOFR 3 month Index + 1.8116%, 6.35% 12/21/2065 (f)(h)(j) | 14050000 | 12205759 |
| Information Technology - 0.0% |  |  |
| Semiconductors & Semiconductor Equipment - 0.0% |  |  |
| Wolfspeed Inc 9.875% 6/23/2030 pay-in-kind (f)(j) | 406544 | 434514 |
| Utilities - 0.2% |  |  |
| Electric Utilities - 0.1% |  |  |
| NextEra Energy Capital Holdings Inc 6.375% 8/15/2055 (f) | 2747000 | 2853270 |
| PacifiCorp 7.375% 9/15/2055 (f) | 1105000 | 1119113 |
| PG&E Corp 7.375% 3/15/2055 (f) | 1380000 | 1428271 |
|  |  | 5400654 |
| Multi-Utilities - 0.1% |  |  |
| CMS Energy Corp 3.75% 12/1/2050 (f) | 450000 | 418874 |
| Dominion Energy Inc 6% 2/15/2056 (f) | 3355000 | 3404497 |
| Dominion Energy Inc 6.625% 5/15/2055 (f) | 2045000 | 2122806 |
|  |  | 5946177 |
| TOTAL UTILITIES |  | 11346831 |
| TOTAL UNITED STATES |  | 33386425 |
| <br> **TOTAL NON-CONVERTIBLE CORPORATE BONDS**<br> (Cost $33,035,188) |  | <br> **35298920** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Non-Convertible Preferred Stocks - 10.1%** | &nbsp;&nbsp;**Non-Convertible Preferred Stocks - 10.1%** | &nbsp;&nbsp;**Non-Convertible Preferred Stocks - 10.1%** |
|  | Shares | Value ($)<br>|
| BERMUDA - 0.0%  |  |  |
| Financials - 0.0% |  |  |
| Insurance - 0.0% |  |  |
| PartnerRe Ltd 4.875%  | 40300 | 692354 |
| RenaissanceRe Holdings Ltd 5.75%  | 11977 | 265530 |
| RenaissanceRe Holdings Ltd Series G, 4.2%  | 116700 | 1860198 |
| TOTAL BERMUDA |  | 2818082 |
| CANADA - 0.2%  |  |  |
| Energy - 0.1% |  |  |
| Oil, Gas & Consumable Fuels - 0.1% |  |  |
| Enbridge Inc Series L, 5 year U.S. Treasury Index + 3.15%, 4.959% (f)(h) | 57500 | 1411625 |
| TransCanada PipeLines Ltd 6.25%  | 81500 | 2012643 |
| TOTAL ENERGY |  | 3424268 |
| Financials - 0.0% |  |  |
| Capital Markets - 0.0% |  |  |
| Brookfield Finance Inc 4.625%  | 6236 | 98903 |
| Industrials - 0.0% |  |  |
| Electrical Equipment - 0.0% |  |  |
| Brookfield BRP Holdings Canada Inc 4.625%  | 52076 | 780098 |
| Brookfield BRP Holdings Canada Inc 4.875%  | 69200 | 1096820 |
| Brookfield BRP Holdings Canada Inc 7.25%  | 35200 | 871200 |
| TOTAL INDUSTRIALS |  | 2748118 |
| Utilities - 0.1% |  |  |
| Electric Utilities - 0.1% |  |  |
| BIP Bermuda Holdings I Ltd 5.125%  | 42100 | 701807 |
| Brookfield Infrastructure Finance ULC 5%  | 36400 | 600600 |
| Brookfield Infrastructure Finance ULC 7.25%  | 81600 | 2025312 |
|  |  | 3327719 |
| Independent Power and Renewable Electricity Producers - 0.0% |  |  |
| Brookfield Renewable Partners LP 5.25%  | 60100 | 1072785 |
| Multi-Utilities - 0.0% |  |  |
| Brookfield Infrastructure Partners LP 5.125%  | 50623 | 866666 |
| Brookfield Infrastructure Partners LP Series A, 5%  | 58810 | 983303 |
|  |  | 1849969 |
| TOTAL UTILITIES |  | 6250473 |
| TOTAL CANADA |  | 12521762 |
| NETHERLANDS - 0.1%  |  |  |
| Financials - 0.1% |  |  |
| Insurance - 0.1% |  |  |
| AEGON Funding Co LLC 5.1%  | 228987 | 4564856 |
| UNITED STATES - 9.8%  |  |  |
| Communication Services - 0.9% |  |  |
| Diversified Telecommunication Services - 0.5% |  |  |
| AT&T Inc 5.35%  | 659301 | 14933168 |
| AT&T Inc Series A, 5%  | 306932 | 6405671 |
| AT&T Inc Series C 4.75%  | 224700 | 4379403 |
|  |  | 25718242 |
| Wireless Telecommunication Services - 0.4% |  |  |
| T-Mobile USA Inc 5.5%  | 366643 | 8381459 |
| T-Mobile USA Inc 5.5%  | 336480 | 7651555 |
| T-Mobile USA Inc 6.25%  | 275944 | 6848930 |
|  |  | 22881944 |
| TOTAL COMMUNICATION SERVICES |  | 48600186 |
| Consumer Discretionary - 0.2% |  |  |
| Automobiles - 0.2% |  |  |
| Ford Motor Co 6%  | 158475 | 3315297 |
| Ford Motor Co 6.2%  | 153525 | 3293111 |
| Ford Motor Co 6.5%  | 130300 | 2926538 |
|  |  | 9534946 |
| Leisure Products - 0.0% |  |  |
| Brunswick Corp/DE 6.375%  | 6824 | 168826 |
| TOTAL CONSUMER DISCRETIONARY |  | 9703772 |
| Energy - 0.0% |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |
| Summit Midstream Corp 3 month U.S. LIBOR + 7.43%, 12.2837% (f)(h) | 191 | 302468 |
| Financials - 6.6% |  |  |
| Banks - 3.4% |  |  |
| Bank of America Corp 4.25%  | 229850 | 4079838 |
| Bank of America Corp 4.375%  | 280016 | 5152294 |
| Bank of America Corp 4.75%  | 181424 | 3637551 |
| Bank of America Corp 5%  | 527176 | 11228849 |
| Bank of America Corp Series GG, 6%  | 128200 | 3240896 |
| Bank of America Corp Series HH, 5.875%  | 465213 | 11700107 |
| Bank of America Corp Series K, 6.45% (f) | 53386 | 1385366 |
| Bank of America Corp Series KK, 5.375%  | 476314 | 10802802 |
| Bank of America Corp Series PP, 4.125%  | 238223 | 4152227 |
| Citizens Financial Group Inc 6.5% (f) | 32900 | 838950 |
| JPMorgan Chase & Co 4.55%  | 676640 | 13228312 |
| JPMorgan Chase & Co 4.625%  | 833522 | 16587088 |
| JPMorgan Chase & Co 4.75%  | 392742 | 8013901 |
| JPMorgan Chase & Co 5.75%  | 812176 | 20288156 |
| JPMorgan Chase & Co Series EE, 6%  | 255900 | 6448680 |
| JPMorgan Chase & Co Series MM, 4.2%  | 734600 | 13648868 |
| M&T Bank Corp Series J, 7.5%  | 163000 | 4365140 |
| Truist Financial Corp Series O 5.25%  | 101500 | 2211685 |
| US Bancorp 4.5%  | 120377 | 2231790 |
| US Bancorp Series K, 5.5%  | 213200 | 4999540 |
| US Bancorp Series L, 3.75%  | 137300 | 2139133 |
| US Bancorp Series M, 4%  | 198867 | 3311136 |
| Wells Fargo & Co 4.25%  | 233979 | 4188224 |
| Wells Fargo & Co 4.7%  | 278439 | 5429561 |
| Wells Fargo & Co Series Y, 5.625%  | 408510 | 10090197 |
| Wells Fargo & Co Series Z, 4.75%  | 865786 | 17185852 |
|  |  | 190586143 |
| Capital Markets - 1.6% |  |  |
| Affiliated Managers Group Inc 4.75%  | 61900 | 1083250 |
| Affiliated Managers Group Inc 5.875%  | 68400 | 1448712 |
| Affiliated Managers Group Inc 6.75%  | 74700 | 1830150 |
| Bank of New York Mellon Corp/The 5 year U.S. Treasury Index + 2.161%, 6.15% (f)(h) | 113800 | 2929212 |
| Brookfield Oaktree Holdings LLC Series A, 6.625%  | 96640 | 2095155 |
| Brookfield Oaktree Holdings LLC Series B, 6.55%  | 129486 | 2741219 |
| Charles Schwab Corp/The 4.45%  | 183100 | 3433125 |
| Charles Schwab Corp/The 5.95%  | 83954 | 2107245 |
| KKR & Co Inc 6.875%  | 124300 | 3131117 |
| Morgan Stanley 5.85%  | 658100 | 16320880 |
| Morgan Stanley 6.375%  | 141443 | 3577093 |
| Morgan Stanley 6.5%  | 764400 | 19721521 |
| Morgan Stanley 6.625%  | 306800 | 8074976 |
| Morgan Stanley 6.875%  | 104038 | 2635283 |
| Morgan Stanley Series E, 7.125%  | 118400 | 3016832 |
| Morgan Stanley Series L, 4.875%  | 149582 | 3108314 |
| Morgan Stanley Series O, 4.25%  | 339200 | 6119168 |
| Northern Trust Corp Series E, 4.7%  | 173700 | 3420153 |
| State Street Corp 5.35% (f) | 118265 | 2718912 |
| Stifel Financial Corp Series D, 4.5%  | 105200 | 1813648 |
| TPG Operating Group II LP 6.95%  | 81600 | 1997568 |
|  |  | 93323533 |
| Financial Services - 0.3% |  |  |
| Apollo Global Management Inc 7.625% (f) | 109800 | 2811978 |
| Carlyle Finance LLC 4.625%  | 120300 | 2113671 |
| Compass Diversified Holdings 7.875% (f) | 42693 | 867949 |
| Compass Diversified Holdings Series C, 7.875%  | 42128 | 850985 |
| Corebridge Financial Inc 6.375%  | 143700 | 3382698 |
| Equitable Holdings Inc 4.3%  | 71699 | 1185901 |
| Equitable Holdings Inc Series A, 5.25%  | 176251 | 3615790 |
| KKR Group Finance Co IX LLC 4.625%  | 92763 | 1634484 |
| Voya Financial Inc Series B, 5.35% (f) | 6206 | 148136 |
|  |  | 16611592 |
| Insurance - 1.3% |  |  |
| Allstate Corp/The Series H 5.1%  | 380100 | 8039115 |
| Allstate Corp/The Series I, 4.75%  | 114400 | 2241096 |
| Allstate Corp/The Series J, 7.375%  | 154229 | 4100949 |
| American Financial Group Inc/OH 4.5%  | 133700 | 2271563 |
| American Financial Group Inc/OH 5.625%  | 34400 | 721024 |
| American Financial Group Inc/OH 5.875%  | 33000 | 728310 |
| Arch Capital Group Ltd 5.45%  | 69300 | 1436589 |
| Arch Capital Group Ltd Series G, 4.55%  | 125300 | 2202774 |
| Athene Holding Ltd 7.25% (f) | 178200 | 4463910 |
| Athene Holding Ltd Series A, 6.35% (f) | 195173 | 4748559 |
| Athene Holding Ltd Series B, 5.625%  | 55244 | 1074496 |
| Athene Holding Ltd Series D, 4.875%  | 240414 | 4017318 |
| Athene Holding Ltd Series E, 7.75% (f) | 124500 | 3185955 |
| Axis Capital Holdings Ltd 5.5%  | 106200 | 2164356 |
| Enstar Group Ltd 7% (f) | 78200 | 1771230 |
| F&G Annuities & Life Inc 7.3%  | 71800 | 1579600 |
| Hartford Insurance Group Inc/The 6%  | 34460 | 861500 |
| Lincoln National Corp Series D, 9%  | 67100 | 1772782 |
| MetLife Inc 5.625%  | 151800 | 3655344 |
| MetLife Inc Series F, 4.75%  | 228300 | 4451850 |
| Prudential Financial Inc 4.125%  | 132400 | 2287872 |
| Prudential Financial Inc 5.625%  | 177835 | 4294716 |
| Prudential Financial Inc 5.95%  | 22971 | 568532 |
| Reinsurance Group of America Inc 5.75% (f) | 44984 | 1125500 |
| Reinsurance Group of America Inc 7.125% (f) | 152346 | 3892440 |
| W R Berkley Corp 4.125%  | 74956 | 1271254 |
| W R Berkley Corp 4.25%  | 66315 | 1164491 |
| W R Berkley Corp 5.1%  | 91500 | 1866600 |
|  |  | 71959725 |
| TOTAL FINANCIALS |  | 372480993 |
| Information Technology - 0.2% |  |  |
| Software - 0.2% |  |  |
| Strategy Inc 11.25% (i) | 28500 | 2850000 |
| Strategy Inc Series A, 10%  | 103102 | 10173074 |
| TOTAL INFORMATION TECHNOLOGY |  | 13023074 |
| Real Estate - 0.4% |  |  |
| Hotel & Resort REITs - 0.0% |  |  |
| Pebblebrook Hotel Trust 6.375%  | 40902 | 829084 |
| Sunstone Hotel Investors Inc Series H, 6.125%  | 18300 | 375516 |
|  |  | 1204600 |
| Retail REITs - 0.0% |  |  |
| Kimco Realty Corp 5.125%  | 8922 | 181294 |
| Specialized REITs - 0.4% |  |  |
| Digital Realty Trust Inc 5.25%  | 89700 | 1881906 |
| Digital Realty Trust Inc Series L, 5.2%  | 91800 | 1903014 |
| Public Storage 3.875%  | 91695 | 1421273 |
| Public Storage 3.95%  | 91500 | 1452105 |
| Public Storage 4%  | 205000 | 3292280 |
| Public Storage 4%  | 137300 | 2205038 |
| Public Storage Series I, 4.875%  | 68600 | 1359652 |
| Public Storage Series J, 4.7%  | 77800 | 1478200 |
| Public Storage Series K, 4.75%  | 68600 | 1317120 |
| Public Storage Series L, 4.625%  | 164700 | 3071655 |
| Public Storage Series MM, 4.125%  | 64100 | 1073033 |
| Public Storage Series O, 3.9%  | 96794 | 1529336 |
| Public Storage Series S, 4.1%  | 95915 | 1573965 |
|  |  | 23558577 |
| TOTAL REAL ESTATE |  | 24944471 |
| Utilities - 1.5% |  |  |
| Electric Utilities - 1.0% |  |  |
| Duke Energy Corp 5.625%  | 290221 | 7145241 |
| Entergy Arkansas LLC 4.875%  | 103500 | 2187990 |
| Entergy Louisiana LLC 4.875%  | 58761 | 1210477 |
| Entergy Mississippi LLC 4.9%  | 34100 | 710303 |
| Entergy New Orleans LLC 5.5%  | 121017 | 2738615 |
| Georgia Power Co 5%  | 36600 | 851316 |
| NextEra Energy Capital Holdings Inc 5.65%  | 185100 | 4420188 |
| NextEra Energy Capital Holdings Inc 6.5%  | 233000 | 5901890 |
| SCE Trust II 5.1%  | 27957 | 533419 |
| SCE Trust VII 7.5%  | 34600 | 865000 |
| Southern Co/The 4.2%  | 535859 | 9827655 |
| Southern Co/The 5.25%  | 122980 | 2715398 |
| Southern Co/The Series A, 4.95%  | 320038 | 6698395 |
| Southern Co/The Series A, 6.5%  | 137185 | 3573669 |
| Xcel Energy Inc 6.25%  | 259300 | 6482500 |
|  |  | 55862056 |
| Multi-Utilities - 0.5% |  |  |
| CMS Energy Corp 5.625%  | 39631 | 886149 |
| CMS Energy Corp 5.875%  | 144543 | 3377970 |
| CMS Energy Corp 5.875%  | 57830 | 1359005 |
| DTE Energy Co 4.375%  | 237200 | 4089328 |
| DTE Energy Co 4.375%  | 99586 | 1751718 |
| DTE Energy Co 5.25%  | 159333 | 3534006 |
| DTE Energy Co Series H, 6.25%  | 326800 | 8186340 |
| SCE Trust VI 5%  | 141500 | 2610675 |
| Sempra 5.75%  | 174000 | 3911520 |
|  |  | 29706711 |
| TOTAL UTILITIES |  | 85568767 |
| TOTAL UNITED STATES |  | 554623731 |
| <br> **TOTAL NON-CONVERTIBLE PREFERRED STOCKS**<br> (Cost $598,790,016) |  | <br> **574528431** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Preferred Securities - 3.4%** | &nbsp;&nbsp;**Preferred Securities - 3.4%** | &nbsp;&nbsp;**Preferred Securities - 3.4%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| FRANCE - 0.0%  |  |  |
| Financials - 0.0% |  |  |
| Banks - 0.0% |  |  |
| BNP Paribas SA 6.875% (f)(j)(o) | 4010000 | 4088661 |
| UNITED STATES - 3.4%  |  |  |
| Energy - 0.6% |  |  |
| Oil, Gas & Consumable Fuels - 0.6% |  |  |
| BP Capital Markets PLC 6.125% (f)(o) | 2000000 | 2091853 |
| Energy Transfer LP 6.625% (f)(o) | 18255000 | 18530708 |
| Plains All American Pipeline LP CME Term SOFR 3 month Index + 4.3716%, 8.0241% (f)(h)(o) | 740000 | 741671 |
| Sunoco LP 7.875% (f)(j)(o) | 9545000 | 10207679 |
| Venture Global LNG Inc 9% (f)(j)(o) | 1060000 | 967108 |
| TOTAL ENERGY |  | 32539019 |
| Financials - 2.7% |  |  |
| Banks - 2.2% |  |  |
| Bank of America Corp 4.375% (f)(o) | 11855000 | 11825666 |
| Bank of America Corp 5.875% (f)(o) | 2025000 | 2118174 |
| Bank of America Corp 6.125% (f)(o) | 7585000 | 7728361 |
| Bank of America Corp 6.25% (f)(o) | 20210000 | 20914620 |
| Bank of America Corp 6.625% (f)(o) | 3910000 | 4113788 |
| JPMorgan Chase & Co 3.65% (f)(o) | 13835000 | 13909948 |
| JPMorgan Chase & Co 6.5% (f)(o) | 2535000 | 2682376 |
| JPMorgan Chase & Co 6.875% (f)(o) | 2320000 | 2502417 |
| JPMorgan Chase & Co CME Term SOFR 3 month Index + 2.745%, 6.4058% (f)(h)(o) | 23820000 | 24163541 |
| PNC Financial Services Group Inc/The 3.4% (f)(o) | 9755000 | 9711504 |
| PNC Financial Services Group Inc/The 5% (f)(o) | 3475000 | 3545499 |
| Truist Financial Corp 5.1% (f)(o) | 4445000 | 4607750 |
| Wells Fargo & Co 6.85% (f)(o) | 3405000 | 3640317 |
| Wells Fargo & Co 7.625% (f)(o) | 7430000 | 8048549 |
|  |  | 119512510 |
| Capital Markets - 0.4% |  |  |
| Bank of New York Mellon Corp/The 3.75% (f)(o) | 8500000 | 8433972 |
| Bank of New York Mellon Corp/The 5.95% (f)(o) | 2820000 | 2927449 |
| Charles Schwab Corp/The 4% (f)(o) | 11490000 | 10969987 |
| Charles Schwab Corp/The 5% (f)(o) | 3270000 | 3312278 |
|  |  | 25643686 |
| Consumer Finance - 0.1% |  |  |
| Ally Financial Inc 4.7% (f)(o) | 4915000 | 4653348 |
| Financial Services - 0.0% |  |  |
| Corebridge Financial Inc 6.875% (f)(o) | 2495000 | 2607625 |
| TOTAL FINANCIALS |  | 152417169 |
| Industrials - 0.0% |  |  |
| Trading Companies & Distributors - 0.0% |  |  |
| Air Lease Corp 4.125% (f)(o) | 2110000 | 2110447 |
| Air Lease Corp 6% (f)(o) | 1470000 | 1451742 |
| TOTAL INDUSTRIALS |  | 3562189 |
| Utilities - 0.1% |  |  |
| Electric Utilities - 0.1% |  |  |
| Edison International 5% (f)(o) | 2230000 | 2256929 |
| Multi-Utilities - 0.0% |  |  |
| Dominion Energy Inc 4.35% (f)(o) | 1935000 | 1957295 |
| TOTAL UTILITIES |  | 4214224 |
| TOTAL UNITED STATES |  | 192732601 |
| <br> **TOTAL PREFERRED SECURITIES**<br> (Cost $189,764,982) |  | <br> **196821262** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 1.3%** | &nbsp;&nbsp;**Money Market Funds - 1.3%** | &nbsp;&nbsp;**Money Market Funds - 1.3%** | &nbsp;&nbsp;**Money Market Funds - 1.3%** |
|  | Yield (%) | Shares | Value ($)<br>|
| Fidelity Cash Central Fund (q) | 3.70 | 41180682 | 41188919 |
| Fidelity Securities Lending Cash Central Fund (q)(r) | 3.69 | 34312926 | 34316357 |
| <br> **TOTAL MONEY MARKET FUNDS**<br> (Cost $75,504,694) |  |  | **75505276** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 99.9%**<br> (Cost $4,029,638,494)<br>| <br>**5703646345** |
| **NET OTHER ASSETS (LIABILITIES) - 0.1%** (p)  | **7280618** |
| **NET ASSETS - 100.0%** | **5710926963** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  |
|  | Number <br> of contracts | Expiration <br> Date | Notional <br> Amount ($)<br>| Unrealized<br> Appreciation/<br> (Depreciation) ($)<br>|
| SHORT |  |  |  |  |
| Interest Rate Contracts |  |  |  |  |
| CBOT US Treasury Ultra Bond Contracts (United States) | (96) | 6/2026 | (11670000) | (130693) |
| The notional amount of short futures as a percentage of Net Assets is 0.2%. | The notional amount of short futures as a percentage of Net Assets is 0.2%. | The notional amount of short futures as a percentage of Net Assets is 0.2%. | The notional amount of short futures as a percentage of Net Assets is 0.2%. | The notional amount of short futures as a percentage of Net Assets is 0.2%. |

---

**Legend**

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

(b) Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. A complete unaudited schedule of portfolio holdings for each Fidelity Central Fund is filed with the SEC for the first and third quarters of each fiscal year on Form N-PORT and is available upon request or at the SEC's website at www.sec.gov. An unaudited holdings listing for the Fund, which presents direct holdings as well as the pro-rata share of securities and other investments held indirectly through its investment in underlying non-money market Fidelity Central Funds, is available at fidelity.com and/or institutional.fidelity.com, as applicable. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.

