# EDGAR Filing Document

**Accession Number:** 0000035315
**File Stem:** 0001752724-25-176729
**Filing Date:** 2025-7
**Character Count:** 265687
**Document Hash:** 24851e06c7cc7f5de1c35d414f33c4f6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-176729.hdr.sgml**: 20250724

**ACCESSION NUMBER**: 0001752724-25-176729

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250724

**DATE AS OF CHANGE**: 20250724

**PERIOD START**: 20251130

**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:** 251146312

**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           |

## 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:** 2025-11-30

- **b. Date as of which information is reported:** 2025-05-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $5138391290.71

**Total Liabilities:** $6735358.66

**Net Assets:** $5131655932.05

**Delayed Delivery Securities:** $125647.40

**Cash Not Reported:** $5610315.66

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 3229.76488900 | **1-Year:** 26624.43412620 | **5-Year:** 54988.65208450 | **10-Year:** 32685.64528960 | **30-Year:** 30116.21081830

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

- **3-Month:** 10262.92552472 | **1-Year:** 69535.55835334 | **5-Year:** 130452.46866425 | **10-Year:** 6678.26985947 | **30-Year:** 4714.17747250

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000048856 | -2.24%               | -1.44%               | 2.58%                |
| Class ID C000048852 | -2.26%               | -1.51%               | 2.60%                |
| Class ID C000205022 | -2.24%               | -1.42%               | 2.58%                |
| Class ID C000048851 | -2.23%               | -1.48%               | 2.63%                |
| Class ID C000048855 | -2.26%               | -1.52%               | 2.53%                |
| Class ID C000048854 | -2.27%               | -1.54%               | 2.48%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $12011829.22             | $-139680975.34                             |
| Month 2  | $-3954628.56             | $-80833596.29                              |
| Month 3  | $18155885.93             | $100288861.38                              |