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

(d) Non-income producing.

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

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

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

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

(j) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $335,666,468 or 5.9% of net assets.

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

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

(m) Level 3 security.

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

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

(p) Includes $499,550 of cash collateral to cover margin requirements for futures contracts.

(q) 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.

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

**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 | 35333498 | 230061254 | 224206548 | 370966 | 713 | - | 41188919 | 41180682 | 0.1% |
| Fidelity Real Estate Equity Central Fund | 806363894 | 9733285 | 22991464 | 9733285 | 1500105 | 65321153 | 859926973 | 5746638 | 85.6% |
| Fidelity Securities Lending Cash Central Fund | 1535450 | 77091085 | 44310218 | 25362 | 40 | - | 34316357 | 34312926 | 0.1% |
| Total | 843232842 | 316885624 | 291508230 | 10129613 | 1500858 | 65321153 | 935432249 |  |  |

---

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.

**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. Bank Loan Obligations, Convertible Corporate Bonds, 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. 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. Debt securities are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.

Futures contracts are valued at the settlement price established each day by the board of trade or exchange on which they are traded 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.

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):

Interest Rate Risk - Interest rate risk relates to the fluctuations in the value of interest-bearing securities due to changes in the prevailing levels of market interest rates.

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.

Futures Contracts: A futures contract is an agreement between two parties to buy or sell a specified underlying instrument for a specified price at a specified future date.

The Fund used futures contracts to manage its exposure to the bond market and fluctuations in interest rates.

Open futures contracts at period end are presented in the Schedule of Investments under the caption "Futures Contracts". The underlying face amount at value reflects each contract's exposure to the underlying instrument or index at period end. Any securities and/or cash deposited to meet initial margin requirements are identified in the Schedule of Investments.

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 Salem Street Trust

- **b. Investment Company Act file number:** 811-02105

- **c. CIK number of Registrant:** 0000035315

- **d. LEI of Registrant:** S4W85DGKOEJ24DPRB829

- **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 Strategic Dividend and Income Fund

- **b. EDGAR series identifier (if any):** S000017681

- **c. LEI of Series:** VYC1YD7W6TZ4YRN22D72

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

- **a. Date of fiscal year-end:** 2026-11-30

- **b. Date as of which information is reported:** 2026-02-28

**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:** $5751099736.05

**Total Liabilities:** $38266533.12

**Net Assets:** $5712833202.93

**Delayed Delivery Securities:** $185642.14

**Cash Not Reported:** $1890161.09

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 2619.20865660 | **1-Year:** 21891.41023280 | **5-Year:** 44151.78881260 | **10-Year:** 18767.87584120 | **30-Year:** 19705.62173390

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

- **3-Month:** 12704.32539541 | **1-Year:** 67381.79051920 | **5-Year:** 148829.27949405 | **10-Year:** 12397.30317730 | **30-Year:** 4283.31856950