### Schedule of Portfolio Investments

| Name                                                  | Title                                                                  | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| TAPESTRY INC                                          | TAPESTRY INC                                                           | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |    123826 | NS      | $9726532.30   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| HARTFORD INSURANCE GROUP INC/THE                      | HARTFORD INSURANCE GROUP INC/THE                                       | CUSIP: 416518603<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EP               | CORP              | US        |      1695 | NS      | $42171.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                                        | PUBLIC STORAGE SER S 4.1% PFD PERP                                     | CUSIP: 74460W396<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EP               | CORP              | US        |     95915 | NS      | $1559577.90   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ATHENE HOLDING LTD                                    | ATHENE HOLDING LTD SER C 6.375/VAR PFD PERP                            | CUSIP: 04686J309<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | US        |     36871 | NS      | $929149.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX RESOURCES CORP                                    | CNX RESOURCES CORP CONV 2.25% 05/01/2026                               | CUSIP: 12653CAG3<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $2923780.00   | 0.06%             | 2026-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MICROSTRATEGY INC                                     | MICROSTRATEGY INC CONV 0.625% 03/15/2030                               | CUSIP: 594972AJ0<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |   2965000 | PA      | $7608944.41   | 0.15%             | 2030-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                  | WEC ENERGY GROUP INC CONV 4.375% 06/01/2029 144A                       | CUSIP: 92939UAQ9<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   2813000 | PA      | $3315120.50   | 0.06%             | 2029-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KKR and CO INC                                        | KKR and CO INC SER D 6.25% PC                                          | CUSIP: 48251W500<br>LEI: 549300JOHU21WRN2Z451 | Long             | EP               | CORP              | US        |    194000 | NS      | $9715520.00   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| CONFLUENT INC                                         | CONFLUENT INC CONV 0% 01/15/2027                                       | CUSIP: 20717MAB9<br>LEI: 254900MRZ83YWUV7SN74 | Long             | DBT              | CORP              | US        |   3183000 | PA      | $2936317.50   | 0.06%             | 2027-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                           | METLIFE INC 5.625% PERP PFD                                            | CUSIP: 59156R876<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EP               | CORP              | US        |    151800 | NS      | $3541494.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP NEW                                  | DUKE ENERGY CORP NEW                                                   | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |     39553 | NS      | $4656179.16   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                                        | PUBLIC STORAGE SER M 4.125% PFD PERP                                   | CUSIP: 74460W537<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EP               | CORP              | US        |     64100 | NS      | $1060855.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                    | ENERGY TRANSFER LP                                                     | CUSIP: 29273V100<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EC               | CORP              | US        |    382526 | NS      | $6686554.48   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE MANAGEMENT INC DEL                              | WASTE MANAGEMENT INC                                                   | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |     12800 | NS      | $3084416.00   | 0.06%             |  |  |  | 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        |   3823000 | PA      | $4084875.50   | 0.08%             | 2026-12-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| RIOT PLATFORMS INC                                    | RIOT PLATFORMS INC CONV 0.75% 01/15/2030 144A                          | CUSIP: 767292AA3<br>LEI: 5299005LKZAJQDQZDF73 | Long             | DBT              | CORP              | US        |   2952000 | PA      | $2549937.60   | 0.05%             | 2030-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                         | CARNIVAL CORP CONV 5.75% 12/01/2027                                    | CUSIP: 143658BV3<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   3878000 | PA      | $7302274.00   | 0.14%             | 2027-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| IBERDROLA SA                                          | IBERDROLA SA                                                           | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |     85808 | NS      | $1572840.28   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                        | MORGAN STANLEY 6.5% PFD PERP                                           | CUSIP: 61762V853<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |    111600 | NS      | $2854728.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AES CORP                                              | AES CORP                                                               | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |     71624 | NS      | $722686.16    | 0.01%             |  |  |  | No            |                  1 | 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        |   1197000 | PA      | $1186526.25   | 0.02%             | 2030-04-15      | Fixed         | 0.01%                 | No            |                  2 | 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      | $1181306.56   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTCO WHOLESALE CORP                                 | COSTCO WHOLESALE CORP                                                  | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      6057 | NS      | $6300370.26   | 0.12%             |  |  |  | No            |                  1 | 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        |   4269000 | PA      | $4320228.00   | 0.08%             | 2026-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CRACKER BARREL OLD COUNTRY STORE INC                  | CRACKER BARREL OLD CTRY ST INC CONV 0.625% 06/15/2026                  | CUSIP: 22410JAB2<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | DBT              | CORP              | US        |   1606000 | PA      | $1549767.00   | 0.03%             | 2026-06-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                           | PHILLIPS 66                                                            | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |    127424 | NS      | $14460075.52  | 0.28%             |  |  |  | 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        |   2020000 | PA      | $2327040.00   | 0.05%             | 2027-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                   | AXON ENTERPRISE INC CONV 0.5% 12/15/2027                               | CUSIP: 05464CAB7<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |   1217000 | PA      | $4019055.63   | 0.08%             | 2027-12-15      | Fixed         | 0.01%                 | 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        |     89800 | NS      | $3988916.00   | 0.08%             |  |  |  | No            |                  2 | 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      | $3491532.31   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMSUNG ELECTRONICS CO LTD                            | SAMSUNG ELECTRONICS CO LTD                                             | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |    459738 | NS      | $18698815.71  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| WATSCO INC                                            | WATSCO INC                                                             | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |     45080 | NS      | $19996135.60  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| PARTNERRE LTD                                         | PARTNERRE LTD 4.875 PFD PERP                                           | CUSIP: N/A<br>LEI: 7LLHQS68KCIGNZBR7918       | Long             | EP               | CORP              | BM        |      5249 | NS      | $89799.89     | 0.00%             |  |  |  | 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      | $806664.00    | 0.02%             |  |  |  | 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        |   2260000 | PA      | $2090500.00   | 0.04%             | 2027-07-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                          | AT and T INC 5.125% PERP PFD                                           | CUSIP: 00206R508<br>LEI: 549300Z40J86GGSTL398 | Long             | EP               | CORP              | US        |    112500 | NS      | $2244375.00   | 0.04%             |  |  |  | No            |                  1 | 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      | $3276360.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINION ENERGY INC                                   | DOMINION ENERGY INC 4.35%/VAR PERP                                     | CUSIP: 25746UDM8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EP               | CORP              | US        |   1935000 | PA      | $1890933.86   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PROCTER and GAMBLE CO                                 | PROCTER and GAMBLE CO                                                  | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |    786020 | NS      | $133536937.80 | 2.60%             |  |  |  | No            |                  1 | On Loan: No      |
| EDISON INTERNATIONAL                                  | EDISON INTERNATIONAL 5%/VAR PERP                                       | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | EP               | CORP              | US        |   2230000 | PA      | $1990520.30   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                       | XCEL ENERGY INC                                                        | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |    278726 | NS      | $19538692.60  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKET LAB USA INC                                    | ROCKET LAB USA INC CONV 4.25% 02/01/2029 144A                          | CUSIP: 773122AA4<br>LEI: 254900B4DEYFZJ980A14 | Long             | DBT              | CORP              | US        |   1384000 | PA      | $7345350.74   | 0.14%             | 2029-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UPSTART HOLDINGS INC                                  | UPSTART HOLDINGS INC CONV 2% 10/01/2029 144A                           | CUSIP: 91680MAC1<br>LEI: 549300WNB47JRNENIC75 | Long             | DBT              | CORP              | US        |   1467000 | PA      | $1903432.50   | 0.04%             | 2029-10-01      | Fixed         | 0.02%                 | 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      | $729061.00    | 0.01%             | 2027-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SCHWAB CHARLES CORP                                   | SCHWAB CHARLES CORP 4%/VAR PERP                                        | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |   4220000 | PA      | $3808840.34   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                        | PUBLIC STORAGE 4% PFD PERP                                             | CUSIP: 74460W420<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EP               | CORP              | US        |    137300 | NS      | $2188562.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                           | BANK OF AMERICA CORPORATION 4.75% PREF PERP                            | CUSIP: 06055H871<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     62624 | NS      | $1175452.48   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ARRAY TECHNOLOGIES INC                                | ARRAY TECHNOLOGIES INC CONV 1% 12/01/2028                              | CUSIP: 04271TAB6<br>LEI: 549300JM5FECYJQ85V37 | Long             | DBT              | CORP              | US        |   1606000 | PA      | $1221903.74   | 0.02%             | 2028-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| IRHYTHM TECHNOLOGIES INC                              | IRHYTHM TECHNOLOGIES INC CONV 1.5% 09/01/2029                          | CUSIP: 450056AB2<br>LEI: 549300FJI72RJGDQS384 | Long             | DBT              | CORP              | US        |   2245000 | PA      | $2734970.26   | 0.05%             | 2029-09-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CENTRUS ENERGY CORP                                   | CENTRUS ENERGY CORP CL A                                               | CUSIP: 15643U104<br>LEI: 549300G6VDK9G8276661 | Long             | EC               | CORP              | US        |      6819 | NS      | $865467.48    | 0.02%             |  |  |  | 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      | $4429020.00   | 0.09%             |  |  |  | No            |                  1 | 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        |   3110000 | PA      | $3189305.00   | 0.06%             | 2030-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                          | AT and T INC                                                           | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |    117400 | NS      | $3263720.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WOLFSPEED INC                                         | WOLFSPEED INC CONV 1.875% 12/01/2029                                   | CUSIP: 977852AD4<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |  13088000 | PA      | $2355840.00   | 0.05%             | 2029-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| REALREAL (THE)                                        | REALREAL (THE) CONV STEP 02/15/2031                                    | CUSIP: 88339PAJ0<br>LEI: 549300O00VUGT4H1PE90 | Long             | DBT              | CORP              | US        |    468000 | PA      | $393891.71    | 0.01%             | 2031-02-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| RAPID7 INC                                            | RAPID7 INC CONV 0.25% 03/15/2027                                       | CUSIP: 753422AF1<br>LEI: 549300GNVG5D60KEYN14 | Long             | DBT              | CORP              | US        |    130000 | PA      | $119437.50    | 0.00%             | 2027-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL POWER CORP                                    | CAPITAL POWER CORP                                                     | CUSIP: 14042M102<br>LEI: 549300QRKTEXGXYVPO80 | Long             | EC               | CORP              | CA        |     23300 | NS      | $934309.03    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Q2 HOLDINGS INC                                       | Q2 HLDGS INC CONV 0.75% 06/01/2026                                     | CUSIP: 74736LAD1<br>LEI: 549300M9RKR9DZXWS696 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1860625.00   | 0.04%             | 2026-06-01      | Fixed         | 0.01%                 | No            |                  2 | 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      | $6359155.06   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                            | ABBVIE INC                                                             | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |    408000 | NS      | $75932880.00  | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| SCE TRUST VI                                          | SCE TRUST VI 5% PFD PERP                                               | CUSIP: 78410V200<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    195900 | NS      | $3331279.50   | 0.06%             |  |  |  | No            |                  1 | 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        |   1020000 | PA      | $1095480.00   | 0.02%             | 2030-06-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GE VERNOVA INC                                        | GE VERNOVA INC                                                         | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |     49711 | NS      | $23512308.78  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| FRESHPET INC                                          | FRESHPET INC CONV 3% 04/01/2028                                        | CUSIP: 358039AB1<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | DBT              | CORP              | US        |   1376000 | PA      | $1882368.00   | 0.04%             | 2028-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                             | APPLE INC                                                              | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    120445 | NS      | $24191378.25  | 0.47%             |  |  |  | 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      | $1814685.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY CORP NEW                                      | ENTERGY CORP                                                           | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |     40682 | NS      | $3387996.96   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HALOZYME THERAPEUTICS INC                             | HALOZYME THERAPEUTICS INC CONV 0.25% 03/01/2027                        | CUSIP: 40637HAD1<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |   2777000 | PA      | $2825021.30   | 0.06%             | 2027-03-01      | Fixed         | 0.00%                 | 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        |   2881000 | PA      | $3710728.00   | 0.07%             | 2030-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                           | CHENIERE ENERGY PARTNERS LP                                            | CUSIP: 16411Q101<br>LEI: 5493005UEC8AZ34LDV29 | Long             | EC               | CORP              | US        |     11910 | NS      | $683276.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ANALOG DEVICES INC                                    | ANALOG DEVICES INC                                                     | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |    188556 | NS      | $40347212.88  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| ROLLS-ROYCE HOLDINGS PLC                              | ROLLS-ROYCE HOLDINGS PLC                                               | CUSIP: N/A<br>LEI: 213800EC7997ZBLZJH69       | Long             | EC               | CORP              | GB        |    898000 | NS      | $10450010.01  | 0.20%             |  |  |  | No            |                  2 | 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      | $1765256.00   | 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        |   5417267 | NS      | $736802498.68 | 14.36%            |  |  |  | No            |                  1 | On Loan: No      |
| SSE PLC                                               | SSE PLC                                                                | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | EC               | CORP              | GB        |    197858 | NS      | $4710218.42   | 0.09%             |  |  |  | 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        |    274600 | NS      | $6067287.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MIRUM PHARMACEUTICALS INC                             | MIRUM PHARMACEUTICALS INC CONV 4% 05/01/2029                           | CUSIP: 604749AB7<br>LEI: 254900YZKR40F7F27K81 | Long             | DBT              | CORP              | US        |   1102000 | PA      | $1772090.09   | 0.03%             | 2029-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CINEMARK HOLDINGS INC                                 | CINEMARK HOLDINGS INC CONV 4.5% 08/15/2025                             | CUSIP: 17243VAB8<br>LEI: 549300LL2QMPTYIE0K55 | Long             | DBT              | CORP              | US        |   1596000 | PA      | $3766560.00   | 0.07%             | 2025-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                          | VERALTO CORP                                                           | CUSIP: 92338C103<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     38190 | NS      | $3858335.70   | 0.08%             |  |  |  | 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        |     23243 | NS      | $474389.63    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE US INC                                       | T-MOBILE US INC                                                        | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     65854 | NS      | $15949838.80  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED MICRO DEVICES INC                            | ADVANCED MICRO DEVICES INC                                             | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |     20796 | NS      | $2302741.08   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMCO REALTY CORP                                     | KIMCO REALTY CORP 5.125% PERP PFD                                      | CUSIP: 49446R737<br>LEI: 254900ARY41P4V1JL861 | Long             | EP               | CORP              | US        |      7423 | NS      | $146671.06    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                                        | AMAZON.COM INC                                                         | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     10400 | NS      | $2132104.00   | 0.04%             |  |  |  | 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        |    210714 | NS      | $4399708.32   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| INSIGHT ENTERPRISES INC                               | INSIGHT ENTERPRISES INC                                                | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |      9500 | NS      | $1238705.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR    | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 6.5%/VAR 01/31/2056 | CUSIP: 00774MBQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2947000 | PA      | $2904798.75   | 0.06%             | 2056-01-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                        | MORGAN STANLEY 7.125% PFD PERP E                                       | CUSIP: 61762V200<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     22900 | NS      | $583950.00    | 0.01%             |  |  |  | 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        |    284061 | NS      | $6794739.12   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PELOTON INTERACTIVE INC                               | PELOTON INTERACTIVE INC CONV 5.5% 12/01/2029 144A                      | CUSIP: 70614WAC4<br>LEI: 5493002YS021166W0339 | Long             | DBT              | CORP              | US        |   1222000 | PA      | $2261311.00   | 0.04%             | 2029-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                      | SOUTHERN CO                                                            | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |    171400 | NS      | $15426000.00  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                           | BNP PARIBAS 7.375%/VAR PERP 144A                                       | CUSIP: 05602XJC3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EP               | CORP              | FR        |   1085000 | PA      | $1091812.72   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| L'OREAL SA                                            | L'OREAL SA ORD                                                         | CUSIP: N/A<br>LEI: 529900JI1GG6F7RKVI53       | Long             | EC               | CORP              | FR        |      9400 | NS      | $3978696.29   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                        | MICROSOFT CORP                                                         | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     72267 | NS      | $33268836.12  | 0.65%             |  |  |  | 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      | $1313875.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                               | AKAMAI TECHNOLOGIES INC CONV 1.125% 02/15/2029                         | CUSIP: 00971TAN1<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |   4360000 | PA      | $4074420.00   | 0.08%             | 2029-02-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| WELLTOWER INC                                         | WELLTOWER INC                                                          | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |     15034 | NS      | $2319445.52   | 0.05%             |  |  |  | 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        |     13730 | NS      | $15600150.02  | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                     | NATIONAL GRID PLC                                                      | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |    440818 | NS      | $6215541.60   | 0.12%             |  |  |  | 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        |   3490000 | PA      | $3511763.64   | 0.07%             |  |  |  | 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        |   2557000 | PA      | $3245709.54   | 0.06%             | 2029-02-01      | Fixed         | 0.03%                 | No            |                  2 | 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      | $1075048.24   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CERENCE INC                                           | CERENCE INC CONV 1.5% 07/01/2028                                       | CUSIP: 156727AD1<br>LEI: 5493002WL2W5WMS89568 | Long             | DBT              | CORP              | US        |    630000 | PA      | $438360.18    | 0.01%             | 2028-07-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CO                                         | FORD MOTOR CO 6.0% 12/01/2059 PFD                                      | CUSIP: 345370837<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EP               | CORP              | US        |    157000 | NS      | $3253040.00   | 0.06%             |  |  |  | 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      | $1013303.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STEM INC                                              | STEM INC CONV 4.25% 04/01/2030 144A                                    | CUSIP: 85859NAC6<br>LEI: 549300GVWIYFILN5V546 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $270872.84    | 0.01%             | 2030-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MARA HOLDINGS INC                                     | MARA HOLDINGS INC CONV 0% 03/01/2030 144A                              | CUSIP: 565788AE6<br>LEI: 549300M8ISKPTX2W7F94 | Long             | DBT              | CORP              | US        |   3566000 | PA      | $3040015.00   | 0.06%             | 2030-03-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PARSONS CORP                                          | PARSONS CORP CONV 2.625% 03/01/2029                                    | CUSIP: 70202LAD4<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |   4522000 | PA      | $4637311.00   | 0.09%             | 2029-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FLUENCE ENERGY INC                                    | FLUENCE ENERGY INC CONV 2.25% 06/15/2030 144A                          | CUSIP: 34379VAA1<br>LEI: 25490043LHZ97BT5PP29 | Long             | DBT              | CORP              | US        |    549000 | PA      | $296239.05    | 0.01%             | 2030-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ACCENTURE PLC                                         | ACCENTURE PLC CL A                                                     | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |     80102 | NS      | $25377915.64  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| VISA INC                                              | VISA INC CL A                                                          | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     29800 | NS      | $10882662.00  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| QUANTA SVCS INC                                       | QUANTA SVCS INC                                                        | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |      7245 | NS      | $2481847.20   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                        | MORGAN STANLEY SER O 4.5% PFD PERP                                     | CUSIP: 61762V861<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |    339200 | NS      | $5749440.00   | 0.11%             |  |  |  | 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      | $3449744.05   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                 | UBER TECHNOLOGIES INC CONV 0% 05/15/2028 144A                          | CUSIP: 90353TAR1<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   2530000 | PA      | $2847515.00   | 0.06%             | 2028-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS INC                                    | ALBERTSONS COS INC CL A                                                | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |    128400 | NS      | $2854332.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSTRATEGY INC                                     | MICROSTRATEGY INC 8% PC PERP                                           | CUSIP: 594972887<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |     38400 | NS      | $3951360.00   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| UPSTART HOLDINGS INC                                  | UPSTART HOLDINGS INC CONV 1% 11/15/2030 144A                           | CUSIP: 91680MAE7<br>LEI: 549300WNB47JRNENIC75 | Long             | DBT              | CORP              | US        |   1691000 | PA      | $1450032.50   | 0.03%             | 2030-11-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS INC                                   | SHIFT4 PAYMENTS INC CONV 0% 12/15/2025                                 | CUSIP: 82452JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2242000 | PA      | $2759902.00   | 0.05%             | 2025-12-15      | Fixed         | 0.00%                 | No            |                  2 | 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      | $1710887.48   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                                             | BOEING CO 6% SER A PC                                                  | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |    389900 | NS      | $26439119.00  | 0.52%             |  |  |  | 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        |   6903000 | PA      | $6484678.20   | 0.13%             | 2031-04-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GLOBAL PARTNERS LP                                    | GLOBAL PARTNERS LP                                                     | CUSIP: 37946R109<br>LEI: 549300PCHWTW9P4DU444 | Long             | EC               | CORP              | US        |     11410 | NS      | $599253.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERGY INC                                            | EVERGY INC CONV 4.5% 12/15/2027                                        | CUSIP: 30034WAD8<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |   3824000 | PA      | $4379586.70   | 0.09%             | 2027-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRANSALTA CORP                                        | TRANSALTA CORP                                                         | CUSIP: 89346D107<br>LEI: GJZNVO2UY6DNFNIYH321 | Long             | EC               | CORP              | CA        |    242000 | NS      | $2364717.46   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTENERGY CORP                                      | FIRSTENERGY CORP CONV 4% 05/01/2026                                    | CUSIP: 337932AR8<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   5033000 | PA      | $5128627.00   | 0.10%             | 2026-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                        | US BANCORP DEL                                                         | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |    662600 | NS      | $28882734.00  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| LANTHEUS HOLDINGS INC                                 | LANTHEUS HLDGS INC CONV 2.625% 12/15/2027                              | CUSIP: 516544AB9<br>LEI: 5299005HUB5IOJGO7S39 | Long             | DBT              | CORP              | US        |   1940000 | PA      | $2360980.00   | 0.05%             | 2027-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SHELL PLC                                             | SHELL PLC DRIP RT 12/31/49                                             | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |    302147 | NS      | $108168.63    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                            | CAPITAL ONE FINANCIAL CORP                                             | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |    126790 | NS      | $23982328.50  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSTRATEGY INC                                     | MICROSTRATEGY INC SER A 10% PERP PFD                                   | CUSIP: 594972879<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |      9200 | NS      | $951280.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| POLARIS NEWCO LLC                                     | SOLERA TERM B 1LN 06/02/2028                                           | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |   1487525 | PA      | $1439522.74   | 0.03%             | 2028-06-02      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| SCHWAB CHARLES CORP                                   | SCHWAB CHARLES CORP 5%/VAR PERP                                        | CUSIP: 808513CB9<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |   3270000 | PA      | $3251608.21   | 0.06%             |  |  |  | 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        |   1626000 | PA      | $2516258.11   | 0.05%             | 2028-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MICROSTRATEGY INC                                     | MICROSTRATEGY INC CONV 0% 03/01/2030 144A                              | CUSIP: 594972AT8<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |   7829000 | PA      | $8573333.09   | 0.17%             | 2030-03-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ITT INC                                               | ITT INC                                                                | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |    281600 | NS      | $42392064.00  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| GRANITE CONSTRUCTION INC                              | GRANITE CONSTRUCTION INC CONV 3.75% 05/15/2028                         | CUSIP: 387328AD9<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | DBT              | CORP              | US        |   1363000 | PA      | $2714414.50   | 0.05%             | 2028-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SANOFI                                                | SANOFI SPON ADR                                                        | CUSIP: 80105N105<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |    104255 | NS      | $5147069.35   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI SYSTEMS INC                                       | OSI SYSTEMS INC CONV 2.25% 08/01/2029 144A                             | CUSIP: 671044AE5<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | DBT              | CORP              | US        |   1204000 | PA      | $1607340.00   | 0.03%             | 2029-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TXNM ENERGY INC                                       | TXNM ENERGY INC                                                        | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |     25855 | NS      | $1465719.95   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CYTOKINETICS INC                                      | CYTOKINETICS INC CONV 3.5% 07/01/2027                                  | CUSIP: 23282WAC4<br>LEI: 549300BE5DY1HW7IHA64 | Long             | DBT              | CORP              | US        |   3318000 | PA      | $3473568.74   | 0.07%             | 2027-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                    | META PLATFORMS INC CL A                                                | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      3500 | NS      | $2266215.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT, INC                         | APOLLO GLOBAL MANAGEMENT INC                                           | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |     79400 | NS      | $10376786.00  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORP                                       | CMS ENERGY CORP CONV 3.375% 05/01/2028                                 | CUSIP: 125896BX7<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |   1326000 | PA      | $1422798.00   | 0.03%             | 2028-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VARONIS SYS INC                                       | VARONIS SYS INC CONV 1.25% 08/15/2025                                  | CUSIP: 922280AB8<br>LEI: 549300SHIVNRRH7STS26 | Long             | DBT              | CORP              | US        |    878000 | PA      | $1358705.00   | 0.03%             | 2025-08-15      | 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      | $1730799.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMENTUM HOLDINGS INC                                 | LUMENTUM HLDGS INC CONV 0.5% 06/15/2028                                | CUSIP: 55024UAF6<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |   3921000 | PA      | $3754357.50   | 0.07%             | 2028-06-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                                    | NEXTERA ENERGY INC                                                     | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |    496304 | NS      | $35058914.56  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| PAGERDUTY INC                                         | PAGERDUTY INC CONV 1.5% 10/15/2028                                     | CUSIP: 69553PAD2<br>LEI: 549300U1SB749EDAGH21 | Long             | DBT              | CORP              | US        |   1419000 | PA      | $1319670.00   | 0.03%             | 2028-10-15      | Fixed         | 0.01%                 | No            |                  2 | 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      | $145650.00    | 0.00%             | 2026-12-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                               | AKAMAI TECHNOLOGIES INC CONV 0.375% 09/01/2027                         | CUSIP: 00971TAL5<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |   3952000 | PA      | $3799980.39   | 0.07%             | 2027-09-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SCHWAB CHARLES CORP                                   | SCHWAB CHARLES CORP                                                    | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |    162800 | NS      | $14381752.00  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| H and R BLOCK INC                                     | BLOCK H and R INC                                                      | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |    246800 | NS      | $14055260.00  | 0.27%             |  |  |  | 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      | $860591.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                         | LIVE NATION ENTERTAINMENT INC CONV 2.875% 01/15/2030 144A              | CUSIP: 538034BB4<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   5327000 | PA      | $5601340.50   | 0.11%             | 2030-01-15      | Fixed         | 0.03%                 | 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      | $2812690.51   | 0.05%             | 2027-10-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| RAPID7 INC                                            | RAPID7 INC CONV 1.25% 03/15/2029                                       | CUSIP: 753422AH7<br>LEI: 549300GNVG5D60KEYN14 | Long             | DBT              | CORP              | US        |    962000 | PA      | $830302.20    | 0.02%             | 2029-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CHUBB LTD                                             | CHUBB LTD                                                              | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |    172336 | NS      | $51218259.20  | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDIA GROUP INC                                     | EXPEDIA GROUP INC CONV 0% 02/15/2026                                   | CUSIP: 30212PBE4<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |   3060000 | PA      | $2986560.00   | 0.06%             | 2026-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VEECO INSTRUMENTS INC                                 | VEECO INSTRUMENTS INC CONV 2.875% 06/01/2029                           | CUSIP: 922417AJ9<br>LEI: 5493004201F72ADDZW04 | Long             | DBT              | CORP              | US        |    727000 | PA      | $755971.30    | 0.01%             | 2029-06-01      | 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        |   1601000 | PA      | $2041275.00   | 0.04%             | 2029-09-01      | Fixed         | 0.03%                 | 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        |   1941000 | PA      | $2364138.00   | 0.05%             | 2026-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                 | GFL ENVIRONMENTAL INC                                                  | CUSIP: 36168Q104<br>LEI: 5493008HF9XC5H29ZX61 | Long             | EC               | CORP              | CA        |     47872 | NS      | $2414184.96   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTAS INC                                            | VENTAS INC REIT                                                        | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |      9505 | NS      | $610981.40    | 0.01%             |  |  |  | No            |                  1 | 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        |     10805 | NS      | $1072504.30   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                       | PERMIAN RESOURCES OPERATING LLC CONV 3.25% 04/01/2028                  | CUSIP: 15136AAA0<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    589000 | PA      | $1316120.50   | 0.03%             | 2028-04-01      | Fixed         | 0.03%                 | 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        |   3737000 | PA      | $3557250.30   | 0.07%             | 2030-04-01      | Fixed         | 0.05%                 | 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        |   5643000 | PA      | $5626071.00   | 0.11%             | 2028-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PENGUIN SOLUTIONS INC                                 | PENGUIN SOLUTIONS INC CONV 2% 08/15/2030 144A                          | CUSIP: 83205YAD6<br>LEI: 529900RDGHQY8XKXPN14 | Long             | DBT              | CORP              | KY        |    605000 | PA      | $557205.00    | 0.01%             | 2030-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                 | UBER TECHNOLOGIES INC CONV 0.875% 12/01/2028                           | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   5986000 | PA      | $7973352.00   | 0.16%             | 2028-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CLEANSPARK INC                                        | CLEANSPARK INC CONV 0% 06/15/2030 144A                                 | CUSIP: 18452BAA8<br>LEI: 254900VO7KBRJQDGY810 | Long             | DBT              | CORP              | US        |   2209000 | PA      | $1893147.84   | 0.04%             | 2030-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| IMPINJ INC                                            | IMPINJ INC CONV 1.125% 05/15/2027                                      | CUSIP: 453204AD1<br>LEI: 549300M26VGKSMMWWN17 | Long             | DBT              | CORP              | US        |    907000 | PA      | $1145444.59   | 0.02%             | 2027-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                            | FIRST QUANTUM MINERALS LTD                                             | CUSIP: 335934105<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | EC               | CORP              | CA        |     71900 | NS      | $1065126.97   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ENOVIS CORP                                           | ENOVIS CORP CONV 3.875% 10/15/2028                                     | CUSIP: 194014AB2<br>LEI: 635400OP2DYYYMOIYL17 | Long             | DBT              | CORP              | US        |   1685000 | PA      | $1639505.00   | 0.03%             | 2028-10-15      | Fixed         | 0.04%                 | No            |                  2 | 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      | $2069111.00   | 0.04%             |  |  |  | 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      | $9285472.34   | 0.18%             |  |  |  | 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        |   3570000 | PA      | $3320100.00   | 0.06%             | 2031-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                 | GENERAL DYNAMICS CORPORATION                                           | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |     80400 | NS      | $22390596.00  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCHE HOLDING AG                                      | ROCHE HOLDINGS AG (GENUSSCHEINE)                                       | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |     17573 | NS      | $5692725.77   | 0.11%             |  |  |  | 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      | $4293119.80   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| E.ON SE                                               | E.ON SE                                                                | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |     98395 | NS      | $1724481.05   | 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        |    451000 | PA      | $659136.50    | 0.01%             | 2028-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DROPBOX INC                                           | DROPBOX INC CONV 0% 03/01/2028                                         | CUSIP: 26210CAD6<br>LEI: 549300JCDF7UAR6TJR51 | Long             | DBT              | CORP              | US        |   2404000 | PA      | $2449676.00   | 0.05%             | 2028-03-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MERCK and CO INC                                      | MERCK and CO INC NEW                                                   | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |    406281 | NS      | $31218632.04  | 0.61%             |  |  |  | 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        |   2354000 | PA      | $2356189.22   | 0.05%             | 2030-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NXP SEMICONDUCTORS NV                                 | NXP SEMICONDUCTORS NV                                                  | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |    110200 | NS      | $21062526.00  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| RIVIAN AUTOMOTIVE INC                                 | RIVIAN AUTOMOTIVE INC CONV 4.625% 03/15/2029                           | CUSIP: 76954AAB9<br>LEI: 25490004LNKJ84MFYY24 | Long             | DBT              | CORP              | US        |   4948000 | PA      | $5269620.00   | 0.10%             | 2029-03-15      | Fixed         | 0.05%                 | No            |                  2 | 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        |   2836000 | PA      | $2884212.00   | 0.06%             | 2026-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| OMNICELL INC                                          | OMNICELL INC CONV 1% 12/01/2029 144A                                   | CUSIP: 68213NAE9<br>LEI: 5493008RH0GTKHHPZI77 | Long             | DBT              | CORP              | US        |    685000 | PA      | $613417.50    | 0.01%             | 2029-12-01      | Fixed         | 0.01%                 | 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        |   1977000 | PA      | $2033799.37   | 0.04%             | 2031-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                | SEMPRA                                                                 | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |     89450 | NS      | $7029875.50   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                    | ENERGY TRANSFER LP T5Y+NA 05/15/2054                                   | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1095357.51   | 0.02%             | 2054-05-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERN PIPELINE MLP                         | PLAINS ALL AMERN PIPELINE MLP FRN TSFR3M+437.161 PERP                  | CUSIP: 726503AE5<br>LEI: 5521FA2ITF25TVH63740 | Long             | EP               | CORP              | US        |    740000 | PA      | $734965.