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000048851 | 0.13%                | 3.92%                | 5.41%                |
| Class ID C000048852 | 0.11%                | 3.90%                | 5.36%                |
| Class ID C000048854 | 0.01%                | 3.86%                | 5.32%                |
| Class ID C000048855 | 0.09%                | 3.85%                | 5.36%                |
| Class ID C000048856 | 0.12%                | 3.94%                | 5.38%                |
| Class ID C000205022 | 0.09%                | 3.94%                | 5.44%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $22693592.71             | $-36582704.44                              |
| Month 2  | $20076183.44             | $179581306.38                              |
| Month 3  | $12733333.11             | $272691011.15                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AES CORP                                       | AES CORP                                                            | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |     27350 | NS      | $472608.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AT and T INC                                   | AT and T INC                                                        | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |    117400 | NS      | $3288374.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                     | ABBVIE INC                                                          | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |    578769 | NS      | $134320709.52 | 2.35%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUBB LTD                                      | CHUBB LTD                                                           | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |    172336 | NS      | $58742448.96  | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED MICRO DEVICES INC                     | ADVANCED MICRO DEVICES INC                                          | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      2929 | NS      | $586415.09    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMDOCS LIMITED                                 | AMDOCS LTD                                                          | CUSIP: N/A<br>LEI: 549300HQV672RJ7RQV66       | Long             | EC               | CORP              | GG        |    274039 | NS      | $19127922.20  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC                   | ALIMENTATION COUCHE-TARD INC                                        | CUSIP: 01626P148<br>LEI: 549300OSW32RVX8CCZ87 | Long             | EC               | CORP              | CA        |    343657 | NS      | $20855486.57  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                   | ALPHABET INC CL A                                                   | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      6100 | NS      | $1901736.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMEREN CORP                                    | AMEREN CORP                                                         | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |    148807 | NS      | $16856856.96  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ELECTRIC POWER CO INC                 | AMERICAN ELECTRIC POWER CO INC                                      | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |      2371 | NS      | $317287.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN FINL GROUP INC OHIO                   | AMERICAN FINL GROUP INC OHIO                                        | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |    132800 | NS      | $17659744.00  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORP                            | AMERICAN TOWER CORP                                                 | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |     41600 | NS      | $7981376.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK INC NEW                                 | AMETEK INC NEW                                                      | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |     39900 | NS      | $9544878.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ANALOG DEVICES INC                             | ANALOG DEVICES INC                                                  | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |     47155 | NS      | $16777277.45  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTERO RESOURCES CORPORATION                   | ANTERO RES CORP                                                     | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |      4240 | NS      | $156074.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC                                      | APPLE INC                                                           | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     52457 | NS      | $13858090.26  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTRAZENECA PLC                                | ASTRAZENECA PLC                                                     | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |    178412 | NS      | $37189981.40  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| BALL CORP                                      | BALL CORP                                                           | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |    203800 | NS      | $13681094.00  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                    | BANK OF AMERICA CORPORATION                                         | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    207179 | NS      | $10323729.57  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                    | BANK AMER PC 7.25% PERP PAR=1000                                    | CUSIP: 060505682<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |      8262 | NS      | $10269748.62  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| H and R BLOCK INC                              | BLOCK H and R INC                                                   | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |    246800 | NS      | $7557016.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                                      | BOEING CO                                                           | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      3700 | NS      | $841861.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                         | BOSTON SCIENTIFIC CORP                                              | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     14800 | NS      | $1137380.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                       | BUILDERS FIRSTSOURCE                                                | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |      9200 | NS      | $959468.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BURLINGTON STORES INC                          | BURLINGTON STORES INC                                               | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |     58800 | NS      | $18043956.00  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX CORP                                       | CSX CORP                                                            | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |      9656 | NS      | $412214.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMECO CORP                                    | CAMECO CORP                                                         | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |      3614 | NS      | $427897.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                 | CANADIAN NATL RESOURCES LTD                                         | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |    517504 | NS      | $22638073.15  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN PACIFIC KANSAS CITY LTD               | CANADIAN PACIFIC KANSAS CITY LTD                                    | CUSIP: 13646K108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      4636 | NS      | $406067.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                     | CAPITAL ONE FINANCIAL CORP                                          | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |     34594 | NS      | $6767970.16   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CATERPILLAR INC                                | CATERPILLAR INC                                                     | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      1025 | NS      | $761400.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PRYSMIAN SPA                                   | PRYSMIAN SPA                                                        | CUSIP: N/A<br>LEI: 529900X0H1IO3RS1A464       | Long             | EC               | CORP              | IT        |     77326 | NS      | $9313987.28   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                         | CENTERPOINT ENERGY INC                                              | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |     29076 | NS      | $1264806.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERPOINT ENERGY INC                         | CENTERPOINT ENERGY INC PC STEP 09/15/2029                           | CUSIP: 15189T206<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EP               | CORP              | US        |     33600 | NS      | $1340304.00   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                    | CHENIERE ENERGY PARTNERS LP                                         | CUSIP: 16411Q101<br>LEI: 5493005UEC8AZ34LDV29 | Long             | EC               | CORP              | US        |      8120 | NS      | $497756.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHENIERE ENERGY INC                            | CHENIERE ENERGY INC                                                 | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |      8740 | NS      | $2060280.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CHURCHILL DOWNS INC                            | CHURCHILL DOWNS INC                                                 | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |     24700 | NS      | $2270671.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS INC                              | CISCO SYSTEMS INC                                                   | CUSIP: 17275R102<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | EC               | CORP              | US        |   1196264 | NS      | $95055137.44  | 1.66%             |  |  |  | No            |                  1 | On Loan: No      |
| TAPESTRY INC                                   | TAPESTRY INC                                                        | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |    183733 | NS      | $28564969.51  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA COLA CO                                   | COCA COLA CO                                                        | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |   1524124 | NS      | $124307553.44 | 2.18%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA SPORTSWEAR CO                         | COLUMBIA SPORTSWEAR CO                                              | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |     50300 | NS      | $3115582.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| COMCAST CORP                                   | COMCAST CORP CL A                                                   | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |   1031249 | NS      | $31927469.04  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTCO WHOLESALE CORP                          | COSTCO WHOLESALE CORP                                               | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      2664 | NS      | $2692744.56   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN HOLDINGS INC                             | CROWN HOLDINGS INC                                                  | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |     94700 | NS      | $10852620.00  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| DANAHER CORP                                   | DANAHER CORP                                                        | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     37635 | NS      | $7927436.40   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| DANONE SA                                      | DANONE SA                                                           | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | EC               | CORP              | FR        |    101100 | NS      | $8694499.87   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| DELEK LOGISTICS PARTNERS LP                    | DELEK LOGISTICS PARTNERS LP                                         | CUSIP: 24664T103<br>LEI: 549300UVYITDIU51P724 | Long             | EC               | CORP              | US        |     12380 | NS      | $642893.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DICKS SPORTING GOODS INC                       | DICKS SPORTING GOODS INC                                            | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |     49850 | NS      | $10150955.50  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| WALT DISNEY CO/THE                             | DISNEY (WALT) CO                                                    | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     85291 | NS      | $9044257.64   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| KEURIG DR PEPPER INC                           | KEURIG DR PEPPER INC                                                | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |    972411 | NS      | $29444605.08  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP NEW                           | DUKE ENERGY CORP NEW                                                | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |     11686 | NS      | $1529113.10   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                        | E.ON SE                                                             | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |     53243 | NS      | $1238106.76   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ECHOSTAR CORP                                  | ECHOSTAR CORP CL A                                                  | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |     14958 | NS      | $1728097.74   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                             | ENERGY TRANSFER LP                                                  | CUSIP: 29273V100<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EC               | CORP              | US        |    125206 | NS      | $2358881.04   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY CORP NEW                               | ENTERGY CORP                                                        | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |     16237 | NS      | $1739145.07   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERPRISE PRODUCTS PARTNERS LP                | ENTERPRISE PRODS PARTNERS LP                                        | CUSIP: 293792107<br>LEI: K4CDIF4M54DJZ6TB4Q48 | Long             | EC               | CORP              | US        |     25300 | NS      | $914342.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ENEL SPA                                       | ENEL (ENTE NAZ ENERG ELET) SPA                                      | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | EC               | CORP              | IT        |     64139 | NS      | $771268.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EXELON CORP                                    | EXELON CORP                                                         | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |    189719 | NS      | $9385398.93   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORP                               | EXXON MOBIL CORP                                                    | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |   1273079 | NS      | $194144547.50 | 3.40%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                             | META PLATFORMS INC CL A                                             | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      2900 | NS      | $1879722.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Central Investment Portfolios LLC     | Fidelity Real Estate Equity Central Fund                            | CUSIP: 31606V674<br>LEI: S2V1M15I679NQK6BNY65 | Long             | EC               | RF                | US        |   5859553 | NS      | $876823436.55 | 15.35%            |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust                   | Fidelity Cash Central Fund                                          | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  41180682 | NS      | $41188918.34  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust                   | Fidelity Securities Lending Cash Central Fund                       | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  34356372 | NS      | $34359807.47  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                     | FIRST QUANTUM MINERALS LTD                                          | CUSIP: 335934105<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | EC               | CORP              | CA        |     61200 | NS      | $1832343.39   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL GRID PLC                              | NATIONAL GRID PLC                                                   | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |    148781 | NS      | $2783191.51   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                          | GENERAL DYNAMICS CORPORATION                                        | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |     80400 | NS      | $28706820.00  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| GE AEROSPACE                                   | GE AEROSPACE                                                        | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     74275 | NS      | $25421361.50  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| DHT HOLDINGS INC                               | DHT HOLDINGS INC                                                    | CUSIP: N/A<br>LEI: 549300SMD6IVZYT74K40       | Long             | EC               | CORP              | MH        |   1050346 | NS      | $20471243.54  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| SCORPIO TANKERS INC                            | SCORPIO TANKERS INC                                                 | CUSIP: N/A<br>LEI: 549300NVJUH16NXG8K87       | Long             | EC               | CORP              | MH        |     52800 | NS      | $4175424.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GENESIS ENERGY MLP                             | GENESIS ENERGY LP LTD INT UNIT                                      | CUSIP: 371927104<br>LEI: 549300VJ5D6MDK138782 | Long             | EC               | CORP              | US        |     53560 | NS      | $967293.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES INC                            | GILEAD SCIENCES INC                                                 | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |    279120 | NS      | $41574924.00  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP SEMICONDUCTORS NV                          | NXP SEMICONDUCTORS NV                                               | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |    110200 | NS      | $25016502.00  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK PLC                                        | GSK PLC                                                             | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |    689300 | NS      | $20481356.47  | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| GRUPO AEROPORTUARIO DEL CENTRO NORTE SAB DE CV | GRUPO AERO CENT NORTE SPON ADS                                      | CUSIP: 400501102<br>LEI: 529900HUSBARAFSXJ605 | Long             | EC               | CORP              | MX        |     10442 | NS      | $1275594.72   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GRUPO AEROPORTUARIO DEL PACIFICO SAB DE CV     | GRUPO AEROPORTUARIO DEL PACIFICO SAB DE CV ADR                      | CUSIP: 400506101<br>LEI: 4469000001BZ368XFI90 | Long             | EC               | CORP              | MX        |      5448 | NS      | $1420620.48   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GRUPO AEROPORTUARIO DEL SUREST E SAB DE CV     | GRUPO AEROPORT SPON ADR B SHS                                       | CUSIP: 40051E202<br>LEI: 5299001W7JIDXCUOUC82 | Long             | EC               | CORP              | MX        |      1888 | NS      | $679056.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HARTFORD INSURANCE GROUP INC/THE               | HARTFORD INSURANCE GROUP INC/THE                                    | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |    155836 | NS      | $21946383.88  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| HITACHI LTD                                    | HITACHI LTD                                                         | CUSIP: N/A<br>LEI: 549300T6IPOCDWLKC615       | Long             | EC               | CORP              | JP        |    407648 | NS      | $13345299.68  | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES INC              | HUNTINGTON INGALLS INDUSTRIES INC                                   | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |     36875 | NS      | $16391675.00  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ILFC E CAPITAL TR I                            | ILFC E CAPITAL TR I TSFR3M+181.161 12/21/2065 144A                  | CUSIP: 44965TAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14050000 | PA      | $12205759.07  | 0.21%             | 2065-12-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| IMPERIAL OIL LTD                               | IMPERIAL OIL LTD                                                    | CUSIP: 453038408<br>LEI: 549300MO45LTBPAU4Z27 | Long             | EC               | CORP              | CA        |    263511 | NS      | $30822315.93  | 0.54%             |  |  |  | No            |                  1 | On Loan: —       |
| IMPERIAL BRANDS PLC                            | IMPERIAL BRANDS PLC                                                 | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |    134091 | NS      | $6005783.90   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| IBERDROLA SA                                   | IBERDROLA SA                                                        | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |     68669 | NS      | $1620812.39   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| INSIGHT ENTERPRISES INC                        | INSIGHT ENTERPRISES INC                                             | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |     16700 | NS      | $1395452.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IBM CORPORATION                                | INTL BUS MACH CORP                                                  | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |     99300 | NS      | $23852853.00  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE and CO                          | JPMORGAN CHASE and CO                                               | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     38874 | NS      | $11673862.20  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| JAMES HARDIE INDUSTRIES PLC                    | JAMES HARDIE IND PLC                                                | CUSIP: N/A<br>LEI: 635400NSGXKTVOO7JU45       | Long             | EC               | CORP              | IE        |      7770 | NS      | $189199.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON and JOHNSON                            | JOHNSON and JOHNSON                                                 | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |    537159 | NS      | $133446410.37 | 2.34%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR INC                                        | KBR INC                                                             | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |    131949 | NS      | $5572206.27   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| KENNAMETAL INC                                 | KENNAMETAL INC                                                      | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |     74300 | NS      | $2992804.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EATON CORP PLC                                 | EATON CORP PLC                                                      | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |     82212 | NS      | $30905135.04  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| KINDER MORGAN INC DEL                          | KINDER MORGAN INC                                                   | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |     35350 | NS      | $1176094.50   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMAR ADVERTISING CO                           | LAMAR ADVERTISING CO CL A                                           | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |    107968 | NS      | $14871512.32  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY and CO                               | ELI LILLY and CO                                                    | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     33526 | NS      | $35269016.74  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWES COS INC                                  | LOWES COS INC                                                       | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |    175554 | NS      | $46446321.78  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| M and T BANK CORP                              | M and T BANK CORP                                                   | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |    116057 | NS      | $25182047.86  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| MPLX LP                                        | MPLX LP                                                             | CUSIP: 55336V100<br>LEI: 5493000CZJ19CK4P3G36 | Long             | EC               | CORP              | US        |     28536 | NS      | $1681911.84   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MARSH and MCLENNAN COS INC                     | MARSH and MCLENNAN COS INC                                          | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |     46500 | NS      | $8683410.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTEC INC                                     | MASTEC INC                                                          | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |      3975 | NS      | $1184629.50   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MCDONALDS CORP                                 | MCDONALDS CORP                                                      | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |    225568 | NS      | $76932222.08  | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK and CO INC                               | MERCK and CO INC NEW                                                | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |    809316 | NS      | $100209507.12 | 1.75%             |  |  |  | No            |                  1 | On Loan: No      |
| METRO INC                                      | METRO INC                                                           | CUSIP: 59162N109<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | EC               | CORP              | CA        |    185844 | NS      | $13241580.85  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                                 | MICROSOFT CORP                                                      | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     79638 | NS      | $31277028.12  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| WARTSILA OYJ                                   | WARTSILA                                                            | CUSIP: N/A<br>LEI: 743700G7A9J1PHM3X223       | Long             | EC               | CORP              | FI        |     10951 | NS      | $477474.99    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                 | MORGAN STANLEY 6.375/VAR PREF PERP                                  | CUSIP: 61761J406<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |    141443 | NS      | $3577093.47   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                 | MORGAN STANLEY 7.125% PFD PERP E                                    | CUSIP: 61762V200<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |    118400 | NS      | $3016832.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                 | MORGAN STANLEY 6.875% PFD PERP                                      | CUSIP: 61763E207<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |    104038 | NS      | $2635282.54   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NGL ENERGY PARTNERS LP                         | NGL ENERGY PARTNERS LP                                              | CUSIP: 62913M107<br>LEI: 5299005YSRP46BE8Z459 | Long             | EC               | CORP              | US        |     57590 | NS      | $691080.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY INC                                 | NRG ENERGY INC                                                      | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |     36275 | NS      | $6491774.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY INC                             | NEXTERA ENERGY INC                                                  | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |    308748 | NS      | $28951299.96  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE INC                                       | NIKE INC CL B                                                       | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |    341600 | NS      | $21240688.00  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| NISOURCE INC                                   | NISOURCE INC                                                        | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |     12211 | NS      | $577580.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NORFOLK SOUTHERN CORP                          | NORFOLK SOUTHERN CORP                                               | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |     85424 | NS      | $26886349.76  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHROP GRUMMAN CORP                          | NORTHROP GRUMMAN CORP                                               | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |     39036 | NS      | $28276897.68  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORP                                    | NVIDIA CORP                                                         | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     38183 | NS      | $6765645.77   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PG and E CORP                                  | PG and E CORP                                                       | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |    658496 | NS      | $12511424.00  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                 | PNC FINANCIAL SERVICES GRP INC                                      | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |    161160 | NS      | $34222326.00  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| PENN ENTERTAINMENT INC                         | PENN ENTERTAINMENT INC                                              | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    148500 | NS      | $2322540.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILLIPS 66                                    | PHILLIPS 66                                                         | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |     40762 | NS      | $6290799.46   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PLAINS ALL AMERN PIPELINE LP                   | PLAINS ALL AMER PIPELINE LP                                         | CUSIP: 726503105<br>LEI: 5521FA2ITF25TVH63740 | Long             | EC               | CORP              | US        |     82228 | NS      | $1719387.48   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCTER and GAMBLE CO                          | PROCTER and GAMBLE CO                                               | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |    758820 | NS      | $126874704.00 | 2.22%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE CONNECTION INC                           | WASTE CONNECTIONS INC                                               | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |      6438 | NS      | $1108172.94   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                                 | PUBLIC STORAGE                                                      | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |     18058 | NS      | $5544889.48   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| QUANTA SVCS INC                                | QUANTA SVCS INC                                                     | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |       971 | NS      | $546750.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RESTAURANT BRANDS INTL INC                     | RESTAURANT BRANDS INTERNATIONAL INC                                 | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | CA        |    192299 | NS      | $13795960.66  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ROLLS-ROYCE HOLDINGS PLC                       | ROLLS-ROYCE HOLDINGS PLC                                            | CUSIP: N/A<br>LEI: 213800EC7997ZBLZJH69       | Long             | EC               | CORP              | GB        |   1045773 | NS      | $18805173.54  | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| SCE TRUST II                                   | SCE TRUST II 5.1% PFD PERP                                          | CUSIP: 78407R204<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     27957 | NS      | $533419.