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                    | WELLSFARGO SER CC 4.375% PFD PERP                                      | CUSIP: 95002Y202<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |    205590 | NS      | $3477554.85   | 0.07%             |  |  |  | No            |                  1 | 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        |     82800 | NS      | $2161908.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINION ENERGY INC                                   | DOMINION ENERGY INC 6.625%/VAR 05/15/2055                              | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4004676.68   | 0.08%             | 2055-05-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BOX INC                                               | BOX INC CONV 1.5% 09/15/2029 144A                                      | CUSIP: 10316TAC8<br>LEI: 549300KQUCPD8687YS68 | Long             | DBT              | CORP              | US        |   1678000 | PA      | $1791265.00   | 0.03%             | 2029-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TELADOC HEALTH INC                                    | TELADOC HEALTH INC CONV 1.25% 06/01/2027                               | CUSIP: 87918AAF2<br>LEI: 549300I2PVFBC9MFAC61 | Long             | DBT              | CORP              | US        |   1843000 | PA      | $1688740.90   | 0.03%             | 2027-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                         | LOWES COS INC                                                          | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |    175554 | NS      | $39627804.42  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| VERTIV HOLDINGS CO                                    | VERTIV HOLDINGS CO                                                     | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |      6600 | NS      | $712338.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVEPERSON INC                                        | LIVEPERSON INC CONV 0% 12/15/2026                                      | CUSIP: 538146AD3<br>LEI: 549300IN2P1JZ20G7N40 | Long             | DBT              | CORP              | US        |   1421000 | PA      | $547085.00    | 0.01%             | 2026-12-15      | Fixed         | 0.00%                 | No            |                  2 | 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        |    207121 | NS      | $5105532.65   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN TRUST CORP                                   | NORTHERN TRUST CORP 4.6%/VAR PERP                                      | CUSIP: 665859AQ7<br>LEI: 549300GLF98S992BC502 | Long             | EP               | CORP              | US        |   4100000 | PA      | $4059743.74   | 0.08%             |  |  |  | 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      | $3416646.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GRANITE CONSTRUCTION INC                              | GRANITE CONSTRUCTION INC CONV 3.25% 06/15/2030 144A                    | CUSIP: 387328AE7<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | DBT              | CORP              | US        |   1960000 | PA      | $2600920.00   | 0.05%             | 2030-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DICKS SPORTING GOODS INC                              | DICKS SPORTING GOODS INC                                               | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |     33700 | NS      | $6043758.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHROCK INC                                          | ARCHROCK INC                                                           | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |     35530 | NS      | $884697.00    | 0.02%             |  |  |  | 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        |   7640000 | PA      | $7399253.67   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVAVAX INC                                           | NOVAVAX INC CONV 5% 12/15/2027                                         | CUSIP: 670002AD6<br>LEI: 529900J4GJHPEPQ23205 | Long             | DBT              | CORP              | US        |    437000 | PA      | $445559.51    | 0.01%             | 2027-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WORKIVA INC                                           | WORKIVA INC CONV 1.25% 08/15/2028                                      | CUSIP: 98139AAD7<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | DBT              | CORP              | US        |   3207000 | PA      | $2972889.00   | 0.06%             | 2028-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DANONE SA                                             | DANONE SA                                                              | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | EC               | CORP              | FR        |    101100 | NS      | $8643778.38   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| BEIJING CAPITAL INTERNATIONAL AIRPORT COMPANY LIMITED | BEIJING CAP INTL AIRPORT LTD H                                         | CUSIP: N/A<br>LEI: 5299001QWQN7CK66FE04       | Long             | EC               | CORP              | CN        |   4260872 | NS      | $1510658.47   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                           | BANK OF AMERICA CORPORATION 6.625%/VAR PERP                            | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |  16000000 | PA      | $16253568.00  | 0.32%             |  |  |  | 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        |   5850000 | PA      | $6209775.00   | 0.12%             | 2026-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MARA HOLDINGS INC                                     | MARA HOLDINGS INC CONV 2.125% 09/01/2031 144A                          | CUSIP: 565788AC0<br>LEI: 549300M8ISKPTX2W7F94 | Long             | DBT              | CORP              | US        |    900000 | PA      | $881460.00    | 0.02%             | 2031-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                        | MORGAN STANLEY SER L 4.875% PFD PERP                                   | CUSIP: 61762V804<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |    149582 | NS      | $2939286.30   | 0.06%             |  |  |  | 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        |     68600 | NS      | $1466668.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| REDFIN CORPORATION                                    | REDFIN CORP CONV 0.5% 04/01/2027                                       | CUSIP: 75737FAE8<br>LEI: 549300HXWD3JEMZU3O57 | Long             | DBT              | CORP              | US        |   6426000 | PA      | $5711428.80   | 0.11%             | 2027-04-01      | 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        |   1151000 | PA      | $1086313.80   | 0.02%             | 2029-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                             | BALL CORP                                                              | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |    203800 | NS      | $10919604.00  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPGEMINI SA                                          | CAPGEMINI SA (FF40)                                                    | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | EC               | CORP              | FR        |     66400 | NS      | $11026592.01  | 0.21%             |  |  |  | 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        |    108600 | NS      | $7593965.23   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                    | ROYALTY PHARMA PLC                                                     | CUSIP: N/A<br>LEI: 549300FGFN7VOK8BZR03       | Long             | EC               | CORP              | GB        |    293300 | NS      | $9643704.00   | 0.19%             |  |  |  | No            |                  1 | 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      | $2836134.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN HOLDINGS INC                                    | CROWN HOLDINGS INC                                                     | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |    193332 | NS      | $19043202.00  | 0.37%             |  |  |  | No            |                  1 | 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        |    547000 | PA      | $818859.00    | 0.02%             | 2026-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                        | MORGAN STANLEY 5.875%/VAR PERP                                         | CUSIP: 61762VAA9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |   3450000 | PA      | $3385313.02   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                    | UNION PACIFIC CORP                                                     | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     10420 | NS      | $2309697.20   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ENGIE SA                                              | ENGIE SA                                                               | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |     74680 | NS      | $1611819.44   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                        | PUBLIC STORAGE SER L 4.625% PFD PERP                                   | CUSIP: 74460W552<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EP               | CORP              | US        |    164700 | NS      | $3084007.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SABRE CORP                                            | SABRE CORP                                                             | CUSIP: 78573M104<br>LEI: 529900VKCYZW8GZ4WW58 | Long             | EC               | CORP              | US        |    224800 | NS      | $566496.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| UNITED STATES STEEL CORP                              | UNITED STATES STEEL CORP CONV 5% 11/01/2026                            | CUSIP: 912909AT5<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | DBT              | CORP              | US        |   1258000 | PA      | $5032000.00   | 0.10%             | 2026-11-01      | Fixed         | 0.05%                 | No            |                  2 | 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        |   2575000 | PA      | $2865975.00   | 0.06%             | 2028-08-15      | Fixed         | 0.02%                 | 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        |    950000 | PA      | $944775.00    | 0.02%             | 2029-01-15      | 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      | $1351316.84   | 0.03%             | 2055-03-15      | Variable      | 0.07%                 | 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      | $2885968.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMMIT HOTEL PROPERTIES INC                           | SUMMIT HOTEL PPTYS INC SERIES E 6.25% PFD PERP                         | CUSIP: 866082605<br>LEI: 254900OBQWJK6X20LS71 | Long             | EP               | CORP              | US        |     19300 | NS      | $357050.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MERITAGE HOMES CORP                                   | MERITAGE HOMES CORP CONV 1.75% 05/15/2028                              | CUSIP: 59001ABF8<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |   3582000 | PA      | $3458429.92   | 0.07%             | 2028-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                    | ENERGY TRANSFER LP 6.625%/VAR PERP                                     | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |  18255000 | PA      | $17979205.29  | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK PLC                                               | GSK PLC                                                                | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |    689300 | NS      | $14002403.78  | 0.27%             |  |  |  | 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      | $7878624.00   | 0.15%             |  |  |  | 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      | $137516.93    | 0.00%             | 2026-05-15      | 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        |    536000 | PA      | $704304.00    | 0.01%             | 2028-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                | EQUITABLE HOLDINGS INC 4.3% PFD PERP                                   | CUSIP: 29452E408<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EP               | CORP              | US        |     71699 | NS      | $1182316.51   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMPHASTAR PHARMACEUTICALS INC                         | AMPHASTAR PHARMACEUTICALS INC CONV 2% 03/15/2029                       | CUSIP: 03209RAB9<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1170995.35   | 0.02%             | 2029-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSURANCE GROUP INC/THE                      | HARTFORD INSURANCE GROUP INC/THE                                       | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |    201736 | NS      | $26193402.24  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTERA LABS INC                                       | ASTERA LABS INC                                                        | CUSIP: 04626A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25376 | NS      | $2302110.72   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA SPORTSWEAR CO                                | COLUMBIA SPORTSWEAR CO                                                 | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |     50300 | NS      | $3208134.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| WELLS FARGO and CO                                    | WELLS FARGO and CO NEW 4.25% PERP PFD                                  | CUSIP: 95002Y400<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |    341842 | NS      | $5633556.16   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SCE TRUST VII                                         | SCE TRUST VII 7.5% PFD PERP                                            | CUSIP: 783892201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    137300 | NS      | $3151035.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GENIUS SPORTS LTD                                     | GENIUS SPORTS LTD                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GG        |     98300 | NS      | $942697.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR CO                                         | FORD MOTOR CO                                                          | CUSIP: 345370845<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EP               | CORP              | US        |    153525 | NS      | $3174897.00   | 0.06%             |  |  |  | No            |                  1 | 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        |   2866000 | PA      | $3284436.00   | 0.06%             | 2027-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DATADOG INC                                           | DATADOG INC CONV 0% 12/01/2029 144A                                    | CUSIP: 23804LAC7<br>LEI: 549300F6JNO0KRPO1K63 | Long             | DBT              | CORP              | US        |   6959000 | PA      | $6450993.00   | 0.13%             | 2029-12-01      | Fixed         | 0.00%                 | No            |                  2 | 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      | $4451507.28   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FLUOR CORP NEW                                        | FLUOR CORP NEW CONV 1.125% 08/15/2029                                  | CUSIP: 343412AJ1<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |   2783000 | PA      | $3224105.50   | 0.06%             | 2029-08-15      | 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        |   4094000 | PA      | $4974210.00   | 0.10%             | 2026-06-01      | Fixed         | 0.04%                 | 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        |    787000 | PA      | $886555.50    | 0.02%             | 2030-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                  | ROYAL BANK OF CANADA 6.35%/VAR 11/24/2084                              | CUSIP: 780082AT0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    906000 | PA      | $851340.66    | 0.02%             | 2084-11-24      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                          | ENBRIDGE INC 7.2%/VAR 06/27/2054                                       | CUSIP: 29250NCF0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   9785000 | PA      | $9830033.31   | 0.19%             | 2054-06-27      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                        | MORGAN STANLEY 5.85% PFD PERP                                          | CUSIP: 61762V606<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |    376200 | NS      | $8633790.00   | 0.17%             |  |  |  | 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      | $2056033.46   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| STARBUCKS CORP                                        | STARBUCKS CORP                                                         | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |    268100 | NS      | $22506995.00  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| AST SPACEMOBILE INC                                   | AST SPACEMOBILE INC CONV 4.25% 03/01/2032 144A                         | CUSIP: 00217DAA8<br>LEI: 254900MBSC9P2UCI6623 | Long             | DBT              | CORP              | US        |   1514000 | PA      | $1789308.73   | 0.03%             | 2032-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE HOLDINGS LTD                            | RENAISANCERE 5.75% PFD PERP                                            | CUSIP: 75968N309<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EP               | CORP              | BM        |     11977 | NS      | $254271.71    | 0.00%             |  |  |  | No            |                  1 | 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        |   3600000 | PA      | $3607200.00   | 0.07%             | 2033-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TJX COMPANIES INC                                     | TJX COMPANIES INC NEW                                                  | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |    233035 | NS      | $29572141.50  | 0.58%             |  |  |  | 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        |      5986 | NS      | $1927611.72   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| REPLIGEN CORP                                         | REPLIGEN CORP CONV 1% 12/15/2028                                       | CUSIP: 759916AD1<br>LEI: 54930006QJ0T5AUO1E71 | Long             | DBT              | CORP              | US        |   2497000 | PA      | $2440758.42   | 0.05%             | 2028-12-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAZZ INVTS I LTD                                      | JAZZ INVTS I LTD CONV 3.125% 09/15/2030 144A                           | CUSIP: 472145AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3666000 | PA      | $3909789.00   | 0.08%             | 2030-09-15      | Fixed         | 0.03%                 | 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        |   3872000 | PA      | $3457752.72   | 0.07%             | 2027-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PAR TECHNOLOGY CORP                                   | PAR TECHNOLOGY CORP CONV 1% 01/15/2030 144A                            | CUSIP: 698884AG8<br>LEI: 549300HYPTHBJQINVG57 | Long             | DBT              | CORP              | US        |   3464000 | PA      | $3344838.40   | 0.07%             | 2030-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MARSH and MCLENNAN COS INC                            | MARSH and MCLENNAN COS INC                                             | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |     46500 | NS      | $10865190.00  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC               | MACOM TECHNOLOGY SOLN HLDS INC CONV 0% 12/15/2029 144A                 | CUSIP: 55405YAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1119000 | PA      | $1110048.00   | 0.02%             | 2029-12-15      | Fixed         | 0.00%                 | 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        |   1742000 | PA      | $1257910.52   | 0.02%             | 2030-02-01      | Fixed         | 0.03%                 | No            |                  2 | 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      | $1284404.30   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                           | ROYAL CARIBBEAN CRUISES LTD CONV 6% 08/15/2025                         | CUSIP: 780153BQ4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    387000 | PA      | $1997694.00   | 0.04%             | 2025-08-15      | Fixed         | 0.06%                 | 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        |   5518000 | PA      | $5542831.00   | 0.11%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | 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      | $2253448.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TESLA INC                                             | TESLA INC                                                              | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      2800 | NS      | $970088.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HESS CORP                                             | HESS CORP                                                              | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |     46800 | NS      | $6186492.00   | 0.12%             |  |  |  | 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        |     16655 | NS      | $1359880.75   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI PHARMACEUTICALS INC                               | ANI PHARMACEUTICALS INC CONV 2.25% 09/01/2029 144A                     | CUSIP: 00182CAB9<br>LEI: 5493000T6CXTND40YH31 | Long             | DBT              | CORP              | US        |    763000 | PA      | $812016.23    | 0.02%             | 2029-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MIDDLEBY CORP                                         | MIDDLEBY CORP CONV 1% 09/01/2025                                       | CUSIP: 596278AB7<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | DBT              | CORP              | US        |   2555000 | PA      | $2934928.50   | 0.06%             | 2025-09-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM LP                                     | HESS MIDSTREAM LP CL A                                                 | CUSIP: 428103105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33220 | NS      | $1229140.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PENN ENTERTAINMENT INC                                | PENN ENTERTAINMENT INC CONV 2.75% 05/15/2026                           | CUSIP: 707569AU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2772000 | PA      | $2771590.16   | 0.05%             | 2026-05-15      | Fixed         | 0.03%                 | No            |                  2 | 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        |     29390 | NS      | $690077.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BILL HOLDINGS INC                                     | BILL HOLDINGS INC CONV 0% 04/01/2030 144A                              | CUSIP: 090043AE0<br>LEI: 549300IBF9VZZIGOZW63 | Long             | DBT              | CORP              | US        |   7563000 | PA      | $6288634.50   | 0.12%             | 2030-04-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PG and E CORP                                         | PG and E CORP                                                          | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |    549118 | NS      | $9269111.84   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGET CORP                                           | TARGET CORP                                                            | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |    191230 | NS      | $17977532.30  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS INC                                               | MKS INC CONV 1.25% 06/01/2030                                          | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |   8246000 | PA      | $7537608.40   | 0.15%             | 2030-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                      | SOUTHERN COMPANY 4.2% PFD 10/15/2060                                   | CUSIP: 842587883<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |    579359 | NS      | $10075053.01  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SNOWFLAKE INC                                         | SNOWFLAKE INC CONV 0% 10/01/2029 144A                                  | CUSIP: 833445AC3<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |   4021000 | PA      | $5900817.50   | 0.11%             | 2029-10-01      | Fixed         | 0.00%                 | 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        |   6278000 | PA      | $9492336.00   | 0.18%             | 2028-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                   | CHURCHILL DOWNS INC                                                    | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |     19300 | NS      | $1842571.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DEXCOM INC                                            | DEXCOM INC CONV 0.375% 05/15/2028                                      | CUSIP: 252131AM9<br>LEI: 549300YSK3QDSFR5EU59 | Long             | DBT              | CORP              | US        |   4188000 | PA      | $3881919.94   | 0.08%             | 2028-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                        | PUBLIC STORAGE 3.875% PFD PERP                                         | CUSIP: 74460W511<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EP               | CORP              | US        |     91695 | NS      | $1417604.70   | 0.03%             |  |  |  | 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      | $2637505.01   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERDIGITAL INC                                      | INTERDIGITAL INC CONV 3.5% 06/01/2027                                  | CUSIP: 45867GAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1537000 | PA      | $4346636.00   | 0.08%             | 2027-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLS GROUP INC                              | AMERICAN AIRLS GROUP INC CONV 6.5% 07/01/2025                          | CUSIP: 02376RAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2445000 | PA      | $2444501.49   | 0.05%             | 2025-07-01      | Fixed         | 0.07%                 | 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        |     75046 | NS      | $1933184.96   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP DEL                                        | US BANCORP DEL 4.5% PERP PFD                                           | CUSIP: 902973668<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |     94100 | NS      | $1764375.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                              | MICROCHIP TECHNOLOGY                                                   | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |      8300 | NS      | $481732.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                | MARVELL TECHNOLOGY INC                                                 | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13678 | NS      | $823278.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST FINANCIAL CORP                                 | TRUIST FINANCIAL CORP 4.75% PERP PFD                                   | CUSIP: 89832Q695<br>LEI: 549300DRQQI75D2JP341 | Long             | EP               | CORP              | US        |    300988 | NS      | $5577307.64   | 0.11%             |  |  |  | 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        |   4058000 | PA      | $4382640.00   | 0.09%             | 2030-04-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DHT HOLDINGS INC                                      | DHT HOLDINGS INC                                                       | CUSIP: N/A<br>LEI: 549300SMD6IVZYT74K40       | Long             | EC               | CORP              | MH        |   1050346 | NS      | $12163006.68  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| AMEREN CORP                                           | AMEREN CORP                                                            | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |    156654 | NS      | $15176639.52  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| EVOLENT HEALTH INC                                    | EVOLENT HEALTH INC CONV 3.5% 12/01/2029                                | CUSIP: 30050BAH4<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | DBT              | CORP              | US        |   2132000 | PA      | $1673620.00   | 0.03%             | 2029-12-01      | Fixed         | 0.04%                 | 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      | $299457.36    | 0.01%             |  |  |  | No            |                  2 | 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        |     76610 | NS      | $1694230.15   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVANOVA PLC                                          | LIVANOVA PLC CONV 2.5% 03/15/2029                                      | CUSIP: 53802LAB8<br>LEI: 2138001K2FX6SHK2B339 | Long             | DBT              | CORP              | GB        |   1269000 | PA      | $1270649.70   | 0.02%             | 2029-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                           | WALMART INC                                                            | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |    254800 | NS      | $25153856.00  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| STRIDE INC                                            | STRIDE INC CONV 1.125% 09/01/2027                                      | CUSIP: 86333MAA6<br>LEI: 254900BRWS3AFONWU277 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $4197025.00   | 0.08%             | 2027-09-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PRYSMIAN SPA                                          | PRYSMIAN SPA                                                           | CUSIP: N/A<br>LEI: 529900X0H1IO3RS1A464       | Long             | EC               | CORP              | IT        |     39000 | NS      | $2508169.61   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SNAP INC                                              | SNAP INC CONV 0% 05/01/2027                                            | CUSIP: 83304AAF3<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1049199.00   | 0.02%             | 2027-05-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SEMTECH CORP                                          | SEMTECH CORP CONV 1.625% 11/01/2027                                    | CUSIP: 816850AF8<br>LEI: 549300J7WUY317SW6O61 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1367937.50   | 0.03%             | 2027-11-01      | 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        |   3479000 | PA      | $3804286.50   | 0.07%             | 2028-03-15      | 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      | $764996.44    | 0.01%             |  |  |  | No            |                  1 | 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        |    111400 | NS      | $6165990.00   | 0.12%             |  |  |  | No            |                  2 | 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      | $2114505.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PROGRESS SOFTWARE CORP                                | PROGRESS SOFTWARE CORP CONV 3.5% 03/01/2030                            | CUSIP: 743312AD2<br>LEI: 549300R65B3JG6972S24 | Long             | DBT              | CORP              | US        |   2004000 | PA      | $2302509.25   | 0.04%             | 2030-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MICROSTRATEGY INC                                     | MICROSTRATEGY INC CONV 0% 12/01/2029 144A                              | CUSIP: 594972AR2<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |  10261000 | PA      | $9215829.01   | 0.18%             | 2029-12-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| KBR INC                                               | KBR INC                                                                | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |    187900 | NS      | $9806501.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX TECHNOLOGIES INC                                  | BWX TECHNOLOGIES INC                                                   | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |      6316 | NS      | $793289.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ITRON INC                                             | ITRON INC CONV 1.375% 07/15/2030 144A                                  | CUSIP: 465741AP1<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | DBT              | CORP              | US        |   1321000 | PA      | $1449237.15   | 0.03%             | 2030-07-15      | Fixed         | 0.01%                 | No            |                  2 | 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        |   2580000 | PA      | $2738670.00   | 0.05%             | 2027-08-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LAUDER ESTEE COS INC                                  | ESTEE LAUDER COS INC CL A                                              | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |     44700 | NS      | $2992218.00   | 0.06%             |  |  |  | No            |                  1 | 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      | $2113230.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CHART INDUSTRIES INC                                  | CHART INDUSTRIES INC                                                   | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |     10700 | NS      | $1678402.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC ENERGY GROUP INC                                  | WEC ENERGY GROUP INC CONV 4.375% 06/01/2027 144A                       | CUSIP: 92939UAN6<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   2896000 | PA      | $3344880.00   | 0.07%             | 2027-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                        | PUBLIC STORAGE 4% PERP PFD                                             | CUSIP: 74460W461<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EP               | CORP              | US        |    205000 | NS      | $3259500.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIDGEBIO PHARMA INC                                  | BRIDGEBIO PHARMA INC CONV 2.5% 03/15/2027                              | CUSIP: 10806XAB8<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |   1827000 | PA      | $2085932.65   | 0.04%             | 2027-03-15      | Fixed         | 0.03%                 | 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      | $569451.09    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOYD GAMING CORP                                      | BOYD GAMING CORP                                                       | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |     19700 | NS      | $1476909.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                         | HEWLETT PACKARD ENTERPRISE CO PC 09/01/2027                            | CUSIP: 42824C208<br>LEI: 549300BX44RGX6ANDV88 | Long             | EP               | CORP              | US        |    102500 | NS      | $5244925.00   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| EATON CORP PLC                                        | EATON CORP PLC                                                         | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |    180951 | NS      | $57940510.20  | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| VERADIGM INC                                          | VERADIGM INC CONV 0.875% 01/01/2027                                    | CUSIP: 01988PAF5<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | DBT              | CORP              | US        |     69000 | PA      | $74651.10     | 0.00%             | 2027-01-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| M and T BANK CORP                                     | M and T BANK CORP                                                      | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |    116057 | NS      | $21196650.48  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY INC                                    | NEXTERA ENERGY INC 6.926% PC 09/01/2025                                | CUSIP: 65339F713<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |    144424 | NS      | $5792846.64   | 0.11%             |  |  |  | No            |                  2 | 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      | $2039085.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KEURIG DR PEPPER INC                                  | KEURIG DR PEPPER INC                                                   | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |    851381 | NS      | $28665998.27  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| BOX INC                                               | BOX INC CONV 0% 01/15/2026                                             | CUSIP: 10316TAB0<br>LEI: 549300KQUCPD8687YS68 | Long             | DBT              | CORP              | US        |    666000 | PA      | $977688.00    | 0.02%             | 2026-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                         | BLACKROCK INC                                                          | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |     37600 | NS      | $36843864.00  | 0.72%             |  |  |  | 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      | $2029440.00   | 0.04%             |  |  |  | No            |                  1 | 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      | $2124000.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SHELL PLC                                             | SHELL PLC                                                              | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |    302147 | NS      | $9969318.78   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| NISOURCE INC                                          | NISOURCE INC                                                           | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |     34274 | NS      | $1355193.96   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNOCO LP                                             | SUNOCO LP                                                              | CUSIP: 86765K109<br>LEI: 54930001NJU8E40NQ561 | Long             | EC               | CORP              | US        |     21989 | NS      | $1186086.66   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SNAP INC                                              | SNAP INC CONV 0.5% 05/01/2030                                          | CUSIP: 83304AAK2<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |   4957000 | PA      | $4131659.50   | 0.08%             | 2030-05-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                        | US BANCORP DEL SER K 5.5% PFD PERP                                     | CUSIP: 902973759<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |     91500 | NS      | $2075220.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERGY INC                                            | EVERGY INC 6.65%/VAR 06/01/2055                                        | CUSIP: 30034WAE6<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2969479.50   | 0.06%             | 2055-06-01      | Variable      | 0.07%                 | 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        |   6450000 | PA      | $10565100.00  | 0.21%             | 2028-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                    | VALERO ENERGY CORP                                                     | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |     98838 | NS      | $12747136.86  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                                        | PUBLIC STORAGE 4.75% SER K PFD PERP                                    | CUSIP: 74460W578<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EP               | CORP              | US        |     68600 | NS      | $1287622.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST FINANCIAL CORP                                 | TRUIST FINANCIAL CORP 4.95%/VAR PERP                                   | CUSIP: 89832QAE9<br>LEI: 549300DRQQI75D2JP341 | Long             | EP               | CORP              | US        |   2380000 | PA      | $2364433.37   | 0.05%             |  |  |  | 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        |   1997000 | PA      | $1950070.50   | 0.04%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                         | GOLDMAN SACHS GROUP INC (THE) 6.85%/VAR PERP                           | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |   1515000 | PA      | $1527516.93   | 0.03%             |  |  |  | No            |                  2 | 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      | $23825026.02  | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERPUBLIC GROUP OF COS INC                          | INTERPUBLIC GROUP OF COS INC                                           | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |    340700 | NS      | $8163172.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS CO                                   | AMERICAN EXPRESS CO 3.55%/VAR PERP                                     | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | EP               | CORP              | US        |   6290000 | PA      | $6082766.58   | 0.12%             |  |  |  | No            |                  2 | 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      | $1069660.95   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTRAZENECA PLC                                       | ASTRAZENECA PLC SPONS ADR                                              | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |    416924 | NS      | $30364574.92  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST FINANCIAL CORP                                 | TRUIST FINANCIAL CORP 5.1%/VAR PERP                                    | CUSIP: 89832QAF6<br>LEI: 549300DRQQI75D2JP341 | Long             | EP               | CORP              | US        |   6850000 | PA      | $6662433.30   | 0.13%             |  |  |  | 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        |   1214000 | PA      | $1354028.11   | 0.03%             | 2028-09-15      | Fixed         | 0.05%                 | 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        |   4235000 | PA      | $3703898.39   | 0.07%             | 2031-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IONIS PHARMACEUTICALS INC                             | IONIS PHARMACEUTICALS INC CONV 0% 04/01/2026                           | CUSIP: 462222AD2<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |   2262000 | PA      | $2228070.00   | 0.04%             | 2026-04-01      | Fixed         | 0.00%                 | No            |                  2 | 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      | $3383676.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VARONIS SYS INC                                       | VARONIS SYS INC CONV 1% 09/15/2029 144A                                | CUSIP: 922280AC6<br>LEI: 549300SHIVNRRH7STS26 | Long             | DBT              | CORP              | US        |   3820000 | PA      | $3791350.00   | 0.07%             | 2029-09-15      | Fixed         | 0.01%                 | 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      | $1796602.50   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| QUEBECOR INC                                          | QUEBECOR INC CL B SUB VTG                                              | CUSIP: 748193208<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    238000 | NS      | $6695944.91   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| KODIAK GAS SERVICES INC                               | KODIAK GAS SERVICES INC                                                | CUSIP: 50012A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61120 | NS      | $2158147.