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SABRE CORP                                     | SABRE CORP                                                          | CUSIP: 78573M104<br>LEI: 529900VKCYZW8GZ4WW58 | Long             | EC               | CORP              | US        |    198800 | NS      | $234584.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMSUNG ELECTRONICS CO LTD                     | SAMSUNG ELECTRONICS CO LTD                                          | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |    537962 | NS      | $80876599.22  | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHWAB CHARLES CORP                            | SCHWAB CHARLES CORP                                                 | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |    135800 | NS      | $12928160.00  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SCOTTS MIRACLE GRO CO (THE)                    | SCOTTS MIRACLE GRO CO                                               | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |     13600 | NS      | $953632.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SSE PLC                                        | SSE PLC                                                             | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | EC               | CORP              | GB        |     54184 | NS      | $1958501.80   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BYRNA TECHNOLOGIES INC                         | BYRNA TECHNOLOGIES INC                                              | CUSIP: 12448X201<br>LEI: 529900SOEI1AVJ951E85 | Long             | EC               | CORP              | US        |    158061 | NS      | $2020019.58   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMPRA                                         | SEMPRA                                                              | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |     25237 | NS      | $2429565.99   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SIEMENS AG                                     | SIEMENS AG (REGD)                                                   | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |     51954 | NS      | $15022180.25  | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                               | SOUTHERN CO                                                         | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |    171400 | NS      | $16690932.00  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWEST GAS HOLDINGS INC                     | SOUTHWEST GAS HOLDINGS INC                                          | CUSIP: 844895102<br>LEI: 254900LKF9EV0CUKNE09 | Long             | EC               | CORP              | US        |     83900 | NS      | $7397463.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| STARBUCKS CORP                                 | STARBUCKS CORP                                                      | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |    338199 | NS      | $33150265.98  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| SUBURBAN PROPANE PARTNERS MLP                  | SUBURBAN PROPANE PARTNERS LP                                        | CUSIP: 864482104<br>LEI: JJAX4X60DE65EYFOTY73 | Long             | EC               | CORP              | US        |     17570 | NS      | $356671.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNOCO LP                                      | SUNOCO LP                                                           | CUSIP: 86765K109<br>LEI: 54930001NJU8E40NQ561 | Long             | EC               | CORP              | US        |     27939 | NS      | $1782228.81   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GEN DIGITAL INC                                | GEN DIGITAL INC                                                     | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |    372379 | NS      | $8404594.03   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX COMPANIES INC                              | TJX COMPANIES INC NEW                                               | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |    138872 | NS      | $22450047.52  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE US INC                                | T-MOBILE US INC                                                     | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     55900 | NS      | $12135331.00  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| TAIWAN SEMICONDUCTOR MFG CO LTD                | TAIWAN SEMIC MFG CO LTD SP ADR                                      | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |    138863 | NS      | $52015302.54  | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGET CORP                                    | TARGET CORP                                                         | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |    191230 | NS      | $21760061.70  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGA RES CORP                                 | TARGA RESOURCES CORP                                                | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |      3781 | NS      | $891559.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TESLA INC                                      | TESLA INC                                                           | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      3900 | NS      | $1569789.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TOPBUILD CORP                                  | TOPBUILD CORP                                                       | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |      2000 | NS      | $896600.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSALTA CORP                                 | TRANSALTA CORP                                                      | CUSIP: 89346D107<br>LEI: 984500EE2ADD850F1C96 | Long             | EC               | CORP              | CA        |    192900 | NS      | $2651570.69   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVELERS COS INC                              | TRAVELERS COMPANIES INC                                             | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |     96990 | NS      | $29934993.60  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON CONTROLS INTERNATIONAL PLC             | JOHNSON CONTROLS INTERNATIONAL PLC                                  | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | IE        |    320890 | NS      | $46304427.00  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP DEL                                 | US BANCORP DEL                                                      | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |    640300 | NS      | $34998798.00  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| UNILEVER PLC                                   | UNILEVER PLC ORD                                                    | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |    190400 | NS      | $14027915.20  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| UNION PACIFIC CORP                             | UNION PACIFIC CORP                                                  | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      3431 | NS      | $909146.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UNITEDHEALTH GROUP INC                                              | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     70533 | NS      | $20685212.91  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| VALERO ENERGY CORP                             | VALERO ENERGY CORP                                                  | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |     22332 | NS      | $4570020.48   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| VALLOUREC SA                                   | VALLOUREC SA                                                        | CUSIP: N/A<br>LEI: 969500P2Q1B47H4MCJ34       | Long             | EC               | CORP              | FR        |    617000 | NS      | $14405972.64  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                     | VERIZON COMMUNICATIONS INC                                          | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |   1106819 | NS      | $55495904.66  | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| VISA INC                                       | VISA INC CL A                                                       | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     21900 | NS      | $7011066.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC ENERGY GROUP INC                           | WEC ENERGY GROUP INC                                                | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |    152667 | NS      | $17855932.32  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| WALMART INC                                    | WALMART INC                                                         | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |    191546 | NS      | $24508310.70  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| WATSCO INC                                     | WATSCO INC                                                          | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |     43280 | NS      | $18062042.40  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO and CO                             | WELLS FARGO and CO                                                  | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    162631 | NS      | $13246294.95  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO and CO                             | WELLS FARGO 7.5% PC PERP A/L PAR=1000                               | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      9830 | NS      | $12109329.55  | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLTOWER INC                                  | WELLTOWER INC                                                       | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |      9342 | NS      | $1934915.04   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN MIDSTREAM PARTNERS LP                  | WESTERN MIDSTREAM PARTNERS LP                                       | CUSIP: 958669103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38559 | NS      | $1603668.81   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS COS INC                               | WILLIAMS COMPANIES INC                                              | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     21436 | NS      | $1601697.92   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| XCEL ENERGY INC                                | XCEL ENERGY INC                                                     | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |    278726 | NS      | $23234599.36  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY NEW ORLEANS LLC                        | ENTERGY NEW ORLEANS INC 5.5% PFD 4/1/2066 25                        | CUSIP: 29364P103<br>LEI: 1Q8BAFRNDFTDI3IGJH73 | Long             | EP               | CORP              | US        |    121017 | NS      | $2738614.71   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHWAB CHARLES CORP                            | CHARLES SCHWAB CORP NEW 5.95% PFD PERP                              | CUSIP: 808513600<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |     83954 | NS      | $2107245.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET CORP                              | STATECRP 5.35%/VAR PFD PERP                                         | CUSIP: 857477855<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EP               | CORP              | US        |    118265 | NS      | $2718912.35   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT INC                                        | ITT INC                                                             | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |    180683 | NS      | $36572046.03  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| REINSURANCE GROUP OF AMERICA INC               | REINSURANCE GRP OF AMERICA INC 5.75/VAR 06/15/2056 PFD              | CUSIP: 759351802<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EP               | CORP              | US        |     44984 | NS      | $1125499.68   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY ARKANSAS LLC                           | ENTERGY ARK 4.875% PFD 9/1/66                                       | CUSIP: 29364D100<br>LEI: KYX6QEFGFXUFFAWLGG05 | Long             | EP               | CORP              | US        |    103500 | NS      | $2187990.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY LOUISIANA LLC                          | ENTERGY LA 4.875% PFD 9/1/66                                        | CUSIP: 29364W108<br>LEI: 0V5453U14HDZO63CGH17 | Long             | EP               | CORP              | US        |     58761 | NS      | $1210476.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ENBRIDGE INC                                   | ENBRIDGE INC SER L 4/VAR PFD PERP                                   | CUSIP: 29250N790<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EP               | CORP              | CA        |     57500 | NS      | $1411625.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                        | ENTERGY MISS 4.9% PFD 10/1/66                                       | CUSIP: 29364N108<br>LEI: FKUZOUT82DOBGXFS6K20 | Long             | EP               | CORP              | US        |     34100 | NS      | $710303.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                 | PNC FINANCIAL SERVICES GRP INC 5%/VAR PERP                          | CUSIP: 693475AQ8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EP               | CORP              | US        |   3475000 | PA      | $3487906.15   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| AXIS CAPITAL HOLDINGS LTD                      | AXIS CAP HLDGS 5.5% PFD PERP                                        | CUSIP: 05461T305<br>LEI: 635400VD2NQBYAHMEM55 | Long             | EP               | CORP              | BM        |    106200 | NS      | $2164356.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA CORP                                    | VISTRA CORP                                                         | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |    121205 | NS      | $21076337.45  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                 | MORGAN STANLEY 5.85% PFD PERP                                       | CUSIP: 61762V606<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |    658100 | NS      | $16320880.00  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO and CO                             | WELLS FARGO and CO NEW SER Y 5.625% PFD                             | CUSIP: 94988U656<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |    408510 | NS      | $10090197.00  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SCE TRUST VI                                   | SCE TRUST VI 5% PFD PERP                                            | CUSIP: 78410V200<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    141500 | NS      | $2610675.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMCO REALTY CORP                              | KIMCO REALTY CORP 5.125% PERP PFD                                   | CUSIP: 49446R737<br>LEI: 254900ARY41P4V1JL861 | Long             | EP               | CORP              | US        |      8922 | NS      | $181295.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCH CAPITAL GROUP LTD                         | ARCH CAPITAL GR 5.45% PFD PERP                                      | CUSIP: 03939A107<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EP               | CORP              | BM        |     69300 | NS      | $1436589.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGITAL REALTY TRUST INC                       | DIGITAL RLTY TR INC 5.25% PFD PERP                                  | CUSIP: 253868855<br>LEI: 549300HKCZ31D08NEI41 | Long             | EP               | CORP              | US        |     89700 | NS      | $1881906.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GEORGIA POWER CO                               | GAPWR 5% PFD 10/01/77                                               | CUSIP: 373334440<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | EP               | CORP              | US        |     36600 | NS      | $851316.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PLAINS ALL AMERN PIPELINE LP                   | PLAINS ALL AMERN PIPELINE LP 6.125%/VAR PERP                        | CUSIP: 726503AE5<br>LEI: 5521FA2ITF25TVH63740 | Long             | EP               | CORP              | US        |    740000 | PA      | $739362.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMMIT MIDSTREAM CORP                          | SUMMIT MIDSTREAM CORP 3ML+743 PERP PFD                              | CUSIP: 86614G200<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       191 | NS      | $302467.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                               | SOUTHERN CO 5.25% 12/01/77 PFD                                      | CUSIP: 842587404<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |    122980 | NS      | $2715398.40   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                             | ENERGY TRANSFER LP 6.625%/VAR PERP                                  | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |  18255000 | PA      | $18490617.29  | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| AT and T INC                                   | AT and T INC 5.35% 11/01/66 PRFD                                    | CUSIP: 00206R300<br>LEI: 549300Z40J86GGSTL398 | Long             | EP               | CORP              | US        |    614971 | NS      | $13929093.15  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE ENERGY CO                                  | DTE ENERGY CO 5.25% PFD 12/1/77 PAR= 25                             | CUSIP: 233331859<br>LEI: 549300IX8SD6XXD71I78 | Long             | EP               | CORP              | US        |    159333 | NS      | $3534005.94   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORP                                | CMS ENERGY CORP 5.625% 03/15/2078 PFD                               | CUSIP: 125896860<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EP               | CORP              | US        |     39631 | NS      | $886149.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                    | BANK OF AMERICA CORPORATION 5.875%/VAR PERP                         | CUSIP: 060505FL3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |   2025000 | PA      | $2063288.70   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | BROADCOM INC                                                        | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     44316 | NS      | $14161177.80  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                    | BANK OF AMERICA CORPORATION 6% PFD PERP                             | CUSIP: 060505229<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |    128200 | NS      | $3240896.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD OAKTREE HOLDINGS LLC                | BROOKFIELD OAKTREE HOLDINGS LLC SER A 6.625% SER A PERP PFD         | CUSIP: 674001300<br>LEI: 254900T1ODNFOK2L6090 | Long             | EP               | CORP              | US        |     96640 | NS      | $2095155.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| METLIFE INC                                    | METLIFE INC 5.625% PERP PFD                                         | CUSIP: 59156R876<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EP               | CORP              | US        |    151800 | NS      | $3655344.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERGY INC                                     | EVERGY INC                                                          | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |     11976 | NS      | $1001912.16   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BJS WHOLESALE CLUB HOLDINGS INC                | BJS WHSL CLUB HLDGS INC                                             | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |    194822 | NS      | $19246465.38  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| RENAISSANCERE HOLDINGS LTD                     | RENAISANCERE 5.75% PFD PERP                                         | CUSIP: 75968N309<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EP               | CORP              | BM        |     11977 | NS      | $265530.09    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOOM ENERGY CORP                              | BLOOM ENERGY CORP CL A                                              | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               | CORP              | US        |      1709 | NS      | $266040.03    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                    | BANK OF AMERICA CORPORATION SER HH 5.875% PFD PERP                  | CUSIP: 060505195<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |    465213 | NS      | $11700106.95  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD OAKTREE HOLDINGS LLC                | BROOKFIELD OAKTREE HOLDINGS LLC SER B 6.55% PERP PFD                | CUSIP: 674001409<br>LEI: 254900T1ODNFOK2L6090 | Long             | EP               | CORP              | US        |    129486 | NS      | $2741218.62   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PRUDENTIAL FINL INC                            | PRUDENTIAL FINL INC 5.625% 08/15/2058 PFD                           | CUSIP: 744320805<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EP               | CORP              | US        |    177835 | NS      | $4294715.25   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP DEL                                 | US BANCORP DEL SER K 5.5% PFD PERP                                  | CUSIP: 902973759<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |    213200 | NS      | $4999540.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE and CO                          | JPMORGAN CHASE and CO 5.75% PFD PERP                                | CUSIP: 48128B655<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |    812176 | NS      | $20288156.48  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORP                                | CMS ENERGY CORP 5.875% PREF 10/15/2078                              | CUSIP: 125896852<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EP               | CORP              | US        |     57830 | NS      | $1359005.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP NEW                           | DUKE ENERGY CORP 5.625% PFD 09/15/2078                              | CUSIP: 26441C402<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EP               | CORP              | US        |    290221 | NS      | $7145241.02   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                    | BANK OF AMERICA CORPORATION SER K* 6.45% 12/15/2066 PFD             | CUSIP: 060505179<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     53386 | NS      | $1385366.70   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ENSTAR GROUP LTD                               | ENSTAR GROUP LTD 7%/VAR PFD                                         | CUSIP: 29359U109<br>LEI: 213800AMAL5QFXVUCN04 | Long             | EP               | CORP              | BM        |     78200 | NS      | $1771230.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HARTFORD INSURANCE GROUP INC/THE               | HARTFORD INSURANCE GROUP INC/THE                                    | CUSIP: 416518603<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EP               | CORP              | US        |     34460 | NS      | $861500.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE and CO                          | JPMORGAN CHASE and CO SER EE 6% PFD PERP                            | CUSIP: 48128B648<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |    255900 | NS      | $6448680.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORP                                | CMS ENERGY CORP 5.875% PFD 03/01/2079                               | CUSIP: 125896845<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EP               | CORP              | US        |    144543 | NS      | $3377969.91   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                   | NEXTERA ENERGY CAP HLDGS INC 5.65% 03/01/2079 PFD                   | CUSIP: 65339K860<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | EP               | CORP              | US        |    185100 | NS      | $4420188.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BRUNSWICK CORP                                 | BRUNSWICK CORP 6.375% 04/15/2049 PFD                                | CUSIP: 117043604<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EP               | CORP              | US        |      6824 | NS      | $168825.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN FINL GROUP INC OHIO                   | AMERICAN FINL GROUP INC OHIO 5.875% 03/30/2059 PFD                  | CUSIP: 025932807<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EP               | CORP              | US        |     33000 | NS      | $728310.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AFFILIATED MANAGERS GROUP INC                  | AFFILIATED MANAGERS GRP INC 5.875% 03/30/2059 PFD                   | CUSIP: 008252850<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EP               | CORP              | US        |     68400 | NS      | $1448712.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PARSONS CORP                                   | PARSONS CORP                                                        | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               | CORP              | US        |     16100 | NS      | $1062600.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR CO                                  | FORD MOTOR CO                                                       | CUSIP: 345370845<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EP               | CORP              | US        |    153525 | NS      | $3293111.25   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VOYA FINANCIAL INC                             | VOYA FINANCIAL INC SER B 5.35%/VAR PFD PERP                         | CUSIP: 929089209<br>LEI: 549300T065Z4KJ686G75 | Long             | EP               | CORP              | US        |      6206 | NS      | $148137.22    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                    | BANK OF AMERICA CORPORATION SER KK 5.375% PFD PERP                  | CUSIP: 06053U601<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |    476314 | NS      | $10802801.52  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ATHENE HOLDING LTD                             | ATHENE HOLDING LTD SER A 6.35%/VAR PFD PERP                         | CUSIP: 04686J861<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | US        |    195173 | NS      | $4748559.09   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMPRA                                         | SEMPRA ENERGY 5.75% PFD 07/01/2079                                  | CUSIP: 816851604<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EP               | CORP              | US        |    174000 | NS      | $3911520.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GFL ENVIRONMENTAL INC                          | GFL ENVIRONMENTAL INC                                               | CUSIP: 36168Q104<br>LEI: 5493008HF9XC5H29ZX61 | Long             | EC               | CORP              | CA        |    229900 | NS      | $10159724.35  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLSTATE CORP                                  | ALLSTATE CORP SER H 5.1% PERP PFD                                   | CUSIP: 020002838<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EP               | CORP              | US        |    380100 | NS      | $8039115.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                        | AKAMAI TECHNOLOGIES INC CONV 0.375% 09/01/2027                      | CUSIP: 00971TAL5<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |   3025000 | PA      | $3253690.00   | 0.06%             | 2027-09-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                 | PUBLIC STORAGE 4.875% SER I PFD PERP                                | CUSIP: 74460W628<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |     68600 | NS      | $1359652.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                    | BANK OF AMERICA CORPORATION 5% PERP PFD                             | CUSIP: 06055H202<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |    527176 | NS      | $11228848.80  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ATHENE HOLDING LTD                             | ATHENE HOLDINGS 5.625% SER B PFD PERP                               | CUSIP: 04686J200<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | US        |     55244 | NS      | $1074495.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC THERAPEUTICS INC                           | PTC THERAPEUTICS INC CONV 1.5% 09/15/2026                           | CUSIP: 69366JAD3<br>LEI: 549300UJLWOIWFDGB318 | Long             | DBT              | CORP              | US        |    730000 | PA      | $987033.00    | 0.02%             | 2026-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ETSY INC                                       | ETSY INC CONV 0.125% 10/01/2026                                     | CUSIP: 29786AAJ5<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |   1702000 | PA      | $1690766.80   | 0.03%             | 2026-10-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST INC                       | DIGITAL RLTY TR INC SER L 5.2% PERP PFD                             | CUSIP: 253868822<br>LEI: 549300HKCZ31D08NEI41 | Long             | EP               | CORP              | US        |     91800 | NS      | $1903014.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AEGON FUNDING CO LLC                           | AEGON FDG CO LLC 5.1% 12/15/2049 PFD                                | CUSIP: 00775V104<br>LEI: KEIOKM01PSK5VZ5CCI74 | Long             | EP               | CORP              | US        |    228987 | NS      | $4564855.85   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN TRUST CORP                            | NORTHERN TRUST CORP SER E 4.7% PFD PERP                             | CUSIP: 665859856<br>LEI: 549300GLF98S992BC502 | Long             | EP               | CORP              | US        |    173700 | NS      | $3420153.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE and CO                          | JP MORGAN CHASE 4.75% PFD PERP                                      | CUSIP: 48128B622<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |    333016 | NS      | $6795191.48   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLSTATE CORP                                  | ALLSTATE CORP SER I 4.75% PFD PERP                                  | CUSIP: 020002812<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EP               | CORP              | US        |    114400 | NS      | $2241096.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                                 | PUBLIC STORAGE 4.7% SER J PFD PERP                                  | CUSIP: 74460W594<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |     77800 | NS      | $1478200.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GFL ENVIRONMENTAL INC                          | GFL ENVIRONMENTAL INC                                               | CUSIP: 36168Q104<br>LEI: 5493008HF9XC5H29ZX61 | Long             | EC               | CORP              | CA        |     13877 | NS      | $613224.63    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                 | MORGAN STANLEY SER L 4.875% PFD PERP                                | CUSIP: 61762V804<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |    149582 | NS      | $3108313.96   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITABLE HOLDINGS INC                         | EQUITABLE HOLDINGS INC SER A 5.25% PFD PERP                         | CUSIP: 29452E200<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EP               | CORP              | US        |    176251 | NS      | $3615789.27   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR CO                                  | FORD MOTOR CO 6.0% 12/01/2059 PFD                                   | CUSIP: 345370837<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EP               | CORP              | US        |    158475 | NS      | $3315297.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AT and T INC                                   | AT and T INC 5.125% PERP PFD                                        | CUSIP: 00206R508<br>LEI: 549300Z40J86GGSTL398 | Long             | EP               | CORP              | US        |    306932 | NS      | $6405670.84   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMENTUM HOLDINGS INC                          | LUMENTUM HLDGS INC CONV 0.5% 12/15/2026                             | CUSIP: 55024UAD1<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $9027200.00   | 0.16%             | 2026-12-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BERKLEY WR CORP                                | BERKLEY WR CORP 5.1% PFD 12/30/2059                                 | CUSIP: 084423805<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EP               | CORP              | US        |     91500 | NS      | $1866600.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPASS DIVERSIFIED HOLDINGS                   | COMPASS DIVERSIFIED HOLDINGS SER C 7.875% PERP PFD                  | CUSIP: 20451Q401<br>LEI: 5299001SM1LBYANJRR58 | Long             | EP               | CORP              | US        |     42128 | NS      | $850985.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                                 | PUBLIC STORAGE 4.75% SER K PFD PERP                                 | CUSIP: 74460W578<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |     68600 | NS      | $1317120.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HESS MIDSTREAM LP                              | HESS MIDSTREAM LP CL A                                              | CUSIP: 428103105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50870 | NS      | $1967651.60   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN COMPANY                               | SOUTHERN COMPANY SER A 4.95% PFD 01/30/2080                         | CUSIP: 842587800<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |    320038 | NS      | $6698395.34   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| METLIFE INC                                    | METLIFE INC SER F 4.75% PFD PERP                                    | CUSIP: 59156R850<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EP               | CORP              | US        |    228300 | NS      | $4451850.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO and CO                             | WELLSFARGO CL A SERIES Z 4.75% PFD PERP                             | CUSIP: 94988U151<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |    865786 | NS      | $17185852.10  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPASS DIVERSIFIED HOLDINGS                   | COMPASS DIVERSIFIED HOLDINGS VAR PFD                                | CUSIP: 20451Q302<br>LEI: 5299001SM1LBYANJRR58 | Long             | EP               | CORP              | US        |     42693 | NS      | $867948.69    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AT and T INC                                   | AT and T INC SER C 4.75% PFD PERP                                   | CUSIP: 00206R706<br>LEI: 549300Z40J86GGSTL398 | Long             | EP               | CORP              | US        |    224700 | NS      | $4379403.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD RENEWABLE PARTNERS LP               | BROOKFIELD RENEWABLE PARTNERS LP 5.25% PFD PERP                     | CUSIP: N/A<br>LEI: VA8DFMRI2GY8Y7V79H93       | Long             | EP               | CORP              | BM        |     60100 | NS      | $1072785.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE and CO                          | JPMORGAN CHASE and CO FRN TSFR3M+274.5 PERP                         | CUSIP: 48128BAH4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |  23820000 | PA      | $23913469.68  | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| EXACT SCIENCES CORP                            | EXACT SCIENCES CORP CONV 0.375% 03/01/2028                          | CUSIP: 30063PAC9<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |    706000 | PA      | $733181.00    | 0.01%             | 2028-03-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BRIDGEBIO PHARMA INC                           | BRIDGEBIO PHARMA INC CONV 2.5% 03/15/2027                           | CUSIP: 10806XAB8<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |   1449000 | PA      | $2374911.00   | 0.04%             | 2027-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                             | CNX RESOURCES CORP CONV 2.25% 05/01/2026                            | CUSIP: 12653CAG3<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    625000 | PA      | $2026875.00   | 0.04%             | 2026-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                          | TRUIST FINL CORP SER O 5.25% PFD PERP                               | CUSIP: 89832Q745<br>LEI: 549300DRQQI75D2JP341 | Long             | EP               | CORP              | US        |    101500 | NS      | $2211685.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIFT4 PAYMENTS INC                            | SHIFT4 PAYMENTS INC                                                 | CUSIP: 82452J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32400 | NS      | $1427868.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| AMERICAN FINL GROUP INC OHIO                   | AMERICAN FINL GROUP INC OHIO 5.625% PFD 06/01/2060                  | CUSIP: 025932872<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EP               | CORP              | US        |     34400 | NS      | $721024.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JAZZ INVTS I LTD                               | JAZZ INVTS I LTD CONV 2% 06/15/2026                                 | CUSIP: 472145AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1969000 | PA      | $2405133.50   | 0.04%             | 2026-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                             | ROYALTY PHARMA PLC                                                  | CUSIP: N/A<br>LEI: 549300FGFN7VOK8BZR03       | Long             | EC               | CORP              | GB        |    374019 | NS      | $17283417.99  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                                 | PUBLIC STORAGE SER L 4.625% PFD PERP                                | CUSIP: 74460W552<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |    164700 | NS      | $3071655.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST FINANCIAL CORP                          | TRUIST FINANCIAL CORP 5.1%/VAR PERP                                 | CUSIP: 89832QAF6<br>LEI: 549300DRQQI75D2JP341 | Long             | EP               | CORP              | US        |   4445000 | PA      | $4495028.48   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ALBERTSONS COS INC                             | ALBERTSONS COS INC CL A                                             | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |    253395 | NS      | $4535770.50   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                                 | PUBLIC STORAGE SER M 4.125% PFD PERP                                | CUSIP: 74460W537<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |     64100 | NS      | $1073034.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PRUDENTIAL FINL INC                            | PRUDENTIAL FINANCIAL INC 4.125% PFD 09/01/2060                      | CUSIP: 744320888<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EP               | CORP              | US        |    132400 | NS      | $2287872.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| STRIDE INC                                     | STRIDE INC CONV 1.125% 09/01/2027                                   | CUSIP: 86333MAA6<br>LEI: 254900BRWS3AFONWU277 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1950500.00   | 0.03%             | 2027-09-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AMERICAN FINL GROUP INC OHIO                   | AMERICAN FINL GROUP INC OHIO 4.5% PFD 09/15/2060                    | CUSIP: 025932864<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EP               | CORP              | US        |    133700 | NS      | $2271563.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN COMPANY                               | SOUTHERN COMPANY 4.2% PFD 10/15/2060                                | CUSIP: 842587883<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |    535859 | NS      | $9827654.06   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD INFRASTRUCTURE PARTNERS LP          | BROOKFIELD INFRA PARTNERS LP 5.125% PFD PERP                        | CUSIP: N/A<br>LEI: 549300WEH5R2OODI7Y90       | Long             | EP               | CORP              | BM        |     50623 | NS      | $866665.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SIEMENS ENERGY AG                              | SIEMENS ENERGY AG                                                   | CUSIP: N/A<br>LEI: 5299005CHJZ14D4FDJ62       | Long             | EC               | CORP              | DE        |      2751 | NS      | $541059.31    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                                 | PUBLIC STORAGE 3.875% PFD PERP                                      | CUSIP: 74460W511<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |     91695 | NS      | $1421272.50   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKLEY WR CORP                                | BERKLEY WR CORP 4.25% PFD 09/30/2060                                | CUSIP: 084423888<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EP               | CORP              | US        |     66315 | NS      | $1164491.40   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AFFILIATED MANAGERS GROUP INC                  | AFFILIATED MANAGERS GRP INC 4.75% 09/30/2060 PFD                    | CUSIP: 008252843<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EP               | CORP              | US        |     61900 | NS      | $1083250.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP DEL                                 | US BANCORP DEL SER L 3.75% PFD PERP                                 | CUSIP: 902973734<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |    137300 | NS      | $2139134.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD FIN INC                             | BROOKFIELD CORP 4.625% PFD 10/16/2080                               | CUSIP: 11271L102<br>LEI: 549300XH8D8K6OYWGD17 | Long             | EP               | CORP              | CA        |      6236 | NS      | $98902.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE ENERGY CO                                  | DTE ENERGY CO 4.375% PFD 10/15/2080                                 | CUSIP: 233331826<br>LEI: 549300IX8SD6XXD71I78 | Long             | EP               | CORP              | US        |     99586 | NS      | $1751717.74   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO and CO                             | WELLS FARGO and CO NEW 4.7% PFD                                     | CUSIP: 94988U128<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |    278439 | NS      | $5429560.50   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                                 | PUBLIC STORAGE 3.9% PFD PERP O                                      | CUSIP: 74460W487<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |     96794 | NS      | $1529335.52   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GUARDANT HEALTH INC                            | GUARDANT HEALTH INC CONV 0% 11/15/2027                              | CUSIP: 40131MAB5<br>LEI: 254900M8C3E5VC8BR186 | Long             | DBT              | CORP              | US        |   1319000 | PA      | $1371694.16   | 0.02%             | 2027-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                | CMS ENERGY CORP T5Y+NA 12/01/2050                                   | CUSIP: 125896BV1<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    450000 | PA      | $418873.91    | 0.01%             | 2050-12-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                    | BANK OF AMERICA CORPORATION                                         | CUSIP: 06055H400<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |    280016 | NS      | $5152294.40   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVEPERSON INC                                 | LIVEPERSON INC CONV 0% 12/15/2026                                   | CUSIP: 538146AD3<br>LEI: 549300IN2P1JZ20G7N40 | Long             | DBT              | CORP              | US        |   1381000 | PA      | $524780.00    | 0.01%             | 2026-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SCHWAB CHARLES CORP                            | SCHWAB CHARLES CORP 4%/VAR PERP                                     | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |  11490000 | PA      | $10855086.73  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| ZYNGA INC                                      | ZYNGA INC CONV 0% 12/15/2026                                        | CUSIP: 98986TAD0<br>LEI: 549300XNQ0U2EL088Z74 | Long             | DBT              | CORP              | US        |   1969000 | PA      | $2018302.34   | 0.04%             | 2026-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                             | ATHENE HOLDING LTD SER D 4.875% PFD PERP                            | CUSIP: 04686J408<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | US        |    240414 | NS      | $4017317.94   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITABLE HOLDINGS INC                         | EQUITABLE HOLDINGS INC 4.3% PFD PERP                                | CUSIP: 29452E408<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EP               | CORP              | US        |     71699 | NS      | $1185901.46   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD INFRASTRUCTURE PARTNERS LP          | BROOKFIELD INFRA PARTNERS LP CLASS A 5% PFD PERP                    | CUSIP: N/A<br>LEI: 549300WEH5R2OODI7Y90       | Long             | EP               | CORP              | BM        |     58810 | NS      | $983303.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                    | BANK OF AMERICA CORPORATION SER PP 4.125% PFD PERP                  | CUSIP: 06055H608<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |    238223 | NS      | $4152226.89   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIDGEBIO PHARMA INC                           | BRIDGEBIO PHARMA INC CONV 2.25% 02/01/2029                          | CUSIP: 10806XAD4<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |   2058000 | PA      | $2227785.00   | 0.04%             | 2029-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                 | US BANCORP SER M 4% PFD PERP                                        | CUSIP: 902973718<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |    198867 | NS      | $3311135.55   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKLEY WR CORP                                | BERKLEY WR CORP 4.125% 03/30/2026 PFD                               | CUSIP: 084423870<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EP               | CORP              | US        |     74956 | NS      | $1271253.76   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DROPBOX INC                                    | DROPBOX INC CONV 0% 03/01/2028                                      | CUSIP: 26210CAD6<br>LEI: 549300JCDF7UAR6TJR51 | Long             | DBT              | CORP              | US        |   1999000 | PA      | $1972013.50   | 0.03%             | 2028-03-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HALOZYME THERAPEUTICS INC                      | HALOZYME THERAPEUTICS INC CONV 0.25% 03/01/2027                     | CUSIP: 40637HAD1<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |    486000 | PA      | $521538.75    | 0.01%             | 2027-03-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CABLE ONE INC                                  | CABLE ONE INC CONV 1.125% 03/15/2028                                | CUSIP: 12685JAG0<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |    989000 | PA      | $756585.00    | 0.01%             | 2028-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TYLER TECHNOLOGIES INC                         | TYLER TECHNOLOGIES INC CONV 0.25% 03/15/2026                        | CUSIP: 902252AB1<br>LEI: 25490040SMU4Z8LBCW70 | Long             | DBT              | CORP              | US        |   1616000 | PA      | $1612768.00   | 0.03%             | 2026-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                          | JPMORGAN CHASE and CO 4.55% PERP PFD                                | CUSIP: 48128B580<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |    676640 | NS      | $13228312.00  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| DRAFTKINGS HOLDINGS INC                        | DRAFTKINGS HOLDINGS INC CONV 0% 03/15/2028                          | CUSIP: 26142RAB0<br>LEI: 5493008P45UYYL683Z97 | Long             | DBT              | CORP              | US        |   1735000 | PA      | $1565837.50   | 0.03%             | 2028-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MAGNITE INC                                    | MAGNITE INC CONV 0.25% 03/15/2026                                   | CUSIP: 55955DAB6<br>LEI: 54930018FR2YX1HHSB02 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496400.00    | 0.01%             | 2026-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CO                                  | FORD MOTOR CO CONV 0% 03/15/2026                                    | CUSIP: 345370CZ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   5273000 | PA      | $5634200.50   | 0.10%             | 2026-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC        | MACOM TECHNOLOGY SOLN HLDS INC CONV 0.25% 03/15/2026                | CUSIP: 55405YAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    482000 | PA      | $1426527.20   | 0.02%             | 2026-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SCHWAB CHARLES CORP                            | SCHWAB CHARLES 4.45% PERP PFD                                       | CUSIP: 808513865<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |    183100 | NS      | $3433125.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR GROUP FINANCE CO IX LLC                    | KKR GROUP FINANCE CO IX LLC 4.625% PFD 04/01/2061                   | CUSIP: 48253M104<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     92763 | NS      | $1634484.06   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PARTNERRE LTD                                  | PARTNERRE LTD 4.875 PFD PERP                                        | CUSIP: N/A<br>LEI: 7LLHQS68KCIGNZBR7918       | Long             | EP               | CORP              | BM        |     40300 | NS      | $692354.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IONIS PHARMACEUTICALS INC                      | IONIS PHARMACEUTICALS INC CONV 0% 04/01/2026                        | CUSIP: 462222AD2<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |   1184000 | PA      | $1661152.00   | 0.03%             | 2026-04-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GREENBRIER COMPANIES INC                       | GREENBRIER COMPANIES INC CONV 2.875% 04/15/2028                     | CUSIP: 393657AM3<br>LEI: 5493001GAGGFR30BP390 | Long             | DBT              | CORP              | US        |    618000 | PA      | $740116.80    | 0.01%             | 2028-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD BRP HOLDINGS CANADA INC             | BROOKFIELD BRP HOLDINGS CANADA INC 4.625% PFD PERP                  | CUSIP: 11259P109<br>LEI: 549300NSPD7QJ50GZW26 | Long             | EP               | CORP              | CA        |     52076 | NS      | $780098.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CARLYLE FINANCE LLC                            | CARLYLE FINANCE LLC 4.625% 05/15/2061 PFD                           | CUSIP: 14314C105<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    120300 | NS      | $2113671.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE and CO                          | JPMORGAN CHASE and CO 3.65%/VAR PERP                                | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |  13835000 | PA      | $13783703.14  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| PEBBLEBROOK HOTEL TRUST                        | PEBBLEBROOK HOTEL TRUST 6.375% PERP PFD                             | CUSIP: 70509V803<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EP               | CORP              | US        |     40902 | NS      | $829083.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DYNAVAX TECHNOLOGIES CORP                      | DYNAVAX TECHNOLOGIES CORP CONV 2.5% 05/15/2026                      | CUSIP: 268158AD4<br>LEI: 549300T5URIXWDILX594 | Long             | DBT              | CORP              | US        |    125000 | PA      | $184437.50    | 0.00%             | 2026-05-15      | Fixed         | 0.03%                 | 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        |   4977000 | PA      | $6701530.50   | 0.12%             | 2027-05-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SUNSTONE HOTEL INVS INC NEW                    | SUNSTONE HOTEL INVS INC SER H 6.125% PFD PERP                       | CUSIP: 867892804<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EP               | CORP              | US        |     18300 | NS      | $375516.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE and CO                          | JPMORGAN CHASE and CO 4.625% PERP PFD                               | CUSIP: 48128B549<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |    833522 | NS      | $16587087.80  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNNOVA ENERGY INTERNATIONAL INC               | SUNNOVA ENERGY INTERNATIONAL INC CONV 0.25% 12/01/2026              | CUSIP: 86745KAF1<br>LEI: 549300JK1Y1VVC3JU540 | Long             | DBT              | CORP              | US        |   4855000 | PA      | $8496.25      | 0.00%             | 2026-12-01      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| COINBASE GLOBAL INC                            | COINBASE GLOBAL INC CONV 0.5% 06/01/2026                            | CUSIP: 19260QAB3<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |   3370000 | PA      | $3329560.00   | 0.06%             | 2026-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                             | ALLY FINL INC 4.7%/VAR PERP                                         | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EP               | CORP              | US        |   4915000 | PA      | $4645559.70   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BROOKFIELD INFRASTRUCTURE FINANCE ULC          | BROOKFIELD INFRASTRUCTURE FINANCE ULC 5% PFD 05/24/2081             | CUSIP: 11276B109<br>LEI: 984500CDDWC47U7DBA74 | Long             | EP               | CORP              | CA        |     36400 | NS      | $600600.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| POLARIS NEWCO LLC                              | SOLERA TERM B 1LN 06/02/2028                                        | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |   1475964 | PA      | $1253521.56   | 0.02%             | 2028-06-02      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                 | PUBLIC STORAGE 4% PERP PFD                                          | CUSIP: 74460W461<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |    205000 | NS      | $3292279.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BENTLEY SYSTEMS INC                            | BENTLEY SYS INC CONV 0.375% 07/01/2027                              | CUSIP: 08265TAD1<br>LEI: 549300WVEHPGE0Z56F71 | Long             | DBT              | CORP              | US        |   1538000 | PA      | $1467252.00   | 0.03%             | 2027-07-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                               | DT MIDSTREAM INC                                                    | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4390 | NS      | $609507.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCH CAPITAL GROUP LTD                         | ARCH CAPITAL GROUP LTD SER G 4.55% PFD PERP                         | CUSIP: 03939A404<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EP               | CORP              | BM        |    125300 | NS      | $2202774.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RENAISSANCERE HOLDINGS LTD                     | RENAISSANCERE HLDGS LTD SER G 4.2% PFD PERP                         | CUSIP: N/A<br>LEI: EK6GB9U3U58PDI411C94       | Long             | EP               | CORP              | BM        |    116700 | NS      | $1860198.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STIFEL FINANCIAL CORP                          | STIFEL FINANCIAL CORP SER D 4.5% PERP PFD                           | CUSIP: 860630862<br>LEI: 549300E5F07FE5GHJX84 | Long             | EP               | CORP              | US        |    105200 | NS      | $1813648.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO and CO                             | WELLS FARGO and CO NEW 4.25% PERP PFD                               | CUSIP: 95002Y400<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |    233979 | NS      | $4188224.10   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIFT4 PAYMENTS INC                            | SHIFT4 PAYMENTS INC CONV 0.5% 08/01/2027                            | CUSIP: 82452JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1818000 | PA      | $1695285.00   | 0.03%             | 2027-08-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                          | JPMORGAN CHASE and CO SER MM 4.2% PFD PERP                          | CUSIP: 48128B523<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |    734600 | NS      | $13648868.00  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CLOUDFLARE INC                                 | CLOUDFLARE INC CONV 0% 08/15/2026                                   | CUSIP: 18915MAC1<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |   3419000 | PA      | $3696964.70   | 0.06%             | 2026-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                 | PUBLIC STORAGE 3.95% PERP PFD                                       | CUSIP: 74460W446<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |     91500 | NS      | $1452105.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                 | PNC FINANCIAL SERVICES GRP INC 3.4%/VAR PERP                        | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EP               | CORP              | US        |   9755000 | PA      | $9641483.99   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| PAR TECHNOLOGY CORP                            | PAR TECHNOLOGY CORP CONV 1.5% 10/15/2027                            | CUSIP: 698884AE3<br>LEI: 549300HYPTHBJQINVG57 | Long             | DBT              | CORP              | US        |     98000 | PA      | $92247.40     | 0.00%             | 2027-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NUTANIX INC                                    | NUTANIX INC CONV 0.25% 10/01/2027                                   | CUSIP: 67059NAH1<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |   1989000 | PA      | $2047675.50   | 0.04%             | 2027-10-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HOLDINGS II LLC                    | MATCH GROUP HLD II LLC 3.625% 10/01/2031 144A                       | CUSIP: 57667JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1645000 | PA      | $1492658.85   | 0.03%             | 2031-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOFI TECHNOLOGIES INC                          | SOFI TECHNOLOGIES INC CONV 0% 10/15/2026 144A                       | CUSIP: 83406FAA0<br>LEI: 549300SW81JCMVZDDY09 | Long             | DBT              | CORP              | US        |    913000 | PA      | $964584.50    | 0.02%             | 2026-10-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                 | AIR LEASE CORP 4.125%/VAR PERP                                      | CUSIP: 00912XBK9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EP               | CORP              | US        |   2110000 | PA      | $2092072.60   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | MORGAN STANLEY SER O 4.5% PFD PERP                                  | CUSIP: 61762V861<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |    339200 | NS      | $6119168.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                    | BANK OF AMERICA CORPORATION 4.250% PFD PERP                         | CUSIP: 06055H806<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |    229850 | NS      | $4079837.50   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EDISON INTERNATIONAL                           | EDISON INTERNATIONAL 5%/VAR PERP                                    | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | EP               | CORP              | US        |   2230000 | PA      | $2205489.40   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                      | BANK NEW YORK MELLON CORP 3.75%/VAR PERP                            | CUSIP: 064058AL4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EP               | CORP              | US        |   8500000 | PA      | $8372878.25   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                 | PUBLIC STORAGE 4% PFD PERP                                          | CUSIP: 74460W420<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |    137300 | NS      | $2205038.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NCL CORP LTD                                   | NCL CORP LTD CONV 1.125% 02/15/2027                                 | CUSIP: 62886HBD2<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    671000 | PA      | $685762.00    | 0.01%             | 2027-02-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ARRAY TECHNOLOGIES INC                         | ARRAY TECHNOLOGIES INC CONV 1% 12/01/2028                           | CUSIP: 04271TAB6<br>LEI: 549300JM5FECYJQ85V37 | Long             | DBT              | CORP              | US        |    242000 | PA      | $216348.00    | 0.00%             | 2028-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                  | DTE ENERGY CO 4.375% 12/01/2081                                     | CUSIP: 233331818<br>LEI: 549300IX8SD6XXD71I78 | Long             | EP               | CORP              | US        |    237200 | NS      | $4089328.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GALAXY DIGITAL HOLDINGS LP                     | GALAXY DIGITAL HOLDINGS LP CONV 3% 12/15/2026 144A                  | CUSIP: 36317GAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1313125.00   | 0.02%             | 2026-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                            | DOMINION ENERGY INC 4.35%/VAR PERP                                  | CUSIP: 25746UDM8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EP               | CORP              | US        |   1935000 | PA      | $1925614.48   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                         | PATRICK INDUSTRIES INC CONV 1.75% 12/01/2028                        | CUSIP: 703343AG8<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |    806000 | PA      | $1536236.00   | 0.03%             | 2028-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT, INC                  | APOLLO GLOBAL MANAGEMENT INC                                        | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |     79400 | NS      | $8305240.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD BRP HOLDINGS CANADA INC             | BROOKFIELD BRP HOLDINGS CANADA INC 4.875% PFD PERP                  | CUSIP: 11259P208<br>LEI: 549300NSPD7QJ50GZW26 | Long             | EP               | CORP              | CA        |     69200 | NS      | $1096820.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                                 | PUBLIC STORAGE SER S 4.1% PFD PERP                                  | CUSIP: 74460W396<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |     95915 | NS      | $1573965.15   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION ENERGY CORP                      | CONSTELLATION ENERGY CORP                                           | CUSIP: 21037T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66334 | NS      | $21882259.92  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                    | BANK OF AMERICA CORPORATION 4.375%/VAR PERP                         | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |  11855000 | PA      | $11778122.70  | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| SHELL PLC                                      | SHELL PLC                                                           | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |    499038 | NS      | $20901146.05  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| BIP BERMUDA HOLDINGS I LTD                     | BIP BERMUDA HOLDINGS I LTD 5.125% PFD PERP                          | CUSIP: 05554M100<br>LEI: 549300Y8SLOLKXX0MZ44 | Long             | EP               | CORP              | BM        |     42100 | NS      | $701807.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP DEL                                 | US BANCORP DEL 4.5% PERP PFD                                        | CUSIP: 902973668<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |    120377 | NS      | $2231789.58   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SNAP INC                                       | SNAP INC CONV 0.125% 03/01/2028                                     | CUSIP: 83304AAH9<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |   1174000 | PA      | $1072683.80   | 0.02%             | 2028-03-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PEABODY ENERGY CORP                            | PEABODY ENERGY CORP CONV 3.25% 03/01/2028                           | CUSIP: 704551AD2<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | DBT              | CORP              | US        |    882000 | PA      | $1563345.00   | 0.03%             | 2028-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                    | BANK OF AMERICA CORPORATION 4.75% PREF PERP                         | CUSIP: 06055H871<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |    181424 | NS      | $3637551.20   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHWAB CHARLES CORP                            | SCHWAB CHARLES CORP 5%/VAR PERP                                     | CUSIP: 808513CB9<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |   3270000 | PA      | $3271402.83   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LUMENTUM HOLDINGS INC                          | LUMENTUM HLDGS INC CONV 0.5% 06/15/2028                             | CUSIP: 55024UAF6<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |   2328000 | PA      | $12457128.00  | 0.22%             | 2028-06-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TRAVERE THERAPEUTICS INC                       | TRAVERE THERAPEUTICS INC CONV 2.25% 03/01/2029                      | CUSIP: 89422GAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    886000 | PA      | $1120435.60   | 0.02%             | 2029-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                    | BANK OF AMERICA CORPORATION 6.125%/VAR PERP                         | CUSIP: 06055HAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |   7585000 | PA      | $7685774.31   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERDIGITAL INC                               | INTERDIGITAL INC CONV 3.5% 06/01/2027                               | CUSIP: 45867GAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1239000 | PA      | $5879055.00   | 0.10%             | 2027-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORMAT TECHNOLOGIES INC                         | ORMAT TECHNOLOGIES INC CONV 2.5% 07/15/2027                         | CUSIP: 686688AB8<br>LEI: 5493000TSHHWY24VHM09 | Long             | DBT              | CORP              | US        |   1146000 | PA      | $1433760.60   | 0.03%             | 2027-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CYTOKINETICS INC                               | CYTOKINETICS INC CONV 3.5% 07/01/2027                               | CUSIP: 23282WAC4<br>LEI: 549300BE5DY1HW7IHA64 | Long             | DBT              | CORP              | US        |    393000 | PA      | $556095.00    | 0.01%             | 2027-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | MORGAN STANLEY 6.5% PFD PERP                                        | CUSIP: 61762V853<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |    764400 | NS      | $19721520.00  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR CO                                  | FORD MOTOR CO 6.5% 08/15/2062 PFD                                   | CUSIP: 345370811<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EP               | CORP              | US        |    130300 | NS      | $2926538.