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RIVIAN AUTOMOTIVE INC                                 | RIVIAN AUTOMOTIVE INC CONV 3.625% 10/15/2030                           | CUSIP: 76954AAD5<br>LEI: 25490004LNKJ84MFYY24 | Long             | DBT              | CORP              | US        |   6790000 | PA      | $6331675.00   | 0.12%             | 2030-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GAMESTOP CORP NEW                                     | GAMESTOP CORP NEW CONV 0% 04/01/2030 144A                              | CUSIP: 36467WAD1<br>LEI: 549300505KLOET039L77 | Long             | DBT              | CORP              | US        |   5139000 | PA      | $6500835.00   | 0.13%             | 2030-04-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CELLNEX TELECOM SAU                                   | CELLNEX TELECOM SAU                                                    | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | EC               | CORP              | ES        |     48211 | NS      | $1848424.32   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ELI LILLY and CO                                      | ELI LILLY and CO                                                       | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     26933 | NS      | $19867666.11  | 0.39%             |  |  |  | No            |                  1 | 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        |   7443000 | PA      | $7722112.50   | 0.15%             | 2027-12-01      | 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        |    177000 | PA      | $211072.50    | 0.00%             | 2028-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COCA COLA CO                                          | COCA COLA CO                                                           | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |   1512872 | NS      | $109078071.20 | 2.13%             |  |  |  | No            |                  1 | 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        |   1231000 | PA      | $1316892.70   | 0.03%             | 2030-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                  | FREEPORT MCMORAN INC                                                   | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |    157258 | NS      | $6051287.84   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FERROVIAL SE                                          | FERROVIAL SE                                                           | CUSIP: N/A<br>LEI: 72450022R2ZFL41Y6I04       | Long             | EC               | CORP              | NL        |     43540 | NS      | $2216777.18   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                           | BANK OF AMERICA CORPORATION                                            | CUSIP: 06055H400<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |    417316 | NS      | $7173662.04   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BENTLEY SYSTEMS INC                                   | BENTLEY SYS INC CONV 0.125% 01/15/2026                                 | CUSIP: 08265TAB5<br>LEI: 549300WVEHPGE0Z56F71 | Long             | DBT              | CORP              | US        |   2087000 | PA      | $2053608.00   | 0.04%             | 2026-01-15      | Fixed         | 0.00%                 | No            |                  2 | 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        |    316223 | NS      | $5119650.37   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR GROUP INC                                       | EMCOR GROUP INC                                                        | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |      1400 | NS      | $660604.00    | 0.01%             |  |  |  | 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        |  14650000 | PA      | $14286794.56  | 0.28%             |  |  |  | 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        |    281600 | NS      | $4829440.00   | 0.09%             |  |  |  | No            |                  1 | 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      | $8180440.46   | 0.16%             |  |  |  | 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        |    165557 | NS      | $2912147.63   | 0.06%             |  |  |  | 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        |     88346 | NS      | $2029307.62   | 0.04%             |  |  |  | No            |                  1 | 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      | $1957553.40   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                        | MORGAN STANLEY 6.375/VAR PREF PERP                                     | CUSIP: 61761J406<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |    237630 | NS      | $5850450.60   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| METRO INC                                             | METRO INC                                                              | CUSIP: 59162N109<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | EC               | CORP              | CA        |    151500 | NS      | $11816635.70  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMENTUM HOLDINGS INC                                 | LUMENTUM HLDGS INC CONV 1.5% 12/15/2029                                | CUSIP: 55024UAH2<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |   2086000 | PA      | $2670080.00   | 0.05%             | 2029-12-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GE AEROSPACE                                          | GE AEROSPACE                                                           | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |    112875 | NS      | $27757091.25  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                          | BROADCOM INC                                                           | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     45754 | NS      | $11075670.78  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNAPTICS INC                                         | SYNAPTICS INC CONV 0.75% 12/01/2031 144A                               | CUSIP: 87157DAH2<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |   2453000 | PA      | $2228550.50   | 0.04%             | 2031-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                            | PACIFICORP 7.375%/VAR 09/15/2055                                       | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1124259.52   | 0.02%             | 2055-09-15      | Variable      | 0.07%                 | 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        |   1093000 | PA      | $1075949.20   | 0.02%             | 2029-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                        | PUBLIC STORAGE 3.9% PFD PERP O                                         | CUSIP: 74460W487<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EP               | CORP              | US        |     96794 | NS      | $1502242.88   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PROGRESS SOFTWARE CORP                                | PROGRESS SOFTWARE CORP CONV 1% 04/15/2026                              | CUSIP: 743312AB6<br>LEI: 549300R65B3JG6972S24 | Long             | DBT              | CORP              | US        |   1226000 | PA      | $1433739.64   | 0.03%             | 2026-04-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                      | WILLIAMS COMPANIES INC                                                 | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     59240 | NS      | $3584612.40   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HCI GROUP INC                                         | HCI GROUP INC CONV 4.75% 06/01/2042                                    | CUSIP: 40416EAF0<br>LEI: 549300CZF7EZJH0MPH74 | Long             | DBT              | CORP              | US        |    377000 | PA      | $806750.96    | 0.02%             | 2042-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TOPGOLF CALLAWAY BRANDS CORP                          | TOPGOLF CALLAWAY BRANDS CORP CONV 2.75% 05/01/2026                     | CUSIP: 131193AE4<br>LEI: 5493005UB0KFRKBPCU72 | Long             | DBT              | CORP              | US        |    603000 | PA      | $581593.50    | 0.01%             | 2026-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                            | ALLIANZ SE 3.2%/VAR PERP 144A                                          | CUSIP: 018820AB6<br>LEI: 529900K9B0N5BT694847 | Long             | EP               | CORP              | DE        |   3000000 | PA      | $2578713.90   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE PARTNERS MLP                         | SUBURBAN PROPANE PARTNERS LP                                           | CUSIP: 864482104<br>LEI: JJAX4X60DE65EYFOTY73 | Long             | EC               | CORP              | US        |     27630 | NS      | $520549.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RESTAURANT BRANDS INTL INC                            | RESTAURANT BRANDS INTERNATIONAL INC                                    | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | CA        |    132141 | NS      | $9434309.89   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| VISHAY INTERTECHNOLOGY INC                            | VISHAY INTERTECHNOLOGY INC CONV 2.25% 09/15/2030                       | CUSIP: 928298AR9<br>LEI: 5493009O8F3QQJTCQR75 | Long             | DBT              | CORP              | US        |   2080000 | PA      | $1798160.00   | 0.04%             | 2030-09-15      | Fixed         | 0.02%                 | No            |                  2 | 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        |    662965 | NS      | $12165407.75  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| METLIFE INC                                           | METLIFE INC 3.85%/VAR PERP                                             | CUSIP: 59156RCA4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EP               | CORP              | US        |   4400000 | PA      | $4360660.48   | 0.08%             |  |  |  | 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      | $1820844.84   | 0.04%             | 2065-06-01      | Variable      | 0.07%                 | 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      | $12734364.80  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORP                                          | COMCAST CORP CL A                                                      | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |   1141147 | NS      | $39449451.79  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| ETSY INC                                              | ETSY INC CONV 0.25% 06/15/2028                                         | CUSIP: 29786AAN6<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $1940625.00   | 0.04%             | 2028-06-15      | Fixed         | 0.00%                 | 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        |   5922000 | PA      | $8964215.31   | 0.17%             | 2028-06-01      | Fixed         | 0.04%                 | 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      | $2165940.00   | 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      | $100836.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIVE9 INC                                             | FIVE9 INC CONV 1% 03/15/2029                                           | CUSIP: 338307AF8<br>LEI: 254900MXP6EWY0SFFR59 | Long             | DBT              | CORP              | US        |   2896000 | PA      | $2509384.00   | 0.05%             | 2029-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LIBERTY MEDIA CORP                                    | LIBERTY MEDIA CORP CONV 2.375% 09/30/2053 144A                         | CUSIP: 531229AR3<br>LEI: 549300ZKUTPIBZLWLL89 | Long             | DBT              | CORP              | US        |   4564000 | PA      | $6517392.00   | 0.13%             | 2053-09-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                | CENTERPOINT ENERGY INC                                                 | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |     84650 | NS      | $3152366.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERPRISE PRODUCTS PARTNERS LP                       | ENTERPRISE PRODS PARTNERS LP                                           | CUSIP: 293792107<br>LEI: K4CDIF4M54DJZ6TB4Q48 | Long             | EC               | CORP              | US        |      8910 | NS      | $274606.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENEL SPA                                              | ENEL (ENTE NAZ ENERG ELET) SPA                                         | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | EC               | CORP              | IT        |    184393 | NS      | $1694942.09   | 0.03%             |  |  |  | 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        |    119270 | NS      | $6252133.40   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                      | SOUTHERN COMPANY CONV 4.5% 06/15/2027                                  | CUSIP: 842587DZ7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   5104000 | PA      | $5562599.76   | 0.11%             | 2027-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                      | SOUTHERN COMPANY 4%/VAR 01/15/2051                                     | CUSIP: 842587DF1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   5900000 | PA      | $5848749.41   | 0.11%             | 2051-01-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SUPER MICRO COMPUTER INC                              | SUPER MICRO COMPUTER INC CONV 2.25% 07/15/2028 144A                    | CUSIP: 86800UAC8<br>LEI: 54930022CZO1N2UGVW07 | Long             | DBT              | CORP              | US        |   2503000 | PA      | $2734582.27   | 0.05%             | 2028-07-15      | 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        |   4740000 | PA      | $5003070.00   | 0.10%             | 2029-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GUARDANT HEALTH INC                                   | GUARDANT HEALTH INC CONV 0% 11/15/2027                                 | CUSIP: 40131MAB5<br>LEI: 254900M8C3E5VC8BR186 | Long             | DBT              | CORP              | US        |   1713000 | PA      | $1507440.00   | 0.03%             | 2027-11-15      | Fixed         | 0.00%                 | 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        |   2645000 | PA      | $3144050.56   | 0.06%             | 2028-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                 | JPMORGAN CHASE and CO 4.625% PERP PFD                                  | CUSIP: 48128B549<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |    630600 | NS      | $12019236.00  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| PEBBLEBROOK HOTEL TRUST                               | PEBBLEBROOK HOTEL TRUST 6.375% PERP PFD                                | CUSIP: 70509V803<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EP               | CORP              | US        |     40902 | NS      | $737054.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                            | VERIZON COMMUNICATIONS INC                                             | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |   1106819 | NS      | $48655763.24  | 0.95%             |  |  |  | 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      | $2177032.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BURLINGTON STORES INC                                 | BURLINGTON STORES INC                                                  | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |     75600 | NS      | $17257212.00  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLSTATE CORP                                         | ALLSTATE CORP SER J 7.375% PFD PERP                                    | CUSIP: 020002788<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EP               | CORP              | US        |     31100 | NS      | $827571.00    | 0.02%             |  |  |  | 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      | $4565096.47   | 0.09%             |  |  |  | No            |                  1 | 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        |   4585000 | PA      | $4575579.15   | 0.09%             | 2053-03-31      | Fixed         | 0.03%                 | No            |                  2 | 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      | $692340.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ECHOSTAR CORP                                         | ECHOSTAR CORP CPIK 3.875% 11/30/2030                                   | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   6236636 | PA      | $5985754.16   | 0.12%             | 2030-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MICROSTRATEGY INC                                     | MICROSTRATEGY INC CONV 2.25% 06/15/2032 144A                           | CUSIP: 594972AM3<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |   2612000 | PA      | $5167280.18   | 0.10%             | 2032-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                 | ENTERGY LA 4.875% PFD 9/1/66                                           | CUSIP: 29364W108<br>LEI: 0V5453U14HDZO63CGH17 | Long             | EP               | CORP              | US        |     48095 | NS      | $976328.50    | 0.02%             |  |  |  | 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      | $2117570.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA CORP                                           | VISTRA CORP 7%/VAR PERP 144A                                           | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | EP               | CORP              | US        |   3495000 | PA      | $3545240.63   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                          | Fidelity Cash Central Fund                                             | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  26513027 | NS      | $26518329.50  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR LEASE CORP                                        | AIR LEASE CORP 6%/VAR PERP                                             | CUSIP: 00912XBQ6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EP               | CORP              | US        |   1470000 | PA      | $1426245.30   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                      | SOUTHERN CO 5.25% 12/01/77 PFD                                         | CUSIP: 842587404<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |    114762 | NS      | $2419182.96   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKLINE INC                                         | BLACKLINE INC CONV 1% 06/01/2029 144A                                  | CUSIP: 09239BAE9<br>LEI: 529900P9N7PK9LV5EK56 | Long             | DBT              | CORP              | US        |   3606000 | PA      | $3802166.40   | 0.07%             | 2029-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FERROVIAL SE                                          | FERROVIAL SE RT                                                        | CUSIP: N/A<br>LEI: 72450022R2ZFL41Y6I04       | Long             | EC               | CORP              | NL        |     43540 | NS      | $15731.01     | 0.00%             |  |  |  | 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        |    265600 | NS      | $5051712.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CLOUDFLARE INC                                        | CLOUDFLARE INC CONV 0% 08/15/2026                                      | CUSIP: 18915MAC1<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |   4537000 | PA      | $5042875.50   | 0.10%             | 2026-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TAIWAN SEMICONDUCTOR MFG CO LTD                       | TAIWAN SEMIC MFG CO LTD SP ADR                                         | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |    262074 | NS      | $50664145.68  | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMMIT HOTEL PROPERTIES INC                           | SUMMIT HOTEL PPTYS INC SER F 5.875% PERP PFD                           | CUSIP: 866082704<br>LEI: 254900OBQWJK6X20LS71 | Long             | EP               | CORP              | US        |     63698 | NS      | $1136372.32   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIGNMENT HEALTHCARE INC                              | ALIGNMENT HEALTHCARE INC CONV 4.25% 11/15/2029 144A                    | CUSIP: 01625VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1428185.50   | 0.03%             | 2029-11-15      | Fixed         | 0.04%                 | No            |                  2 | 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        |    105300 | NS      | $2351349.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                         | CITIGROUP INC 6.95%/VAR PERP                                           | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |   1790000 | PA      | $1805241.85   | 0.04%             |  |  |  | No            |                  2 | 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        |   1990000 | PA      | $1967115.00   | 0.04%             | 2027-03-15      | Fixed         | 0.04%                 | 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        |   1119000 | PA      | $872819.30    | 0.02%             | 2028-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| INSULET CORP                                          | INSULET CORP CONV 0.375% 09/01/2026                                    | CUSIP: 45784PAK7<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |   1331000 | PA      | $1958830.00   | 0.04%             | 2026-09-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SIEMENS AG                                            | SIEMENS AG (REGD)                                                      | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |     34402 | NS      | $8274482.59   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITY SOFTWARE INC                                    | UNITY SOFTWARE INC CONV 0% 03/15/2030 144A                             | CUSIP: 91332UAG6<br>LEI: 549300D1ESJMGNQNG432 | Long             | DBT              | CORP              | US        |   5296000 | PA      | $5505192.00   | 0.11%             | 2030-03-15      | Fixed         | 0.00%                 | No            |                  2 | 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      | $3489986.40   | 0.07%             |  |  |  | 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        |    227150 | NS      | $4488484.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP DEL                                        | US BANCORP SER M 4% PFD PERP                                           | CUSIP: 902973718<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |    219167 | NS      | $3562559.59   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                 | GFL ENVIRONMENTAL INC                                                  | CUSIP: 36168Q104<br>LEI: 5493008HF9XC5H29ZX61 | Long             | EC               | CORP              | CA        |    251600 | NS      | $12716126.35  | 0.25%             |  |  |  | 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      | $149688.72    | 0.00%             |  |  |  | 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        |    338910 | NS      | $6622301.40   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORP                                      | EXXON MOBIL CORP                                                       | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |   1296672 | NS      | $132649545.60 | 2.58%             |  |  |  | No            |                  1 | On Loan: No      |