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY MEDIA CORP-LIBERTY FORMULA ONE         | LIBERTY MEDIA CORP LIBERTY FORMULA ONE CONV 2.25% 08/15/2027        | CUSIP: 531229AQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2798000 | PA      | $3378585.00   | 0.06%             | 2027-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINL INC                            | PRUDENTIAL FINL INC 5.95% 09/01/2062 PFD                            | CUSIP: 744320870<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EP               | CORP              | US        |     22971 | NS      | $568532.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| POST HOLDINGS INC                              | POST HLDGS INC CONV 2.5% 08/15/2027                                 | CUSIP: 737446AT1<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1875800.00   | 0.03%             | 2027-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HALOZYME THERAPEUTICS INC                      | HALOZYME THERAPEUTICS INC CONV 1% 08/15/2028                        | CUSIP: 40637HAF6<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |   1293000 | PA      | $1742317.50   | 0.03%             | 2028-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| WAYFAIR INC                                    | WAYFAIR INC CONV 3.25% 09/15/2027                                   | CUSIP: 94419LAP6<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |    698000 | PA      | $927293.00    | 0.02%             | 2027-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALNYLAM PHARMACEUTICALS INC                    | ALNYLAM PHARMACEUTICALS INC CONV 1% 09/15/2027                      | CUSIP: 02043QAB3<br>LEI: 529900S3ZI14OWRJII50 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $2654927.08   | 0.05%             | 2027-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SAREPTA THERAPEUTICS INC                       | SAREPTA THERAPEUTICS INC CONV 1.25% 09/15/2027                      | CUSIP: 803607AD2<br>LEI: 549300IKDPIED8J8IG21 | Long             | DBT              | CORP              | US        |    334000 | PA      | $302537.20    | 0.01%             | 2027-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GROUP OF AMERICA INC               | 7.125% Fixed-Rate Rst Sbd Dbtrs due 2052                            | CUSIP: 759351885<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EP               | CORP              | US        |    152346 | NS      | $3892440.30   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMTECH CORP                                   | SEMTECH CORP CONV 1.625% 11/01/2027                                 | CUSIP: 816850AF8<br>LEI: 549300J7WUY317SW6O61 | Long             | DBT              | CORP              | US        |    224000 | PA      | $550368.00    | 0.01%             | 2027-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS INC                       | NORTHERN OIL AND GAS INC CONV 3.625% 04/15/2029                     | CUSIP: 665531AJ8<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |   2195000 | PA      | $2310237.50   | 0.04%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP IND                      | LINCOLN NATIONAL CORP IND 9% PFD PERP                               | CUSIP: 534187885<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EP               | CORP              | US        |     67100 | NS      | $1772782.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSOCEAN INTERNATIONAL LTD                   | TRANSOCEAN INTERNATIONAL LTD CONV 4.625% 09/30/2029                 | CUSIP: 893830BW8<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    640000 | PA      | $1256906.30   | 0.02%             | 2029-09-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LANTHEUS HOLDINGS INC                          | LANTHEUS HLDGS INC CONV 2.625% 12/15/2027                           | CUSIP: 516544AB9<br>LEI: 5299005HUB5IOJGO7S39 | Long             | DBT              | CORP              | US        |   1615000 | PA      | $1932347.50   | 0.03%             | 2027-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                             | ATHENE HOLDING LTD SER E 7.75/VAR PERP PFD                          | CUSIP: 04686J507<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | US        |    124500 | NS      | $3185955.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HERBALIFE LTD                                  | HERBALIFE LTD CONV 4.25% 06/15/2028                                 | CUSIP: 42703MAF0<br>LEI: 549300BA7TYPBSZZIA41 | Long             | DBT              | CORP              | KY        |    783000 | PA      | $1084846.50   | 0.02%             | 2028-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NOVAVAX INC                                    | NOVAVAX INC CONV 5% 12/15/2027                                      | CUSIP: 670002AD6<br>LEI: 529900J4GJHPEPQ23205 | Long             | DBT              | CORP              | US        |    387000 | PA      | $456418.13    | 0.01%             | 2027-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEXTPOWER INC                                  | NEXTPOWER INC                                                       | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8605 | NS      | $904385.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                  | LIVE NATION ENTERTAINMENT INC CONV 3.125% 01/15/2029                | CUSIP: 538034BA6<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   3106000 | PA      | $4973637.80   | 0.09%             | 2029-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTEGER HOLDINGS CORP                          | INTEGER HOLDINGS CORP CONV 2.125% 02/15/2028                        | CUSIP: 45826HAB5<br>LEI: 549300SUD2ED5XG6X569 | Long             | DBT              | CORP              | US        |    401000 | PA      | $470774.00    | 0.01%             | 2028-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                     | KENVUE INC                                                          | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |    996217 | NS      | $19047669.04  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| COLLEGIUM PHARMACEUTICAL INC                   | COLLEGIUM PHARMACEUTICAL INC CONV 2.875% 02/15/2029                 | CUSIP: 19459JAC8<br>LEI: 54930049FXZMTLW8D496 | Long             | DBT              | CORP              | US        |    692000 | PA      | $922270.20    | 0.02%             | 2029-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                          | NABORS INDUSTRIES INC CONV 1.75% 06/15/2029                         | CUSIP: 62957HAL9<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    749000 | PA      | $674100.00    | 0.01%             | 2029-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PPL CAP FDG INC                                | PPL CAP FDG INC CONV 2.875% 03/15/2028                              | CUSIP: 69352PAS2<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |   2669000 | PA      | $3156092.50   | 0.06%             | 2028-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LIBERTY BROADBAND CORP                         | LIBERTY BROADBAND CORP CONV 3.125% 03/31/2053 144A                  | CUSIP: 530307AE7<br>LEI: 549300MIX43II8JLN536 | Long             | DBT              | CORP              | US        |   2539000 | PA      | $2528844.00   | 0.04%             | 2053-03-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                          | ON SEMICONDUCTOR CORP CONV 0.5% 03/01/2029                          | CUSIP: 682189AU9<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |   3397000 | PA      | $3412286.50   | 0.06%             | 2029-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY CORP                            | ALLIANT ENERGY CORP CONV 3.875% 03/15/2026                          | CUSIP: 018802AC2<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |   1093000 | PA      | $1210497.50   | 0.02%             | 2026-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LINDE PLC                                      | LINDE PLC                                                           | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | EC               | CORP              | IE        |     62618 | NS      | $31814953.44  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| EXACT SCIENCES CORP                            | EXACT SCIENCES CORP CONV 2% 03/01/2030 144A                         | CUSIP: 30063PAD7<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |   1492000 | PA      | $2086711.20   | 0.04%             | 2030-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| RIVIAN AUTOMOTIVE INC                          | RIVIAN AUTOMOTIVE INC CONV 4.625% 03/15/2029                        | CUSIP: 76954AAB9<br>LEI: 25490004LNKJ84MFYY24 | Long             | DBT              | CORP              | US        |   4728000 | PA      | $5146840.28   | 0.09%             | 2029-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FRESHPET INC                                   | FRESHPET INC CONV 3% 04/01/2028                                     | CUSIP: 358039AB1<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | DBT              | CORP              | US        |   2648000 | PA      | $3634054.24   | 0.06%             | 2028-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STEM INC                                       | STEM INC CONV 4.25% 04/01/2030 144A                                 | CUSIP: 85859NAC6<br>LEI: 549300GVWIYFILN5V546 | Long             | DBT              | CORP              | US        |    405000 | PA      | $153900.00    | 0.00%             | 2030-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                           | DUKE ENERGY CORP NEW CONV 4.125% 04/15/2026                         | CUSIP: 26441CBY0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   4542000 | PA      | $5018910.00   | 0.09%             | 2026-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MIRUM PHARMACEUTICALS INC                      | MIRUM PHARMACEUTICALS INC CONV 4% 05/01/2029                        | CUSIP: 604749AB7<br>LEI: 254900YZKR40F7F27K81 | Long             | DBT              | CORP              | US        |    832000 | PA      | $2478839.46   | 0.04%             | 2029-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PORCH GROUP INC                                | PORCH GROUP INC CONV 6.75% 10/01/2028 144A                          | CUSIP: 733245AC8<br>LEI: 549300NXEI7CVW8IXQ90 | Long             | DBT              | CORP              | US        |    850000 | PA      | $851275.00    | 0.01%             | 2028-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                | CMS ENERGY CORP CONV 3.375% 05/01/2028                              | CUSIP: 125896BX7<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |   1890000 | PA      | $2147985.00   | 0.04%             | 2028-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DEXCOM INC                                     | DEXCOM INC CONV 0.375% 05/15/2028                                   | CUSIP: 252131AM9<br>LEI: 549300YSK3QDSFR5EU59 | Long             | DBT              | CORP              | US        |   3291000 | PA      | $3082021.50   | 0.05%             | 2028-05-15      | Fixed         | 0.00%                 | 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        |   6058000 | PA      | $13227643.00  | 0.23%             | 2028-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TRANSMEDICS GROUP INC                          | TRANSMEDICS GROUP INC CONV 1.5% 06/01/2028                          | CUSIP: 89377MAB5<br>LEI: 549300060GVOSMWARH50 | Long             | DBT              | CORP              | US        |   1381000 | PA      | $2327261.20   | 0.04%             | 2028-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GRANITE CONSTRUCTION INC                       | GRANITE CONSTRUCTION INC CONV 3.75% 05/15/2028                      | CUSIP: 387328AD9<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | DBT              | CORP              | US        |   1097000 | PA      | $3229019.50   | 0.06%             | 2028-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WAYFAIR INC                                    | WAYFAIR INC CONV 3.5% 11/15/2028                                    | CUSIP: 94419LAR2<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |    333000 | PA      | $593572.50    | 0.01%             | 2028-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                  | ALLSTATE CORP SER J 7.375% PFD PERP                                 | CUSIP: 020002788<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EP               | CORP              | US        |    154229 | NS      | $4100949.11   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VEECO INSTRUMENTS INC                          | VEECO INSTRUMENTS INC CONV 2.875% 06/01/2029                        | CUSIP: 922417AJ9<br>LEI: 5493004201F72ADDZW04 | Long             | DBT              | CORP              | US        |    642000 | PA      | $832353.00    | 0.01%             | 2029-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY CORP                              | TALEN ENERGY CORP                                                   | CUSIP: 87422Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1780 | NS      | $660326.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IONIS PHARMACEUTICALS INC                      | IONIS PHARMACEUTICALS INC CONV 1.75% 06/15/2028                     | CUSIP: 462222AF7<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |   1793000 | PA      | $2868800.00   | 0.05%             | 2028-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LUMENTUM HOLDINGS INC                          | LUMENTUM HLDGS INC CONV 1.5% 12/15/2029                             | CUSIP: 55024UAH2<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |   1581000 | PA      | $15902488.50  | 0.28%             | 2029-12-15      | Fixed         | 0.01%                 | 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        |   4160000 | PA      | $6541184.00   | 0.11%             | 2026-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FERROVIAL SE                                   | FERROVIAL SE                                                        | CUSIP: N/A<br>LEI: 72450022R2ZFL41Y6I04       | Long             | EC               | CORP              | NL        |     11661 | NS      | $870258.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WORLD KINECT CORP                              | WORLD KINECT CORP CONV 3.25% 07/01/2028                             | CUSIP: 98149GAB6<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | DBT              | CORP              | US        |    978000 | PA      | $1067193.60   | 0.02%             | 2028-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAP CORP                        | AMER WATER CAP CORP CONV 3.625% 06/15/2026                          | CUSIP: 03040WBE4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   1803000 | PA      | $1799394.00   | 0.03%             | 2026-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CERENCE INC                                    | CERENCE INC CONV 1.5% 07/01/2028                                    | CUSIP: 156727AD1<br>LEI: 5493002WL2W5WMS89568 | Long             | DBT              | CORP              | US        |    555000 | PA      | $495060.00    | 0.01%             | 2028-07-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                             | WELLS FARGO and CO NEW 7.625%/VAR PERP                              | CUSIP: 95002YAA1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |   7430000 | PA      | $7928946.79   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                         | CENTERPOINT ENERGY INC CONV 4.25% 08/15/2026                        | CUSIP: 15189TBD8<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   1937000 | PA      | $2324400.00   | 0.04%             | 2026-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC / HAT HOLDINGS II LLC       | HAT HOLDINGS I LLC / HAT HOLDINGS II LLC CONV 3.75% 08/15/2028 144A | CUSIP: 418751AJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    999000 | PA      | $1411287.30   | 0.02%             | 2028-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FLUOR CORP NEW                                 | FLUOR CORP NEW CONV 1.125% 08/15/2029                               | CUSIP: 343412AJ1<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |   2118000 | PA      | $2819058.00   | 0.05%             | 2029-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT, INC                  | APOLLO GLOBAL MANAGEMENT INC SER A PC 6.75% 07/31/2026              | CUSIP: 03769M304<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |    107552 | NS      | $6025825.37   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| WORKIVA INC                                    | WORKIVA INC CONV 1.25% 08/15/2028                                   | CUSIP: 98139AAD7<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $955115.00    | 0.02%             | 2028-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                        | AKAMAI TECHNOLOGIES INC CONV 1.125% 02/15/2029                      | CUSIP: 00971TAN1<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |   3325000 | PA      | $3563735.00   | 0.06%             | 2029-02-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT, INC                  | APOLLO ASSET MANAGEMENT INC 07.625/VAR 09/15/53 PFD                 | CUSIP: 03769M205<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |    109800 | NS      | $2811978.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TETRA TECH INC NEW                             | TETRA TECH INC NEW CONV 2.25% 08/15/2028                            | CUSIP: 88162GAB9<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | DBT              | CORP              | US        |   1227000 | PA      | $1396448.70   | 0.02%             | 2028-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PURECYCLE TECHNOLOGIES INC                     | PURECYCLE TECHNOLOGIES INC CONV 7.25% 08/15/2030                    | CUSIP: 74623VAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    401000 | PA      | $377541.50    | 0.01%             | 2030-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CSG SYSTEMS INTL INC                           | CSG SYSTEMS INTL INC CONV 3.875% 09/15/2028                         | CUSIP: 126349AH2<br>LEI: 549300D7FJZUOHHXUA81 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1372385.00   | 0.02%             | 2028-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LIBERTY LIVE HOLDINGS INC                      | LIBERTY LIVE HOLDINGS INC CONV 2.375% 09/30/2053 144A               | CUSIP: 531229AR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3789000 | PA      | $6111657.00   | 0.11%             | 2053-09-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VISHAY INTERTECHNOLOGY INC                     | VISHAY INTERTECHNOLOGY INC CONV 2.25% 09/15/2030                    | CUSIP: 928298AR9<br>LEI: 5493009O8F3QQJTCQR75 | Long             | DBT              | CORP              | US        |   1461000 | PA      | $1443468.00   | 0.03%             | 2030-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES LP                     | COPT DEFENSE PROPERTIES LP CONV 5.25% 09/15/2028 144A               | CUSIP: 22003BAQ9<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    999000 | PA      | $1189672.70   | 0.02%             | 2028-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ADVANCED ENERGY INDUSTRIES INC                 | ADVANCED ENERGY INDUSTRIES INC CONV 2.5% 09/15/2028                 | CUSIP: 007973AE0<br>LEI: 549300756XI3QLFT2U27 | Long             | DBT              | CORP              | US        |   1422000 | PA      | $3527271.00   | 0.06%             | 2028-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                             | SEAGATE HDD CAYMAN CONV 3.5% 06/01/2028                             | CUSIP: 81180WBL4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |   1332000 | PA      | $6568758.00   | 0.11%             | 2028-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMPHASTAR PHARMACEUTICALS INC                  | AMPHASTAR PHARMACEUTICALS INC CONV 2% 03/15/2029                    | CUSIP: 03209RAB9<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | DBT              | CORP              | US        |    986000 | PA      | $898739.00    | 0.02%             | 2029-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BURLINGTON STORES INC                          | BURLINGTON STORES INC CONV 1.25% 12/15/2027                         | CUSIP: 122017AD8<br>LEI: 5299003Z37DVGKKC1W09 | Long             | DBT              | CORP              | US        |   1442000 | PA      | $2256009.00   | 0.04%             | 2027-12-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| RIVIAN AUTOMOTIVE INC                          | RIVIAN AUTOMOTIVE INC CONV 3.625% 10/15/2030                        | CUSIP: 76954AAD5<br>LEI: 25490004LNKJ84MFYY24 | Long             | DBT              | CORP              | US        |   4480000 | PA      | $4390554.52   | 0.08%             | 2030-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PAGERDUTY INC                                  | PAGERDUTY INC CONV 1.5% 10/15/2028                                  | CUSIP: 69553PAD2<br>LEI: 549300U1SB749EDAGH21 | Long             | DBT              | CORP              | US        |    992000 | PA      | $902224.00    | 0.02%             | 2028-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ENOVIS CORP                                    | ENOVIS CORP CONV 3.875% 10/15/2028                                  | CUSIP: 194014AB2<br>LEI: 635400OP2DYYYMOIYL17 | Long             | DBT              | CORP              | US        |   1247000 | PA      | $1234530.00   | 0.02%             | 2028-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                           | WESTERN DIGITAL CORP CONV 3% 11/15/2028                             | CUSIP: 958102AT2<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |   4386000 | PA      | $32552014.80  | 0.57%             | 2028-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                         | SPIRIT AEROSYSTEMS INC CONV 3.25% 11/01/2028                        | CUSIP: 85205TAQ3<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    639000 | PA      | $1046362.50   | 0.02%             | 2028-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SCE TRUST VII                                  | SCE TRUST VII 7.5% PFD PERP                                         | CUSIP: 783892201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     34600 | NS      | $865000.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UBER TECHNOLOGIES INC                          | UBER TECHNOLOGIES INC CONV 0.875% 12/01/2028                        | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   4556000 | PA      | $5628938.00   | 0.10%             | 2028-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PG and E CORP                                  | PG and E CORP CONV 4.25% 12/01/2027                                 | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   2989000 | PA      | $3194643.20   | 0.06%             | 2027-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                     | EVERGY INC CONV 4.5% 12/15/2027                                     | CUSIP: 30034WAD8<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |   2970000 | PA      | $4058505.00   | 0.07%             | 2027-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MERIT MEDICAL SYSTEMS INC                      | MERIT MEDICAL SYSTEMS INC CONV 3% 02/01/2029 144A                   | CUSIP: 589889AA2<br>LEI: 549300OYTY138SP2CE83 | Long             | DBT              | CORP              | US        |   2002000 | PA      | $2259257.00   | 0.04%             | 2029-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SPHERE ENTERTAINMENT CO                        | SPHERE ENTERTAINMENT CO CONV 3.5% 12/01/2028                        | CUSIP: 55826TAB8<br>LEI: 254900ZW4JWKYRZZ9A91 | Long             | DBT              | CORP              | US        |    476000 | PA      | $1616734.00   | 0.03%             | 2028-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EVOLENT HEALTH INC                             | EVOLENT HEALTH INC CONV 3.5% 12/01/2029                             | CUSIP: 30050BAH4<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $772800.00    | 0.01%             | 2029-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REPLIGEN CORP                                  | REPLIGEN CORP CONV 1% 12/15/2028                                    | CUSIP: 759916AD1<br>LEI: 54930006QJ0T5AUO1E71 | Long             | DBT              | CORP              | US        |   1596000 | PA      | $1598394.00   | 0.03%             | 2028-12-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| OPKO HEALTH INC                                | OPKO HEALTH INC CONV 3.75% 01/15/2029                               | CUSIP: 68375NAG8<br>LEI: 529900A4S2D4OGOJLL02 | Long             | DBT              | CORP              | US        |    343000 | PA      | $425422.59    | 0.01%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                           | FEDERAL REALTY OP LP CONV 3.25% 01/15/2029 144A                     | CUSIP: 313747BD8<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |    840000 | PA      | $867720.00    | 0.02%             | 2029-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BRIGHTSPRING HEALTH SERVICES INC               | BRIGHTSPRING HEALTH SERVICES INC 6.75% PC                           | CUSIP: 10950A205<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     22700 | NS      | $3152576.00   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ROCKET LAB USA INC                             | ROCKET LAB USA INC CONV 4.25% 02/01/2029 144A                       | CUSIP: 773122AA4<br>LEI: 254900B4DEYFZJ980A14 | Long             | DBT              | CORP              | US        |     57000 | PA      | $767148.75    | 0.01%             | 2029-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SHARPLINK INC                                  | SHARPLINK INC                                                       | CUSIP: 820014405<br>LEI: 254900CZRMKT24A29H69 | Long             | EC               | CORP              | US        |    641159 | NS      | $4372704.38   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PAYMENTS INC                            | GLOBAL PAYMENTS INC CONV 1.5% 03/01/2031                            | CUSIP: 37940XAU6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   3112000 | PA      | $2830364.00   | 0.05%             | 2031-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SUNRUN INC                                     | SUNRUN INC CONV 4% 03/01/2030                                       | CUSIP: 86771WAD7<br>LEI: 54930007SJ77CI66U531 | Long             | DBT              | CORP              | US        |   2029000 | PA      | $2377988.00   | 0.04%             | 2030-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PARSONS CORP                                   | PARSONS CORP CONV 2.625% 03/01/2029                                 | CUSIP: 70202LAD4<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |   2967000 | PA      | $3107932.50   | 0.05%             | 2029-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SUPER MICRO COMPUTER INC                       | SUPER MICRO COMPUTER INC CONV 3.5% 03/01/2029                       | CUSIP: 86800UAB0<br>LEI: 54930022CZO1N2UGVW07 | Long             | DBT              | CORP              | US        |   4558000 | PA      | $4231810.60   | 0.07%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LYFT INC                                       | LYFT INC CONV 0.625% 03/01/2029                                     | CUSIP: 55087PAD6<br>LEI: 549300H7I5VN334XVZ52 | Long             | DBT              | CORP              | US        |   1820000 | PA      | $1890766.48   | 0.03%             | 2029-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PROGRESS SOFTWARE CORP                         | PROGRESS SOFTWARE CORP CONV 3.5% 03/01/2030                         | CUSIP: 743312AD2<br>LEI: 549300R65B3JG6972S24 | Long             | DBT              | CORP              | US        |   1271000 | PA      | $1276084.00   | 0.02%             | 2030-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FIVE9 INC                                      | FIVE9 INC CONV 1% 03/15/2029                                        | CUSIP: 338307AF8<br>LEI: 254900MXP6EWY0SFFR59 | Long             | DBT              | CORP              | US        |     83000 | PA      | $73123.00     | 0.00%             | 2029-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                   | NEXTERA ENERGY CAP HLDGS INC CONV 3% 03/01/2027                     | CUSIP: 65339KCY4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   2361000 | PA      | $3320746.50   | 0.06%             | 2027-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TPG OPERATING GROUP II LP                      | TPG OPERATING GROUP II LP 0% 03/15/2064 PFD                         | CUSIP: 872652102<br>LEI: 2549001H9RJQNZT7MU11 | Long             | EP               | CORP              | US        |     81600 | NS      | $1997568.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ATHENE HOLDING LTD                             | ATHENE HOLDINGS 7.25%/VAR PFD 03/30/2064                            | CUSIP: 04686J838<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | US        |    178200 | NS      | $4463910.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| IRHYTHM HOLDINGS INC                           | IRHYTHM HOLDINGS INC CONV 1.5% 09/01/2029                           | CUSIP: 450056AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1860000 | PA      | $2178990.00   | 0.04%             | 2029-09-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MP MATERIALS CORP                              | MP MATERIALS CORP CONV 3% 03/01/2030 144A                           | CUSIP: 553368AC5<br>LEI: 89450063PHPS61USMT84 | Long             | DBT              | CORP              | US        |   2251000 | PA      | $6418726.50   | 0.11%             | 2030-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TANDEM DIABETES CARE INC                       | TANDEM DIABETES CARE INC CONV 1.5% 03/15/2029                       | CUSIP: 875372AD6<br>LEI: 549300JEPFOD0K4D3I05 | Long             | DBT              | CORP              | US        |    968000 | PA      | $1079925.00   | 0.02%             | 2029-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                                   | STRATEGY INC CONV 0.625% 03/15/2030                                 | CUSIP: 594972AJ0<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |   2064000 | PA      | $2392176.00   | 0.04%             | 2030-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ALBEMARL CORP                                  | ALBEMARLE CORP 7.25% PC PERP                                        | CUSIP: 012653200<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EP               | CORP              | US        |    126300 | NS      | $9022153.10   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| SOFI TECHNOLOGIES INC                          | SOFI TECHNOLOGIES INC CONV 1.25% 03/15/2029 144A                    | CUSIP: 83406FAC6<br>LEI: 549300SW81JCMVZDDY09 | Long             | DBT              | CORP              | US        |   2402000 | PA      | $4784784.00   | 0.08%             | 2029-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LIVANOVA PLC                                   | LIVANOVA PLC CONV 2.5% 03/15/2029                                   | CUSIP: 53802LAB8<br>LEI: 2138001K2FX6SHK2B339 | Long             | DBT              | CORP              | GB        |   1049000 | PA      | $1299920.80   | 0.02%             | 2029-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                          | JPMORGAN CHASE and CO 6.875%/VAR PERP                               | CUSIP: 48128BAQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |   2320000 | PA      | $2462543.12   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GE VERNOVA INC                                 | GE VERNOVA INC                                                      | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |     39467 | NS      | $34478371.20  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| COINBASE GLOBAL INC                            | COINBASE GLOBAL INC CONV 0.25% 04/01/2030                           | CUSIP: 19260QAF4<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |   7002000 | PA      | $6511860.00   | 0.11%             | 2030-04-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                                   | STRATEGY INC CONV 0.875% 03/15/2031                                 | CUSIP: 594972AL5<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |   1688000 | PA      | $1626388.00   | 0.03%             | 2031-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROUP INC                  | AFFILIATED MANAGERS GROUP INC 6.75% PREF 03/30/2064                 | CUSIP: 008252827<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EP               | CORP              | US        |     74700 | NS      | $1830150.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD BRP HOLDINGS CANADA INC             | BROOKFIELD BRP HOLDINGS CANADA INC 7.25% PFD PERP                   | CUSIP: 11259P307<br>LEI: 549300NSPD7QJ50GZW26 | Long             | EP               | CORP              | CA        |     35200 | NS      | $871200.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REXFORD INDUSTRIAL REALTY LP                   | REXFORD INDUSTRIAL REALTY LP CONV 4.375% 03/15/2027 144A            | CUSIP: 76169XAD6<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |   1603000 | PA      | $1600595.50   | 0.03%             | 2027-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALTY LP                   | REXFORD INDUSTRIAL REALTY LP CONV 4.125% 03/15/2029 144A            | CUSIP: 76169XAE4<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |   1592000 | PA      | $1588020.00   | 0.03%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARDLYTICS INC                                 | CARDLYTICS INC CONV 4.25% 04/01/2029                                | CUSIP: 14161WAD7<br>LEI: 549300JETJBH94EIPC66 | Long             | DBT              | CORP              | US        |   1254000 | PA      | $476405.74    | 0.01%             | 2029-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EXACT SCIENCES CORP                            | EXACT SCIENCES CORP CONV 1.75% 04/15/2031 144A                      | CUSIP: 30063PAE5<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $2006062.50   | 0.04%             | 2031-04-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VERTEX INC                                     | VERTEX INC CONV 0.75% 05/01/2029                                    | CUSIP: 92538JAB2<br>LEI: 549300QMYW171MP1PL50 | Long             | DBT              | CORP              | US        |    987000 | PA      | $885339.00    | 0.02%             | 2029-05-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                               | SOUTHERN COMPANY CONV 4.5% 06/15/2027                               | CUSIP: 842587DZ7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   2167000 | PA      | $2427040.00   | 0.04%             | 2027-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                            | MERITAGE HOMES CORP CONV 1.75% 05/15/2028                           | CUSIP: 59001ABF8<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |   1442000 | PA      | $1483750.00   | 0.03%             | 2028-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                       | SNAP INC CONV 0.5% 05/01/2030                                       | CUSIP: 83304AAK2<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |   2142000 | PA      | $1736091.00   | 0.03%             | 2030-05-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PACIRA BIOSCIENCES INC                         | PACIRA BIOSCIENCES INC CONV 2.125% 05/15/2029                       | CUSIP: 695127AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    794000 | PA      | $766686.40    | 0.01%             | 2029-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MKS INC                                        | MKS INC CONV 1.25% 06/01/2030                                       | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |   5431000 | PA      | $9447224.50   | 0.17%             | 2030-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| M and T BANK CORP                              | M and T BANK CORP 7.5% PFD PERP                                     | CUSIP: 55261F864<br>LEI: 549300WYXDDBYRASEG81 | Long             | EP               | CORP              | US        |    163000 | NS      | $4365140.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKLINE INC                                  | BLACKLINE INC CONV 1% 06/01/2029                                    | CUSIP: 09239BAF6<br>LEI: 529900P9N7PK9LV5EK56 | Long             | DBT              | CORP              | US        |   1785000 | PA      | $1660050.00   | 0.03%             | 2029-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PELOTON INTERACTIVE INC                        | PELOTON INTERACTIVE INC CONV 5.5% 12/01/2029                        | CUSIP: 70614WAD2<br>LEI: 5493002YS021166W0339 | Long             | DBT              | CORP              | US        |   1007000 | PA      | $1320177.00   | 0.02%             | 2029-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HAEMONETICS CORP MASS                          | HAEMONETICS CORP MASS CONV 2.5% 06/01/2029                          | CUSIP: 405024AD2<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | DBT              | CORP              | US        |   1874000 | PA      | $1837831.80   | 0.03%             | 2029-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                           | WEC ENERGY GROUP INC CONV 4.375% 06/01/2027                         | CUSIP: 92939UAP1<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   2259000 | PA      | $2754850.50   | 0.05%             | 2027-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                           | WEC ENERGY GROUP INC CONV 4.375% 06/01/2029                         | CUSIP: 92939UAR7<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   2338000 | PA      | $2921331.00   | 0.05%             | 2029-06-01      | Fixed         | 0.04%                 | 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        |    944000 | PA      | $1454704.00   | 0.03%             | 2031-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                       | MICROCHIP TECHNOLOGY INC CONV 0.75% 06/01/2030                      | CUSIP: 595017BG8<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   2620000 | PA      | $2670446.87   | 0.05%             | 2030-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD INFRASTRUCTURE FINANCE ULC          | BROOKFIELD INFRASTRUCTURE FINANCE ULC 7.25% PFD 05/31/2084          | CUSIP: 11276B208<br>LEI: 984500CDDWC47U7DBA74 | Long             | EP               | CORP              | CA        |     81600 | NS      | $2025312.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI CORP                                       | UGI CORP CONV 5% 06/01/2028                                         | CUSIP: 902681AB1<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | DBT              | CORP              | US        |   1603000 | PA      | $2285878.00   | 0.04%             | 2028-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GRANITE CONSTRUCTION INC                       | GRANITE CONSTRUCTION INC CONV 3.25% 06/15/2030                      | CUSIP: 387328AF4<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | DBT              | CORP              | US        |   1604000 | PA      | $2915270.00   | 0.05%             | 2030-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ITRON INC                                      | ITRON INC CONV 1.375% 07/15/2030                                    | CUSIP: 465741AQ9<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | DBT              | CORP              | US        |   1927000 | PA      | $2006488.75   | 0.04%             | 2030-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                             | NEXTERA ENERGY INC PC 7.299% 06/01/2027                             | CUSIP: 65339F663<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |    104800 | NS      | $5965216.00   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| REPAY HOLDINGS CORP                            | REPAY HOLDINGS CORP CONV 2.875% 07/15/2029 144A                     | CUSIP: 76029LAC4<br>LEI: 2549006EJ42T73ZKUI98 | Long             | DBT              | CORP              | US        |    954000 | PA      | $785619.00    | 0.01%             | 2029-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OSI SYSTEMS INC                                | OSI SYSTEMS INC CONV 2.25% 08/01/2029                               | CUSIP: 671044AF2<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | DBT              | CORP              | US        |    989000 | PA      | $1600696.50   | 0.03%             | 2029-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                             | WELLS FARGO and CO NEW 6.85%/VAR PERP                               | CUSIP: 95002YAC7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |   3405000 | PA      | $3591076.44   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | MORGAN STANLEY 6.625% PFD PERP Q                                    | CUSIP: 61762V838<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |    306800 | NS      | $8074976.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PENGUIN SOLUTIONS INC                          | PENGUIN SOLUTIONS INC CONV 2% 08/15/2030                            | CUSIP: 83205YAE4<br>LEI: 529900RDGHQY8XKXPN14 | Long             | DBT              | CORP              | US        |    535000 | PA      | $580368.00    | 0.01%             | 2030-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ANI PHARMACEUTICALS INC                        | ANI PHARMACEUTICALS INC CONV 2.25% 09/01/2029                       | CUSIP: 00182CAC7<br>LEI: 5493000T6CXTND40YH31 | Long             | DBT              | CORP              | US        |    623000 | PA      | $754608.75    | 0.01%             | 2029-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MARA HOLDINGS INC                              | MARA HOLDINGS INC CONV 2.125% 09/01/2031                            | CUSIP: 565788AD8<br>LEI: 549300M8ISKPTX2W7F94 | Long             | DBT              | CORP              | US        |   3931000 | PA      | $3180179.00   | 0.06%             | 2031-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP                           | JETBLUE AIRWAYS CORP CONV 2.5% 09/01/2029                           | CUSIP: 477143AR2<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |   1388000 | PA      | $1554560.00   | 0.03%             | 2029-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WISDOMTREE INC                                 | WISDOMTREE INC CONV 3.25% 08/15/2029                                | CUSIP: 97717PAH7<br>LEI: 549300WIU8IS7UFO7871 | Long             | DBT              | CORP              | US        |    618000 | PA      | $945231.00    | 0.02%             | 2029-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CORE SCIENTIFIC INC                            | CORE SCIENTIFIC INC CONV 3% 09/01/2029 144A                         | CUSIP: 21874AAC0<br>LEI: 5299003RGB2LAZ65RK73 | Long             | DBT              | CORP              | US        |   1261000 | PA      | $2218571.88   | 0.04%             | 2029-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAZZ INVTS I LTD                               | JAZZ INVTS I LTD CONV 3.125% 09/15/2030                             | CUSIP: 472145AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3041000 | PA      | $4336466.00   | 0.08%             | 2030-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PG and E CORP                                  | PG and E CORP 7.375%/VAR 03/15/2055                                 | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1428271.02   | 0.03%             | 2055-03-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                  | HEWLETT PACKARD ENTERPRISE CO PC 09/01/2027                         | CUSIP: 42824C208<br>LEI: 549300BX44RGX6ANDV88 | Long             | EP               | CORP              | US        |     81900 | NS      | $4863222.00   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH BOW CORP                                 | SOUTH BOW CORP                                                      | CUSIP: 83671M105<br>LEI: 2549000XS5TAFA3YF943 | Long             | EC               | CORP              | CA        |      5990 | NS      | $192603.94    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UPSTART HOLDINGS INC                           | UPSTART HOLDINGS INC CONV 2% 10/01/2029                             | CUSIP: 91680MAD9<br>LEI: 549300WNB47JRNENIC75 | Long             | DBT              | CORP              | US        |   1177000 | PA      | $1170644.20   | 0.02%             | 2029-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                                   | STRATEGY INC CONV 0.625% 09/15/2028                                 | CUSIP: 594972AQ4<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |   4951000 | PA      | $5525316.00   | 0.10%             | 2028-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BOX INC                                        | BOX INC CONV 1.5% 09/15/2029                                        | CUSIP: 10316TAD6<br>LEI: 549300KQUCPD8687YS68 | Long             | DBT              | CORP              | US        |   1191000 | PA      | $1110607.50   | 0.02%             | 2029-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                 | AIR LEASE CORP 6%/VAR PERP                                          | CUSIP: 00912XBQ6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EP               | CORP              | US        |   1470000 | PA      | $1433121.52   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SNOWFLAKE INC                                  | SNOWFLAKE INC CONV 0% 10/01/2027                                    | CUSIP: 833445AB5<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |   3004000 | PA      | $3788044.00   | 0.07%             | 2027-10-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SNOWFLAKE INC                                  | SNOWFLAKE INC CONV 0% 10/01/2029                                    | CUSIP: 833445AD1<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |   3109000 | PA      | $4072790.00   | 0.07%             | 2029-10-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PAGAYA TECHNOLOGIES LTD                        | PAGAYA TECHNOLOGIES LTD CONV 6.125% 10/01/2029                      | CUSIP: 69549FAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |    411000 | PA      | $479842.50    | 0.01%             | 2029-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                         | VENTURE GLOBAL LNG INC 9%/VAR PERP 144A                             | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | EP               | CORP              | US        |   1060000 | PA      | $927050.51    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                  | ECHOSTAR CORP CPIK VAR 11/30/2030                                   | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   2179669 | PA      | $7699680.74   | 0.13%             | 2030-11-30      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BROOKDALE SENIOR LIVING INC                    | BROOKDALE SENIOR LIVING INC CONV 3.5% 10/15/2029                    | CUSIP: 112463AF1<br>LEI: LH7MQB13NWY7CJ9VC445 | Long             | DBT              | CORP              | US        |    490000 | PA      | $875728.00    | 0.02%             | 2029-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARES MANAGEMENT CORP                           | ARES MANAGEMENT CORP 6.75% SER B PC                                 | CUSIP: 03990B309<br>LEI: 529900JUV61FH7B8VW38 | Long             | EP               | CORP              | US        |     78740 | NS      | $2977946.80   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| GUIDEWIRE SOFTWARE INC                         | GUIDEWIRE SOFTWARE INC CONV 1.25% 11/01/2029                        | CUSIP: 40171VAC4<br>LEI: 549300WXSG0J8IXZCK32 | Long             | DBT              | CORP              | US        |   1856000 | PA      | $1849504.00   | 0.03%             | 2029-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TERAWULF INC                                   | TERAWULF INC CONV 2.75% 02/01/2030 144A                             | CUSIP: 88080TAB0<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |   1341000 | PA      | $2861425.80   | 0.05%             | 2030-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | BOEING CO 6% SER A PC                                               | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |    320000 | NS      | $23244800.00  | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                             | NEXTERA ENERGY INC PC 7.234% 11/01/29                               | CUSIP: 65339F119<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |     74400 | NS      | $3879960.00   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| APPLIED DIGITAL CORP                           | APPLIED DIGITAL CORP CONV 2.75% 06/01/2030                          | CUSIP: 038169AB4<br>LEI: 2549004NE2B6RYXINZ02 | Long             | DBT              | CORP              | US        |   1259000 | PA      | $3757994.82   | 0.07%             | 2030-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CENTRUS ENERGY CORP                            | CENTRUS ENERGY CORP CONV 2.25% 11/01/2030                           | CUSIP: 15643UAE4<br>LEI: 549300G6VDK9G8276661 | Long             | DBT              | CORP              | US        |   1029000 | PA      | $2391910.50   | 0.04%             | 2030-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                        | DIGITAL REALTY TRUST LP CONV 1.875% 11/15/2029 144A                 | CUSIP: 25389JAX4<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |   3073000 | PA      | $3248468.30   | 0.06%             | 2029-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UPSTART HOLDINGS INC                           | UPSTART HOLDINGS INC CONV 1% 11/15/2030                             | CUSIP: 91680MAF4<br>LEI: 549300WNB47JRNENIC75 | Long             | DBT              | CORP              | US        |   1338000 | PA      | $996141.00    | 0.02%             | 2030-11-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                         | BP CAPITAL MARKETS PLC 6.125%/VAR PERP                              | CUSIP: 05565QDX3<br>LEI: 549300CRVT18MXX0AG93 | Long             | EP               | CORP              | GB        |   2000000 | PA      | $2067286.00   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SYNAPTICS INC                                  | SYNAPTICS INC CONV 0.75% 12/01/2031                                 | CUSIP: 87157DAJ8<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |   1107000 | PA      | $1268622.00   | 0.02%             | 2031-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ALIGNMENT HEALTHCARE INC                       | ALIGNMENT HEALTHCARE INC CONV 4.25% 11/15/2029                      | CUSIP: 01625VAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    910000 | PA      | $1357037.50   | 0.02%             | 2029-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                            | DOMINION ENERGY INC 6.625%/VAR 05/15/2055                           | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   2045000 | PA      | $2122806.12   | 0.04%             | 2055-05-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| OMNICELL INC                                   | OMNICELL INC CONV 1% 12/01/2029                                     | CUSIP: 68213NAF6<br>LEI: 5493008RH0GTKHHPZI77 | Long             | DBT              | CORP              | US        |    605000 | PA      | $622545.00    | 0.01%             | 2029-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                       | COREBRIDGE FINANCIAL INC 6.375% PFD 12/15/2064                      | CUSIP: 21871X208<br>LEI: 549300XY1661QCIA7J65 | Long             | EP               | CORP              | US        |    143700 | NS      | $3382698.00   | 0.06%             |  |  |  | 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              | US        |   1250000 | PA      | $1518125.00   | 0.03%             | 2029-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CORE SCIENTIFIC INC                            | CORE SCIENTIFIC INC CONV 0% 06/15/2031 144A                         | CUSIP: 21874AAE6<br>LEI: 5299003RGB2LAZ65RK73 | Long             | DBT              | CORP              | US        |   1681000 | PA      | $1927306.68   | 0.03%             | 2031-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MARA HOLDINGS INC                              | MARA HOLDINGS INC CONV 0% 06/01/2031                                | CUSIP: 565788AH9<br>LEI: 549300M8ISKPTX2W7F94 | Long             | DBT              | CORP              | US        |   2570000 | PA      | $2238470.00   | 0.04%             | 2031-06-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PG and E CORP                                  | PG and E CORP SER A PC 6% 12/01/2027                                | CUSIP: 69331C306<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |     25400 | NS      | $1166114.00   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BILL HOLDINGS INC                              | BILL HOLDINGS INC CONV 0% 04/01/2030                                | CUSIP: 090043AF7<br>LEI: 549300IBF9VZZIGOZW63 | Long             | DBT              | CORP              | US        |   2064000 | PA      | $1898880.00   | 0.03%             | 2030-04-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| INDIE SEMICONDUCTOR INC                        | INDIE SEMICONDUCTOR INC CONV 3.5% 12/15/2029 144A                   | CUSIP: 45569UAC5<br>LEI: 254900L1MFXFYGB1PV53 | Long             | DBT              | CORP              | US        |    689000 | PA      | $725517.00    | 0.01%             | 2029-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                  | LIVE NATION ENTERTAINMENT INC CONV 2.875% 01/15/2030                | CUSIP: 538034BC2<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   3165000 | PA      | $3544800.00   | 0.06%             | 2030-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RIOT PLATFORMS INC                             | RIOT PLATFORMS INC CONV 0.75% 01/15/2030                            | CUSIP: 767292AB1<br>LEI: 5299005LKZAJQDQZDF73 | Long             | DBT              | CORP              | US        |   2787000 | PA      | $3780565.50   | 0.07%             | 2030-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DATADOG INC                                    | DATADOG INC CONV 0% 12/01/2029                                      | CUSIP: 23804LAD5<br>LEI: 549300F6JNO0KRPO1K63 | Long             | DBT              | CORP              | US        |   3517000 | PA      | $3392146.50   | 0.06%             | 2029-12-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FLUENCE ENERGY INC                             | FLUENCE ENERGY INC CONV 2.25% 06/15/2030                            | CUSIP: 34379VAB9<br>LEI: 25490043LHZ97BT5PP29 | Long             | DBT              | CORP              | US        |   1107000 | PA      | $1195006.50   | 0.02%             | 2030-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NUTANIX INC                                    | NUTANIX INC CONV 0.5% 12/15/2029                                    | CUSIP: 67059NAK4<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |    131000 | PA      | $120454.50    | 0.00%             | 2029-12-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CLEANSPARK INC                                 | CLEANSPARK INC CONV 0% 06/15/2030                                   | CUSIP: 18452BAC4<br>LEI: 254900VO7KBRJQDGY810 | Long             | DBT              | CORP              | US        |   1829000 | PA      | $1863751.00   | 0.03%             | 2030-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC        | MACOM TECHNOLOGY SOLN HLDS INC CONV 0% 12/15/2029                   | CUSIP: 55405YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1918000 | PA      | $3042907.00   | 0.05%             | 2029-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LEMAITRE VASCULAR INC                          | LEMAITRE VASCULAR INC CONV 2.5% 02/01/2030                          | CUSIP: 525558AB8<br>LEI: 549300FZUBUB7MHY8R17 | Long             | DBT              | CORP              | US        |    527000 | PA      | $591733.94    | 0.01%             | 2030-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AFFIRM HOLDINGS INC                            | AFFIRM HOLDINGS INC CONV 0.75% 12/15/2029                           | CUSIP: 00827BAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2587000 | PA      | $2453510.80   | 0.04%             | 2029-12-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| F and G ANNUITIES and LIFE INC                 | F and G ANNUITIES and LIFE INC 7.3% 01/15/2065 PFD                  | CUSIP: 30190A609<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     71800 | NS      | $1579600.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN COMPANY                               | SOUTHERN CO SER A 6.5% 03/15/2085 PFD                               | CUSIP: 842587867<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |    137185 | NS      | $3573669.25   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PAR TECHNOLOGY CORP                            | PAR TECHNOLOGY CORP CONV 1% 01/15/2030                              | CUSIP: 698884AH6<br>LEI: 549300HYPTHBJQINVG57 | Long             | DBT              | CORP              | US        |    379000 | PA      | $299410.00    | 0.01%             | 2030-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                                   | STRATEGY INC 8% PC PERP                                             | CUSIP: 594972887<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |     39100 | NS      | $3087336.00   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                          | JPMORGAN CHASE and CO 6.5%/VAR PERP                                 | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |   2535000 | PA      | $2655371.05   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                   | NEXTERA ENERGY CAP HLDGS INC 6.375%/VAR 08/15/2055                  | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   2747000 | PA      | $2853270.44   | 0.05%             | 2055-08-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| REALREAL (THE)                                 | REALREAL (THE) CONV STEP 02/15/2031 144A                            | CUSIP: 88339PAJ0<br>LEI: 549300O00VUGT4H1PE90 | Long             | DBT              | CORP              | US        |    468000 | PA      | $676494.00    | 0.01%             | 2031-02-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                                   | STRATEGY INC CONV 0% 03/01/2030                                     | CUSIP: 594972AU5<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |   8095000 | PA      | $6951176.50   | 0.12%             | 2030-03-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SUPER MICRO COMPUTER INC                       | SUPER MICRO COMPUTER INC CONV 2.25% 07/15/2028                      | CUSIP: 86800UAD6<br>LEI: 54930022CZO1N2UGVW07 | Long             | DBT              | CORP              | US        |   1759000 | PA      | $1731735.50   | 0.03%             | 2028-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GUARDANT HEALTH INC                            | GUARDANT HEALTH INC CONV 1.25% 02/15/2031                           | CUSIP: 40131MAD1<br>LEI: 254900M8C3E5VC8BR186 | Long             | DBT              | CORP              | US        |   1782000 | PA      | $3046230.44   | 0.05%             | 2031-02-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                      | TRANSCANADA PIPELINES LTD 7%/VAR 06/01/2065                         | CUSIP: 89352HBG3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   1839000 | PA      | $1912495.64   | 0.03%             | 2065-06-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITY SOFTWARE INC                             | UNITY SOFTWARE INC CONV 0% 03/15/2030                               | CUSIP: 91332UAH4<br>LEI: 549300D1ESJMGNQNG432 | Long             | DBT              | CORP              | US        |   1801000 | PA      | $1677181.25   | 0.03%             | 2030-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BRIDGEBIO PHARMA INC                           | BRIDGEBIO PHARMA INC CONV 1.75% 03/01/2031 144A                     | CUSIP: 10806XAH5<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |   1579000 | PA      | $2466398.00   | 0.04%             | 2031-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CHEESECAKE FACTORY (THE)                       | CHEESECAKE FACTORY INC CONV 2% 03/15/2030 144A                      | CUSIP: 163072AB7<br>LEI: 529900872XMLK10SY247 | Long             | DBT              | CORP              | US        |   1612000 | PA      | $1787349.25   | 0.03%             | 2030-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ALPHATEC HOLDINGS INC                          | ALPHATEC HOLDINGS INC CONV 0.75% 03/15/2030 144A                    | CUSIP: 02081GAC6<br>LEI: 549300EZE8CQ8K65FS24 | Long             | DBT              | CORP              | US        |   1016000 | PA      | $1177239.20   | 0.02%             | 2030-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KKR and CO INC                                 | KKR and CO INC SER D 6.25% PC                                       | CUSIP: 48251W500<br>LEI: 54930013V5I303TF9571 | Long             | EP               | CORP              | US        |    137342 | NS      | $5411274.80   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                      | BANK NEW YORK 6.15% PFD PERP                                        | CUSIP: 064058845<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EP               | CORP              | US        |    113800 | NS      | $2929212.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ALKAMI TECHNOLOGY INC                          | ALKAMI TECHNOLOGY INC CONV 1.5% 03/15/2030 144A                     | CUSIP: 01644JAA6<br>LEI: 254900FCNYU4HNEV9L47 | Long             | DBT              | CORP              | US        |    813000 | PA      | $755418.19    | 0.01%             | 2030-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LCI INDUSTRIES                                 | LCI INDUSTRIES CONV 3% 03/01/2030 144A                              | CUSIP: 501812AC5<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | DBT              | CORP              | US        |   2384000 | PA      | $3024104.00   | 0.05%             | 2030-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTEGER HOLDINGS CORP                          | INTEGER HOLDINGS CORP CONV 1.875% 03/15/2030 144A                   | CUSIP: 45826HAC3<br>LEI: 549300SUD2ED5XG6X569 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2448000.00   | 0.04%             | 2030-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                                   | STRATEGY INC SER A 10% PERP PFD                                     | CUSIP: 594972879<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |    103102 | NS      | $10173074.34  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFICORP                                     | PACIFICORP 7.375%/VAR 09/15/2055                                    | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1119112.95   | 0.02%             | 2055-09-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                       | MICROCHIP TECHNOLOGY INC SER A 7.5% PC 03/15/2028                   | CUSIP: 595017302<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EP               | CORP              | US        |     80000 | NS      | $5188000.00   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| LUCID GROUP INC                                | LUCID GROUP INC CONV 5% 04/01/2030 144A                             | CUSIP: 549498AC7<br>LEI: 529900MRL9Z13ZCRVD74 | Long             | DBT              | CORP              | US        |   3082000 | PA      | $1613427.00   | 0.03%             | 2030-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NCL CORP LTD                                   | NCL CORP LTD CONV 0.875% 04/15/2030 144A                            | CUSIP: 62886HBS9<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   3426000 | PA      | $4095783.00   | 0.07%             | 2030-04-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                    | BANK OF AMERICA CORPORATION 6.625%/VAR PERP                         | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |   3910000 | PA      | $4093414.19   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLARIS ENERGY INFRASTRUCTURE INC              | SOLARIS ENERGY INFRASTRUCTURE INC CONV 4.75% 05/01/2030             | CUSIP: 83419XAA6<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | DBT              | CORP              | US        |    407000 | PA      | $866706.50    | 0.02%             | 2030-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HIMS and HERS HEALTH INC                       | HIMS and HERS HEALTH INC CONV 0% 05/15/2030 144A                    | CUSIP: 433000AA4<br>LEI: 549300ZQ4ZUYSAAX6P59 | Long             | DBT              | CORP              | US        |   2516000 | PA      | $1668422.50   | 0.03%             | 2030-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY CORP                            | ALLIANT ENERGY CORP CONV 3.25% 05/30/2028 144A                      | CUSIP: 018802AD0<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |   1452000 | PA      | $1550984.95   | 0.03%             | 2028-05-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                   | NEXTERA ENERGY CAP HLDGS INC 6.5% 06/01/2085 PFD                    | CUSIP: 65339K837<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | EP               | CORP              | US        |    233000 | NS      | $5901890.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UBER TECHNOLOGIES INC                          | UBER TECHNOLOGIES INC CONV 0% 05/15/2028 144A                       | CUSIP: 90353TAR1<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   3119000 | PA      | $3175142.00   | 0.06%             | 2028-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                        | AKAMAI TECHNOLOGIES INC CONV 0.25% 05/15/2033 144A                  | CUSIP: 00971TAP6<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |   5348000 | PA      | $6696230.80   | 0.12%             | 2033-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MIRION TECHNOLOGIES INC                        | MIRION TECHNOLOGIES INC CONV 0.25% 06/01/2030 144A                  | CUSIP: 60471AAA9<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | DBT              | CORP              | US        |    850000 | PA      | $1009375.00   | 0.02%             | 2030-06-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                               | SOUTHERN COMPANY CONV 3.25% 06/15/2028 144A                         | CUSIP: 842587EC7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   3710000 | PA      | $3808315.00   | 0.07%             | 2028-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KKR and CO INC                                 | KKR and CO LP 6.875% PFD 06/01/2065                                 | CUSIP: 48251W609<br>LEI: 54930013V5I303TF9571 | Long             | EP               | CORP              | US        |    124300 | NS      | $3131117.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CIPHER DIGITAL INC                             | CIPHER DIGITAL INC CONV 1.75% 05/15/2030                            | CUSIP: 17253JAA4<br>LEI: 254900QABG5HCQZ28A17 | Long             | DBT              | CORP              | US        |    445000 | PA      | $1632593.75   | 0.03%             | 2030-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| QXO INC                                        | QXO INC 5.5% SER B PC                                               | CUSIP: 82846H504<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     35900 | NS      | $2388786.00   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ROCKET LAB CORP                                | ROCKET LAB CORP                                                     | CUSIP: 773121108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13200 | NS      | $912120.