| GREENBRIER COMPANIES INC                              | GREENBRIER COMPANIES INC CONV 2.875% 04/15/2028                        | CUSIP: 393657AM3<br>LEI: 5493001GAGGFR30BP390 | Long             | DBT              | CORP              | US        |    698000 | PA      | $734854.40    | 0.01%             | 2028-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DROPBOX INC                                           | DROPBOX INC CONV 0% 03/01/2026                                         | CUSIP: 26210CAC8<br>LEI: 549300JCDF7UAR6TJR51 | Long             | DBT              | CORP              | US        |   1297000 | PA      | $1288569.50   | 0.03%             | 2026-03-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                                          | DANAHER CORP                                                           | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |    108470 | NS      | $20598453.00  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| IMPERIAL OIL LTD                                      | IMPERIAL OIL LTD                                                       | CUSIP: 453038408<br>LEI: 549300MO45LTBPAU4Z27 | Long             | EC               | CORP              | CA        |    342311 | NS      | $24439561.18  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE CONNECTION INC                                  | WASTE CONNECTIONS INC                                                  | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |      9809 | NS      | $1933255.81   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                          | BARCLAYS PLC 7.625%/VAR PERP                                           | CUSIP: 06738EDC6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EP               | CORP              | GB        |    595000 | PA      | $587790.15    | 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: N/A                  | Long             | EP               | CORP              | CA        |     81600 | NS      | $1893936.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MARA HOLDINGS INC                                     | MARA HOLDINGS INC CONV 0% 06/01/2031 144A                              | CUSIP: 565788AG1<br>LEI: 549300M8ISKPTX2W7F94 | Long             | DBT              | CORP              | US        |   3554000 | PA      | $2903618.00   | 0.06%             | 2031-06-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                | US ULTRA BOND CBT FUT SEP25 WNU5                                       | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        22 | NC      | $66986.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LUCID GROUP INC                                       | LUCID GROUP INC CONV 1.25% 12/15/2026 144A                             | CUSIP: 549498AA1<br>LEI: 529900MRL9Z13ZCRVD74 | Long             | DBT              | CORP              | US        |   3912000 | PA      | $3403440.00   | 0.07%             | 2026-12-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                         | AIRCASTLE LTD 5.25%/VAR PERP 144A                                      | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | EP               | CORP              | BM        |   5870000 | PA      | $5829039.73   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BRIDGEBIO PHARMA INC                                  | BRIDGEBIO PHARMA INC CONV 2.25% 02/01/2029                             | CUSIP: 10806XAD4<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |   2498000 | PA      | $2238973.59   | 0.04%             | 2029-02-01      | Fixed         | 0.02%                 | 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        |    777300 | NS      | $13734891.00  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| WINNEBAGO INDUSTRIES INC                              | WINNEBAGO INDUSTRIES INC CONV 3.25% 01/15/2030                         | CUSIP: 974637AF7<br>LEI: 549300B7OYKYJLTE3G11 | Long             | DBT              | CORP              | US        |   2002000 | PA      | $1752751.00   | 0.03%             | 2030-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ETSY INC                                              | ETSY INC CONV 0.125% 10/01/2026                                        | CUSIP: 29786AAJ5<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |   2370000 | PA      | $2348670.00   | 0.05%             | 2026-10-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW CORP                                        | SOUTH BOW CORP                                                         | CUSIP: 83671M105<br>LEI: 2549000XS5TAFA3YF943 | Long             | EC               | CORP              | CA        |    148312 | NS      | $3844105.25   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION ENERGY CORP                             | CONSTELLATION ENERGY CORP                                              | CUSIP: 21037T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     78189 | NS      | $23937562.35  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| MCDONALDS CORP                                        | MCDONALDS CORP                                                         | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |    233578 | NS      | $73308455.30  | 1.43%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI CORP                                              | UGI CORP CONV 5% 06/01/2028 144A                                       | CUSIP: 902681AA3<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | DBT              | CORP              | US        |   1923000 | PA      | $2616241.50   | 0.05%             | 2028-06-01      | Fixed         | 0.05%                 | 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        |    311200 | NS      | $5262392.00   | 0.10%             |  |  |  | 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      | $7879473.00   | 0.15%             |  |  |  | No            |                  1 | 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        |   2650000 | PA      | $2660600.00   | 0.05%             | 2029-04-15      | Fixed         | 0.04%                 | 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        |   6788000 | PA      | $5898772.00   | 0.11%             | 2029-03-01      | Fixed         | 0.01%                 | 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      | $2750414.52   | 0.05%             | 2055-08-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NCL CORP LTD                                          | NCL CORP LTD CONV 2.5% 02/15/2027                                      | CUSIP: 62886HBK6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   1674000 | PA      | $1641357.00   | 0.03%             | 2027-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                 | NORTHROP GRUMMAN CORP                                                  | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |     26602 | NS      | $12895851.54  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRUS ENERGY CORP                                   | CENTRUS ENERGY CORP CONV 2.25% 11/01/2030 144A                         | CUSIP: 15643UAD6<br>LEI: 549300G6VDK9G8276661 | Long             | DBT              | CORP              | US        |   2024000 | PA      | $3140236.00   | 0.06%             | 2030-11-01      | Fixed         | 0.02%                 | 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        |   1115000 | PA      | $1167405.00   | 0.02%             | 2027-07-15      | 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      | $3164790.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOOM ENERGY CORP                                     | BLOOM ENERGY CORP CONV 3% 06/01/2029 144A                              | CUSIP: 093712AL1<br>LEI: 549300XB5J9BFW5JXV97 | Long             | DBT              | CORP              | US        |   3551000 | PA      | $4307363.00   | 0.08%             | 2029-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                   | GLOBAL PAYMENTS INC CONV 1.5% 03/01/2031                               | CUSIP: 37940XAU6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   3772000 | PA      | $3302386.00   | 0.06%             | 2031-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                           | VISTRA CORP 8%/VAR PERP 144A                                           | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | EP               | CORP              | US        |   3000000 | PA      | $3078936.00   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                        | PUBLIC STORAGE 4.7% SER J PFD PERP                                     | CUSIP: 74460W594<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EP               | CORP              | US        |     77800 | NS      | $1468864.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES INC                     | HUNTINGTON INGALLS INDUSTRIES INC                                      | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |     59575 | NS      | $13288799.50  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| OPKO HEALTH INC                                       | OPKO HEALTH INC CONV 3.75% 01/15/2029                                  | CUSIP: 68375NAG8<br>LEI: 529900A4S2D4OGOJLL02 | Long             | DBT              | CORP              | US        |    388000 | PA      | $531075.00    | 0.01%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | 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        |    121600 | NS      | $2131648.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                                             | BOEING CO                                                              | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |     13000 | NS      | $2695160.00   | 0.05%             |  |  |  | No            |                  1 | 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        |   1365000 | PA      | $1554675.62   | 0.03%             | 2028-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure LP                                | XPLR Infrastructure LP CONV 0% 11/15/2025 144A                         | CUSIP: 65341BAD8<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | DBT              | CORP              | US        |   2092000 | PA      | $2016269.60   | 0.04%             | 2025-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MICROSTRATEGY INC                                     | MICROSTRATEGY INC CONV 0.625% 09/15/2028 144A                          | CUSIP: 594972AP6<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |   3523000 | PA      | $7620969.59   | 0.15%             | 2028-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                  | WEC ENERGY GROUP INC                                                   | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |    152667 | NS      | $16402542.48  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| PLAINS ALL AMERN PIPELINE MLP                         | PLAINS ALL AMER PIPELINE LP                                            | CUSIP: 726503105<br>LEI: 5521FA2ITF25TVH63740 | Long             | EC               | CORP              | US        |    199418 | NS      | $3298373.72   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI INDUSTRIES                                        | LCI INDUSTRIES CONV 3% 03/01/2030 144A                                 | CUSIP: 501812AC5<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1650600.00   | 0.03%             | 2030-03-01      | 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        |     27900 | NS      | $2315900.88   | 0.05%             |  |  |  | No            |                  2 | 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      | $1110205.12   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AIRBNB INC                                            | AIRBNB INC CONV 0% 03/15/2026                                          | CUSIP: 009066AB7<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |   3642000 | PA      | $3492645.22   | 0.07%             | 2026-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PAGAYA TECHNOLOGIES LTD                               | PAGAYA TECHNOLOGIES LTD CONV 6.125% 10/01/2029 144A                    | CUSIP: 69549FAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |    491000 | PA      | $718725.80    | 0.01%             | 2029-10-01      | Fixed         | 0.06%                 | 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        |   4786000 | PA      | $5918084.27   | 0.12%             | 2027-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                        | MORGAN STANLEY 6.875% PFD PERP                                         | CUSIP: 61763E207<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      7038 | NS      | $178202.16    | 0.00%             |  |  |  | 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      | $3694020.00   | 0.07%             |  |  |  | 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        |   1193000 | PA      | $1371830.70   | 0.03%             | 2028-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                              | SNAP INC CONV 0.75% 08/01/2026                                         | CUSIP: 83304AAB2<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    746000 | PA      | $714295.00    | 0.01%             | 2026-08-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                                         | WOLFSPEED INC CONV 1.75% 05/01/2026                                    | CUSIP: 225447AD3<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |    879000 | PA      | $158220.00    | 0.00%             | 2026-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                      | SOUTHERN COMPANY 6.375%/VAR 03/15/2055                                 | CUSIP: 842587EB9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1845000 | PA      | $1875103.02   | 0.04%             | 2055-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                        | PUBLIC STORAGE 4.875% SER I PFD PERP                                   | CUSIP: 74460W628<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EP               | CORP              | US        |     68600 | NS      | $1331148.70   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HERC HOLDINGS INC                                     | HERC HOLDINGS INC                                                      | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |      5700 | NS      | $706800.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVELERS COS INC                                     | TRAVELERS COMPANIES INC                                                | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |    111390 | NS      | $30710223.00  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERGY INC                                            | EVERGY INC                                                             | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |     21786 | NS      | $1446808.26   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HAT HOLDINGS I LLC / HAT HOLDINGS II LLC              | HAT HOLDINGS I LLC / II LLC CONV 3.75% 08/15/2028 144A                 | CUSIP: 418751AJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1214000 | PA      | $1355431.00   | 0.03%             | 2028-08-15      | Fixed         | 0.04%                 | No            |                  2 | 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      | $5045314.68   | 0.10%             |  |  |  | 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        |     10562 | NS      | $12265650.60  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| CAMECO CORP                                           | CAMECO CORP                                                            | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |     55332 | NS      | $3238581.96   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED CORP                                           | CONMED CORP CONV 2.25% 06/15/2027                                      | CUSIP: 207410AH4<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | DBT              | CORP              | US        |   1755000 | PA      | $1666197.00   | 0.03%             | 2027-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CARDLYTICS INC                                        | CARDLYTICS INC CONV 4.25% 04/01/2029                                   | CUSIP: 14161WAD7<br>LEI: 549300JETJBH94EIPC66 | Long             | DBT              | CORP              | US        |    542000 | PA      | $238853.29    | 0.00%             | 2029-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HITACHI LTD                                           | HITACHI LTD                                                            | CUSIP: N/A<br>LEI: 549300T6IPOCDWLKC615       | Long             | EC               | CORP              | JP        |    634248 | NS      | $17670358.24  | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| GUIDEWIRE SOFTWARE INC                                | GUIDEWIRE SOFTWARE INC CONV 1.25% 11/01/2029 144A                      | CUSIP: 40171VAB6<br>LEI: 549300WXSG0J8IXZCK32 | Long             | DBT              | CORP              | US        |   2326000 | PA      | $2616750.00   | 0.05%             | 2029-11-01      | Fixed         | 0.01%                 | 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        |   1249000 | PA      | $931004.60    | 0.02%             | 2029-12-15      | Fixed         | 0.04%                 | No            |                  2 | 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      | $830665.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LEMAITRE VASCULAR INC                                 | LEMAITRE VASCULAR INC CONV 2.5% 02/01/2030 144A                        | CUSIP: 525558AA0<br>LEI: 549300FZUBUB7MHY8R17 | Long             | DBT              | CORP              | US        |    597000 | PA      | $592224.00    | 0.01%             | 2030-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                                        | BRUNSWICK CORP 6.375% 04/15/2049 PFD                                   | CUSIP: 117043604<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EP               | CORP              | US        |      7300 | NS      | $170017.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BYRNA TECHNOLOGIES INC                                | BYRNA TECHNOLOGIES INC                                                 | CUSIP: 12448X201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    157800 | NS      | $4206948.00   | 0.08%             |  |  |  | No            |                  1 | 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        |   2912000 | PA      | $4601487.07   | 0.09%             | 2029-03-15      | Fixed         | 0.01%                 | No            |                  2 | 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        |     19240 | NS      | $4420005.20   | 0.09%             |  |  |  | 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        |   5759000 | PA      | $5537278.50   | 0.11%             | 2027-02-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HERBALIFE LTD                                         | HERBALIFE LTD CONV 4.25% 06/15/2028                                    | CUSIP: 42703MAF0<br>LEI: 549300BA7TYPBSZZIA41 | Long             | DBT              | CORP              | KY        |    883000 | PA      | $768210.00    | 0.01%             | 2028-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUNRUN INC                                            | SUNRUN INC CONV 4% 03/01/2030                                          | CUSIP: 86771WAD7<br>LEI: 54930007SJ77CI66U531 | Long             | DBT              | CORP              | US        |   1649000 | PA      | $1141932.50   | 0.02%             | 2030-03-01      | Fixed         | 0.04%                 | 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      | $109341.13    | 0.00%             | 2027-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VERTEX INC                                            | VERTEX INC CONV 0.75% 05/01/2029                                       | CUSIP: 92538JAB2<br>LEI: 549300QMYW171MP1PL50 | Long             | DBT              | CORP              | US        |   1202000 | PA      | $1550340.78   | 0.03%             | 2029-05-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                        | CANADIAN NATL RESOURCES LTD                                            | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |    677604 | NS      | $20574750.38  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEESECAKE FACTORY (THE)                              | CHEESECAKE FACTORY INC CONV 2% 03/15/2030 144A                         | CUSIP: 163072AB7<br>LEI: 529900872XMLK10SY247 | Long             | DBT              | CORP              | US        |   2851000 | PA      | $2905922.78   | 0.06%             | 2030-03-15      | 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        |    719000 | PA      | $915646.50    | 0.02%             | 2027-12-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM PARTNERS LP                         | WESTERN MIDSTREAM PARTNERS LP                                          | CUSIP: 958669103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     74719 | NS      | $2794490.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGA RES CORP                                        | TARGA RESOURCES CORP                                                   | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |     18181 | NS      | $2871325.33   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust                          | Fidelity Securities Lending Cash Central Fund                          | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   3423958 | NS      | $3424300.02   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PATRICK INDUSTRIES INC                                | PATRICK INDUSTRIES INC CONV 1.75% 12/01/2028                           | CUSIP: 703343AG8<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |    965000 | PA      | $1364992.50   | 0.03%             | 2028-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VIRGIN GALACTIC HLDGS INC                             | VIRGIN GALACTIC HLDGS INC CONV 2.5% 02/01/2027 144A                    | CUSIP: 92766KAA4<br>LEI: 549300C631IMXCSMN048 | Long             | DBT              | CORP              | US        |    739000 | PA      | $282666.14    | 0.01%             | 2027-02-01      | Fixed         | 0.03%                 | 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        |   1052000 | PA      | $1075670.00   | 0.02%             | 2028-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                | CENTERPOINT ENERGY INC PC STEP 09/15/2029                              | CUSIP: 15189T206<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EP               | CORP              | US        |     39500 | NS      | $1847905.39   | 0.04%             |  |  |  | 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        |    796000 | PA      | $729932.00    | 0.01%             | 2028-03-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                           | NVIDIA CORP                                                            | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     88871 | NS      | $12009138.23  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| COINBASE GLOBAL INC                                   | COINBASE GLOBAL INC CONV 0.5% 06/01/2026                               | CUSIP: 19260QAB3<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |   4525000 | PA      | $4665275.00   | 0.09%             | 2026-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                 | NORFOLK SOUTHERN CORP                                                  | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |     79283 | NS      | $19592414.96  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC                          | ALIMENTATION COUCHE-TARD INC                                           | CUSIP: 01626P148<br>LEI: 549300OSW32RVX8CCZ87 | Long             | EC               | CORP              | CA        |    343657 | NS      | $17817025.94  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE and CO                                 | JPMORGAN CHASE and CO                                                  | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     45774 | NS      | $12084336.00  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| HAEMONETICS CORP MASS                                 | HAEMONETICS CORP MASS CONV 2.5% 06/01/2029                             | CUSIP: 405024AD2<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1404395.50   | 0.03%             | 2029-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                    | WELLS FARGO and CO                                                     | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    122331 | NS      | $9147912.18   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| 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      | $685248.