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DOORDASH INC                                   | DOORDASH INC CONV 0% 05/15/2030 144A                                | CUSIP: 25809KAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8797000 | PA      | $8475909.50   | 0.15%             | 2030-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TRUMP MEDIA and TECHNOLOGY GROUP               | TRUMP MEDIA and TECHNOLOGY GROUP CONV 0% 05/29/2028 144A            | CUSIP: 25400QAA3<br>LEI: 6488S3A83U2SRQ48O215 | Long             | DBT              | CORP              | US        |   2092000 | PA      | $1929870.00   | 0.03%             | 2028-05-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LIFE360 INC                                    | LIFE360 INC CONV 0% 06/01/2030 144A                                 | CUSIP: 532206AB5<br>LEI: 254900VO9VDOQBQAHF07 | Long             | DBT              | CORP              | US        |    837000 | PA      | $844114.50    | 0.01%             | 2030-06-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CYBER-ARK SOFTWARE LTD (ISRAEL)                | CYBER-ARK SOFTWARE LTD (ISR) CONV 0% 06/15/2030 144A                | CUSIP: 23248VAC9<br>LEI: 529900YEXNDM894PWS93 | Long             | DBT              | CORP              | IL        |   3290000 | PA      | $3347904.00   | 0.06%             | 2030-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                           | WEC ENERGY GROUP INC CONV 3.375% 06/01/2028 144A                    | CUSIP: 92939UAS5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   2403000 | PA      | $2513538.00   | 0.04%             | 2028-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                               | FIRSTENERGY CORP CONV 3.625% 01/15/2029 144A                        | CUSIP: 337932AS6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   3524000 | PA      | $4038504.00   | 0.07%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                               | FIRSTENERGY CORP CONV 3.875% 01/15/2031 144A                        | CUSIP: 337932AU1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   3070000 | PA      | $3573480.00   | 0.06%             | 2031-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ODDITY FINANCE LLC                             | ODDITY FINANCE LLC CONV 0% 06/15/2030 144A                          | CUSIP: 67579RAA8<br>LEI: 254900FTSJH2TRDJ3905 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1176750.00   | 0.02%             | 2030-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| XOMETRY INC                                    | XOMETRY INC CONV 0.75% 06/15/2030 144A                              | CUSIP: 98423FAC3<br>LEI: 5493006JFRGU7YRRXE44 | Long             | DBT              | CORP              | US        |    681000 | PA      | $804601.50    | 0.01%             | 2030-06-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CRACKER BARREL OLD COUNTRY STORE INC           | CRACKER BARREL OLD CTRY ST INC CONV 1.75% 09/15/2030 144A           | CUSIP: 22410JAC0<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | DBT              | CORP              | US        |   3137000 | PA      | $2556655.00   | 0.04%             | 2030-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| RUBRIK INC                                     | RUBRIK INC CONV 0% 06/15/2030 144A                                  | CUSIP: 781154AC3<br>LEI: 254900TRGK2WTBYMYU27 | Long             | DBT              | CORP              | US        |   4131000 | PA      | $3676590.00   | 0.06%             | 2030-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ETSY INC                                       | ETSY INC CONV 1% 06/15/2030 144A                                    | CUSIP: 29786AAP1<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |   1878000 | PA      | $1904855.40   | 0.03%             | 2030-06-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CLOUDFLARE INC                                 | CLOUDFLARE INC CONV 0% 06/15/2030 144A                              | CUSIP: 18915MAE7<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |   6119000 | PA      | $6415159.60   | 0.11%             | 2030-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GAMESTOP CORP NEW                              | GAMESTOP CORP NEW CONV 0% 06/15/2032 144A                           | CUSIP: 36467WAF6<br>LEI: 549300505KLOET039L77 | Long             | DBT              | CORP              | US        |  11918000 | PA      | $12823768.00  | 0.22%             | 2032-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SUPER MICRO COMPUTER INC                       | SUPER MICRO COMPUTER INC CONV 0% 06/15/2030 144A                    | CUSIP: 86800UAE4<br>LEI: 54930022CZO1N2UGVW07 | Long             | DBT              | CORP              | US        |   5997000 | PA      | $5386505.40   | 0.09%             | 2030-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ARRAY TECHNOLOGIES INC                         | ARRAY TECHNOLOGIES INC CONV 2.875% 07/01/2031 144A                  | CUSIP: 04271TAC4<br>LEI: 549300JM5FECYJQ85V37 | Long             | DBT              | CORP              | US        |    822000 | PA      | $1049694.00   | 0.02%             | 2031-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ZSCALER INC                                    | ZSCALER INC CONV 0% 07/15/2028 144A                                 | CUSIP: 98980GAC6<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | DBT              | CORP              | US        |   4368000 | PA      | $4001088.00   | 0.07%             | 2028-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TEMPUS AI INC                                  | TEMPUS AI INC CONV 0.75% 07/15/2030 144A                            | CUSIP: 88023BAD5<br>LEI: 2549009LA0KWRAGQBX50 | Long             | DBT              | CORP              | US        |   1948000 | PA      | $1993778.00   | 0.03%             | 2030-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AEROVIRONMENT INC                              | AEROVIRONMENT INC CONV 0% 07/15/2030                                | CUSIP: 008073AA6<br>LEI: 529900PGHVI29YLZ6221 | Long             | DBT              | CORP              | US        |   1976000 | PA      | $2262520.00   | 0.04%             | 2030-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-MOBILE USA INC PFD 6.25% 09/01/2069                               | CUSIP: 87264A105<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EP               | CORP              | US        |    275944 | NS      | $6848930.08   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                               | T-MOBILE USA INC PFD 5.5% 03/01/2070                                | CUSIP: 87264A204<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EP               | CORP              | US        |    366643 | NS      | $8381458.98   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                               | T-MOBILE USA INC PFD 5.5% 06/01/2070                                | CUSIP: 87264A303<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EP               | CORP              | US        |    324677 | NS      | $7383154.98   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ALMONTY INDS INC                               | ALMONTY INDUSTRIES INC                                              | CUSIP: 020398707<br>LEI: 54930049R1BTGV5RJ021 | Long             | EC               | CORP              | CA        |    252200 | NS      | $4637958.00   | 0.08%             |  |  |  | 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        |    498000 | PA      | $542820.00    | 0.01%             | 2033-08-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                    | BANK OF AMERICA CORPORATION 6.25%/VAR PERP                          | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |  20210000 | PA      | $20795324.85  | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| STRATEGY INC                                   | STRATEGY INC 9%/VAR PERP PFD                                        | CUSIP: 594972853<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |     28500 | NS      | $2850000.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIZENS FINANCIAL GRP INC                     | CITIZENS FINANCIAL GROUP INC 6.5%/VAR PFD PERP                      | CUSIP: 174610808<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EP               | CORP              | US        |     32900 | NS      | $838950.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MARA HOLDINGS INC                              | MARA HOLDINGS INC CONV 0% 08/01/2032 144A                           | CUSIP: 565788AJ5<br>LEI: 549300M8ISKPTX2W7F94 | Long             | DBT              | CORP              | US        |   1261000 | PA      | $876773.30    | 0.02%             | 2032-08-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AST SPACEMOBILE INC                            | AST SPACEMOBILE INC CONV 2.375% 10/15/2032 144A                     | CUSIP: 00217DAC4<br>LEI: 254900MBSC9P2UCI6623 | Long             | DBT              | CORP              | US        |    795000 | PA      | $1140825.00   | 0.02%             | 2032-10-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                         | CENTERPOINT ENERGY INC CONV 3% 08/01/2028 144A                      | CUSIP: 15189TBQ9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   1234000 | PA      | $1305818.80   | 0.02%             | 2028-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CELCUITY INC                                   | CELCUITY INC CONV 2.75% 08/01/2031                                  | CUSIP: 15102KAA8<br>LEI: 25490070W7UU7W2SEY87 | Long             | DBT              | CORP              | US        |    543000 | PA      | $1302819.90   | 0.02%             | 2031-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                            | DOMINION ENERGY INC 6%/VAR 02/15/2056                               | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   3355000 | PA      | $3404496.32   | 0.06%             | 2056-02-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                            | COINBASE GLOBAL INC CONV 0% 10/01/2029 144A                         | CUSIP: 19260QAG2<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |   3613000 | PA      | $3172575.30   | 0.06%             | 2029-10-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PITNEY-BOWES INC                               | PITNEY-BOWES INC CONV 1.5% 08/15/2030 144A                          | CUSIP: 724479AR1<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |    710000 | PA      | $717455.00    | 0.01%             | 2030-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LIGAND PHARMACEUTICALS INC                     | LIGAND PHARMACEUTICALS INC CONV 0.75% 10/01/2030 144A               | CUSIP: 53220KAG3<br>LEI: 5493008K7TB0IKP37H79 | Long             | DBT              | CORP              | US        |   1039000 | PA      | $1261242.10   | 0.02%             | 2030-10-01      | Fixed         | 0.01%                 | 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        |   2751000 | PA      | $4415355.00   | 0.08%             | 2030-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UPSTART HOLDINGS INC                           | UPSTART HOLDINGS INC CONV 0% 02/15/2032 144A                        | CUSIP: 91680MAG2<br>LEI: 549300WNB47JRNENIC75 | Long             | DBT              | CORP              | US        |   1790000 | PA      | $1176030.00   | 0.02%             | 2032-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | ENERGY TRANSFER LP 6.5%/VAR 02/15/2056                              | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   7825000 | PA      | $7906661.70   | 0.14%             | 2056-02-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| WISDOMTREE INC                                 | WISDOMTREE INC CONV 4.625% 08/15/2030 144A                          | CUSIP: 97717PAJ3<br>LEI: 549300WIU8IS7UFO7871 | Long             | DBT              | CORP              | US        |    480000 | PA      | $568800.00    | 0.01%             | 2030-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTUITIVE MACHINES INC                         | INTUITIVE MACHINES INC CONV 2.5% 10/01/2030 144A                    | CUSIP: 46125AAA8<br>LEI: 254900386IE2PEPLVM59 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1889164.00   | 0.03%             | 2030-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CENTRUS ENERGY CORP                            | CENTRUS ENERGY CORP CONV 0% 08/15/2032 144A                         | CUSIP: 15643UAF1<br>LEI: 549300G6VDK9G8276661 | Long             | DBT              | CORP              | US        |   2104000 | PA      | $2425912.00   | 0.04%             | 2032-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EURONET WORLDWIDE INC                          | EURONET WORLDWIDE INC CONV 0.625% 10/01/2030 144A                   | CUSIP: 298736AM1<br>LEI: YG3575C4DSHJPA5KET68 | Long             | DBT              | CORP              | US        |   1249000 | PA      | $1110048.75   | 0.02%             | 2030-10-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TERAWULF INC                                   | TERAWULF INC CONV 1% 09/01/2031 144A                                | CUSIP: 88080TAC8<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |   2636000 | PA      | $4013310.00   | 0.07%             | 2031-09-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VIAVI SOLUTIONS INC                            | VIAVI SOLUTIONS INC CONV 0.625% 03/01/2031 144A                     | CUSIP: 925550AJ4<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |    657000 | PA      | $1454433.75   | 0.03%             | 2031-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SAREPTA THERAPEUTICS INC                       | SAREPTA THERAPEUTICS INC CONV 4.875% 09/01/2030 144A                | CUSIP: 803607AE0<br>LEI: 549300IKDPIED8J8IG21 | Long             | DBT              | CORP              | US        |   1529000 | PA      | $1123815.00   | 0.02%             | 2030-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LYFT INC                                       | LYFT INC CONV 0% 09/15/2030 144A                                    | CUSIP: 55087PAE4<br>LEI: 549300H7I5VN334XVZ52 | Long             | DBT              | CORP              | US        |    890000 | PA      | $858777.14    | 0.02%             | 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        |      8700 | NS      | $2739891.00   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| IMPINJ INC                                     | IMPINJ INC CONV 0% 09/15/2029 144A                                  | CUSIP: 453204AE9<br>LEI: 549300M26VGKSMMWWN17 | Long             | DBT              | CORP              | US        |    455000 | PA      | $414960.00    | 0.01%             | 2029-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LUMENTUM HOLDINGS INC                          | LUMENTUM HLDGS INC CONV 0.375% 03/15/2032 144A                      | CUSIP: 55024UAJ8<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |   3640000 | PA      | $13917540.00  | 0.24%             | 2032-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                      | BANK NEW YORK MELLON CORP 5.95%/VAR PERP                            | CUSIP: 064058AR1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EP               | CORP              | US        |   2820000 | PA      | $2894721.54   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JBT MAREL CORP                                 | JBT MAREL CORP CONV 0.375% 09/15/2030 144A                          | CUSIP: 477839AD6<br>LEI: 5493007CT6ATBZ2L6826 | Long             | DBT              | CORP              | US        |   1362000 | PA      | $1447125.00   | 0.03%             | 2030-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                      | SUNOCO LP 7.875%/VAR PERP 144A                                      | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | EP               | CORP              | US        |   9545000 | PA      | $9867143.75   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                  | DTE ENERGY CO 6.25% SER H PFD 10/01/85                              | CUSIP: 233331792<br>LEI: 549300IX8SD6XXD71I78 | Long             | EP               | CORP              | US        |    326800 | NS      | $8186340.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ALNYLAM PHARMACEUTICALS INC                    | ALNYLAM PHARMACEUTICALS INC CONV 0% 09/15/2028 144A                 | CUSIP: 02043QAC1<br>LEI: 529900S3ZI14OWRJII50 | Long             | DBT              | CORP              | US        |    860000 | PA      | $806688.91    | 0.01%             | 2028-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PLANET LABS PBC                                | PLANET LABS PBC CONV 0.5% 10/15/2030 144A                           | CUSIP: 72703XAA4<br>LEI: 254900Q7PVI3HTQBRB44 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $3230250.00   | 0.06%             | 2030-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ENOVIX CORP                                    | ENOVIX CORP CONV 4.75% 09/15/2030 144A                              | CUSIP: 293594AF4<br>LEI: 549300EC7NZGWORHYJ53 | Long             | DBT              | CORP              | US        |   1081000 | PA      | $898851.50    | 0.02%             | 2030-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ASTRONICS CORP                                 | ASTRONICS CORP CONV 0% 01/15/2031 144A                              | CUSIP: 046433AE8<br>LEI: 549300NNXCF8H4MSMK17 | Long             | DBT              | CORP              | US        |    554000 | PA      | $889724.00    | 0.02%             | 2031-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| OSCAR HEALTH INC                               | OSCAR HEALTH INC CONV 2.25% 09/01/2030 144A                         | CUSIP: 687793AD1<br>LEI: 254900AE8KDLFDOPKZ19 | Long             | DBT              | CORP              | US        |    985000 | PA      | $964807.50    | 0.02%             | 2030-09-01      | 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        |   3047000 | PA      | $3766853.75   | 0.07%             | 2031-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                         | US ULTRA BOND CBT FUT JUN26 WNM6                                    | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       -96 | NC      | $-130693.44   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GAMESTOP CORP NEW                              | GAMESTOP CORP CL A WT 10/30/26                                      | CUSIP: 36467W117<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |     36400 | NS      | $156520.00    | 0.00%             |  |  |  | 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        |    713000 | PA      | $953994.00    | 0.02%             | 2031-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                           | BOSTON PROPERTIES LP CONV 2% 10/01/2030 144A                        | CUSIP: 10112RBM5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   2715000 | PA      | $2552100.00   | 0.04%             | 2030-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP                                     | HERTZ CORP CONV 5.5% 10/01/2030 144A                                | CUSIP: 428040DG1<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $800400.00    | 0.01%             | 2030-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MIRION TECHNOLOGIES INC                        | MIRION TECHNOLOGIES INC CONV 0% 10/01/2031 144A                     | CUSIP: 60471AAC5<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | DBT              | CORP              | US        |    980000 | PA      | $1014912.50   | 0.02%             | 2031-10-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CIPHER DIGITAL INC                             | CIPHER DIGITAL INC CONV 0% 10/01/2031 144A                          | CUSIP: 17253JAB2<br>LEI: 254900QABG5HCQZ28A17 | Long             | DBT              | CORP              | US        |   3371000 | PA      | $4241139.38   | 0.07%             | 2031-10-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                | XCEL ENERGY INC 6.25% PFD 10/15/2085                                | CUSIP: 98389B878<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EP               | CORP              | US        |    259300 | NS      | $6482500.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| WOLFSPEED INC/DE                               | WOLFSPEED INC/DE                                                    | CUSIP: 97785W106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1 | NS      | $19.72        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WOLFSPEED INC/DE                               | WOLFSPEED INC/DE PIK VAR 06/23/2030 144A                            | CUSIP: 977852AK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    406544 | PA      | $434514.23    | 0.01%             | 2030-06-23      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| ROCKPOINT GAS STORAGE INC                      | ROCKPOINT GAS STORAGE INC                                           | CUSIP: 773915103<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     19420 | NS      | $403761.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WOLFSPEED INC/DE                               | WOLFSPEED INC/DE CONV 2.5% 06/15/2031 144A                          | CUSIP: 977852AQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $1521562.50   | 0.03%             | 2031-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                      | TRANSCANADA PIPELINES LTD 11/01/85 PFD                              | CUSIP: 893526681<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | EP               | CORP              | CA        |     81500 | NS      | $2012642.50   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SOLARIS ENERGY INFRASTRUCTURE INC              | SOLARIS ENERGY INFRASTRUCTURE INC CONV 0.25% 10/01/2031             | CUSIP: 83419XAB4<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | DBT              | CORP              | US        |   1728000 | PA      | $2012256.00   | 0.04%             | 2031-10-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SEMTECH CORP                                   | SEMTECH CORP CONV 0% 10/15/2030 144A                                | CUSIP: 816850AJ0<br>LEI: 549300J7WUY317SW6O61 | Long             | DBT              | CORP              | US        |   1354000 | PA      | $1629539.00   | 0.03%             | 2030-10-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                  | LIVE NATION ENTERTAINMENT INC CONV 2.875% 10/15/2031 144A           | CUSIP: 538034BD0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   3597000 | PA      | $3767857.50   | 0.07%             | 2031-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AST SPACEMOBILE INC                            | AST SPACEMOBILE INC CONV 2% 01/15/2036 144A                         | CUSIP: 00217DAE0<br>LEI: 254900MBSC9P2UCI6623 | Long             | DBT              | CORP              | US        |   2995000 | PA      | $3114800.00   | 0.05%             | 2036-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GALAXY DIGITAL HOLDINGS LP                     | GALAXY DIGITAL HOLDINGS LP CONV 0.5% 05/01/2031 144A                | CUSIP: 36317GAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3444000 | PA      | $2555448.00   | 0.04%             | 2031-05-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TERAWULF INC                                   | TERAWULF INC CONV 0% 05/01/2032 144A                                | CUSIP: 88080TAE4<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |   2662000 | PA      | $2919149.20   | 0.05%             | 2032-05-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BLOOM ENERGY CORP                              | BLOOM ENERGY CORP CONV 0% 11/15/2030 144A                           | CUSIP: 093712AN7<br>LEI: 549300XB5J9BFW5JXV97 | Long             | DBT              | CORP              | US        |   7345000 | PA      | $8630375.00   | 0.15%             | 2030-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                | CMS ENERGY CORP CONV 3.125% 05/01/2031 144A                         | CUSIP: 125896BZ2<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |   2429000 | PA      | $2505027.70   | 0.04%             | 2031-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                               | SOUTHERN COMPANY PC 12/15/2028                                      | CUSIP: 842587842<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |    105772 | NS      | $5632359.00   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| GUARDANT HEALTH INC                            | GUARDANT HEALTH INC CONV 0% 05/15/2033 144A                         | CUSIP: 40131MAE9<br>LEI: 254900M8C3E5VC8BR186 | Long             | DBT              | CORP              | US        |   1314000 | PA      | $1401052.50   | 0.02%             | 2033-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                           | BWX TECHNOLOGIES INC CONV 0% 11/01/2030 144A                        | CUSIP: 05605HAD2<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |   3246000 | PA      | $3385578.00   | 0.06%             | 2030-11-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VOYAGER TECHNOLOGIES INC                       | VOYAGER TECHNOLOGIES INC CONV 0.75% 11/15/2030 144A                 | CUSIP: 92892BAA1<br>LEI: 254900DDCLSP240FE187 | Long             | DBT              | CORP              | US        |    740000 | PA      | $838050.00    | 0.01%             | 2030-11-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HALOZYME THERAPEUTICS INC                      | HALOZYME THERAPEUTICS INC CONV 0% 02/15/2031 144A                   | CUSIP: 40637HAG4<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |   1783000 | PA      | $1811528.00   | 0.03%             | 2031-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NOVANTA INC                                    | NOVANTA INC 6.5% PC 11/01/2028                                      | CUSIP: 67000B203<br>LEI: N/A                  | Long             | EP               | CORP              | CA        |     32700 | NS      | $1927992.00   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HALOZYME THERAPEUTICS INC                      | HALOZYME THERAPEUTICS INC CONV 0.875% 11/15/2032 144A               | CUSIP: 40637HAJ8<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |   1789000 | PA      | $1855193.00   | 0.03%             | 2032-11-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CLEANSPARK INC                                 | CLEANSPARK INC CONV 0% 02/15/2032 144A                              | CUSIP: 18452BAD2<br>LEI: 254900VO7KBRJQDGY810 | Long             | DBT              | CORP              | US        |   2893000 | PA      | $2085853.00   | 0.04%             | 2032-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| COGENT BIOSCIENCES INC                         | COGENT BIOSCIENCES INC CONV 1.625% 11/15/2031                       | CUSIP: 19240QAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $445428.00    | 0.01%             | 2031-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| IONIS PHARMACEUTICALS INC                      | IONIS PHARMACEUTICALS INC CONV 0% 12/01/2030 144A                   | CUSIP: 462222AG5<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |   1227000 | PA      | $1350123.12   | 0.02%             | 2030-12-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                       | COREBRIDGE FINANCIAL INC 0% PERP                                    | CUSIP: 21871XAU3<br>LEI: 549300XY1661QCIA7J65 | Long             | EP               | CORP              | US        |   2495000 | PA      | $2558819.61   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LUCID GROUP INC                                | LUCID GROUP INC CONV 7% 11/01/2031 144A                             | CUSIP: 549498AE3<br>LEI: 529900MRL9Z13ZCRVD74 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $910431.25    | 0.02%             | 2031-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OSI SYSTEMS INC                                | OSI SYSTEMS INC CONV 0.5% 02/01/2031 144A                           | CUSIP: 671044AG0<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | DBT              | CORP              | US        |   1799000 | PA      | $1906760.10   | 0.03%             | 2031-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EOS ENERGY ENTERPRISES INC                     | EOS ENERGY ENTERPRISES INC CONV 1.75% 12/01/2031 144A               | CUSIP: 29415CAC5<br>LEI: 529900UCCJMLRGDXVT41 | Long             | DBT              | CORP              | US        |   1534000 | PA      | $1034683.00   | 0.02%             | 2031-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PPL CAP FDG INC                                | PPL CAP FDG INC CONV 3% 12/01/2030 144A                             | CUSIP: 69352PAU7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |   2418000 | PA      | $2531646.00   | 0.04%             | 2030-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PLUG POWER INC                                 | PLUG POWER INC CONV 6.75% 12/01/2033 144A                           | CUSIP: 72919PAG8<br>LEI: 549300JPDKRSJ8JSM954 | Long             | DBT              | CORP              | US        |    923000 | PA      | $933667.75    | 0.02%             | 2033-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                    | EXELON CORP CONV 3.25% 03/15/2029 144A                              | CUSIP: 30161NBT7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   2620000 | PA      | $2719560.00   | 0.05%             | 2029-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FASTLY INC                                     | FASTLY INC CONV 0% 12/15/2030 144A                                  | CUSIP: 31188VAE0<br>LEI: 549300E2FZC83FJ3H565 | Long             | DBT              | CORP              | US        |    720000 | PA      | $1068912.00   | 0.02%             | 2030-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VERSANT MEDIA GROUP INC                        | VERSANT MEDIA GROUP INC - A                                         | CUSIP: 925283103<br>LEI: 254900D2Q5F5F229PU30 | Long             | EC               | CORP              | US        |     41249 | NS      | $1374416.68   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COREWEAVE INC                                  | COREWEAVE INC CONV 1.75% 12/01/2031 144A                            | CUSIP: 21873SAD0<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |   6752000 | PA      | $6961602.47   | 0.12%             | 2031-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | BNP PARIBAS 6.875%/VAR PERP 144A                                    | CUSIP: 05602XQR2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EP               | CORP              | FR        |   4010000 | PA      | $4031100.62   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ZOETIS INC                                     | ZOETIS INC CONV 0.25% 06/15/2029 144A                               | CUSIP: 98978VAY9<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   5200000 | PA      | $5447000.00   | 0.10%             | 2029-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TANGER PROPERTIES LP                           | TANGER PROPERTIES LP CONV 2.375% 01/15/2031 144A                    | CUSIP: 875484AM9<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |   1042000 | PA      | $1091495.00   | 0.02%             | 2031-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ARROWHEAD PHARMACEUTICALS INC                  | ARROWHEAD PHARMACEUTICALS INC CONV 0% 01/15/2032                    | CUSIP: 04280AAC4<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | DBT              | CORP              | US        |   1745000 | PA      | $1837485.00   | 0.03%             | 2032-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| COMPASS INC                                    | COMPASS INC CONV 0.25% 04/15/2031 144A                              | CUSIP: 20464UAA8<br>LEI: 254900DMGQSTC3I2IM78 | Long             | DBT              | CORP              | US        |   3593000 | PA      | $3427149.64   | 0.06%             | 2031-04-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BRIDGEBIO PHARMA INC                           | BRIDGEBIO PHARMA INC CONV 0.75% 02/01/2033 144A                     | CUSIP: 10806XAK8<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1380240.00   | 0.02%             | 2033-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VSE CORP                                       | VSE CORP 5.75% PC 02/01/2029                                        | CUSIP: 918284209<br>LEI: 549300QWJYQDH4U5XI15 | Long             | EP               | CORP              | US        |     15700 | NS      | $909815.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LIBERTY ENERGY INC                             | LIBERTY ENERGY INC CONV 0% 03/01/2031 144A                          | CUSIP: 53115LAA2<br>LEI: 254900PKFJW6RILDCM60 | Long             | DBT              | CORP              | US        |   1840000 | PA      | $1990880.00   | 0.03%             | 2031-03-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                       | MICROCHIP TECHNOLOGY INC CONV 0% 02/15/2030 144A                    | CUSIP: 595017BM5<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   2309000 | PA      | $2389182.10   | 0.04%             | 2030-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SHELL PLC                                      | SHELL PLC EEE RT                                                    | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |    499038 | NS      | $185642.14    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ITRON INC                                      | ITRON INC CONV 0% 03/15/2032 144A                                   | CUSIP: 465741AR7<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | DBT              | CORP              | US        |    831000 | PA      | $829338.00    | 0.01%             | 2032-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                 | WHIRLPOOL CORP SER A PC 2/15/29                                     | CUSIP: 963320205<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EP               | CORP              | US        |     16500 | NS      | $810315.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-30

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

**Signature:** Laura M. Del Prato

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

**Title:** President and Treasurer