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GUARDANT HEALTH INC                                   | GUARDANT HEALTH INC CONV 1.25% 02/15/2031                              | CUSIP: 40131MAD1<br>LEI: 254900M8C3E5VC8BR186 | Long             | DBT              | CORP              | US        |   2059000 | PA      | $2114593.00   | 0.04%             | 2031-02-15      | Fixed         | 0.01%                 | No            |                  2 | 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        |   3366000 | PA      | $4828527.00   | 0.09%             | 2029-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                           | BANK OF AMERICA CORPORATION                                            | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    242679 | NS      | $10709424.27  | 0.21%             |  |  |  | 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      | $1416492.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MACH NATURAL RESOURCES LP                             | MACH NATURAL RESOURCES LP                                              | CUSIP: 55445L100<br>LEI: 254900WRTD4RTPK11Q27 | Long             | EC               | CORP              | US        |     55760 | NS      | $742723.20    | 0.01%             |  |  |  | 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      | $11606825.83  | 0.23%             | 2065-12-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BJS WHOLESALE CLUB HOLDINGS INC                       | BJS WHSL CLUB HLDGS INC                                                | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |    194822 | NS      | $22055798.62  | 0.43%             |  |  |  | No            |                  1 | 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      | $394028.87    | 0.01%             | 2050-12-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AMETEK INC NEW                                        | AMETEK INC NEW                                                         | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |     39900 | NS      | $7131726.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                              | MICROCHIP TECHNOLOGY INC CONV 0.75% 06/01/2030 144A                    | CUSIP: 595017BF0<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   4139000 | PA      | $3948606.00   | 0.08%             | 2030-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ZSCALER INC                                           | ZSCALER INC CONV 0.125% 07/01/2025                                     | CUSIP: 98980GAB8<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | DBT              | CORP              | US        |    330000 | PA      | $601095.00    | 0.01%             | 2025-07-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SCORPIO TANKERS INC                                   | SCORPIO TANKERS INC                                                    | CUSIP: N/A<br>LEI: 549300NVJUH16NXG8K87       | Long             | EC               | CORP              | MH        |     67700 | NS      | $2690398.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO and CO                                    | WELLS FARGO and CO NEW 3.9%/VAR PERP                                   | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |  12265000 | PA      | $12076175.42  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                    | ALLY FINL INC 4.7%/VAR PERP                                            | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EP               | CORP              | US        |   6075000 | PA      | $5739516.02   | 0.11%             |  |  |  | No            |                  2 | 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      | $1632628.80   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AENA SME SA                                           | AENA SME SA                                                            | CUSIP: N/A<br>LEI: 959800R7QMXKF0NFMT29       | Long             | EC               | CORP              | ES        |     39084 | NS      | $10517568.88  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE and CO                                 | JPMORGAN CHASE and CO 6.5%/VAR PERP                                    | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |  39675000 | PA      | $40212161.02  | 0.78%             |  |  |  | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                        | PUBLIC STORAGE 3.95% PERP PFD                                          | CUSIP: 74460W446<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EP               | CORP              | US        |     91500 | NS      | $1436550.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANT ENERGY CORP                                   | ALLIANT ENERGY CORP CONV 3.875% 03/15/2026                             | CUSIP: 018802AC2<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |   1880000 | PA      | $1963128.64   | 0.04%             | 2026-03-15      | Fixed         | 0.04%                 | No            |                  2 | 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        |     81000 | NS      | $1892160.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST SOLAR INC                                       | FIRST SOLAR INC                                                        | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |      8369 | NS      | $1322971.52   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSTRATEGY INC                                     | MICROSTRATEGY INC CONV 0.875% 03/15/2031                               | CUSIP: 594972AL5<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |   2078000 | PA      | $3620205.90   | 0.07%             | 2031-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                                         | WOLFSPEED INC STEP 06/23/2030 144A                                     | CUSIP: 977852AG7<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |   1444061 | PA      | $1389909.03   | 0.03%             | 2030-06-23      | Variable      | 0.08%                 | No            |                  3 | On Loan: No      |
| BLOOM ENERGY CORP                                     | BLOOM ENERGY CORP CONV 3% 06/01/2028                                   | CUSIP: 093712AK3<br>LEI: 549300XB5J9BFW5JXV97 | Long             | DBT              | CORP              | US        |    124000 | PA      | $156922.00    | 0.00%             | 2028-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                | SEMPRA 4.875%/VAR PERP                                                 | CUSIP: 816851BK4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EP               | CORP              | US        |   4000000 | PA      | $3974472.00   | 0.08%             |  |  |  | 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        |   3485000 | PA      | $3509032.56   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                      | SOUTHERN COMPANY CONV 3.875% 12/15/2025                                | CUSIP: 842587DP9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   3494000 | PA      | $3803917.80   | 0.07%             | 2025-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| APPLIED DIGITAL CORP                                  | APPLIED DIGITAL CORP CONV 2.75% 06/01/2030 144A                        | CUSIP: 038169AA6<br>LEI: 2549004NE2B6RYXINZ02 | Long             | DBT              | CORP              | US        |   1534000 | PA      | $1363920.02   | 0.03%             | 2030-06-01      | Fixed         | 0.03%                 | 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        |   2332000 | PA      | $2561702.00   | 0.05%             | 2026-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                   | GILEAD SCIENCES INC                                                    | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |    233200 | NS      | $25670656.00  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                | UNITEDHEALTH GROUP INC                                                 | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     36904 | NS      | $11141686.64  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| VALLOUREC SA                                          | VALLOUREC SA                                                           | CUSIP: N/A<br>LEI: 969500P2Q1B47H4MCJ34       | Long             | EC               | CORP              | FR        |    600100 | NS      | $10162835.57  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELON CORP                                           | EXELON CORP                                                            | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |    248305 | NS      | $10880725.10  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| UNILEVER PLC                                          | UNILEVER PLC ORD                                                       | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |    214200 | NS      | $13631977.79  | 0.27%             |  |  |  | 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        |   1020000 | PA      | $971387.76    | 0.02%             | 2028-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                        | NRG ENERGY INC CONV 2.75% 06/01/2048                                   | CUSIP: 629377CG5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    833000 | PA      | $3187557.80   | 0.06%             | 2048-06-01      | Fixed         | 0.03%                 | 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        |    146200 | NS      | $6926956.00   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| SNOWFLAKE INC                                         | SNOWFLAKE INC CONV 0% 10/01/2027 144A                                  | CUSIP: 833445AA7<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |   4017000 | PA      | $5732259.00   | 0.11%             | 2027-10-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                       | GEN DIGITAL INC                                                        | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |    286100 | NS      | $8148128.00   | 0.16%             |  |  |  | No            |                  1 | 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      | $1669350.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SNAP INC                                              | SNAP INC CONV 0.125% 03/01/2028                                        | CUSIP: 83304AAH9<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |   2339000 | PA      | $2011540.00   | 0.04%             | 2028-03-01      | Fixed         | 0.00%                 | No            |                  2 | 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      | $970365.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KENVUE INC                                            | KENVUE INC                                                             | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |    996217 | NS      | $23779699.79  | 0.46%             |  |  |  | No            |                  1 | 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        |   1095000 | PA      | $1227933.00   | 0.02%             | 2028-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                           | BANK OF AMERICA CORPORATION 4.250% PFD PERP                            | CUSIP: 06055H806<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |    382571 | NS      | $6369807.15   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORP                                   | AMERICAN TOWER CORP                                                    | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |     46690 | NS      | $10022008.50  | 0.20%             |  |  |  | No            |                  1 | 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        |    899000 | PA      | $903385.86    | 0.02%             | 2029-05-15      | Fixed         | 0.02%                 | No            |                  2 | 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        |    918000 | PA      | $1046061.00   | 0.02%             | 2030-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                               | MPLX LP                                                                | CUSIP: 55336V100<br>LEI: 5493000CZJ19CK4P3G36 | Long             | EC               | CORP              | US        |     67246 | NS      | $3429546.00   | 0.07%             |  |  |  | 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        |   2107000 | PA      | $2107000.00   | 0.04%             | 2028-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                 | UBER TECHNOLOGIES INC CONV 0% 12/15/2025                               | CUSIP: 90353TAJ9<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   3959000 | PA      | $4467731.50   | 0.09%             | 2025-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EXACT SCIENCES CORP                                   | EXACT SCIENCES CORP CONV 0.375% 03/15/2027                             | CUSIP: 30063PAB1<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |    713000 | PA      | $681271.50    | 0.01%             | 2027-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AMDOCS LIMITED                                        | AMDOCS LTD                                                             | CUSIP: N/A<br>LEI: 549300HQV672RJ7RQV66       | Long             | EC               | CORP              | GG        |    274039 | NS      | $25145818.64  | 0.49%             |  |  |  | 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      | $2839237.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR and CO INC                                        | KKR and CO LP 6.875% PFD 06/01/2065                                    | CUSIP: 48251W609<br>LEI: 549300JOHU21WRN2Z451 | Long             | EP               | CORP              | US        |     41800 | NS      | $1048762.00   | 0.02%             |  |  |  | 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      | $1747650.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OVINTIV INC                                           | OVINTIV INC                                                            | CUSIP: 69047Q102<br>LEI: 2549003MEX7YMKLGI239 | Long             | EC               | CORP              | US        |      8690 | NS      | $311275.80    | 0.01%             |  |  |  | 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      | $2772295.26   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSOCEAN INC                                        | TRANSOCEAN INC CONV 4.625% 09/30/2029                                  | CUSIP: 893830BW8<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    725000 | PA      | $740225.00    | 0.01%             | 2029-09-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JOHNSON and JOHNSON                                   | JOHNSON and JOHNSON                                                    | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |    412798 | NS      | $64070377.58  | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| IMMUNOCORE HOLDINGS PLC                               | IMMUNOCORE HOLDINGS PLC CONV 2.5% 02/01/2030                           | CUSIP: 45258DAB1<br>LEI: 213800IUE3DFS84BVN18 | Long             | DBT              | CORP              | GB        |   1175000 | PA      | $1029652.50   | 0.02%             | 2030-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| QXO INC                                               | QXO INC 5.5% SER B PC                                                  | CUSIP: 82846H504<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     28500 | NS      | $1469175.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                | SPIRIT AEROSYSTEMS INC CONV 3.25% 11/01/2028                           | CUSIP: 85205TAQ3<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    779000 | PA      | $1120299.38   | 0.02%             | 2028-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                     | STATECRP 5.35%/VAR PFD PERP                                            | CUSIP: 857477855<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EP               | CORP              | US        |    112054 | NS      | $2496563.12   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LYFT INC                                              | LYFT INC CONV 0.625% 03/01/2029                                        | CUSIP: 55087PAD6<br>LEI: 549300H7I5VN334XVZ52 | Long             | DBT              | CORP              | US        |   2622000 | PA      | $2771454.00   | 0.05%             | 2029-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                 | ON SEMICONDUCTOR CORP CONV 0% 05/01/2027                               | CUSIP: 682189AS4<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |   4828000 | PA      | $5208446.40   | 0.10%             | 2027-05-01      | Fixed         | 0.00%                 | 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      | $1996703.83   | 0.04%             | 2026-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN FINL GROUP INC OHIO                          | AMERICAN FINL GROUP INC OHIO                                           | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |     91700 | NS      | $11368966.00  | 0.22%             |  |  |  | No            |                  1 | 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      | $376980.00    | 0.01%             |  |  |  | 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      | $32528619.30  | 0.63%             |  |  |  | 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      | $1685210.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS INC                                     | CISCO SYSTEMS INC                                                      | CUSIP: 17275R102<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | EC               | CORP              | US        |   1279589 | NS      | $80665290.56  | 1.57%             |  |  |  | No            |                  1 | On Loan: No      |
| WAYFAIR INC                                           | WAYFAIR INC CONV 0.625% 10/01/2025                                     | CUSIP: 94419LAM3<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2244800.00   | 0.04%             | 2025-10-01      | Fixed         | 0.01%                 | 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        |    451000 | PA      | $450530.20    | 0.01%             | 2030-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                           | VISTRA CORP                                                            | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |    147436 | NS      | $23673798.52  | 0.46%             |  |  |  | No            |                  1 | 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        |    206200 | NS      | $8905778.00   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                    | ATHENE HOLDINGS 7.25%/VAR PFD 03/30/2064                               | CUSIP: 04686J838<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | US        |    130100 | NS      | $3219975.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AFFIRM HOLDINGS INC                                   | AFFIRM HOLDINGS INC CONV 0.75% 12/15/2029 144A                         | CUSIP: 00827BAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3216000 | PA      | $3007170.65   | 0.06%             | 2029-12-15      | 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        |    157800 | NS      | $4517814.00   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| LINDE PLC                                             | LINDE PLC                                                              | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | EC               | CORP              | IE        |     74318 | NS      | $34749610.44  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| JETBLUE AIRWAYS CORP                                  | JETBLUE AIRWAYS CORP CONV 2.5% 09/01/2029 144A                         | CUSIP: 477143AQ4<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |   1877000 | PA      | $1947056.00   | 0.04%             | 2029-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                          | ALPHABET INC CL A                                                      | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      5400 | NS      | $927396.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MAGNITE INC                                           | MAGNITE INC CONV 0.25% 03/15/2026                                      | CUSIP: 55955DAB6<br>LEI: 54930018FR2YX1HHSB02 | Long             | DBT              | CORP              | US        |    565000 | PA      | $542400.00    | 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        |   7654000 | PA      | $7520055.00   | 0.15%             | 2026-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SHAKE SHACK INC                                       | SHAKE SHACK INC CONV 0% 03/01/2028                                     | CUSIP: 819047AB7<br>LEI: 529900J74GJAHYP80N79 | Long             | DBT              | CORP              | US        |   1004000 | PA      | $1036630.00   | 0.02%             | 2028-03-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                   | CHENIERE ENERGY INC                                                    | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |     26429 | NS      | $6263408.71   | 0.12%             |  |  |  | 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        |   3131000 | PA      | $2767804.00   | 0.05%             | 2028-03-15      | Fixed         | 0.00%                 | 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        |   1079000 | PA      | $889096.00    | 0.02%             | 2029-07-15      | Fixed         | 0.03%                 | No            |                  2 | 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      | $1403568.00   | 0.03%             |  |  |  | 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      | $3210300.03   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE and CO                                 | JPMORGAN CHASE and CO 6.875%/VAR PERP                                  | CUSIP: 48128BAQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |   2320000 | PA      | $2417115.20   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| LAMAR ADVERTISING CO                                  | LAMAR ADVERTISING CO CL A                                              | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |    131468 | NS      | $15847152.72  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD INFRASTRUCTURE FINANCE ULC                 | BROOKFIELD INFRASTRUCTURE FINANCE ULC 5% PFD 05/24/2081                | CUSIP: 11276B109<br>LEI: N/A                  | Long             | EP               | CORP              | CA        |     36400 | NS      | $582400.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INSMED INC                                            | INSMED INC CONV 0.75% 06/01/2028                                       | CUSIP: 457669AB5<br>LEI: 529900Q55QAG41CCAC11 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $4250781.19   | 0.08%             | 2028-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                        | PNC FINANCIAL SERVICES GRP INC                                         | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |    173460 | NS      | $30149082.60  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| WALT DISNEY CO                                        | DISNEY (WALT) CO                                                       | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     64600 | NS      | $7302384.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWEST GAS HOLDINGS INC                            | SOUTHWEST GAS HOLDINGS INC                                             | CUSIP: 844895102<br>LEI: 254900LKF9EV0CUKNE09 | Long             | EC               | CORP              | US        |     83900 | NS      | $6026537.00   | 0.12%             |  |  |  | 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        |   3606000 | PA      | $4572408.00   | 0.09%             | 2027-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-06-30

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

**Signature:** Laura M. Del Prato

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

**Title:** President and Treasurer